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The use of Model Predictive Control in industry is steadily increasing as more complicated problems can be addressed. Due to that online optimization is usually performed, the main bottleneck with Model Predictive Control is the relatively…

Optimization and Control · Mathematics 2014-01-31 Isak Nielsen , Daniel Axehill

In Model Predictive Control (MPC) the control input is computed by solving a constrained finite-time optimal control (CFTOC) problem at each sample in the control loop. The main computational effort is often spent on computing the search…

Optimization and Control · Mathematics 2017-03-23 Isak Nielsen , Daniel Axehill

Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their application to systems with low sampling frequency. This…

Optimization and Control · Mathematics 2025-03-12 Casian Iacob , Hany Abdulsamad , Simo Särkkä

This paper proposes a new sampling-based nonlinear model predictive control (MPC) algorithm, with a bound on complexity quadratic in the prediction horizon N and linear in the number of samples. The idea of the proposed algorithm is to use…

Systems and Control · Computer Science 2017-01-13 R. V. Bobiti , M. Lazar

Model Predictive Control (MPC) is an optimal control algorithm with strong stability and robustness guarantees. Despite its popularity in robotics and industrial applications, the main challenge in deploying MPC is its high computation…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Camilo Gonzalez , Houshyar Asadi , Lars Kooijman , Chee Peng Lim

The Massive Parallel Computing (MPC) model gained popularity during the last decade and it is now seen as the standard model for processing large scale data. One significant shortcoming of the model is that it assumes to work on static…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-23 Giuseppe F. Italiano , Silvio Lattanzi , Vahab S. Mirrokni , Nikos Parotsidis

A method is presented for parallelizing the computation of solutions to discrete-time, linear-quadratic, finite-horizon optimal control problems, which we will refer to as LQR problems. This class of problem arises frequently in robotic…

Optimization and Control · Mathematics 2018-09-18 Forrest Laine , Claire Tomlin

In model predictive control (MPC), the choice of cost-weighting matrices and designing the Hessian matrix directly affects the trade-off between rapid state regulation and minimizing the control effort. However, traditional MPC in quadratic…

Systems and Control · Electrical Eng. & Systems 2026-02-13 Komeil Nosrati , Juri Belikov , Aleksei Tepljakov , Eduard Petlenkov

This paper proposes a parallelizable algorithm for linear-quadratic model predictive control (MPC) problems with state and input constraints. The algorithm itself is based on a parallel MPC scheme that has originally been designed for…

Optimization and Control · Mathematics 2022-07-04 Jiahe Shi , Yuning Jiang , Juraj Oravec , Boris Houska

Establishing an execution time certificate in deploying model predictive control (MPC) is a pressing and challenging requirement. As nonlinear MPC (NMPC) results in nonlinear programs, differing from quadratic programs encountered in linear…

Systems and Control · Electrical Eng. & Systems 2024-02-27 Liang Wu , Krystian Ganko , Shimin Wang , Richard D. Braatz

In this note, we consider infinite horizon optimal control problems with deterministic systems. Since exact solutions to these problems are often intractable, we propose a parallel model predictive control (MPC) method that provides an…

Optimization and Control · Mathematics 2025-04-29 Yuchao Li , Aren Karapetyan , Niklas Schmid , John Lygeros , Karl H. Johansson , Jonas Mårtensson

A key motivation in the development of Distributed Model Predictive Control (DMPC) is to accelerate centralized Model Predictive Control (MPC) for large-scale systems. DMPC has the prospect of scaling well by parallelizing computations…

Optimization and Control · Mathematics 2025-04-16 Gösta Stomberg , Maurice Raetsch , Alexander Engelmann , Timm Faulwasser

Model predictive control (MPC) provides a useful means for controlling systems with constraints, but suffers from the computational burden of repeatedly solving an optimization problem in real time. Offline (explicit) solutions for MPC…

Systems and Control · Electrical Eng. & Systems 2022-09-14 Daniel Tabas , Baosen Zhang

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

Optimization and Control · Mathematics 2015-03-24 Laura Ferranti , Tamas Keviczky

This paper proposes an off-line algorithm, called Recurrent Model Predictive Control (RMPC), to solve general nonlinear finite-horizon optimal control problems. Unlike traditional Model Predictive Control (MPC) algorithms, it can make full…

Systems and Control · Electrical Eng. & Systems 2021-02-24 Zhengyu Liu , Jingliang Duan , Wenxuan Wang , Shengbo Eben Li , Yuming Yin , Ziyu Lin , Qi Sun , Bo Cheng

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

Computation · Statistics 2023-01-24 Efthyvoulos Drousiotis , Paul G. Spirakis , Simon Maskell

System level synthesis enables improved robust MPC formulations by allowing for joint optimization of the nominal trajectory and controller. This paper introduces a tailored algorithm for solving the corresponding disturbance feedback…

Optimization and Control · Mathematics 2024-09-05 Antoine P. Leeman , Johannes Köhler , Florian Messerer , Amon Lahr , Moritz Diehl , Melanie N. Zeilinger

Recent strides in nonlinear model predictive control (NMPC) underscore a dependence on numerical advancements to efficiently and accurately solve large-scale problems. Given the substantial number of variables characterizing typical…

Robotics · Computer Science 2024-06-04 Wilson Jallet , Ewen Dantec , Etienne Arlaud , Justin Carpentier , Nicolas Mansard

Markov chain Monte Carlo (MCMC) methods are foundational algorithms for Bayesian inference and probabilistic modeling. However, most MCMC algorithms are inherently sequential and their time complexity scales linearly with the sequence…

Computation · Statistics 2025-12-03 David M. Zoltowski , Skyler Wu , Xavier Gonzalez , Leo Kozachkov , Scott W. Linderman

We propose a computationally efficient rollout-then-optimize method to improve a learned control policy at deployment time. A learned policy provides a nominal trajectory, which is refined online by a single Newton step implemented via a…

Optimization and Control · Mathematics 2026-04-13 Andrea Ghezzi , Rudolf Reiter , Katrin Baumgärtner , Alberto Bemporad , Moritz Diehl
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