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Model predictive control (MPC) achieves stability and constraint satisfaction for general nonlinear systems, but requires computationally expensive online optimization. This paper studies approximations of such MPC controllers via neural…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Henrik Hose , Johannes Köhler , Melanie N. Zeilinger , Sebastian Trimpe

Heavy computational load for solving nonconvex problems for large-scale systems or systems with real-time demands at each sample step has been recognized as one of the reasons for preventing a wider application of nonlinear model predictive…

Optimization and Control · Mathematics 2022-04-19 Yaling Ma , Runze Gao , Li Dai , Jinxian Wu , Yuanqing Xia

Model Predictive Control (MPC) is a well-established approach to solve infinite horizon optimal control problems. Since optimization over an infinite time horizon is generally infeasible, MPC determines a suboptimal feedback control by…

Optimization and Control · Mathematics 2022-10-26 Saskia Dietze , Martin A. Grepl

In almost all algorithms for Model Predictive Control (MPC), the most time-consuming step is to solve some form of Linear Quadratic (LQ) Optimal Control Problem (OCP) repeatedly. The commonly recognized best option for this is a Riccati…

Optimization and Control · Mathematics 2025-12-08 Shaohui Yang , Toshiyuki Ohtsuka , Colin N. Jones

The PC algorithm is the state-of-the-art algorithm for causal structure discovery on observational data. It can be computationally expensive in the worst case due to the conditional independence tests are performed in an…

Machine Learning · Computer Science 2021-09-13 Kai Zhang , Chao Tian , Kun Zhang , Todd Johnson , Xiaoqian Jiang

Input constrained Model predictive control (MPC) includes an optimization problem which should iteratively be solved at each time-instance. The well-known drawback of model predictive control is the computational cost of the optimization…

Optimization and Control · Mathematics 2019-04-17 Saman Cyrus , Ali Khaki Sedigh

Nonlinear Model Predictive Control (NMPC) is a general and flexible control approach, used in many industrial contexts, and is based on the online solution of a nonlinear optimization problem. This operation requires in general a high…

Systems and Control · Electrical Eng. & Systems 2024-11-06 Carlo Novara , Mattia Boggio , Deborah Volpe

We show how a posteriori goal oriented error estimation can be used to efficiently solve the subproblems occurring in a Model Predictive Control (MPC) algorithm. In MPC, only an initial part of a computed solution is implemented as a…

Optimization and Control · Mathematics 2022-03-02 Lars Grüne , Manuel Schaller , Anton Schiela

The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. Although MCMC inference…

Machine Learning · Statistics 2013-04-09 Dan Lovell , Jonathan Malmaud , Ryan P. Adams , Vikash K. Mansinghka

This note extends a recently proposed algorithm for model identification and robust MPC of asymptotically stable, linear time-invariant systems subject to process and measurement disturbances. Independent output predictors for different…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Enrico Terzi , Lorenzo Fagiano , Marcello Farina , Riccardo Scattolini

This study proposes an efficient Newton-type method for the optimal control of switched systems under a given mode sequence. A mesh-refinement-based approach is utilized to discretize continuous-time optimal control problems (OCPs) and…

Optimization and Control · Mathematics 2021-12-21 Sotaro Katayama , Toshiyuki Ohtsuka

We develop a three-component Model Predictive Control (MPC) algorithm to achieve output-reference tracking with prescribed performance for continuous-time nonlinear systems. One component is so-called funnel MPC, which achieves reference…

Optimization and Control · Mathematics 2025-02-18 Lukas Lanza , Dario Dennstädt , Thomas Berger , Karl Worthmann

Faster, cheaper, and more power efficient optimization solvers than those currently offered by general-purpose solutions are required for extending the use of model predictive control (MPC) to resource-constrained embedded platforms. We…

Systems and Control · Computer Science 2017-10-13 Juan L. Jerez , Paul J. Goulart , Stefan Richter , George A. Constantinides , Eric C. Kerrigan , Manfred Morari

The main challenge in controlling hybrid systems arises from having to consider an exponential number of sequences of future modes to make good long-term decisions. Model predictive control (MPC) computes a control action through a…

Optimization and Control · Mathematics 2021-06-09 Sandeep Menta , Joseph Warrington , John Lygeros , Manfred Morari

This paper is about a real-time model predictive control (MPC) algorithm for a particular class of model based controllers, whose objective consists of a nominal tracking objective and an additional learning objective. Here, the…

Optimization and Control · Mathematics 2016-11-09 Xuhui Feng , Boris Houska

Model predictive control (MPC) is a de facto standard control algorithm across the process industries. There remain, however, applications where MPC is impractical because an optimization problem is solved at each time step. We present a…

Optimization and Control · Mathematics 2019-07-10 Robert J. Lovelett , Felix Dietrich , Seungjoon Lee , Ioannis G. Kevrekidis

This paper is about a real-time model predictive control (MPC) algorithm for large-scale, structured linear systems with polytopic state and control constraints. The proposed controller receives the current state measurement as an input and…

Optimization and Control · Mathematics 2019-03-19 Yuning Jiang , Juraj Oravec , Boris Houska , Michal Kvasnica

Model Predictive Control (MPC) is a classic tool for optimal control of complex, real-world systems. Although it has been successfully applied to a wide range of challenging tasks in robotics, it is fundamentally limited by the prediction…

Robotics · Computer Science 2021-04-08 Nathan Hatch , Byron Boots

In this paper, we present a new algorithm for parallel Monte Carlo tree search (MCTS). It is based on the pipeline pattern and allows flexible management of the control flow of the operations in parallel MCTS. The pipeline pattern provides…

Artificial Intelligence · Computer Science 2017-04-04 S. Ali Mirsoleimani , Aske Plaat , Jaap van den Herik , Jos Vermaseren

This paper investigates adaptive model predictive control (MPC) for a class of constrained linear systems with unknown model parameters. This is also posed as the dual control problem consisting of system identification and regulation. We…

Optimization and Control · Mathematics 2020-11-24 Kunwu Zhang , Yang Shi
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