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The expansion in automation of increasingly fast applications and low-power edge devices poses a particular challenge for optimization based control algorithms, like model predictive control. Our proposed machine-learning supported approach…
For over a decade now we have been witnessing the success of {\em massive parallel computation} (MPC) frameworks, such as MapReduce, Hadoop, Dryad, or Spark. One of the reasons for their success is the fact that these frameworks are able to…
In control applications there is often a compromise that needs to be made with regards to the complexity and performance of the controller and the computational resources that are available. For instance, the typical hardware platform in…
The main goal of distribution network (DN) expansion planning is essentially to achieve minimal investment constrained with specified reliability requirements. The reliability-constrained distribution network planning (RcDNP) problem can be…
We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…
Many clustering applications in machine learning and data mining rely on solving metric-constrained optimization problems. These problems are characterized by $O(n^3)$ constraints that enforce triangle inequalities on distance variables…
This paper presents the design and analysis of parallel approximation algorithms for facility-location problems, including $\NC$ and $\RNC$ algorithms for (metric) facility location, $k$-center, $k$-median, and $k$-means. These problems…
Application of nonlinear model predictive control (NMPC) to problems with hybrid dynamical systems, disjoint constraints, or discrete controls often results in mixed-integer formulations with both continuous and discrete decision variables.…
Model predictive control (MPC) of hybrid dynamical systems is challenging because the associated optimization problem is nonsmooth and the resulting feedback law is discontinuous. This paper develops real-time MPC algorithms for nonlinear…
The recent years have witnessed advances in parallel algorithms for large scale optimization problems. Notwithstanding demonstrated success, existing algorithms that parallelize over features are usually limited by divergence issues under…
We propose a policy iteration algorithm for solving the multiplicative noise linear quadratic output feedback design problem. The algorithm solves a set of coupled Riccati equations for estimation and control arising from a partially…
Model predictive control (MPC) has been applied to many platforms in robotics and autonomous systems for its capability to predict a system's future behavior while incorporating constraints that a system may have. To enhance the performance…
Model predictive control (MPC) is an optimal control method that predicts the future states of the system being controlled and estimates the optimal control inputs that drive the predicted states to the required reference. The computations…
In this paper, we leverage the rapid advances in imitation learning, a topic of intense recent focus in the Reinforcement Learning (RL) literature, to develop new sample complexity results and performance guarantees for data-driven Model…
We develop a one-Newton-step-per-horizon, online, lag-$L$, model predictive control (MPC) algorithm for solving discrete-time, equality-constrained, nonlinear dynamic programs. Based on recent sensitivity analysis results for the target…
This paper studies the optimal control problem for discrete-time nonlinear systems and an approximate dynamic programming-based Model Predictive Control (MPC) scheme is proposed for minimizing a quadratic performance measure. In the…
This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…
Model Predictive Control (MPC) is a powerful and flexible design tool of high-performance controllers for physical systems in the presence of input and output constraints. A challenge for the practitioner applying MPC is the need of tuning…
In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…
Parallelization techniques have become ubiquitous for accelerating inference and training of deep neural networks. Despite this, several operations are still performed in a sequential manner. For instance, the forward and backward passes…