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We use the continuation and bifurcation package pde2path to numerically analyze infinite time horizon optimal control problems for parabolic systems of PDEs. The basic idea is a two step approach to the canonical systems, derived from…

Optimization and Control · Mathematics 2019-12-25 Hannes Uecker , Hannes de Witt

We present a numerical framework to treat infinite time horizon spatially distributed optimal control problems via the associated canonical system derived by Pontryagin's Maximum Principle. The basic idea is to consider the canonical system…

Optimization and Control · Mathematics 2015-06-11 Dieter Grass , Hannes Uecker

pde2path is a free and easy to use Matlab continuation/bifurcation package for elliptic systems of PDEs with arbitrary many components, on general two dimensional domains, and with rather general boundary conditions. The package is based on…

Analysis of PDEs · Mathematics 2012-09-27 Hannes Uecker , Daniel Wetzel , Jens D. M. Rademacher

In this paper, we present version 2.0 of cashocs. Our software automates the solution of PDE constrained optimization problems for shape optimization and optimal control. Since its inception, many new features and useful tools have been…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth

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

This article introduces a numerical algorithm that serves as a preliminary step toward solving continuous-time model predictive control (MPC) problems directly without explicit time-discretization. The chief ingredients of the underlying…

Optimization and Control · Mathematics 2024-01-24 Souvik Das , Siddhartha Ganguly , Muthyala Anjali , Debasish Chatterjee

Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

Optimization and Control · Mathematics 2025-04-25 Apurva Patil

pdepath 2.0 is an upgrade of the continuation/bifurcation package pde2path for elliptic systems of PDEs over bounded 2D domains, based on the Matlab pdetoolbox. The new features include a more efficient use of FEM, easier switching between…

Analysis of PDEs · Mathematics 2014-09-11 Tomas Dohnal , Jens D. M. Rademacher , Hannes Uecker , Daniel Wetzel

This letter introduces the NOnSmooth Numerical Optimal Control (NOSNOC) open-source software package. It is a modular MATLAB tool based on CasADi and IPOPT for numerically solving Optimal Control Problems (OCP) with piecewise smooth systems…

Optimization and Control · Mathematics 2022-08-04 Armin Nurkanović , Moritz Diehl

POCP is a new Matlab package running jointly with GloptiPoly 3 and, optionally, YALMIP. It is aimed at nonlinear optimal control problems for which all the problem data are polynomial, and provides an approximation of the optimal value as…

Optimization and Control · Mathematics 2008-09-29 Didier Henrion , Jean-Bernard Lasserre , Carlo Savorgnan

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

The time parallel solution of optimality systems arising in PDE constraint optimization could be achieved by simply applying any time parallel algorithm, such as Parareal, to solve the forward and backward evolution problems arising in the…

Analysis of PDEs · Mathematics 2020-07-27 Martin Gander , Félix Kwok , Julien Salomon

Time-Dependent Constrained Path Optimization (TD-CPO) takes the following input: (i) time-dependent (TD) road network, (ii) source ($s$), (iii) destination ($d$), (iv) departure time ($t$) and, (v) budget ($\mathcal{B}$). In TD graph, each…

Other Computer Science · Computer Science 2024-09-27 Kousik Kumar Dutta , Venkata M. V. Gunturi

The Inverse Optimal Control (IOC) problem is a structured system identification problem that aims to identify the underlying objective function based on observed optimal trajectories. This provides a data-driven way to model experts'…

Optimization and Control · Mathematics 2024-02-28 Han Zhang , Axel Ringh

The core of the Model Predictive Control (MPC) method in every step of the algorithm consists in solving a time-dependent optimization problem on the prediction horizon of the MPC algorithm, and then to apply a portion of the optimal…

Optimization and Control · Mathematics 2021-01-15 Alessandro Alla , Carmen Gräßle , Michael Hinze

This paper demonstrates a mathematically correct and computationally powerful method for solving 3D topology optimization problems. This method is based on canonical duality theory (CDT) developed by Gao in nonconvex mechanics and global…

Optimization and Control · Mathematics 2018-06-22 David Yang Gao , Elaf Jaafar Ali

A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive…

Optimization and Control · Mathematics 2022-02-08 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

This work presents an efficient method to solve a class of continuous-time, continuous-space stochastic optimal control problems of robot motion in a cluttered environment. The method builds upon a path integral representation of the…

Systems and Control · Computer Science 2016-03-10 Jung-Su Ha , Han-Lim Choi

Model Predictive Control (MPC) is a popular technology to operate industrial systems. It refers to a class of control algorithms that use an explicit model of the system to obtain the control action by minimizing a cost function. At each…

Optimization and Control · Mathematics 2024-11-22 Luz A. Alvarez , Diego F. de Bernardini , Christophe Gallesco

Powered descent guidance (PDG) problems subject to six-degrees-of-freedom (6DOF) dynamics allow for enforcement of practical attitude constraints. However, numerical solutions to 6DOF PDG problems are challenging due to fast rotational…

Optimization and Control · Mathematics 2025-01-27 Nicholas P. Nurre , Ehsan Taheri
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