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Sampling-based model predictive control (MPC) is effective for nonlinear systems but often produces non-smooth control inputs due to random sampling. To address this issue, we extend the model predictive path integral (MPPI) framework with…

Systems and Control · Electrical Eng. & Systems 2026-01-08 Markus Walker , Marcel Reith-Braun , Tai Hoang , Gerhard Neumann , Uwe D. Hanebeck

We present a new algorithm for model predictive control of non-linear systems with respect to multiple, conflicting objectives. The idea is to provide a possibility to change the objective in real-time, e.g.~as a reaction to changes in the…

Optimization and Control · Mathematics 2018-08-02 Sebastian Peitz , Kai Schäfer , Sina Ober-Blöbaum , Julian Eckstein , Ulrich Köhler , Michael Dellnitz

Horizon length and model accuracy are defining factors when designing a Model Predictive Controller. While long horizons and detailed models have a positive effect on control performance, computational complexity increases. As predictions…

Systems and Control · Electrical Eng. & Systems 2021-08-19 Tim Brüdigam , Daniel Prader , Dirk Wollherr , Marion Leibold

RBM-MPC is a computationally efficient variant of Model Predictive Control (MPC) in which the Random Batch Method (RBM) is used to speed up the finite-horizon optimal control problems at each iteration. In this paper, stability and…

Optimization and Control · Mathematics 2024-03-08 Daniël Veldman , Alexandra Borkowski , Enrique Zuazua

In distributed model predictive control (MPC), the control input at each sampling time is computed by solving a large-scale optimal control problem (OCP) over a finite horizon using distributed algorithms. Typically, such algorithms require…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Giuseppe Belgioioso , Dominic Liao-McPherson , Mathias Hudoba de Badyn , Nicolas Pelzmann , John Lygeros , Florian Dörfler

Differentiable model predictive control (MPC) offers a powerful framework for combining learning and control. However, its adoption has been limited by the inherently sequential nature of traditional optimization algorithms, which are…

Optimization and Control · Mathematics 2025-10-08 Emre Adabag , Marcus Greiff , John Subosits , Thomas Lew

Model Predictive Control (MPC) is often tuned by trial and error. When a baseline linear controller exists that is already well tuned in the absence of constraints and MPC is introduced to enforce them, one would like to avoid altering the…

Systems and Control · Electrical Eng. & Systems 2021-11-01 Mario Zanon , Alberto Bemporad

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

We study finite-horizon budget allocation as a closed-loop economic control problem and evaluate receding-horizon Model Predictive Control (MPC) relative to reactive budgeting policies. Budgets are allocated periodically under execution…

Systems and Control · Electrical Eng. & Systems 2026-05-01 Nilavra Pathak , Smriti Shyamal , Prasant Mhasker , Christopher Swartz

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

Move blocking (MB) is a widely used strategy to reduce the degrees of freedom of the Optimal Control Problem (OCP) arising in receding horizon control. The size of the OCP is reduced by forcing the input variables to be constant over…

Optimization and Control · Mathematics 2019-10-24 Yutao Chen , Nicolo Scarabottolo , Mattia Bruschetta , Alessandro Beghi

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

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

This paper deals with the analysis and synthesis of a model predictive control (MPC) strategy used in connection with level control in conically shaped industrial liquid storage tanks. The MPC is based on a dynamical non-linear model…

Systems and Control · Computer Science 2018-10-03 Martin Klaučo , Ľuboš Čirka

We introduce Preconditioned Monte Carlo (PMC), a novel Monte Carlo method for Bayesian inference that facilitates efficient sampling of probability distributions with non-trivial geometry. PMC utilises a Normalising Flow (NF) in order to…

Instrumentation and Methods for Astrophysics · Physics 2022-08-24 Minas Karamanis , Florian Beutler , John A. Peacock , David Nabergoj , Uros Seljak

We develop a tracking model predictive control (MPC) scheme for nonlinear systems using the linearized dynamics at the current state as a prediction model. Under reasonable assumptions on the linearized dynamics, we prove that the proposed…

Optimization and Control · Mathematics 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

The practical deployment of nonlinear model predictive control (NMPC) is often limited by online computation: solving a nonlinear program at high control rates can be expensive on embedded hardware, especially when models are complex or…

Machine Learning · Computer Science 2026-03-26 Mihaela-Larisa Clement , Mónika Farsang , Agnes Poks , Johannes Edelmann , Manfred Plöchl , Radu Grosu , Ezio Bartocci

We analyze a time-coarsening strategy for model predictive control (MPC) that we call diffusing-horizon MPC. This strategy seeks to overcome the computational challenges associated with optimal control problems that span multiple…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , Victor M. Zavala

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 novel decomposition scheme to solve parametric non-convex programs as they arise in Nonlinear Model Predictive Control (NMPC) is presented. It consists of a fixed number of alternating proximal gradient steps and a dual update per time…

Optimization and Control · Mathematics 2014-12-25 Jean-Hubert Hours , Colin N. Jones