Related papers: Solving Optimal Control Problems for Delayed Contr…
We consider a stochastic optimal control problem governed by a stochastic differential equation with delay in the control. Using a result of existence and uniqueness of a sufficiently regular mild solution of the associated…
A homotopy method for multi-objective optimization that produces uniformly sampled Pareto fronts by construction is presented. While the algorithm is general, of particular interest is application to simulation-based engineering…
We consider fractional order optimal control problems in which the dynamic control system involves integer and fractional order derivatives and the terminal time is free. Necessary conditions for a state/control/terminal-time triplet to be…
In many commercial and academic settings, numerical solvers fail to achieve their theoretical performance levels due to issues in the system definition, parameterization, and even implementation. We propose a pair of methods for detecting…
This study describes the development of a novel numerical optimization framework to maximize the endurance of unmanned aerial vehicles (UAVs). We address the problem of numerically determining the optimal thrust and cruise angle of attack…
In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first…
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…
An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…
This paper presents a computationally efficient optimization algorithm for solving nonconvex optimal control problems that involve discrete logic constraints. Traditional solution methods for these constraints require binary variables and…
This article explores the discrete-time stochastic optimal LQR control with delay and quadratic constraints. The inclusion of delay, compared to delay-free optimal LQR control with quadratic constraints, significantly increases the…
A conventional way to handle model predictive control (MPC) problems distributedly is to solve them via dual decomposition and gradient ascent. However, at each time-step, it might not be feasible to wait for the dual algorithm to converge.…
Homotopy optimization is a traditional method to deal with a complicated optimization problem by solving a sequence of easy-to-hard surrogate subproblems. However, this method can be very sensitive to the continuation schedule design and…
This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…
This paper is concerned with the linear quadratic optimal control problem for networked system simultaneously with input delay and Markovian dropout. Different from the results in the literature, we consider the hold-input strategy, which…
A method of optimal control computation is proposed for problems with control and state constraints. It uses a sequence of control structure adjustments in the form of generations and reductions of nodes and arcs, which do not change the…
Three aspects of applying homotopy continuation, which is commonly used to solve parameterized systems of polynomial equations, are investigated. First, for parameterized systems which are homogeneous, we investigate options for performing…
In this paper, we present a novel penalty approach for the numerical solution of continuously controlled HJB equations and HJB obstacle problems. Our results include estimates of the penalisation error for a class of penalty terms, and we…
The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…
A class of finite-state and discrete-time optimal control problems is introduced. The problems involve a large number of agents with independent dynamics, which interact through an aggregative term in the cost function. The problems are…
Solving optimal control problems to determine a stabilizing controller involves a significant computational effort. Time-varying optimal control provides a remedy by designing a tracking system, given as an ordinary differential equation,…