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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

In this paper, we focus on using optimization methods to solve matrix equations by transforming the problem of solving the Sylvester matrix equation or continuous algebraic Riccati equation into an optimization problem. Initially, we use a…

Numerical Analysis · Mathematics 2024-04-10 Juan Zhang , Xiao Luo

We propose a computationally efficient rollout-then-optimize method to improve a learned control policy at deployment time. A learned policy provides a nominal trajectory, which is refined online by a single Newton step implemented via a…

Optimization and Control · Mathematics 2026-04-13 Andrea Ghezzi , Rudolf Reiter , Katrin Baumgärtner , Alberto Bemporad , Moritz Diehl

Factor Analysis (FA) is a technique of fundamental importance that is widely used in classical and modern multivariate statistics, psychometrics and econometrics. In this paper, we revisit the classical rank-constrained FA problem, which…

Methodology · Statistics 2017-04-25 Dimitris Bertsimas , Martin S. Copenhaver , Rahul Mazumder

Control of nonlinear systems with high levels of uncertainty is practically relevant and theoretically challenging. This paper presents a numerical investigation of an adaptive nonlinear model predictive control (MPC) technique that relies…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Rami Abdulelah Alhazmi , Achinth Suresh Babu , Syed Aseem Ul Islam , Dennis S. Bernstein

In this paper, we consider the problem of Robust Matrix Completion (RMC) where the goal is to recover a low-rank matrix by observing a small number of its entries out of which a few can be arbitrarily corrupted. We propose a simple…

Machine Learning · Computer Science 2016-12-09 Yeshwanth Cherapanamjeri , Kartik Gupta , Prateek Jain

Model Predictive Control (MPC) is a powerful control technique that handles constraints, takes the system's dynamics into account, and optimizes for a given cost function. In practice, however, it often requires an expert to craft and tune…

Robotics · Computer Science 2020-04-21 Napat Karnchanachari , Miguel I. Valls , David Hoeller , Marco Hutter

Two common approaches in low-rank optimization problems are either working directly with a rank constraint on the matrix variable, or optimizing over a low-rank factorization so that the rank constraint is implicitly ensured. In this paper,…

Optimization and Control · Mathematics 2020-12-17 Wooseok Ha , Haoyang Liu , Rina Foygel Barber

This paper proposes a form of MPC in which the control variables are moved asynchronously. This contrasts with most MIMO control schemes, which assume that all variables are updated simultaneously. MPC outperforms other control strategies…

Systems and Control · Computer Science 2015-03-17 K. V. Ling , J. M. Maciejowski , A. G. Richards , B-F. Wu

This article presents a dynamic regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem…

Optimization and Control · Mathematics 2025-02-04 Sungho Shin , Sen Na , Mihai Anitescu

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

Model Predictive Control (MPC) is a popular optimization-based control technique. MPC is usually formulated as sparse or dense Quadratic Programming (QP). This paper reviews two well-known methods, namely, state condensing and move…

Systems and Control · Electrical Eng. & Systems 2020-02-18 Pavel Otta , Ondrej Santin , Vladimir Havlena

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

Periodic operation often emerges as the economically optimal mode in industrial processes, particularly under varying economic or environmental conditions. This paper proposes a robust model predictive control (MPC) framework for uncertain…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Filippo Badalamenti , Jose A. Borja-Conde , Sampath Kumar Mulagaleti , Boris Houska , Alberto Bemporad , Mario Eduardo Villanueva

The paper develops a Model Predictive Controller for constrained control of spacecraft attitude with reaction wheel actuators. The controller exploits a special formulation of the cost with the reference governor like term, a low complexity…

Optimization and Control · Mathematics 2015-01-20 Alberto Guiggiani , Ilya Kolmanovsky , Panagiotis Patrinos , Alberto Bemporad

Large-scale ride-hailing systems often combine real-time routing at the individual request level with a macroscopic Model Predictive Control (MPC) optimization for dynamic pricing and vehicle relocation. The MPC relies on a demand forecast…

Artificial Intelligence · Computer Science 2021-11-08 Enpeng Yuan , Pascal Van Hentenryck

Model Predictive Control (MPC) offers rigorous safety and performance guarantees but is computationally intensive. Approximate MPC (AMPC) aims to circumvent this drawback by learning a computationally cheaper surrogate policy. Common…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Elias Milios , Kim P. Wabersich , Felix Berkel , Felix Gruber , Melanie N. Zeilinger

This paper presents a stochastic, model predictive control (MPC) algorithm that leverages short-term probabilistic forecasts for dispatching and rebalancing Autonomous Mobility-on-Demand systems (AMoD, i.e. fleets of self-driving vehicles).…

Systems and Control · Computer Science 2018-05-07 Matthew Tsao , Ramon Iglesias , Marco Pavone

We study the problem of model predictive control (MPC) for the fish schooling model proposed by Gautrais et al. (Annales Zoologici Fennici, 2008). The high nonlinearity of the model attributed to its attraction/alignment/repulsion law…

Systems and Control · Electrical Eng. & Systems 2023-03-07 Masaki Ogura , Naoki Wakamiya

Model Predictive Control (MPC) is an enabling technology in applications requiring controlling physical processes in an optimized way under constraints on inputs and outputs. However, in MPC closed-loop performance is pushed to the limits…

Optimization and Control · Mathematics 2019-05-06 Dario Piga , Marco Forgione , Simone Formentin , Alberto Bemporad