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We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range…

Optimization and Control · Mathematics 2016-04-08 Xiaojun Chen , Zhaosong Lu , Ting Kei Pong

In this paper, we study a class of stochastic and finite-sum convex optimization problems with deterministic constraints. Existing methods typically aim to find an $\epsilon$-$expectedly\ feasible\ stochastic\ optimal$ solution, in which…

Optimization and Control · Mathematics 2025-06-26 Zhaosong Lu , Yifeng Xiao

We present a reformulation of a contact-implicit optimization (CIO) approach that computes optimal trajectories for rigid-body systems in contact-rich settings. A hard-contact model is assumed, and the unilateral constraints are imposed in…

Robotics · Computer Science 2021-03-02 Jean-Pierre Sleiman , Jan Carius , Ruben Grandia , Martin Wermelinger , Marco Hutter

For minimizing a strongly convex objective function subject to linear inequality constraints, we consider a penalty approach that allows one to utilize stochastic methods for problems with a large number of constraints and/or objective…

Optimization and Control · Mathematics 2022-02-16 Meng Li , Paul Grigas , Alper Atamturk

We present a novel technique to drive a nonlinear system to reach a target state under input constraints. The proposed controller consists only of piecewise constant inputs, generated from a simple linear driftless approximation to the…

Optimization and Control · Mathematics 2025-09-09 Ram Padmanabhan , Melkior Ornik

This work introduces a sequential convex programming framework for non-linear, finite-dimensional stochastic optimal control, where uncertainties are modeled by a multidimensional Wiener process. We prove that any accumulation point of the…

Optimization and Control · Mathematics 2022-09-27 Riccardo Bonalli , Thomas Lew , Marco Pavone

We consider the problem of estimating the possibly non-convex cost of an agent by observing its interactions with a nonlinear, non-stationary and stochastic environment. For this inverse problem, we give a result that allows to estimate the…

Optimization and Control · Mathematics 2023-07-24 Émiland Garrabé , Hozefa Jesawada , Carmen Del Vecchio , Giovanni Russo

We present a real-time-capable set-based framework for closed-loop predictive control of autonomous systems using tools from computational geometry, dynamic programming, and convex optimization. The control architecture relies on the…

Optimization and Control · Mathematics 2025-12-09 Abhinav G. Kamath , Abraham P. Vinod , Purnanand Elango , Stefano Di Cairano , Avishai Weiss

Trajectory optimization is a widely used tool in the design and control of dynamical systems. Typically, not only nonlinear dynamics, but also couplings of the initial and final condition through implicit boundary constraints render the…

Optimization and Control · Mathematics 2024-12-05 Mohamed Abou-Taleb , Maximilian Raff , Kathrin Flaßkamp , C. David Remy

This paper presents a method to stabilize state and input constrained nonlinear systems using an offline optimization on variable triangulations of the set of admissible states. For control-affine systems, by choosing a continuous piecewise…

Systems and Control · Electrical Eng. & Systems 2021-12-02 Reza Lavaei , Leila Bridgeman

This paper studies online nonstochastic control problems with adversarial and static constraints. We propose online nonstochastic control algorithms that achieve both sublinear regret and sublinear adversarial constraint violation while…

Machine Learning · Computer Science 2023-02-07 Xin Liu , Zixian Yang , Lei Ying

This paper addresses the problem of optimally controlling nonlinear systems with norm-bounded disturbances and parametric uncertainties while robustly satisfying constraints. The proposed approach jointly optimizes a nominal nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-09-14 Antoine P. Leeman , Jerome Sieber , Samir Bennani , Melanie N. Zeilinger

We provide a framework for computing the exact worst-case performance of any algorithm belonging to a broad class of oracle-based first-order methods for composite convex optimization, including those performing explicit, projected,…

Optimization and Control · Mathematics 2019-11-22 Adrien B. Taylor , Julien M. Hendrickx , François Glineur

In recent papers it has been suggested that human locomotion may be modeled as an inverse optimal control problem. In this paradigm, the trajectories are assumed to be solutions of an optimal control problem that has to be determined. We…

Optimization and Control · Mathematics 2010-07-26 Yacine Chitour , Frédéric Jean , Paolo Mason

The current paper studies the problem of minimizing a loss $f(\boldsymbol{x})$ subject to constraints of the form $\boldsymbol{D}\boldsymbol{x} \in S$, where $S$ is a closed set, convex or not, and $\boldsymbol{D}$ is a matrix that fuses…

Optimization and Control · Mathematics 2022-01-13 Alfonso Landeros , Oscar Hernan Madrid Padilla , Hua Zhou , Kenneth Lange

We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…

Optimization and Control · Mathematics 2016-01-06 Ajeet Kumar , Alexander Vladimirsky

In this work, we formulate two controllability maximization problems for large-scale networked dynamical systems such as brain networks: The first problem is a sparsity constraint optimization problem with a box constraint. The second…

Optimization and Control · Mathematics 2020-02-12 Kazuhiro Sato , Akiko Takeda

Many real-world systems often involve physical components or operating environments with highly nonlinear and uncertain dynamics. A number of different control algorithms can be used to design optimal controllers for such systems, assuming…

Systems and Control · Electrical Eng. & Systems 2023-04-06 Navid Hashemi , Justin Ruths , Jyotirmoy V. Deshmukh

Cutting plane methods, particularly outer approximation, are a well-established approach for solving nonlinear discrete optimization problems without relaxing the integrality of decision variables. While powerful in theory, their…

Optimization and Control · Mathematics 2025-11-04 Hòa T. Bùi , Alberto De Marchi

In this study, we focus on the numerical solution method for the optimal control problem with equilibrium constraints (OCPEC).It is extremely challenging to solve OCPEC owing to the absence of constraint regularity and strictly feasible…

Optimization and Control · Mathematics 2024-05-28 Kangyu Lin , Toshiyuki Ohtsuka