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We study additive models built with trend filtering, i.e., additive models whose components are each regularized by the (discrete) total variation of their $k$th (discrete) derivative, for a chosen integer $k \geq 0$. This results in $k$th…

Machine Learning · Statistics 2018-11-26 Veeranjaneyulu Sadhanala , Ryan J. Tibshirani

For multiparametric mixed-integer convex programming problems such as those encountered in hybrid model predictive control, we propose an algorithm for generating a feasible partition of a subset of the parameter space. The result is a…

Optimization and Control · Mathematics 2019-03-01 Danylo Malyuta , Behcet Acikmese , Martin Cacan , David S. Bayard

Recent advances in cutting-plane strategies applied to robust optimization problems show that they are competitive with respect to problem reformulations and interior-point algorithms. However, although its application with polyhedral…

Optimization and Control · Mathematics 2019-04-03 Roberto Mínguez , Víctor Casero-Alonso

In this manuscript, we investigate symbolic abstractions that capture the behavior of piecewise-affine systems under input constraints and bounded external noise. This is accomplished by considering local affine feedback controllers that…

Optimization and Control · Mathematics 2022-11-23 Lucas N. Egidio , Thiago Alves Lima , Raphaël M. Jungers

We consider the reliable implementation of an adaptive high-order unfitted finite element method on Cartesian meshes for solving elliptic interface problems with geometrically curved singularities. We extend our previous work on the…

Numerical Analysis · Mathematics 2024-03-07 Zhiming Chen , Yong Liu

We study the problem of choosing optimal policy rules in uncertain environments using models that may be incomplete and/or partially identified. We consider a policymaker who wishes to choose a policy to maximize a particular counterfactual…

Econometrics · Economics 2020-12-22 Thomas M. Russell

We investigate optimal control of dynamical systems which are affine, i.e., linear in control, but nonlinear in state. The control task is to enforce the system state to follow a prescribed desired trajectory as closely as possible, a task…

Optimization and Control · Mathematics 2016-04-06 Jakob Löber

We consider the problem of synthesizing robust disturbance feedback policies for systems performing complex tasks. We formulate the tasks as linear temporal logic specifications and encode them into an optimization framework via…

Optimization and Control · Mathematics 2018-08-28 Pier Giuseppe Sessa , Damian Frick , Tony A. Wood , Maryam Kamgarpour

To promote the widespread use of mobile robots in diverse fields, the performance of trajectory tracking must be ensured. To address the constraints and nonlinear features associated with mobile robot systems, we apply nonlinear model…

Systems and Control · Electrical Eng. & Systems 2023-02-17 Kangbo Wang , Kaijie Zhang , Yating Huang , Jun Xu

In robust optimization, the general aim is to find a solution that performs well over a set of possible parameter outcomes, the so-called uncertainty set. In this paper, we assume that the uncertainty size is not fixed, and instead aim at…

Optimization and Control · Mathematics 2016-06-24 André Chassein , Marc Goerigk

Approximate dynamic programming (ADP) faces challenges in dealing with constraints in control problems. Model predictive control (MPC) is, in comparison, well-known for its accommodation of constraints and stability guarantees, although its…

Systems and Control · Electrical Eng. & Systems 2023-04-10 Kanghui He , Shengling Shi , Ton van den Boom , Bart De Schutter

Constrained model predictive control (MPC) is a widely used control strategy, which employs moving horizon-based on-line optimisation to compute the optimum path of the manipulated variables. Nonlinear MPC can utilize detailed models but it…

Systems and Control · Computer Science 2018-08-02 Panagiotis Petsagkourakis , William P. Heath , Constantinos Theodoropoulos

We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…

Optimization and Control · Mathematics 2015-08-21 Bram L. Gorissen

Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…

Systems and Control · Electrical Eng. & Systems 2024-10-25 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

This paper studies optimal control problems of unknown linear systems subject to stochastic disturbances of uncertain distribution. Uncertainty about the stochastic disturbances is usually described via ambiguity sets of probability…

Systems and Control · Electrical Eng. & Systems 2023-06-30 Guanru Pan , Timm Faulwasser

In this paper we aim to construct piecewise-linear (PWL) approximations for functions of multiple variables and to build compact mixed-integer linear programming (MILP) formulations to represent the resulting PWL function. On the one hand,…

Optimization and Control · Mathematics 2026-02-20 Péter Dobrovoczki , Tamás Kis

We consider an optimal shape design problem for the plate equation, where the variable thickness of the plate is the design function. This problem can be formulated as a control in the coefficient PDE-constrained optimal control problem…

Optimization and Control · Mathematics 2015-06-11 Klaus Deckelnick , Michael Hinze , Tobias Jordan

In this paper, we present an iterative Model Predictive Control (MPC) design for piecewise nonlinear systems. We consider finite time control tasks where the goal of the controller is to steer the system from a starting configuration to a…

Systems and Control · Electrical Eng. & Systems 2021-06-02 Ugo Rosolia , Aaron D. Ames

We consider the geometric optics problem of finding a system of two reflectors that transform a spherical wavefront into a beam of parallel rays with prescribed intensity distribution. Using techniques from optimal transportation theory, it…

Numerical Analysis · Mathematics 2011-11-08 Tilmann Glimm , Nick Henscheid

Seeking tighter relaxations of combinatorial optimization problems, semidefinite programming is a generalization of linear programming that offers better bounds and is still polynomially solvable. Yet, in practice, a semidefinite program is…

Optimization and Control · Mathematics 2023-11-17 Daniel Porumbel