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This paper proposes a new sampling-based nonlinear model predictive control (MPC) algorithm, with a bound on complexity quadratic in the prediction horizon N and linear in the number of samples. The idea of the proposed algorithm is to use…

Systems and Control · Computer Science 2017-01-13 R. V. Bobiti , M. Lazar

Model predictive control (MPC) is an optimal control technique which involves solving a sequence of constrained optimization problems across a given time horizon. In this paper, we introduce a category theoretic framework for constructing…

Optimization and Control · Mathematics 2024-03-12 Tyler Hanks , Baike She , Matthew Hale , Evan Patterson , Matthew Klawonn , James Fairbanks

Model Predictive Control (MPC) has established itself as the primary methodology for constrained control, enabling autonomy across diverse applications. While model fidelity is crucial in MPC, solving the corresponding optimization problem…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Lukas Schroth , Daniel Morton , Amon Lahr , Daniele Gammelli , Andrea Carron , Marco Pavone

In this paper, we consider a formulation of nonlinear constrained optimization problems. We reformulate it as a time-varying optimization using continuous-time parametric functions and derive a dynamical system for tracking the optimal…

Optimization and Control · Mathematics 2024-06-11 Mohsen Amidzadeh

Optimization of frame structures is formulated as a~non-convex optimization problem, which is currently solved to local optimality. In this contribution, we investigate four optimization approaches: (i) general non-linear optimization, (ii)…

Optimization and Control · Mathematics 2019-09-17 Marek Tyburec , Jan Zeman , Martin Kružík , Didier Henrion

Harmonic model predictive control (HMPC) is a model predictive control (MPC) formulation which displays several benefits over other MPC formulations, especially when using a small prediction horizon. These benefits, however, come at the…

Optimization and Control · Mathematics 2022-11-16 Pablo Krupa , Daniel Limon , Alberto Bemporad , Teodoro Alamo

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

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

In this paper, a novel distributed optimization framework has been proposed. The key idea is to convert optimization problems into optimal control problems where the objective of each agent is to design the current control input minimizing…

Optimization and Control · Mathematics 2025-04-01 Ziyuan Guo , Yue Sun , Yeming Xu , Liping Zhang , Huanshui Zhang

Differential Dynamic Programming (DDP) is an efficient trajectory optimization algorithm relying on second-order approximations of a system's dynamics and cost function, and has recently been applied to optimize systems with time-invariant…

Optimization and Control · Mathematics 2022-04-11 Alex Oshin , Matthew D. Houghton , Michael J. Acheson , Irene M. Gregory , Evangelos A. Theodorou

A framework based on iterative coordinate minimization (CM) is developed for stochastic convex optimization. Given that exact coordinate minimization is impossible due to the unknown stochastic nature of the objective function, the crux of…

Machine Learning · Statistics 2020-03-13 Sudeep Salgia , Qing Zhao , Sattar Vakili

Many real-world control systems, such as the smart grid and human sensorimotor control systems, have decentralized components that react quickly using local information and centralized components that react slowly using a more global view.…

Optimization and Control · Mathematics 2017-11-15 Gautam Goel , Niangjun Chen , Adam Wierman

In this paper a decentralized control algorithm for systems composed of $N$ dynamically decoupled agents, coupled by feasibility constraints, is presented. The control problem is divided into $N$ optimal control sub-problems and a…

Multiagent Systems · Computer Science 2017-02-28 Ugo Rosolia , Francesco Braghin , Andrew G. Alleyne , Stijn De Bruyne , Edoardo Sabbioni

In model-predictive control (MPC), achieving the best closed-loop performance under a given computational resource is the underlying design consideration. This paper analyzes the MPC design problem with control performance and required…

Optimization and Control · Mathematics 2016-04-25 Vincent Bachtiar , Chris Manzie , William H. Moase , Eric C. Kerrigan

An explicit Model Predictive Control algorithm for large-scale structured linear systems is presented. We base our results on Distributed and Localized Model Predictive Control (DLMPC), a closed-loop model predictive control scheme based on…

Optimization and Control · Mathematics 2020-05-29 Carmen Amo Alonso , Nikolai Matni , James Anderson

This paper studies the problem of steering a linear time-invariant system subject to state and input constraints towards a goal location that may be inferred only through partial observations. We assume mixed-observable settings, where the…

Optimization and Control · Mathematics 2022-11-22 Ugo Rosolia , Yuxiao Chen , Shreyansh Daftry , Masahiro Ono , Yisong Yue , Aaron D. Ames

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

Optimization and Control · Mathematics 2015-03-24 Laura Ferranti , Tamas Keviczky

This paper is about a real-time model predictive control (MPC) algorithm for large-scale, structured linear systems with polytopic state and control constraints. The proposed controller receives the current state measurement as an input and…

Optimization and Control · Mathematics 2019-03-19 Yuning Jiang , Juraj Oravec , Boris Houska , Michal Kvasnica

The increasing presence of large-scale distributed systems highlights the need for scalable control strategies where only local communication is required. Moreover, in safety-critical systems it is imperative that such control strategies…

Optimization and Control · Mathematics 2022-03-16 Carmen Amo Alonso , Jing Shuang Li , James Anderson , Nikolai Matni

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur