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We consider a generic convex optimization problem associated with regularized empirical risk minimization of linear predictors. The problem structure allows us to reformulate it as a convex-concave saddle point problem. We propose a…

Optimization and Control · Mathematics 2015-09-10 Yuchen Zhang , Lin Xiao

Employing Stochastic Nonlinear Model Predictive Control (SNMPC) for real-time applications is challenging due to the complex task of propagating uncertainties through nonlinear systems. This difficulty becomes more pronounced in…

Systems and Control · Electrical Eng. & Systems 2023-10-31 Baha Zarrouki , Chenyang Wang , Johannes Betz

In this paper, we carry out the analysis of the semismooth Newton method for bilinear control problems related to semilinear elliptic PDEs. We prove existence, uniqueness and regularity for the solution of the state equation, as well as…

Optimization and Control · Mathematics 2025-06-25 Eduardo Casas , Konstantinos Chrysafinos , Mariano Mateos

Control of machine learning models has emerged as an important paradigm for a broad range of robotics applications. In this paper, we present a sampling-based nonlinear model predictive control (NMPC) approach for control of neural network…

Robotics · Computer Science 2022-10-06 Iman Askari , Babak Badnava , Thomas Woodruff , Shen Zeng , Huazhen Fang

The stable principal component pursuit (SPCP) is a non-smooth convex optimization problem, the solution of which enables one to reliably recover the low rank and sparse components of a data matrix which is corrupted by a dense noise matrix,…

Optimization and Control · Mathematics 2015-02-10 Necdet Serhat Aybat , Garud Iyengar

Many practical applications of optimal control are subject to real-time computational constraints. When applying model predictive control (MPC) in these settings, respecting timing constraints is achieved by limiting the number of…

Optimization and Control · Mathematics 2024-12-16 Anusha Srikanthan , Aren Karapetyan , Vijay Kumar , Nikolai Matni

The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…

Machine Learning · Computer Science 2022-05-24 Ján Drgoňa , Sayak Mukherjee , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie

Model predictive control (MPC) provides a useful means for controlling systems with constraints, but suffers from the computational burden of repeatedly solving an optimization problem in real time. Offline (explicit) solutions for MPC…

Systems and Control · Electrical Eng. & Systems 2022-09-14 Daniel Tabas , Baosen Zhang

Model predictive control (MPC) has established itself as the primary methodology for constrained control, enabling general-purpose robot autonomy in diverse real-world scenarios. However, for most problems of interest, MPC relies on the…

We present gPC-SCP: Generalized Polynomial Chaos-based Sequential Convex Programming to compute a sub-optimal solution for a continuous-time chance-constrained stochastic nonlinear optimal control (SNOC) problem. The approach enables motion…

Robotics · Computer Science 2022-03-29 Yashwanth Kumar Nakka , Soon-Jo Chung

In this paper, we present a novel Reduced Robustified NMPC (R$^2$NMPC) algorithm that has the same complexity as an equivalent nominal NMPC while enhancing it with robustified constraints based on the dynamics of ellipsoidal uncertainty…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Baha Zarrouki , João Nunes , Johannes Betz

A trajectory-following primal--dual interior-point method solves nonlinear optimization problems with inequality and equality constraints by approximately finding points satisfying perturbed Karush--Kuhn--Tucker optimality conditions for a…

Optimization and Control · Mathematics 2025-07-03 Pim Heeman , Anders Forsgren

Nonlinear Model Predictive Control (NMPC) is a powerful and widely used technique for nonlinear dynamic process control under constraints. In NMPC, the state and control weights of the corresponding state and control costs are commonly…

Optimization and Control · Mathematics 2020-08-07 Dimche Kostadinov , Davide Scaramuzza

This paper introduces Smart Predict Then Control (SPC), a control aware refinement procedure for model based control. SPC refines a prediction oriented model by optimizing a surrogate objective that evaluates candidate models through the…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Jiachen Li , Shihao Li , Dongmei Chen

Model mismatch and process noise are two frequently occurring phenomena that can drastically affect the performance of model predictive control (MPC) in practical applications. We propose a principled way to tune the cost function and the…

Systems and Control · Electrical Eng. & Systems 2025-06-24 Riccardo Zuliani , Efe C. Balta , John Lygeros

Despite the success of model predictive control (MPC), its application to high-dimensional systems, such as flexible structures and coupled fluid/rigid-body systems, remains a largely open challenge due to excessive computational…

Systems and Control · Computer Science 2019-05-03 Joseph Lorenzetti , Benoit Landry , Sumeet Singh , Marco Pavone

Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Aren Karapetyan , Efe C. Balta , Andrea Iannelli , John Lygeros

This work presents and evaluates a novel input parameterization method which improves the tractability of model predictive control (MPC) for high degree of freedom (DoF) robots. Experimental results demonstrate that by parameterizing the…

Systems and Control · Electrical Eng. & Systems 2020-01-15 Phillip Hyatt , Connor S. Williams , Marc D. Killpack

In this paper, we propose a combined Magnitude Saturated Adaptive Control (MSAC)-Model Predictive Control (MPC) approach to linear quadratic tracking optimal control problems with parametric uncertainties and input saturation. The proposed…

Optimization and Control · Mathematics 2023-03-14 Sunbochen Tang , Anuradha M. Annaswamy

This paper presents an efficient suboptimal model predictive control (MPC) algorithm for nonlinear switched systems subject to minimum dwell time constraints (MTC). While MTC are required for most physical systems due to stability, power…

Optimization and Control · Mathematics 2022-02-16 Yutao Chen , Mircea Lazar