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Real-time trajectory optimization for nonlinear constrained autonomous systems is critical and typically performed by CPU-based sequential solvers. Specifically, reliance on global sparse linear algebra or the serial nature of dynamic…

Robotics · Computer Science 2026-03-13 Yilin Zou , Zhong Zhang , Maxime Robic , Fanghua Jiang

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Optimization and Control · Mathematics 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw

This article introduces a new transcription, change point localization, and mesh refinement scheme for direct optimization-based solutions and for uniform approximation of optimal control trajectories associated with a class of nonlinear…

Optimization and Control · Mathematics 2025-02-26 Siddhartha Ganguly , Rihan Aaron D'Silva , Debasish Chatterjee

A framework is introduced for sequentially solving convex stochastic minimization problems, where the objective functions change slowly, in the sense that the distance between successive minimizers is bounded. The minimization problems are…

Optimization and Control · Mathematics 2018-03-12 Craig Wilson , Venugopal Veeravalli , Angelia Nedich

Recent low-thrust space missions have highlighted the importance of designing trajectories that are robust against uncertainties. In its complete form, this process is formulated as a nonlinear constrained stochastic optimal control…

Optimization and Control · Mathematics 2022-02-25 Naoya Ozaki , Stefano Campagnola , Ryu Funase

While Model Predictive Control (MPC) delivers strong performance across robotics applications, solving the underlying (batches of) nonlinear trajectory optimization (TO) problems online remains computationally demanding. Existing…

Robotics · Computer Science 2026-05-11 Alexander Du , Emre Adabag , Gabriel Bravo-Palacios , Brian Plancher

This paper presents novel method for distribution-free robust trajectory optimization and control of discrete-time, nonlinear, and non-Gaussian stochastic systems, with closed-loop guarantees on chance constraint satisfaction. Our framework…

Systems and Control · Electrical Eng. & Systems 2026-03-10 Rihan Aaron D'Silva , Hiroyasu Tsukamoto

Real-world environments are inherently uncertain, and to operate safely in these environments robots must be able to plan around this uncertainty. In the context of motion planning, we desire systems that can maintain an acceptable level of…

Robotics · Computer Science 2020-03-18 Charles Dawson , Ashkan Jasour , Andreas Hofmann , Brian Williams

Trajectory optimization and posture generation are hard problems in robot locomotion, which can be non-convex and have multiple local optima. Progress on these problems is further hindered by a lack of open benchmarks, since comparisons of…

Robotics · Computer Science 2017-10-10 Martim Brandao , Kenji Hashimoto , Atsuo Takanishi

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

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

Ensuring safety and driving consistency is a significant challenge for autonomous vehicles operating in partially observed environments. This work introduces a consistent parallel trajectory optimization (CPTO) approach to enable safe and…

Robotics · Computer Science 2026-05-12 Lei Zheng , Rui Yang , Minzhe Zheng , Michael Yu Wang , Jun Ma

Stochastic trajectory optimization methods like STOMP enable planning with non-differentiable costs, offering substantial flexibility over gradient-based approaches. We show that STOMP implicitly minimizes the KL divergence from a Boltzmann…

Robotics · Computer Science 2026-05-11 Hongzhe Yu , Zinuo Chang , Yongxin Chen

We address the application of stochastic optimization methods for the simultaneous control of parameter-dependent systems. In particular, we focus on the classical Stochastic Gradient Descent (SGD) approach of Robbins and Monro, and on the…

Optimization and Control · Mathematics 2023-02-08 Umberto Biccari , Ana Navarro-Quiles , Enrique Zuazua

Gradient-based trajectory optimization (GTO) has gained wide popularity for quadrotor trajectory replanning. However, it suffers from local minima, which is not only fatal to safety but also unfavorable for smooth navigation. In this paper,…

Robotics · Computer Science 2020-04-17 Boyu Zhou , Fei Gao , Jie Pan , Shaojie Shen

This paper proposes real-time sequential convex programming (RTSCP), a method for solving a sequence of nonlinear optimization problems depending on an online parameter. We provide a contraction estimate for the proposed method and, as a…

Optimization and Control · Mathematics 2015-03-19 Tran Dinh Quoc , Carlo Savorgnan , Moritz Diehl

This article introduces a numerical algorithm that serves as a preliminary step toward solving continuous-time model predictive control (MPC) problems directly without explicit time-discretization. The chief ingredients of the underlying…

Optimization and Control · Mathematics 2024-01-24 Souvik Das , Siddhartha Ganguly , Muthyala Anjali , Debasish Chatterjee

Stochastic-gradient-based optimization has been a core enabling methodology in applications to large-scale problems in machine learning and related areas. Despite the progress, the gap between theory and practice remains significant, with…

Optimization and Control · Mathematics 2021-01-01 Lihua Lei , Michael I. Jordan

Stochastic Approximation has been a prominent set of tools for solving problems with noise and uncertainty. Increasingly, it becomes important to solve optimization problems wherein there is noise in both a set of constraints that a…

Optimization and Control · Mathematics 2025-07-29 Francisco Facchinei , Vyacheslav Kungurtsev

This paper introduces a new algorithm for trajectory optimization, Decoupled Reduced-space and Adaptive Feasibility-repair Trajectory Optimization (DRAFTO). It first constructs a constrained objective that accounts for smoothness, safety,…

Robotics · Computer Science 2026-03-13 Yichang Feng , Xiao Liang , Minghui Zheng