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This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

We show via examples that, when solving optimal control problems, representing the optimal state and input trajectory directly using interpolation schemes may not be the best choice. Due to the lack of considerations for solution…

Optimization and Control · Mathematics 2021-12-16 Yuanbo Nie , Eric C. Kerrigan

Introducing flexibility in the time-discretisation mesh can improve convergence and computational time when solving differential equations numerically, particularly when the solutions are discontinuous, as commonly found in control problems…

Optimization and Control · Mathematics 2023-06-27 Lucian Nita , Eduardo M. G. Vila , Marta A. Zagorowska , Eric C. Kerrigan , Yuanbo Nie , Ian McInerney , Paola Falugi

Inactive constraints do not contribute to the solution of an optimal control problem, but increase the problem size and burden the numerical computations. We present a novel strategy for handling inactive constraints efficiently by…

Systems and Control · Electrical Eng. & Systems 2021-12-16 Yuanbo Nie , Eric C. Kerrigan

For unconstrained control problems, a local convergence rate is established for an $hp$-method based on collocation at the Radau quadrature points in each mesh interval of the discretization. If the continuous problem has a sufficiently…

Numerical Analysis · Mathematics 2021-07-20 William W. Hager , Hongyan Hou , Subhashree Mohapatra , Anil V. Rao

Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…

Optimization and Control · Mathematics 2022-10-31 Alberto De Marchi

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

We propose a novel direct transcription and solution method for solving nonlinear, continuous-time dynamic optimization problems. Instead of forcing the dynamic constraints to be satisfied only at a selected number of points as in direct…

Optimization and Control · Mathematics 2022-01-25 Yuanbo Nie , Eric C. Kerrigan

Nonlinear optimal control problems for trajectory planning with obstacle avoidance present several challenges. While general-purpose optimizers and dynamic programming methods struggle when adopted separately, their combination enabled by a…

Optimization and Control · Mathematics 2024-08-09 Rebecca Richter , Alberto De Marchi , Matthias Gerdts

Model Predictive Control (MPC) can efficiently control constrained systems in real-time applications. MPC feedback law for a linear system with linear inequality constraints can be explicitly computed off-line, which results in an off-line…

Systems and Control · Computer Science 2016-06-13 Andrew Knyazev , Peizhen Zhu , Stefano Di Cairano

In this paper, we present a novel solution for real-time, Non-Linear Model Predictive Control (NMPC) exploiting a time-mesh refinement strategy. The proposed controller formulates the Optimal Control Problem (OCP) in terms of flat outputs…

Robotics · Computer Science 2018-06-15 Ciro Potena , Bartolomeo Della Corte , Daniele Nardi , Giorgio Grisetti , Alberto Pretto

We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…

Optimization and Control · Mathematics 2025-07-28 Etienne Buehrle , Ömer Şahin Taş , Christoph Stiller

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

Optimization and Control · Mathematics 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden

We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…

Analysis of PDEs · Mathematics 2024-12-12 Abhishek Chaudhary

Neural networks have proven practical for a synergistic combination of advanced control techniques. This work analyzes the implementation of rectified linear unit neural networks to achieve constrained control in differentially flat…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Huu-Thinh Do , Ionela Prodan , Florin Stoican

In this paper, we consider controlled linear dynamical systems in which the controller has only access to a compressed version of the system state. The technical problem we investigate is that of allocating compression resources over time…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Li Wang , Chao Zhang , Samson Lasaulce , Lina Bariah , Merouane Debbah

This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Peter A. Fisher , Anuradha M. Annaswamy

A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…

Probability · Mathematics 2018-06-11 Martin G. Vieten , Richard H. Stockbridge

Direct collocation methods are powerful tools to solve trajectory optimization problems in robotics. While their resulting trajectories tend to be dynamically accurate, they may also present large kinematic errors in the case of constrained…

Robotics · Computer Science 2023-04-26 Ricard Bordalba , Tobias Schoels , Lluís Ros , Josep M. Porta , Moritz Diehl

We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…

Optimization and Control · Mathematics 2019-01-25 Mariano Mateos
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