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Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs.…
By using the Hadamard matrix product concept, this paper introduces two generalized matrix formulation forms of numerical analogue of nonlinear differential operators. The SJT matrix-vector product approach is found to be a simple,…
In this paper, we give an algorithm that finds an epsilon-approximate solution to a mixed integer quadratic programming (MIQP) problem. The algorithm runs in polynomial time if the rank of the quadratic function and the number of integer…
We propose inertial versions of block coordinate descent methods for solving non-convex non-smooth composite optimization problems. Our methods possess three main advantages compared to current state-of-the-art accelerated first-order…
Interior Point Methods (IPM) rely on the Newton method for solving systems of nonlinear equations. Solving the linear systems which arise from this approach is the most computationally expensive task of an interior point iteration. If, due…
This paper presents a new approach to solve linear and nonlinear model predictive control (MPC) problems that requires small memory footprint and throughput and is particularly suitable when the model and/or controller parameters change at…
This paper consists of a tutorial on the Augmented Lagrangian based Alternating Direction Inexact Newton method (ALADIN) and its application to distributed model predictive control (MPC). The focus is - for simplicity of presentation - on…
Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…
Heavy computational load for solving nonconvex problems for large-scale systems or systems with real-time demands at each sample step has been recognized as one of the reasons for preventing a wider application of nonlinear model predictive…
In this paper, we propose, discuss, and validate an online Nonlinear Model Predictive Control (NMPC) method for multi-rotor aerial systems with arbitrarily positioned and oriented rotors which simultaneously addresses the local reference…
In this paper, we study the decentralized optimization problem of minimizing a finite sum of continuously differentiable and possibly nonconvex functions over a fixed-connected undirected network. We propose a unified decentralized…
The combination of nonlinear FETI-DP (Dual Primal Finite Element Tearing and Interconnecting) and Quasi-Newton methods using a sequential quadratic programming (SQP) approach is considered. Nonlinear FETI-DP methods are parallel iterative…
In this paper, we propose a trust-region interior-point stochastic sequential quadratic programming (TR-IP-SSQP) method for solving optimization problems with a stochastic objective and deterministic nonlinear equality and inequality…
We compare the performance of proportional-integral-derivative (PID) control, linear model predictive control (LMPC), and nonlinear model predictive control (NMPC) for a physical setup of the quadruple tank system (QTS). We estimate the…
An optimization algorithm for a group of nonsmooth nonconvex problems inspired by two-stage stochastic programming problems is proposed. The main challenges for these problems include (1) the problems lack the popular lower-type properties…
We present a derivative-based algorithm for nonlinearly constrained optimization problems that is tolerant of inaccuracies in the data. The algorithm solves a semi-smooth set of nonlinear equations that are equivalent to the first-order…
A quasi-Newton method with cubic regularization is designed for solving Riemannian unconstrained nonconvex optimization problems. The proposed algorithm is fully adaptive with at most ${\cal O} (\epsilon_g^{-3/2})$ iterations to achieve a…
In this paper, we study the explicit superlinear convergence rates of quasi-Newton methods. We particularly focus on the classical Broyden's method for solving nonlinear equations. We establish its explicit (local) superlinear convergence…
A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…
Safety guarantees are vital in many control applications, such as robotics. Model predictive control (MPC) provides a constructive framework for controlling safety-critical systems, but is limited by its computational complexity. We address…