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Mixed Integer Programming (MIP) is one of the most widely used modeling techniques for combinatorial optimization problems. In many applications, a similar MIP model is solved on a regular basis, maintaining remarkable similarities in model…

Artificial Intelligence · Computer Science 2019-09-10 Jian-Ya Ding , Chao Zhang , Lei Shen , Shengyin Li , Bing Wang , Yinghui Xu , Le Song

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

This paper proposes a parallelizable algorithm for linear-quadratic model predictive control (MPC) problems with state and input constraints. The algorithm itself is based on a parallel MPC scheme that has originally been designed for…

Optimization and Control · Mathematics 2022-07-04 Jiahe Shi , Yuning Jiang , Juraj Oravec , Boris Houska

Mixed Integer Linear Programming (MILP) can be considered the backbone of the modern power system optimization process, with a large application spectrum, from Unit Commitment and Optimal Transmission Switching to verifying Neural Networks…

Quantum Physics · Physics 2024-04-17 Petros Ellinas , Samuel Chevalier , Spyros Chatzivasileiadis

Robust model predictive control algorithms are essential for addressing unavoidable errors due to the uncertainty in predicting real-world systems. However, the formulation of such algorithms typically results in a trade-off between…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Moritz Heinlein , Sankaranarayanan Subramanian , Sergio Lucia

We address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) framework that balances three competing objectives: order…

Trading and Market Microstructure · Quantitative Finance 2026-04-01 Thomas P. McAuliffe , Samuel Liew , Yuchao Li , Andrey Ushenin , Chihang Wang , Alexandros Tasos , Jack Pearce , Dimitris Tasoulis , Dimitri P. Bertsekas , Theodoros Tsagaris

Model predictive control (MPC) is an effective approach to control multivariable dynamic systems with constraints. Most real dynamic models are however affected by plant-model mismatch and process uncertainties, which can lead to…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Zhengang Zhong , Ehecatl Antonio del Rio-Chanona , Panagiotis Petsagkourakis

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

Model predictive control (MPC) is an effective method for controlling robotic systems, particularly autonomous aerial vehicles such as quadcopters. However, application of MPC can be computationally demanding, and typically requires…

Machine Learning · Computer Science 2016-02-17 Tianhao Zhang , Gregory Kahn , Sergey Levine , Pieter Abbeel

Deterministic model predictive control (MPC), while powerful, is often insufficient for effectively controlling autonomous systems in the real-world. Factors such as environmental noise and model error can cause deviations from the expected…

Optimization and Control · Mathematics 2024-07-29 Alex Oshin , Hassan Almubarak , Evangelos A. Theodorou

Control co-design (CCD) is a technique for improving the closed-loop performance of systems through the coordinated design of both plant parameters and an optimal control policy. While model predictive control (MPC) is an attractive control…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Austin L. Nash , Herschel C. Pangborn , Neera Jain

In control system networks, reconfiguration of the controller when agents are leaving or joining the network is still an open challenge, in particular when operation constraints that depend on each agent's behavior must be met. Drawing our…

Systems and Control · Electrical Eng. & Systems 2023-04-05 Danilo Saccani , Lorenzo Fagiano , Melanie N. Zeilinger , Andrea Carron

This paper proposes a real-time model predictive control (MPC) scheme to execute multiple tasks using robots over a finite-time horizon. In industrial robotic applications, we must carefully consider multiple constraints for avoiding joint…

Robotics · Computer Science 2022-09-27 Jaemin Lee , Mingyo Seo , Andrew Bylard , Robert Sun , Luis Sentis

We present CODEV, a Matlab-based tool for verifying systems employing Model Predictive Control (MPC). The MPC solution is computed offline and modeled together with the physical system as a hybrid automaton, whose continuous dynamics may be…

Systems and Control · Computer Science 2018-04-10 Nicole Chan , Sayan Mitra

The problem of computing an exact experimental design that is optimal for the least-squares estimation of the parameters of a regression model is considered. We show that this problem can be solved via mixed-integer linear programming…

Computation · Statistics 2024-06-18 Radoslav Harman , Samuel Rosa

To efficiently deploy robotic systems in society, mobile robots must move autonomously and safely through complex environments. Nonlinear model predictive control (MPC) methods provide a natural way to find a dynamically feasible trajectory…

Switched systems in which the manipulated control action is the time-depending switching signal describe many engineering problems, mainly related to biomedical applications. In such a context, to control the system means to select an…

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

Model predictive control (MPC) is a powerful, optimization-based approach for controlling dynamical systems. However, the computational complexity of online optimization can be problematic on embedded devices. Especially, when we need to…

This paper presents an efficient Mixed-Integer Nonlinear Programming (MINLP) formulation for systems with discrete control inputs under dwell time constraints. By viewing such systems as a switched system, the problem is decomposed into a…

Optimization and Control · Mathematics 2025-01-10 Ramin Abbasi-Esfeden , Armin Nurkanovic , Moritz Diehl , Panagiotis Patrinos , Jan Swevers
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