English
Related papers

Related papers: PRESAS: Block-Structured Preconditioning of Iterat…

200 papers

We establish a new iterative method for solving a class of large and sparse linear systems of equations with three-by-three block coefficient matrices having saddle point structure. Convergence properties of the proposed method are studied…

Numerical Analysis · Mathematics 2021-09-13 Hamed Aslani , Davod Khojasteh Salkuyeh , Fatemeh Panjeh Ali Beik

The problem of achieving a good trade-off in Stochastic Model Predictive Control between the competing goals of improving the average performance and reducing conservativeness, while still guaranteeing recursive feasibility and low…

Optimization and Control · Mathematics 2016-06-21 Matthias Lorenzen , Frank Allgöwer , Fabrizio Dabbene , Roberto Tempo

We develop a robust and efficient iterative method for hyper-elastodynamics based on a novel continuum formulation recently developed. The numerical scheme is constructed based on the variational multiscale formulation and the…

Numerical Analysis · Mathematics 2019-02-20 Ju Liu , Alison L. Marsden

Model Predictive Control (MPC) is a computationally demanding control technique that allows dealing with multiple-input and multiple-output systems, while handling constraints in a systematic way. The necessity of solving an optimization…

Systems and Control · Computer Science 2021-12-16 Bulat Khusainov , Eric C. Kerrigan , George A. Constantinides

This paper proposes an Adaptive Learning Model Predictive Control strategy for uncertain constrained linear systems performing iterative tasks. The additive uncertainty is modeled as the sum of a bounded process noise and an unknown…

Systems and Control · Computer Science 2018-04-27 Monimoy Bujarbaruah , Xiaojing Zhang , Ugo Rosolia , Francesco Borrelli

Pre-conditioning is a well-known concept that can significantly improve the convergence of optimization algorithms. For noise-free problems, where good pre-conditioners are not known a priori, iterative linear algebra methods offer one way…

Machine Learning · Computer Science 2019-02-21 Filip de Roos , Philipp Hennig

We investigate iterative methods with randomized preconditioners for solving overdetermined least-squares problems, where the preconditioners are based on a random embedding of the data matrix. We consider two distinct approaches: the…

Numerical Analysis · Mathematics 2021-04-15 Jonathan Lacotte , Mert Pilanci

Modeling multiphysics processes in porous media requires preconditioned iterative linear solvers to enable efficient simulations at industry-relevant scales. These solvers are typically composed of sub-algorithms that target individual…

Numerical Analysis · Mathematics 2025-10-07 Yury Zabegaev , Inga Berre , Eirik Keilegavlen

In this paper, we extend the idea of using controlled perturbations to enhance the capabilities of active-set prediction for interior point methods for convex Quadratic Programming (QP) problems. Namely, we consider perturbing the…

Optimization and Control · Mathematics 2014-09-23 Yiming Yan

The efficient solution of moderately large-scale linear systems arising from the KKT conditions in optimal control problems (OCPs) is a critical challenge in robotics. With the stagnation of Moore's law, there is growing interest in…

Optimization and Control · Mathematics 2025-05-21 Shaohui Yang , Toshiyuki Ohtsuka , Brian Plancher , Colin N. Jones

We present a stationary iteration method, namely Alternating Symmetric positive definite and Scaled symmetric positive semidefinite Splitting (ASSS), for solving the system of linear equations obtained by using finite element discretization…

Numerical Analysis · Mathematics 2021-09-06 Davod Khojasteh Salkuyeh

This paper presents a novel distributed active set method for model predictive control of linear systems. The method combines a primal active set strategy with a decentralized conjugate gradient method to solve convex quadratic programs. An…

Optimization and Control · Mathematics 2021-03-24 Gösta Stomberg , Alexander Engelmann , Timm Faulwasser

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

As integrated circuits become increasingly complex, the demand for efficient and accurate simulation solvers continues to rise. Traditional solvers often struggle with large-scale sparse systems, leading to prolonged simulation times and…

Numerical Analysis · Mathematics 2025-09-12 Zijian Zhang , Rui Hong , Xuesong Chen , Shuting Cai

We provide theoretical foundations and computational tools for the systematic design of optimization-based control laws with constraints that have different priorities. By introducing the concept of prioritized intersections, we extend and…

Optimization and Control · Mathematics 2025-12-23 Daniel Arnström , Gianluca Garofalo

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

Safety is one of the fundamental challenges in control theory. Recently, multi-step optimal control problems for discrete-time dynamical systems were formulated to enforce stability, while subject to input constraints as well as…

Optimization and Control · Mathematics 2023-07-14 Shuo Liu , Jun Zeng , Koushil Sreenath , Calin A. Belta

This paper studies the optimal control problem for discrete-time nonlinear systems and an approximate dynamic programming-based Model Predictive Control (MPC) scheme is proposed for minimizing a quadratic performance measure. In the…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Keerthi Chacko , Midhun T. Augustine , S. Janardhanan , Deepak U. Patil , I. N. Kar

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

We study numerical methods for solving reactive transport problems in porous media that allow a separation of transport and chemistry at the software level, while keeping a tight numerical coupling between both subsystems. After recalling…

Numerical Analysis · Mathematics 2018-10-12 Laila Amir , Michel Kern