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RBM-MPC is a computationally efficient variant of Model Predictive Control (MPC) in which the Random Batch Method (RBM) is used to speed up the finite-horizon optimal control problems at each iteration. In this paper, stability and…

Optimization and Control · Mathematics 2024-03-08 Daniël Veldman , Alexandra Borkowski , Enrique Zuazua

We study the foundations of variational inference, which frames posterior inference as an optimisation problem, for probabilistic programming. The dominant approach for optimisation in practice is stochastic gradient descent. In particular,…

Programming Languages · Computer Science 2023-01-10 Basim Khajwal , C. -H. Luke Ong , Dominik Wagner

We consider the minimum-energy control of a car, which is modelled as a point mass sliding on the ground in a fixed direction, and so it can be mathematically described as the double integrator. The control variable, representing the…

Optimization and Control · Mathematics 2018-04-12 Heinz H. Bauschke , Regina S. Burachik , C. Yalçın Kaya

The need for fast and robust optimization algorithms are of critical importance in all areas of machine learning. This paper treats the task of designing optimization algorithms as an optimal control problem. Using regret as a metric for an…

Machine Learning · Computer Science 2021-01-21 Philippe Casgrain , Anastasis Kratsios

We show that Funnel MPC, a novel Model Predictive Control (MPC) scheme, allows tracking of smooth reference signals with prescribed performance for nonlinear multi-input multi-output systems of relative degree one with stable internal…

Optimization and Control · Mathematics 2022-03-18 Thomas Berger , Dario Dennstädt , Achim Ilchmann , Karl Worthmann

Co-optimization of both vehicle speed and gear position via model predictive control (MPC) has been shown to offer benefits for fuel-efficient autonomous driving. However, optimizing both the vehicle's continuous dynamics and discrete gear…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Samuel Mallick , Gianpietro Battocletti , Qizhang Dong , Azita Dabiri , Bart De Schutter

Input constrained Model predictive control (MPC) includes an optimization problem which should iteratively be solved at each time-instance. The well-known drawback of model predictive control is the computational cost of the optimization…

Optimization and Control · Mathematics 2019-04-17 Saman Cyrus , Ali Khaki Sedigh

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

This paper proposes a form of MPC in which the control variables are moved asynchronously. This contrasts with most MIMO control schemes, which assume that all variables are updated simultaneously. MPC outperforms other control strategies…

Systems and Control · Computer Science 2015-03-17 K. V. Ling , J. M. Maciejowski , A. G. Richards , B-F. Wu

This paper presents a novel approach to enhance Model Predictive Control (MPC) for legged robots through Distributed Optimization. Our method focuses on decomposing the robot dynamics into smaller, parallelizable subsystems, and utilizing…

Robotics · Computer Science 2025-01-30 Lorenzo Amatucci , Giulio Turrisi , Angelo Bratta , Victor Barasuol , Claudio Semini

This paper studies the distributed model predictive control (DMPC) problem for distributed discrete-time linear systems with both local and global constraints over directed communication networks. We establish an optimization problem to…

Optimization and Control · Mathematics 2025-11-06 Pengbiao Wang , Xuemei Ren , Dongdong Zheng

World models paired with model predictive control (MPC) can be trained offline on large-scale datasets of expert trajectories and enable generalization to a wide range of planning tasks at inference time. Compared to traditional MPC…

Machine Learning · Computer Science 2025-12-11 Arjun Parthasarathy , Nimit Kalra , Rohun Agrawal , Yann LeCun , Oumayma Bounou , Pavel Izmailov , Micah Goldblum

A faster implementation of the Quadratic Programming (QP) solver used in the Model Predictive Control scheme for Iter Plasma current and shape control was developed for Xilinx Field-Programmable Gate Array (FPGA) platforms using a…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-19 Samo Gerkšič , Boštjan Pregelj , Matija Perne

In many modern machine learning applications, structures of underlying mathematical models often yield nonconvex optimization problems. Due to the intractability of nonconvexity, there is a rising need to develop efficient methods for…

Machine Learning · Computer Science 2017-05-16 Qunwei Li , Yi Zhou , Yingbin Liang , Pramod K. Varshney

In this paper, we consider continuous-time stochastic optimal control problems where the cost is evaluated through a coherent risk measure. We provide an explicit gradient descent-ascent algorithm which applies to problems subject to…

Optimization and Control · Mathematics 2023-06-23 Gabriel Velho , Jean Auriol , Riccardo Bonalli

This paper applies the Anderson Acceleration (AA) technique to accelerate the Fenchel dual gradient method (FDGM) to solve constrained optimization problems over time-varying networks. AA is originally designed for accelerating fixed-point…

Optimization and Control · Mathematics 2026-01-21 Haijuan Liu , Xuyang Wu

Accelerated gradient methods are the cornerstones of large-scale, data-driven optimization problems that arise naturally in machine learning and other fields concerning data analysis. We introduce a gradient-based optimization framework for…

Optimization and Control · Mathematics 2022-03-22 Param Budhraja , Mayank Baranwal , Kunal Garg , Ashish Hota

Convolutional sparse representation (CSR), shift-invariant model for inverse problems, has gained much attention in the fields of signal/image processing, machine learning and computer vision. The most challenging problems in CSR implies…

Machine Learning · Computer Science 2020-11-23 Gustavo Silva , Paul Rodriguez

We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…

Optimization and Control · Mathematics 2025-05-27 Ashley Davey , Harry Zheng

In this paper we present a novel probabilistic sampling-based motion planning algorithm called the Fast Marching Tree algorithm (FMT*). The algorithm is specifically aimed at solving complex motion planning problems in high-dimensional…

Robotics · Computer Science 2015-02-09 Lucas Janson , Edward Schmerling , Ashley Clark , Marco Pavone