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The Alternating Direction Method of Multipliers (ADMM) is a widely used method for structured convex optimization, and its practical performance depends strongly on the choice of penalty and relaxation parameters. Motivated by settings such…

Optimization and Control · Mathematics 2026-04-30 Junan Lin , Paul J. Goulart , Luca Furieri

Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…

Systems and Control · Electrical Eng. & Systems 2024-01-04 Bassam Bamieh

The scope of this research is a problem of the direct model reference adaptive control of linear time-invariant multi-input multi-output (MIMO) plants without any a priori knowledge about system matrices. To handle it, a new method is…

Systems and Control · Electrical Eng. & Systems 2023-03-29 Anton Glushchenko , Konstantin Lastochkin

Bilinear matrix inequality (BMI) problems in system and control designs are investigated in this paper. A solution method of reduction of variables (MRVs) is proposed. This method consists of a principle of variable classification, a…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Wei-Yu Chiu

A number of optimal decision problems with uncertainty can be formulated into a stochastic optimal control framework. The Least-Squares Monte Carlo (LSMC) algorithm is a popular numerical method to approach solutions of such stochastic…

Computational Finance · Quantitative Finance 2019-01-23 Zhiyi Shen , Chengguo Weng

The first part of this paper proposed a family of penalized convex relaxations for solving optimization problems with bilinear matrix inequality (BMI) constraints. In this part, we generalize our approach to a sequential scheme which starts…

Optimization and Control · Mathematics 2018-09-27 Mohsen Kheirandishfard , Fariba Zohrizadeh , Muhammad Adil , Ramtin Madani

One often encounters numerical difficulties in solving linear matrix inequality (LMI) problems obtained from $H_\infty$ control problems. We discuss the reason from the viewpoint of optimization, and provide necessary and sufficient…

Optimization and Control · Mathematics 2019-11-21 Hayato Waki , Noboru Sebe

The Lasserre hierarchy is a systematic procedure for constructing a sequence of increasingly tight relaxations that capture the convex formulations used in the best available approximation algorithms for a wide variety of optimization…

Data Structures and Algorithms · Computer Science 2014-04-03 Monaldo Mastrolilli

Modelling and simulating mine countermeasures search missions performed by autonomous vehicles equipped with a sensor capable of detecting mines at sea is a challenging endeavour. The output of our stochastic optimal control implementation…

Numerical Analysis · Mathematics 2025-02-27 Philippe Blondeel , Filip Van Utterbeeck , Ben Lauwens

The known dynamic regressor extension and mixing method (DREM) is combined with the proposed filter of a new type, which uses the integration operation with forgetting, and the recursive least-squares method to develop the new I-DREM model…

Systems and Control · Electrical Eng. & Systems 2021-05-04 Anton Glushchenko , Vladislav Petrov , Konstantin Lastochkin

A generalized method of moments (GMM) estimator is unreliable for a large number of moment conditions, that is, it is comparable, or larger than the sample size. While classical GMM literature proposes several provisions to this problem,…

Computation · Statistics 2021-03-11 Masahiro Tanaka

The aim of this study is to investigate less conservative conditions for a parameterized linear matrix inequality (PLMI) expressed in the form of a double convex sum. This type of PLMI frequently appears in T-S fuzzy control system analysis…

Systems and Control · Electrical Eng. & Systems 2023-07-14 Do Wan Kim , Dong Hwan Lee

This article introduces a novel framework for data-driven linear quadratic regulator (LQR) design. First, we introduce a reinforcement learning paradigm for on-policy data-driven LQR, where exploration and exploitation are simultaneously…

Systems and Control · Electrical Eng. & Systems 2024-02-23 Marco Borghesi , Alessandro Bosso , Giuseppe Notarstefano

Local scale invariance (LSI) has been recently proposed as a possible extension of the dynamical scaling in systems at the critical point and during phase ordering. LSI has been applied inter alia to provide predictions for the scaling…

Statistical Mechanics · Physics 2009-11-11 Michel Pleimling , Andrea Gambassi

In this paper, we use the derivative of the exponential map to derive the exact evolution of the logarithm of the tracking error for mixed-invariant systems, a class of systems capable of describing rigid body tracking problems in Lie…

Systems and Control · Electrical Eng. & Systems 2023-08-15 Li-Yu Lin , James Goppert , Inseok Hwang

In an open-loop experiment, an input sequence is applied to an unknown linear time-invariant system (in continuous or discrete time) affected also by an unknown-but-bounded disturbance sequence (with an energy or instantaneous bound); the…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Andrea Bisoffi , Claudio De Persis , Pietro Tesi

Iterative learning control (ILC) is a powerful technique for high performance tracking in the presence of modeling errors for optimal control applications. There is extensive prior work showing its empirical effectiveness in applications…

Robotics · Computer Science 2021-12-10 Anirudh Vemula , Wen Sun , Maxim Likhachev , J. Andrew Bagnell

The reverse Monte Carlo (RMC) method is widely used in structural modelling and analysis of experimental data. More recently, RMC has been applied to the calculation of equilibrium thermodynamic properties and dynamic problems. These…

Other Condensed Matter · Physics 2022-12-02 Akash Kumar Ball , Suhail Haque , Abhijit Chatterjee

This paper proposes a robust model reference adaptive controller (MRAC) for uncertain multi-input multi-output (MIMO) linear time-invariant (LTI) plants with user-defined constraints on the plant states, input amplitude, and input rate. The…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Poulomee Ghosh , Shubhendu Bhasin

Many modern computer vision and machine learning applications rely on solving difficult optimization problems that involve non-differentiable objective functions and constraints. The alternating direction method of multipliers (ADMM) is a…

Computer Vision and Pattern Recognition · Computer Science 2017-04-11 Zheng Xu , Mario A. T. Figueiredo , Xiaoming Yuan , Christoph Studer , Tom Goldstein