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Model Predictive Control (MPC) can efficiently control constrained systems in real-time applications. MPC feedback law for a linear system with linear inequality constraints can be explicitly computed off-line, which results in an off-line…

Model Predictive Control (MPC) can be applied to safety-critical control problems, providing closed-loop safety and performance guarantees. Implementation of MPC controllers requires solving an optimization problem at every sampling…

In this work, we consider optimality conditions of an optimal control problem governed by an obstacle problem. Here, we focus on introducing a, matrix valued, control variable as the coefficients of the obstacle problem. As it is well…

A new exact projective penalty method is proposed for the equivalent reduction of constrained optimization problems to nonsmooth unconstrained ones. In the method, the original objective function is extended to infeasible points by summing…

We show how the solution to NMPC problems for a special type of input-affine discrete-time systems can be obtained by reformulating the underlying non-convex optimal control problem in terms of a finite number of convex subproblems. The…

Model Predictive Control (MPC) is a well-established approach to solve infinite horizon optimal control problems. Since optimization over an infinite time horizon is generally infeasible, MPC determines a suboptimal feedback control by…

In this brief, we consider the constrained optimization problem underpinning model predictive control (MPC). We show that this problem can be decomposed into an unconstrained optimization problem with the same cost function as the original…

In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider problems where sparsity is exactly measured either by the…

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

We propose the first method that determines the exact worst-case execution time (WCET) for implicit linear model predictive control (MPC). Such WCET bounds are imperative when MPC is used in real time to control safety-critical systems. The…

The paper investigates the accuracy of the Model Predictive Control (MPC) method for finding online approximate optimal feedback control for Bolza type problems on a fixed finite horizon. The predictions for the dynamics, the state…

We develop two penalty based difference of convex (DC) algorithms for solving chance constrained programs. First, leveraging a rank-based DC decomposition of the chance constraint, we propose a proximal penalty based DC algorithm in the…

We present a model predictive control (MPC) formulation to directly optimize economic criteria for linear constrained systems subject to disturbances and uncertain model parameters. The proposed formulation combines a certainty equivalent…

This paper proposes a mechanism to produce equivalent Lipschitz surrogates for zero-norm and rank optimization problems by means of the global exact penalty for their equivalent mathematical programs with an equilibrium constraint (MPECs).…

The Massively Parallel Computation (MPC) model serves as a common abstraction of many modern large-scale data processing frameworks, and has been receiving increasingly more attention over the past few years, especially in the context of…

When dealing with real-world optimization problems, decision-makers usually face high levels of uncertainty associated with partial information, unknown parameters, or complex relationships between these and the problem decision variables.…

This paper is devoted to studying constrained continuous-time Markov decision processes (MDPs) in the class of randomized policies depending on state histories. The transition rates may be unbounded, the reward and costs are admitted to be…

To address feasibility issues in model predictive control (MPC), most implementations relax state constraints by using slack variables and adding a penalty to the cost. We propose an alternative strategy: relaxing the initial state…

The Model Predictive Control (MPC) scheme Funnel MPC enables output tracking of smooth reference signals with prescribed error bounds for nonlinear multi-input multi-output systems with stable internal dynamics. Earlier works achieved the…

Chance constraints are frequently used to limit the probability of constraint violations in real-world optimization problems where the constraints involve stochastic components. We study chance-constrained submodular optimization problems,…