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A dynamic method to solve the Non-linear Programming (NLP) problem with Equality Constraints (ECs) and Inequality Constraints (IECs) is proposed. Inspired by the Lyapunov continuous-time dynamics stability theory in the control field, the…

Optimization and Control · Mathematics 2021-10-04 Sheng Zhang , Fei Liao , Yi-Nan Kong , Kai-Feng He

In this paper, we develop a unified framework able to certify both exponential and subexponential convergence rates for a wide range of iterative first-order optimization algorithms. To this end, we construct a family of parameter-dependent…

Optimization and Control · Mathematics 2018-02-26 Mahyar Fazlyab , Alejandro Ribeiro , Manfred Morari , Victor M. Preciado

This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a problem as an unconstrained optimization problem by employing the…

Optimization and Control · Mathematics 2024-11-25 Juan Liu , Nan-Jing Huang , Xian-Jun Long , Xue-song Li

In this paper, we consider the data-driven discovery of stable dynamical models with a single equilibrium. The proposed approach uses a basis-function parameterization of the differential equations and the associated Lyapunov function. This…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Zhe Li , Ilias Mitrai

This paper presents a constrained adaptive dynamic programming (CADP) algorithm to solve general nonlinear nonaffine optimal control problems with known dynamics. Unlike previous ADP algorithms, it can directly deal with problems with state…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Jingliang Duan , Zhengyu Liu , Shengbo Eben Li , Qi Sun , Zhenzhong Jia , Bo Cheng

Iterative gradient-based optimization algorithms are widely used to solve difficult or large-scale optimization problems. There are many algorithms to choose from, such as gradient descent and its accelerated variants such as Polyak's Heavy…

Optimization and Control · Mathematics 2023-09-21 Bryan Van Scoy , Laurent Lessard

We study the problem of robust global stabilization in control-affine systems, focusing on dynamic uncertainties in the control directions \emph{and} the presence of topological obstructions that prevent the existence of smooth global…

Optimization and Control · Mathematics 2024-12-10 Mahmoud Abdelgalil , Jorge I. Poveda

In this paper, an asymptotic stability proof for a class of methods for inexact nonlinear model predictive control is presented. General Q-linearly convergent online optimization methods are considered and an asymptotic stability result is…

Optimization and Control · Mathematics 2021-12-01 Andrea Zanelli , Quoc Tran Dinh , Moritz Diehl

We use Lyapunov-like functions and convex optimization to propagate uncertainty in the initial condition of nonlinear systems governed by ordinary differential equations. We consider the full nonlinear dynamics without approximation,…

Optimization and Control · Mathematics 2023-08-04 Francesca Covella , Giovanni Fantuzzi

The Variation Evolving Method (VEM), which seeks the optimal solutions with the variation evolution principle, is further developed to be more flexible in solving the Optimal Control Problems (OCPs) with terminal constraint. With the…

Systems and Control · Computer Science 2018-02-01 Sheng Zhang , Kai-Feng He , Fei Liao

This paper presents a pseudo-spectral method for Dynamic Optimization Problems (DOPs) that allows for tight polynomial bounds to be achieved via flexible sub-intervals. The proposed method not only rigorously enforces inequality…

Optimization and Control · Mathematics 2026-04-08 Eduardo M. G. Vila , Eric C. Kerrigan , Paul Bruce

The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting. Despite its simple formulation,…

Systems and Control · Electrical Eng. & Systems 2023-10-31 Lucia Falconi , Andrea Martinelli , John Lygeros

This work proposes an accelerated primal-dual dynamical system for affine constrained convex optimization and presents a class of primal-dual methods with nonergodic convergence rates. In continuous level, exponential decay of a novel…

Optimization and Control · Mathematics 2022-04-12 Hao Luo

This paper presents a method to stabilize state and input constrained nonlinear systems using an offline optimization on variable triangulations of the set of admissible states. For control-affine systems, by choosing a continuous piecewise…

Systems and Control · Electrical Eng. & Systems 2021-12-02 Reza Lavaei , Leila Bridgeman

We consider the constrained optimal control problem for the gradual-impulsive CTMDP model with the performance criteria being the expected total undiscounted costs (from the running cost and the cost from each time an impulse being…

Optimization and Control · Mathematics 2022-04-07 Alexey Piunovskiy , Yi Zhang

Model predictive control problems for constrained hybrid systems are usually cast as mixed-integer optimization problems (MIP). However, commercial MIP solvers are designed to run on desktop computing platforms and are not suited for…

Optimization and Control · Mathematics 2020-02-05 Damian Frick , Angelos Georghiou , Juan L. Jerez , Alexander Domahidi , Manfred Morari

With the goal of moving towards implementation of increasingly dynamic behaviors on underactuated systems, this paper presents an optimization-based approach for solving full-body dynamics based controllers on underactuated bipedal robots.…

Robotics · Computer Science 2020-04-03 Jenna Reher , Claudia Kann , Aaron D. Ames

We propose a novel continuous-time algorithm for inequality-constrained convex optimization inspired by proportional-integral control. Unlike the popular primal-dual gradient dynamics, our method includes a proportional term to control the…

Optimization and Control · Mathematics 2024-09-12 V. Cerone , S. M. Fosson , S. Pirrera , D. Regruto

This paper proposes a novel algorithmic design procedure for online constrained optimization grounded in control-theoretic principles. By integrating the Internal Model Principle (IMP) with an anti-windup compensation mechanism, the…

Optimization and Control · Mathematics 2025-05-13 Umberto Casti , Sandro Zampieri

In this paper we study how high-gain anti-windup schemes can be used to implement projected dynamical systems in control loops that are subject to saturation on a (possibly unknown) set of admissible inputs. This insight is especially…

Optimization and Control · Mathematics 2020-03-03 Adrian Hauswirth , Florian Dörfler , Andrew Teel
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