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Model Predictive Control (MPC) has shown the great performance of target optimization and constraint satisfaction. However, the heavy computation of the Optimal Control Problem (OCP) at each triggering instant brings the serious delay from…

Robotics · Computer Science 2021-03-18 Yu Luo , Mingxuan Jing , Tianying Ji , Fuchun Sun , Huaping Liu

Stochastic Nonlinear Optimal Control (SNOC) involves minimizing a cost function that averages out the random uncertainties affecting the dynamics of nonlinear systems. For tractability reasons, this problem is typically addressed by…

Systems and Control · Electrical Eng. & Systems 2025-03-27 Mahrokh Ghoddousi Boroujeni , Clara Lucía Galimberti , Andreas Krause , Giancarlo Ferrari-Trecate

A promising approach to optimal control of nonlinear systems involves iteratively linearizing the system and solving an optimization problem at each time instant to determine the optimal control input. Since this approach relies on online…

Optimization and Control · Mathematics 2025-01-30 Anran Li , John P. Swensen , Mehdi Hosseinzadeh

Optimal control problems (OCPs) involve finding a control function for a dynamical system such that a cost functional is optimized. It is central to physical systems in both academia and industry. In this paper, we propose a novel…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Mingquan Feng , Zhijie Chen , Yixin Huang , Yizhou Liu , Junchi Yan

Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical…

Optimization and Control · Mathematics 2022-11-21 Lucian Nita , Eric C. Kerrigan , Eduardo M. G. Vila , Yuanbo Nie

The numerical method developed in [30] for optimal control problems involving sweeping processes with smooth sweeping set C is generalized to the case where C is nonsmooth, namely, C is the intersection of a finite number of sublevel sets…

Optimization and Control · Mathematics 2024-06-21 Chadi Nour , Vera Zeidan

Optimal Control (OC) is the process of determining control and state trajectories for a dynamic system, over a period of time, in order to optimize a given performance index. With the increasing of variables and complexity, OC problems can…

Optimization and Control · Mathematics 2014-09-02 Helena Sofia Rodrigues , M. Teresa T. Monteiro , Delfim F. M. Torres

The Finite Elements with Switch Detection (FESD) method is a highly accurate direct transcription method for optimal control of several classes of nonsmooth dynamical systems. This paper extends the FESD method to Projected Dynamical…

Optimization and Control · Mathematics 2024-04-09 Anton Pozharskiy , Armin Nurkanović , Moritz Diehl

The solution of optimization problems constrained by partial differential equations (PDEs) plays an important role in many areas of science and industry. In this work we present cashocs, a new software package written in Python, which…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth

We introduce the MATLAB-based software QuITO (Quasi-Interpolation based Trajectory Optimization) to numerically solve a wide class of constrained nonlinear optimal control problems (OCP). The solver is based on the QuITO (the same…

Optimization and Control · Mathematics 2023-12-29 Siddhartha Ganguly , Nakul Randad , Rihan Aaron D'Silva , Mukesh S Raj , Debasish Chatterjee

We propose a robust model predictive control (MPC) method for discrete-time linear time-invariant systems with norm-bounded additive disturbances and model uncertainty. In our method, at each time step we solve a finite time robust optimal…

Systems and Control · Electrical Eng. & Systems 2021-11-11 Shaoru Chen , Nikolai Matni , Manfred Morari , Victor M. Preciado

Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their application to systems with low sampling frequency. This…

Optimization and Control · Mathematics 2025-03-12 Casian Iacob , Hany Abdulsamad , Simo Särkkä

The paper addresses an optimal ensemble control problem for nonlocal continuity equations on the space of probability measures. We admit the general nonlinear cost functional, and an option to directly control the nonlocal terms of the…

Optimization and Control · Mathematics 2023-10-09 Roman Chertovskih , Nikolay Pogodaev , Maxim Staritsyn

Recently, convex nested stochastic composite optimization (NSCO) has received considerable attention for its applications in reinforcement learning and risk-averse optimization. The current NSCO algorithms have worse stochastic oracle…

Optimization and Control · Mathematics 2022-06-22 Zhe Zhang , Guanghui Lan

This paper presents a systematic approach for computing local solutions to motion planning problems in non-convex environments using numerical optimal control techniques. It extends the range of use of state-of-the-art numerical optimal…

Optimization and Control · Mathematics 2017-10-03 Kristoffer Bergman , Daniel Axehill

Nonlinear model predictive control (NMPC) is a popular strategy for solving motion planning problems, including obstacle avoidance constraints, in autonomous driving applications. Non-smooth obstacle shapes, such as rectangles, introduce…

Systems and Control · Electrical Eng. & Systems 2024-03-05 Rudolf Reiter , Katrin Baumgärtner , Rien Quirynen , Moritz Diehl

We present gPC-SCP: Generalized Polynomial Chaos-based Sequential Convex Programming to compute a sub-optimal solution for a continuous-time chance-constrained stochastic nonlinear optimal control (SNOC) problem. The approach enables motion…

Robotics · Computer Science 2022-03-29 Yashwanth Kumar Nakka , Soon-Jo Chung

This article introduces a novel distributionally robust model predictive control (DRMPC) algorithm for a specific class of controlled dynamical systems where the disturbance multiplies the state and control variables. These classes of…

Optimization and Control · Mathematics 2024-10-04 Souvik Das , Siddhartha Ganguly , Ashwin Aravind , Debasish Chatterjee

In this paper, we consider controlling a class of single-input-single-output (SISO) commensurate fractional-order nonlinear systems with parametric uncertainty and external disturbance. Based on backstepping approach, an adaptive controller…

Systems and Control · Electrical Eng. & Systems 2020-05-15 Xinyao Li , Changyun Wen , Ying Zou

p2pOC is an add-on toolbox to the Matlab package pde2path. It is aimed at the numerical solution of optimal control (OC) problems with an infinite time horizon for parabolic systems of PDE over 1D or 2D spatial domains. The basic idea is to…

Optimization and Control · Mathematics 2015-05-26 Hannes Uecker