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We present a globally convergent SQP-type method with the least constraint violation for nonlinear semidefinite programming. The proposed algorithm employs a two-phase strategy coupled with a line search technique. In the first phase, a…

Optimization and Control · Mathematics 2024-06-03 Wenhao Fu , Zhongwen Chen

Recent advances in robot skill learning have unlocked the potential to construct task-agnostic skill libraries, facilitating the seamless sequencing of multiple simple manipulation primitives (aka. skills) to tackle significantly more…

Robotics · Computer Science 2024-07-18 Teng Xue , Amirreza Razmjoo , Suhan Shetty , Sylvain Calinon

A factored Nonlinear Program (Factored-NLP) explicitly models the dependencies between a set of continuous variables and nonlinear constraints, providing an expressive formulation for relevant robotics problems such as manipulation planning…

Robotics · Computer Science 2023-05-24 Joaquim Ortiz-Haro , Jung-Su Ha , Danny Driess , Erez Karpas , Marc Toussaint

A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…

Optimization and Control · Mathematics 2020-04-21 James P. L. Tan

Conformal prediction is a statistical tool for producing prediction regions of machine learning models that are valid with high probability. However, applying conformal prediction to time series data leads to conservative prediction…

Systems and Control · Electrical Eng. & Systems 2024-01-10 Matthew Cleaveland , Insup Lee , George J. Pappas , Lars Lindemann

We study a competitive facility location problem (CFLP), where two firms sequentially open new facilities within their budgets, in order to maximize their market shares of demand that follows a probabilistic choice model. This process is a…

Optimization and Control · Mathematics 2022-07-19 Mingyao Qi , Ruiwei Jiang , Siqian Shen

Feasible path algorithms have been widely used for process optimisation due to its good convergence. The sequential quadratic programming (SQP) algorithm is usually used to drive the feasible path algorithms towards optimality. However,…

Optimization and Control · Mathematics 2024-07-26 Yingjie Ma , Xi Gao , Chao Liu , Jie Li

This paper proposes real-time sequential convex programming (RTSCP), a method for solving a sequence of nonlinear optimization problems depending on an online parameter. We provide a contraction estimate for the proposed method and, as a…

Optimization and Control · Mathematics 2015-03-19 Tran Dinh Quoc , Carlo Savorgnan , Moritz Diehl

Generating time-optimal, collision-free trajectories for autonomous mobile robots involves a fundamental trade-off between guaranteeing safety and managing computational complexity. State-of-the-art approaches formulate spline-based motion…

Robotics · Computer Science 2026-03-26 Dries Dirckx , Jan Swevers , Wilm Decré

Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2020-03-19 Agniva Chowdhury , Palma London , Haim Avron , Petros Drineas

Stochastic convex optimization problems with nonlinear functional constraints are ubiquitous in signal processing applications including constrained least-squares, set-membership adaptive filtering, and trajectory optimization under…

Optimization and Control · Mathematics 2025-12-16 Panchajanya Sanyal , Srujan Teja Thomdapu , Ketan Rajawat

In this paper, we propose a trust-region interior-point stochastic sequential quadratic programming (TR-IP-SSQP) method for solving optimization problems with a stochastic objective and deterministic nonlinear equality and inequality…

Optimization and Control · Mathematics 2026-03-12 Yuchen Fang , Jihun Kim , Sen Na , James Demmel , Javad Lavaei

The Finite Fourier Series (FFS) Shape-Based (SB) trajectory approximation method has been used to rapidly generate initial trajectories that satisfy the dynamics, trajectory boundary conditions, and limitation on maximum thrust…

Optimization and Control · Mathematics 2024-01-31 Caleb Gunsaulus , Carl De Vries , William Brown , Youngro Lee , Madhusudan Vijayakumar , Ossama Abdelkhalik

We propose FlexQP, an always-feasible convex quadratic programming (QP) solver based on an $\ell_1$ elastic relaxation of the QP constraints. If the original constraints are feasible, FlexQP provably recovers the optimal solution. If the…

Optimization and Control · Mathematics 2026-03-06 Alex Oshin , Rahul Vodeb Ghosh , Augustinos D. Saravanos , Evangelos A. Theodorou

Semidefinite programs (SDP) are one of the most versatile frameworks in numerical optimization, serving as generalizations of many conic programs and as relaxations of NP-hard combinatorial problems. Their main drawback is their…

Optimization and Control · Mathematics 2022-02-28 Biel Roig-Solvas , Mario Sznaier

Mixed-integer nonlinear programs (MINLPs) arise in domains such as energy systems, process engineering, and transportation, and are notoriously difficult to solve at scale due to the interplay of discrete decisions and nonlinear…

Machine Learning · Computer Science 2025-12-16 Bo Tang , Elias B. Khalil , Ján Drgoňa

Sequential Quadratic Programming (SQP) is a powerful class of algorithms for solving nonlinear optimization problems. Local convergence of SQP algorithms is guaranteed when the Hessian approximation used in each Quadratic Programming…

Optimization and Control · Mathematics 2017-04-12 Tuan T. Nguyen , Mircea Lazar , Hans Butler

Motivated by multi-domain service function chain (SFC) orchestration, we define the shortest-longest path (SLP) problem, prove its hardness, and design an efficient fully polynomial time approximation scheme (FPTAS) using the dynamic…

Networking and Internet Architecture · Computer Science 2025-02-11 Jianwei Zhang

This paper presents a spatial-based trajectory planning method for automated vehicles under actuator, obstacle avoidance, and vehicle dimension constraints. Starting from a nonlinear kinematic bicycle model, vehicle dynamics are transformed…

Systems and Control · Computer Science 2017-07-24 Mogens Graf Plessen , Pedro F. Lima , Jonas Martensson , Alberto Bemporad , Bo Wahlberg

Indirect trajectory optimization methods such as Differential Dynamic Programming (DDP) have found considerable success when only planning under dynamic feasibility constraints. Meanwhile, nonlinear programming (NLP) has been the…

Optimization and Control · Mathematics 2022-05-06 Sumeet Singh , Jean-Jacques Slotine , Vikas Sindhwani