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This paper explores two condensed-space interior-point methods to efficiently solve large-scale nonlinear programs on graphics processing units (GPUs). The interior-point method solves a sequence of symmetric indefinite linear systems, or…

Optimization and Control · Mathematics 2025-08-15 François Pacaud , Sungho Shin , Alexis Montoison , Michel Schanen , Mihai Anitescu

This paper presents a new approach to solve linear and nonlinear model predictive control (MPC) problems that requires small memory footprint and throughput and is particularly suitable when the model and/or controller parameters change at…

Optimization and Control · Mathematics 2021-03-25 Nilay Saraf , Alberto Bemporad

We present a fully Julia-based, GPU-accelerated workflow for solving large-scale sparse nonlinear optimal control problems. Continuous-time dynamics are modeled and then discretized via direct transcription with \texttt{OptimalControl.jl}…

Optimization and Control · Mathematics 2025-10-08 Alexis Montoison , Jean-Baptiste Caillau

This work presents and evaluates a novel input parameterization method which improves the tractability of model predictive control (MPC) for high degree of freedom (DoF) robots. Experimental results demonstrate that by parameterizing the…

Systems and Control · Electrical Eng. & Systems 2020-01-15 Phillip Hyatt , Connor S. Williams , Marc D. Killpack

The interior-point method (IPM) has become the workhorse method for nonlinear programming. The performance of IPM is directly related to the linear solver employed to factorize the Karush--Kuhn--Tucker (KKT) system at each iteration of the…

Optimization and Control · Mathematics 2022-03-23 François Pacaud , Sungho Shin , Michel Schanen , Daniel Adrian Maldonado , Mihai Anitescu

To effectively control large-scale distributed systems online, model predictive control (MPC) has to swiftly solve the underlying high-dimensional optimization. There are multiple techniques applied to accelerate the solving process in the…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-03-30 Carmen Amo Alonso , Shih-Hao Tseng

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

The main objective of this work consists in analyzing sub-structuring method for the parallel solution of sparse linear systems with matrices arising from the discretization of partial differential equations such as finite element, finite…

Numerical Analysis · Mathematics 2021-08-31 Abal-Kassim Cheik Ahamed , Frédéric Magoulès

Model predictive control (MPC) provides a useful means for controlling systems with constraints, but suffers from the computational burden of repeatedly solving an optimization problem in real time. Offline (explicit) solutions for MPC…

Systems and Control · Electrical Eng. & Systems 2022-09-14 Daniel Tabas , Baosen Zhang

Differentiable model predictive control (MPC) offers a powerful framework for combining learning and control. However, its adoption has been limited by the inherently sequential nature of traditional optimization algorithms, which are…

Optimization and Control · Mathematics 2025-10-08 Emre Adabag , Marcus Greiff , John Subosits , Thomas Lew

This paper introduces a framework for solving alternating current optimal power flow (ACOPF) problems using graphics processing units (GPUs). While GPUs have demonstrated remarkable performance in various computing domains, their…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Mihai Anitescu

Faster, cheaper, and more power efficient optimization solvers than those currently offered by general-purpose solutions are required for extending the use of model predictive control (MPC) to resource-constrained embedded platforms. We…

Systems and Control · Computer Science 2017-10-13 Juan L. Jerez , Paul J. Goulart , Stefan Richter , George A. Constantinides , Eric C. Kerrigan , Manfred Morari

A projection-based immersed boundary method is dominated by sparse linear algebra routines. Using the open-source Cusp library, we observe a speedup (with respect to a single CPU core) which reflects the constraints of a bandwidth-dominated…

Computational Engineering, Finance, and Science · Computer Science 2016-04-12 Simon K Layton , Anush Krishnan , Lorena A. Barba

In a wide range of applications, we are required to rapidly solve a sequence of convex multiparametric quadratic programs (mp-QPs) on resource-limited hardwares. This is a nontrivial task and has been an active topic for decades in control…

Optimization and Control · Mathematics 2024-12-17 Zhinan Hou , Keyou You

Model predictive control (MPC) is an optimization-based control strategy with broad industrial adoption. Unfortunately, the required computation time to solve the receding-horizon MPC optimization problem can become prohibitively large for…

Systems and Control · Electrical Eng. & Systems 2024-10-24 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

We present a GPU implementation of Algorithm NCL, an augmented Lagrangian method for solving large-scale and degenerate nonlinear programs. Although interior-point methods and sequential quadratic programming are widely used for solving…

Optimization and Control · Mathematics 2025-10-08 Alexis Montoison , François Pacaud , Michael Saunders , Sungho Shin , Dominique Orban

This paper proposes a GPU-accelerated optimization framework for collision avoidance problems where the controlled objects and the obstacles can be modeled as the finite union of convex polyhedra. A novel collision avoidance constraint is…

Robotics · Computer Science 2024-06-12 Zeming Wu , Zhuping Wang , Hao Zhang

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Systems and Control · Computer Science 2019-10-03 Truong X. Nghiem

Optimization-based controllers, such as Model Predictive Control (MPC), have attracted significant research interest due to their intuitive concept, constraint handling capabilities, and natural application to multi-input multi-output…

Systems and Control · Electrical Eng. & Systems 2024-10-24 S. A. N. Nouwens , M. M. Paulides , W. P. M. H. Heemels

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…

Optimization and Control · Mathematics 2020-08-18 Uroš Kalabić , Ilya Kolmanovsky
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