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This study focuses on the numerical discretization methods for the continuous-time discounted linear-quadratic optimal control problem (LQ-OCP) with time delays. By assuming piecewise constant inputs, we formulate the discrete system…
The focus in this paper is interior-point methods for bound-constrained nonlinear optimization, where the system of nonlinear equations that arise are solved with Newton's method. There is a trade-off between solving Newton systems…
This paper investigates the infinite horizon optimal control problem (OCP) for space applications characterized by nonlinear dynamics. The proposed approach divides the problem into a finite horizon OCP with a regularized terminal cost,…
Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…
We propose an efficient algorithm for the optimal control problems (OCPs) of nonlinear switched systems that optimizes the control input and switching instants simultaneously for a given switching sequence. We consider the switching…
A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…
This paper presents a Successive Convexification ($ \texttt{SCvx} $) algorithm to solve a class of non-convex optimal control problems with certain types of state constraints. Sources of non-convexity may include nonlinear dynamics and…
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…
Inverse optimal control (IOC) is a promising paradigm for learning and mimicking optimal control strategies from capable demonstrators, or gaining a deeper understanding of their intentions, by estimating an unknown objective function from…
In this paper, we extend the idea of using controlled perturbations to enhance the capabilities of active-set prediction for interior point methods for convex Quadratic Programming (QP) problems. Namely, we consider perturbing the…
This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…
Computation of general state- and/or control-constrained Optimal Control Problems (OCPs) is difficult for various constraints, especially the intractable path constraint. For such problems, the theoretical convergence of numerical…
This article provides quasi-optimal a priori error estimates for an optimal control problem constrained by an elliptic obstacle problem where the finite element discretization is carried out using the symmetric interior penalty…
We present successive convexification, a real-time-capable solution method for nonconvex trajectory optimization, with continuous-time constraint satisfaction and guaranteed convergence, that only requires first-order information. The…
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…
When a system's constraints change abruptly, the system's reachability safety does no longer sustain. Thus, the system can reach a forbidden/dangerous value. Conventional remedy practically involves online controller redesign (OCR) to…
This paper presents a new method for solving a class of nonlinear optimal control problems with a quadratic performance index. In this method, first the original optimal control problem is transformed into a nonlinear two-point boundary…
This paper addresses the problem of the optimal $H_2$ controller design for compartmental systems. In other words, we aim to enhance system robustness while maintaining the law of mass conservation. We perform a novel problem transformation…
In this paper we consider an optimal control problem (OCP) for the coupled system of a nonlinear monotone Dirichlet problem with matrix- valued non-smooth controls in coefficients and a nonlinear equation of Ham- merstein type. Since…
This paper introduces and analyses a continuous optimization approach to solve optimal control problems involving ordinary differential equations (ODEs) and tracking type objectives. Our aim is to determine control or input functions, and…