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This article introduces a numerical algorithm that serves as a preliminary step toward solving continuous-time model predictive control (MPC) problems directly without explicit time-discretization. The chief ingredients of the underlying…

Optimization and Control · Mathematics 2024-01-24 Souvik Das , Siddhartha Ganguly , Muthyala Anjali , Debasish Chatterjee

Mixed-integer convex programming (MICP) has seen significant algorithmic and hardware improvements with several orders of magnitude solve time speedups compared to 25 years ago. Despite these advances, MICP has been rarely applied to…

Robotics · Computer Science 2022-04-12 A. Cauligi , P. Culbertson , B. Stellato , D. Bertsimas , M. Schwager , M. Pavone

Real-time trajectory optimization for nonlinear constrained autonomous systems is critical and typically performed by CPU-based sequential solvers. Specifically, reliance on global sparse linear algebra or the serial nature of dynamic…

Robotics · Computer Science 2026-03-13 Yilin Zou , Zhong Zhang , Maxime Robic , Fanghua Jiang

In this paper, we propose a single-loop stochastic gradient algorithm for solving stochastic nonconvex-concave minimax optimization with nonlinear convex coupled constraints (MCC). The proposed method, SPACO (Stochastic Penalty-based…

Optimization and Control · Mathematics 2026-05-05 Qichao Cao , Shangzhi Zeng , Jin Zhang , Yuxuan Zhou

This paper introduces a landing guidance strategy for reusable launch vehicles (RLVs) using a model predictive approach based on sequential convex programming (SCP). The proposed approach devises two distinct optimal control problems…

Systems and Control · Electrical Eng. & Systems 2025-08-14 Ki-Wook Jung , Sang-Don Lee , Cheol-Goo Jung , Chang-Hun Lee

Solving optimal control problems (OCPs) of autonomous agents operating under spatial and temporal constraints fast and accurately is essential in applications ranging from eco-driving of autonomous vehicles to quadrotor navigation. However,…

Robotics · Computer Science 2026-01-07 Shiying Dong , Zhipeng Shen , Rudolf Reiter , Hailong Huang , Bingzhao Gao , Hong Chen , Wen-Hua Chen

We introduce a verification framework to exactly verify the worst-case performance of sequential convex programming (SCP) algorithms for parametric non-convex optimization. The verification problem is formulated as an optimization problem…

Optimization and Control · Mathematics 2025-12-01 Rajiv Sambharya , Nikolai Matni , George Pappas

In this paper, we propose a successive pseudo-convex approximation algorithm to efficiently compute stationary points for a large class of possibly nonconvex optimization problems. The stationary points are obtained by solving a sequence of…

Optimization and Control · Mathematics 2018-12-17 Yang Yang , Marius Pesavento

In this paper, we extend our previous results and formally propose the SCvx-fast algorithm, a new addition to the Successive Convexification algorithmic framework. The said algorithm solves non-convex optimal control problems with specific…

Optimization and Control · Mathematics 2021-12-02 Yuanqi Mao , Behcet Acikmese

This paper presents the SCvx algorithm, a successive convexification algorithm designed to solve non-convex constrained optimal control problems with global convergence and superlinear convergence-rate guarantees. The proposed algorithm can…

Optimization and Control · Mathematics 2019-02-28 Yuanqi Mao , Michael Szmuk , Xiangru Xu , Behcet Acikmese

Real-world environments are inherently uncertain, and to operate safely in these environments robots must be able to plan around this uncertainty. In the context of motion planning, we desire systems that can maintain an acceptable level of…

Robotics · Computer Science 2020-03-18 Charles Dawson , Ashkan Jasour , Andreas Hofmann , Brian Williams

Sequential Convex Programming (SCP) has recently gained popularity as a tool for trajectory optimization due to its sound theoretical properties and practical performance. Yet, most SCP-based methods for trajectory optimization are…

Optimization and Control · Mathematics 2019-05-21 Riccardo Bonalli , Andrew Bylard , Abhishek Cauligi , Thomas Lew , Marco Pavone

In this paper, we employ successive convexification to solve the minimum-time 6-DoF rocket powered landing problem. The contribution of this paper is the development and demonstration of a free-final-time problem formulation that can be…

Optimization and Control · Mathematics 2018-02-13 Michael Szmuk , Behcet Acikmese

A novel robust nonlinear model predictive control strategy is proposed for systems with nonlinear dynamics and convex state and control constraints. Using a sequential convex approximation approach and a difference of convex functions…

Optimization and Control · Mathematics 2025-01-28 Yana Lishkova , Mark Cannon

This paper addresses the challenge of accommodating nonlinear dynamics and constraints in rapid trajectory optimization, envisioned for use in the context of onboard guidance. We present a novel framework that uniquely employs…

Optimization and Control · Mathematics 2024-10-15 Ethan R. Burnett , Francesco Topputo

In this paper, we present a real-time successive convexification algorithm for a generalized free-final-time 6-degree-of-freedom powered descent guidance problem. We build on our previous work by introducing the following contributions: (i)…

Optimization and Control · Mathematics 2020-09-01 Michael Szmuk , Taylor P. Reynolds , Behcet Acikmese

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…

Optimization and Control · Mathematics 2017-10-23 Yuanqi Mao , Daniel Dueri , Michael Szmuk , Behçet Açıkmeşe

This paper presents a novel synthesis method for designing an optimal and robust guidance law for a non-throttleable upper stage of a launch vehicle, using a convex approach. In the unperturbed scenario, a combination of lossless and…

Optimization and Control · Mathematics 2022-12-14 Boris Benedikter , Alessandro Zavoli , Guido Colasurdo , Simone Pizzurro , Enrico Cavallini

We present a real-time-capable set-based framework for closed-loop predictive control of autonomous systems using tools from computational geometry, dynamic programming, and convex optimization. The control architecture relies on the…

Optimization and Control · Mathematics 2025-12-09 Abhinav G. Kamath , Abraham P. Vinod , Purnanand Elango , Stefano Di Cairano , Avishai Weiss

Optimization problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes (MDP). In this paper we mainly concentrate on SP…

Optimization and Control · Mathematics 2023-03-29 Guanghui Lan , Alexander Shapiro