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This paper presents the Safe Sequential Quadratically Constrained Quadratic Programming (SS-QCQP) algorithm, a first-order method for smooth inequality-constrained nonconvex optimization that guarantees feasibility at every iteration. The…

Optimization and Control · Mathematics 2025-11-26 Jiarui Wang , Mahyar Fazlyab

Trajectory optimization methods provide an efficient and reliable means of computing feasible trajectories in nonconvex solution spaces. However, a well-known limitation of these algorithms is that they are inherently local in nature, and…

Optimization and Control · Mathematics 2025-11-19 Justin Ganiban , Natalia Pavlasek , Behcet Acikmese

This paper presents a convex approach to the optimization of a cooperative rendezvous, that is, the problem of two distant spacecraft that simultaneously operate to get closer. Convex programming guarantees convergence towards the optimal…

Optimization and Control · Mathematics 2020-09-02 Boris Benedikter , Alessandro Zavoli , Guido Colasurdo

Bandit Convex Optimization (BCO) is a fundamental framework for modeling sequential decision-making with partial information, where the only feedback available to the player is the one-point or two-point function values. In this paper, we…

Machine Learning · Computer Science 2020-07-07 Peng Zhao , Guanghui Wang , Lijun Zhang , Zhi-Hua Zhou

In this paper, we introduce a novel deep learning based solution to the Powered-Descent Guidance (PDG) problem, grounded in principles of nonlinear Stochastic Optimal Control (SOC) and Feynman-Kac theory. Our algorithm solves the PDG…

Systems and Control · Electrical Eng. & Systems 2021-09-02 Marcus A. Pereira , Camilo A. Duarte , Ioannis Exarchos , Evangelos A. Theodorou

Convex optimization is crucial in controlling legged robots, where stability and optimal control are vital. Many control problems can be formulated as convex optimization problems, with a convex cost function and constraints capturing…

Optimization and Control · Mathematics 2023-07-04 Prathamesh Saraf , Mustafa Shaikh , Myron Phan

The contribution of this paper is the application of compound state-triggered constraints (STCs) to real-time quad-rotor path planning. Originally developed for rocket landing applications, STCs are made up of a trigger condition and a…

Optimization and Control · Mathematics 2019-02-26 Michael Szmuk , Danylo Malyuta , Taylor P. Reynolds , Margaret Skye Mceowen , Behcet Acikmese

A framework is introduced for sequentially solving convex stochastic minimization problems, where the objective functions change slowly, in the sense that the distance between successive minimizers is bounded. The minimization problems are…

Optimization and Control · Mathematics 2018-03-12 Craig Wilson , Venugopal Veeravalli , Angelia Nedich

We present a new solver for non-convex trajectory optimization problems that is specialized for robotics applications. CALIPSO, or the Conic Augmented Lagrangian Interior-Point SOlver, combines several strategies for constrained numerical…

Robotics · Computer Science 2023-01-12 Taylor A. Howell , Simon Le Cleac'h , Kevin Tracy , Zachary Manchester

In this paper we discuss a sequential algorithm for the computation of a minimum-time speed profile over a given path, under velocity, acceleration and jerk constraints. Such a problem arises in industrial contexts such as automated…

Optimization and Control · Mathematics 2021-06-01 L. Consolini , M. Locatelli , A. Minari

In this paper, we concentrate on a particular category of quadratically constrained quadratic programming (QCQP): nonconvex QCQP with one equality constraint. This type of QCQP problem optimizes a quadratic objective under a fixed…

Optimization and Control · Mathematics 2025-06-05 Licheng Zhao , Rui Zhou , Wenqiang Pu

Most of the optimal guidance problems can be formulated as nonconvex optimization problems, which can be solved indirectly by relaxation, convexification, or linearization. Although these methods are guaranteed to converge to the global…

Optimization and Control · Mathematics 2024-03-19 Gyubin Park , Jiwoo Choi , Da Hoon Jeong , Jong-Han Kim

In this paper, we propose a framework based on the Retrospective Approximation (RA) paradigm to solve optimization problems with a stochastic objective function and general nonlinear deterministic constraints. This framework sequentially…

Optimization and Control · Mathematics 2025-05-27 Albert S. Berahas , Raghu Bollapragada , Shagun Gupta

We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…

Optimization and Control · Mathematics 2023-02-07 Junhyung Lyle Kim , JA Lara Benitez , Mohammad Taha Toghani , Cameron Wolfe , Zhiwei Zhang , Anastasios Kyrillidis

We present a nonlinear model predictive control (MPC) scheme for tracking of dynamic target signals. The scheme combines stabilization and dynamic trajectory planning in one layer, thus ensuring constraint satisfaction irrespective of…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Yuzhen Han , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares

In this paper we present a fast method based on successive convexification for generating fuel-optimized spacecraft rendezvous trajectories in the presence of mixed-integer constraints. A recently developed paradigm of state-triggered…

Optimization and Control · Mathematics 2019-06-13 Danylo Malyuta , Taylor P. Reynolds , Michael Szmuk , Behcet Acikmese , Mehran Mesbahi

This paper investigates the relation between sequential convex programming (SCP) as, e.g., defined in [24] and DC (difference of two convex functions) programming. We first present an SCP algorithm for solving nonlinear optimization…

Optimization and Control · Mathematics 2011-08-01 Tran Dinh Quoc , Moritz Diehl

This paper develops a sequential-linearization feedback optimization framework for driving nonlinear dynamical systems to an optimal steady state. A fundamental challenge in feedback optimization is the requirement of accurate first-order…

Optimization and Control · Mathematics 2025-07-22 Shijie Huang , Sergio Grammatico

This work considers the decentralized successive convex approximation (SCA) method for minimizing stochastic non-convex objectives subject to convex constraints, along with possibly non-smooth convex regularizers. Although SCA has been…

Optimization and Control · Mathematics 2024-05-29 Basil M. Idrees , Shivangi Dubey Sharma , Ketan Rajawat