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This paper develops high-accuracy methods for numerically solving optimal control problems subject to nonsmooth differential equations with set-valued step functions. A notable subclass of these systems are Filippov systems. The set-valued…

Optimization and Control · Mathematics 2024-05-07 Armin Nurkanović , Anton Pozharskiy , Jonathan Frey , Moritz Diehl

This paper introduces Finite Elements with Switch Detection (FESD), a numerical discretization method for nonsmooth differential equations. We consider the Filippov convexification of these systems and a transformation into dynamic…

Optimization and Control · Mathematics 2024-02-13 Armin Nurkanović , Mario Sperl , Sebastian Albrecht , Moritz Diehl

The Finite Elements with Switch Detection (FESD) method is a highly accurate direct transcription method for optimal control of several classes of nonsmooth dynamical systems. This paper extends the FESD method to Projected Dynamical…

Optimization and Control · Mathematics 2024-04-09 Anton Pozharskiy , Armin Nurkanović , Moritz Diehl

The Finite Elements with Switch Detection (FESD) is a high-accuracy method for the numerical simulation and solution of optimal control problems subject to discontinuous ODEs. In this article, we extend the FESD method [Nurkanovi\'c et al.,…

Optimization and Control · Mathematics 2023-05-29 Armin Nurkanović , Jonathan Frey , Anton Pozharskiy , Moritz Diehl

This paper extends the Finite Elements with Switch Detection and Jumps (FESD-J) [1] method to problems of rigid body dynamics involving patch contacts. The FESD-J method is a high accuracy discretization scheme suitable for use in direct…

Optimization and Control · Mathematics 2024-03-22 Christian Dietz , Armin Nurkanović , Sebastian Albrecht , Moritz Diehl

Modeling stochastic differential equations (SDEs) is crucial for understanding complex dynamical systems in various scientific fields. Recent methods often employ neural network-based models, which typically represent SDEs through a…

Machine Learning · Computer Science 2025-06-25 Senwei Liang , Chunmei Wang , Xingjian Xu

This letter introduces the NOnSmooth Numerical Optimal Control (NOSNOC) open-source software package. It is a modular MATLAB tool based on CasADi and IPOPT for numerically solving Optimal Control Problems (OCP) with piecewise smooth systems…

Optimization and Control · Mathematics 2022-08-04 Armin Nurkanović , Moritz Diehl

This paper proposes an approach, Spectral Dynamics Embedding Control (SDEC), to optimal control for nonlinear stochastic systems. This method reveals an infinite-dimensional feature representation induced by the system's nonlinear…

Machine Learning · Computer Science 2025-08-27 Zhaolin Ren , Tongzheng Ren , Haitong Ma , Na Li , Bo Dai

Real-time model predictive control of non-smooth switching systems remains challenging due to discontinuities and the presence of discrete modes, which complicate numerical integration and optimization. This paper presents a real-time…

Systems and Control · Electrical Eng. & Systems 2025-12-11 Hendrik Alsmeier , Felix Häusser , Andreas Knödler , Armin Nurkanović , Anton Pozharskiy , Moritz Diehl , Rolf Findeisen

The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…

Optimization and Control · Mathematics 2025-03-05 Tan H. Cao , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen , Nguyen N. Thieu

This paper studies the design of controllers for discontinuous dynamics that ensure the safety of non-smooth sets. The safe set is represented by arbitrarily nested unions and intersections of 0-superlevel sets of differentiable functions.…

Systems and Control · Electrical Eng. & Systems 2024-12-23 Mohammed Alyaseen , Nikolay Atanasov , Jorge Cortes

Neural Stochastic Differential Equations (Neural SDEs) have emerged as powerful mesh-free generative models for continuous stochastic processes, with critical applications in fields such as finance, physics, and biology. Previous…

Machine Learning · Computer Science 2025-03-28 Jianxin Zhang , Josh Viktorov , Doosan Jung , Emily Pitler

Finite-difference methods are a class of algorithms designed to solve black-box optimization problems by approximating a gradient of the target function on a set of directions. In black-box optimization, the non-smooth setting is…

Optimization and Control · Mathematics 2023-11-07 Marco Rando , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

Using Domain Decomposition (DD) algorithm on non--overlapping domains, we compare couplings of different discretisation models, such as Finite Element (FEM) and Reduced Order (ROM) models for separate subcomponents. In particular, we…

Numerical Analysis · Mathematics 2025-05-14 Ivan Prusak , Davide Torlo , Monica Nonino , Gianluigi Rozza

Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This…

Machine Learning · Statistics 2018-05-18 Patrick Héas , Cédric Herzet

State-of-the-art approaches to optimal control use smooth approximations of value and policy functions and gradient-based algorithms for improving approximator parameters. Unfortunately, we show that value and policy functions that arise in…

Robotics · Computer Science 2019-08-29 Bora S. Banjanin , Samuel A. Burden

In this work, we consider a nonsmooth minimisation problem in which the objective function can be represented as the maximum of finitely many smooth ``subfunctions''. First, we study a smooth min-max reformulation of the problem. Due to…

Optimization and Control · Mathematics 2024-04-17 Charl Ras , Matthew Tam , Daniel Uteda

Finite element methods have been successfully used to develop physics-based models of soft robots that capture the nonlinear dynamic behavior induced by continuous deformation. These high-fidelity models are therefore ideal for designing…

Robotics · Computer Science 2021-03-29 Sander Tonkens , Joseph Lorenzetti , Marco Pavone

In this paper, we focus on the decentralized stochastic subgradient-based methods in minimizing nonsmooth nonconvex functions without Clarke regularity, especially in the decentralized training of nonsmooth neural networks. We propose a…

Optimization and Control · Mathematics 2026-01-07 Siyuan Zhang , Nachuan Xiao , Xin Liu

Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate…

Optimization and Control · Mathematics 2025-05-28 Saif R. Kazi , Kexin Wang , Lorenz T. Biegler
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