Related papers: Signal Temporal Logic Meets Convex-Concave Program…
We study online statistical inference for the solutions of stochastic optimization problems with equality and inequality constraints. Such problems are prevalent in statistics and machine learning, encompassing constrained $M$-estimation,…
Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear…
In this paper we develop a sequential convex programming (SCP) framework for free-final-time covariance steering of nonlinear stochastic differential equations (SDEs) subject to both additive and multiplicative diffusion. We cast the…
Stochastic Constraint Programming (SCP) is an extension of Constraint Programming (CP) used for modelling and solving problems involving constraints and uncertainty. SCP inherits excellent modelling abilities and filtering algorithms from…
We propose a trust-region stochastic sequential quadratic programming algorithm (TR-StoSQP) to solve nonlinear optimization problems with stochastic objectives and deterministic equality constraints. We consider a fully stochastic setting,…
We present a robust model predictive control method (MPC) for discrete-time linear time-delayed systems with state and control input constraints. The system is subject to both polytopic model uncertainty and additive disturbances. In the…
A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…
In this article, we study a model-free design approach for stochastic linear quadratic (SLQ) controllers. Based on the convexity of the SLQ dual problem and the Karush-Kuhn-Tucker (KKT) conditions, we find the relationship between the…
We present SCQPTH: a differentiable first-order splitting method for convex quadratic programs. The SCQPTH framework is based on the alternating direction method of multipliers (ADMM) and the software implementation is motivated by the…
In recent years, the increasing need for high-performance controllers in applications like autonomous driving has motivated the development of optimization routines tailored to specific control problems. In this paper, we propose an…
We investigate the task and motion planning problem for Signal Temporal Logic (STL) specifications in robotics. Existing STL methods rely on pre-defined maps or mobility representations, which are ineffective in unstructured real-world…
We propose a nonlinear model predictive control (NMPC) framework based on a direct optimal control method that ensures continuous-time constraint satisfaction and accurate evaluation of the running cost, without compromising computational…
Quadratically constrained quadratic programs (QCQPs) have a wide range of applications in signal processing and wireless communications. Non-convex QCQPs are NP-hard in general. Existing approaches relax the non-convexity using…
Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…
Quantum variational algorithms have garnered significant interest recently, due to their feasibility of being implemented and tested on noisy intermediate scale quantum (NISQ) devices. We examine the robustness of the quantum approximate…
The quadratic programming over one inequality quadratic constraint (QP1QC) is a very special case of quadratically constrained quadratic programming (QCQP) and attracted much attention since early 1990's. It is now understood that, under…
Signal Temporal Logic (STL) is expressive formal language that specifies spatio-temporal requirements in robotics. Its quantitative robustness semantics can be easily integrated with optimization-based control frameworks. However, STL…
This paper introduces a new framework for synthesizing time-varying control barrier functions (TV-CBFs) for general Signal Temporal Logic (STL) specifications using spatiotemporal tubes (STT). We first formulate the STT synthesis as a…
Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems well-known to be NP-hard in general. In this paper we study conditions under which the standard semidefinite program (SDP) relaxation of a…
This paper offers a unified perspective on different approaches to the solution of optimal control problems through the lens of constrained sequential quadratic programming. In particular, it allows us to find the relationships between…