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Efficient methods to provide sub-optimal solutions to non-convex optimization problems with knowledge of the solution's sub-optimality would facilitate the widespread application of nonlinear optimal control algorithms. To that end,…

Optimization and Control · Mathematics 2023-04-10 Prithvi Akella , Aaron D. Ames

This paper is about a real-time model predictive control (MPC) algorithm for a particular class of model based controllers, whose objective consists of a nominal tracking objective and an additional learning objective. Here, the…

Optimization and Control · Mathematics 2016-11-09 Xuhui Feng , Boris Houska

Model Predictive Control (MPC) can be applied to safety-critical control problems, providing closed-loop safety and performance guarantees. Implementation of MPC controllers requires solving an optimization problem at every sampling…

Systems and Control · Electrical Eng. & Systems 2025-03-27 Nicolas Chatzikiriakos , Kim P. Wabersich , Felix Berkel , Patricia Pauli , Andrea Iannelli

We provide an a priori analysis of collocation methods for solving elliptic boundary value problems. They begin with information in the form of point values of the data and utilize only this information to numerically approximate the…

Numerical Analysis · Mathematics 2025-01-08 Andrea Bonito , Ronald DeVore , Guergana Petrova , Jonathan W. Siegel

In this paper we investigate the optimal controller synthesis problem, so that the system under the controller can reach a specified target set while satisfying given constraints. Existing model predictive control (MPC) methods learn from a…

Optimization and Control · Mathematics 2023-06-22 Dejin Ren , Wanli Lu , Jidong Lv , Lijun Zhang , Bai Xue

We establish an algorithm to learn feedback maps from data for a class of robust model predictive control (MPC) problems. The algorithm accounts for the approximation errors due to the learning directly at the synthesis stage, ensuring…

Optimization and Control · Mathematics 2025-10-16 Siddhartha Ganguly , Shubham Gupta , Debasish Chatterjee

Model predictive control (MPC) is an industry standard control technique that iteratively solves an open-loop optimization problem to guide a system towards a desired state or trajectory. Consequently, an accurate forward model of system…

Systems and Control · Electrical Eng. & Systems 2024-11-11 Jan P. Williams , J. Nathan Kutz , Krithika Manohar

We derive rigorous bounds on the error resulting from the approximation of the solution of parametric hyperbolic scalar conservation laws with ReLU neural networks. We show that the approximation error can be made as small as desired with…

Numerical Analysis · Mathematics 2022-07-18 Tim De Ryck , Siddhartha Mishra

Certified robustness is a desirable property for deep neural networks in safety-critical applications, and popular training algorithms can certify robustness of a neural network by computing a global bound on its Lipschitz constant.…

Machine Learning · Computer Science 2021-11-03 Yujia Huang , Huan Zhang , Yuanyuan Shi , J Zico Kolter , Anima Anandkumar

We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…

Optimization and Control · Mathematics 2023-03-10 Erhan Bayraktar , Ali Devran Kara

This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Shuhao Yan , Mark Cannon , Paul J. Goulart

A promising approach to optimal control of nonlinear systems involves iteratively linearizing the system and solving an optimization problem at each time instant to determine the optimal control input. Since this approach relies on online…

Optimization and Control · Mathematics 2025-01-30 Anran Li , John P. Swensen , Mehdi Hosseinzadeh

We propose a model predictive control (MPC) scheme with sampled-data input which ensures output-reference tracking within prescribed error bounds for relative-degree-one systems. Hereby, we explicitly deduce bounds on the required maximal…

Optimization and Control · Mathematics 2024-03-28 Dario Dennstädt , Lukas Lanza , Karl Worthmann

The main challenge in controlling hybrid systems arises from having to consider an exponential number of sequences of future modes to make good long-term decisions. Model predictive control (MPC) computes a control action through a…

Optimization and Control · Mathematics 2021-06-09 Sandeep Menta , Joseph Warrington , John Lygeros , Manfred Morari

In this paper, we propose a combined Magnitude Saturated Adaptive Control (MSAC)-Model Predictive Control (MPC) approach to linear quadratic tracking optimal control problems with parametric uncertainties and input saturation. The proposed…

Optimization and Control · Mathematics 2023-03-14 Sunbochen Tang , Anuradha M. Annaswamy

With a growing interest in data-driven control techniques, Model Predictive Control (MPC) provides an opportunity to exploit the surplus of data reliably, particularly while taking safety and stability into account. In many real-world and…

Artificial Intelligence · Computer Science 2021-06-04 Mayank Mittal , Marco Gallieri , Alessio Quaglino , Seyed Sina Mirrazavi Salehian , Jan Koutník

Approximating model predictive control (MPC) policy using expert-based supervised learning techniques requires labeled training data sets sampled from the MPC policy. This is typically obtained by sampling the feasible state-space and…

Optimization and Control · Mathematics 2022-03-16 Dinesh Krishnamoorthy

Recently, suboptimality estimates for model predictive controllers (MPC) have been derived for the case without additional stabilizing endpoint constraints or a Lyapunov function type endpoint weight. The proposed methods yield a posteriori…

Optimization and Control · Mathematics 2015-03-19 Thomas Jahn , Jürgen Pannek

Optimality is a critical aspect of Model Predictive Control (MPC), especially in economic MPC. However, achieving optimality in MPC presents significant challenges, and may even be impossible, due to inherent inaccuracies in the predictive…

Optimization and Control · Mathematics 2024-12-25 Akhil S Anand , Arash Bahari Kordabad , Mario Zanon , Sebastien Gros

A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Anilkumar Parsi , Panagiotis Anagnostaras , Andrea Iannelli , Roy S. Smith