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Autonomous systems are increasingly deployed in real-world environments, where they must achieve high performance while maintaining safety under state and input constraints. Although Model Predictive Control (MPC) provides a principled…
Linear Model Predictive Control (MPC) is a widely used method to control systems with linear dynamics. Efficient interior-point methods have been proposed which leverage the block diagonal structure of the quadratic program (QP) resulting…
The design of Quantum Turbo Codes (QTCs) typically relies on the analysis of their distance spectra, followed by Monte-Carlo simulations. By contrast, in this paper we appropriately adapt the conventional non-binary EXtrinsic Information…
Numerical optimization (solving optimization problems using digital computers) currently dominates but has three major drawbacks: high energy consumption, poor scalability, and lack of an execution time certificate. To address these…
Model Predictive Control (MPC) is an enabling technology in applications requiring controlling physical processes in an optimized way under constraints on inputs and outputs. However, in MPC closed-loop performance is pushed to the limits…
In this paper, we consider the problem of periodic optimal control of nonlinear systems subject to online changing and periodically time-varying economic performance measures using model predictive control (MPC). The proposed economic MPC…
We propose a novel solution framework for inverse mixed-integer optimization based on analytic center concepts from interior point methods. We characterize the optimality gap of a given solution, provide structural results, and propose…
In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…
A key challenge in tuning Model Predictive Control (MPC) cost function parameters is to ensure that the system performance stays consistently above a certain threshold. To address this challenge, we propose a novel method, COAT-MPC,…
This letter is devoted to the concept of ``instant'' model predictive control (iMPC) for linear systems. An optimization problem is formulated to express the finite-time constrained optimal regulation control, like conventional MPC. Then,…
Robust optimal or min-max model predictive control (MPC) approaches aim to guarantee constraint satisfaction over a known, bounded uncertainty set while minimizing a worst-case performance bound. Traditionally, these methods compute a…
We study the computational complexity of the infinite-horizon discounted-reward Markov Decision Problem (MDP) with a finite state space $|\mathcal{S}|$ and a finite action space $|\mathcal{A}|$. We show that any randomized algorithm needs a…
We study two fundamental optimization problems: (1) scaling a symmetric positive definite matrix by a positive diagonal matrix so that the resulting matrix has row and column sums equal to 1; and (2) minimizing a quadratic function subject…
This paper introduces a model-free real-time optimization (RTO) framework based on unconstrained Bayesian optimization with embedded constraint control. The main contribution lies in demonstrating how this approach simplifies the black-box…
This paper proposes a real-time model predictive control (MPC) scheme to execute multiple tasks using robots over a finite-time horizon. In industrial robotic applications, we must carefully consider multiple constraints for avoiding joint…
Model Predictive Control (MPC) is a powerful control technique that handles constraints, takes the system's dynamics into account, and optimizes for a given cost function. In practice, however, it often requires an expert to craft and tune…
Model Predictive Control (MPC) is a powerful framework for optimal control but can be too slow for low-latency applications. We present a data-driven framework to accelerate MPC by replacing online optimization with a nonparametric policy…
This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…
Data-driven controllers design is an important research problem, in particular when data is corrupted by the noise. In this paper, we propose a data-driven min-max model predictive control (MPC) scheme using noisy input-state data for…
Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…