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This paper extends the Finite Elements with Switch Detection (FESD) method [Nurkanovi\'c et al., 2022] to optimal control problems with nonsmooth systems involving set-valued step functions. Logical relations and common nonsmooth functions…

Optimization and Control · Mathematics 2023-08-15 Armin Nurkanović , Jonathan Frey , Anton Pozharskiy , 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

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

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

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

In this paper we present a novel sampling-based numerical scheme designed to solve a certain class of stochastic optimal control problems, utilizing forward and backward stochastic differential equations (FBSDEs). By means of a nonlinear…

Systems and Control · Computer Science 2020-06-18 Ioannis Exarchos , Evangelos A. Theodorou

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

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

We propose a novel flexible-step model predictive control algorithm for unknown linear time-invariant discrete-time systems. The goal is to asymptotically stabilize the system without relying on a pre-collected dataset that describes its…

Optimization and Control · Mathematics 2025-10-02 Markus Pietschner , Christian Ebenbauer , Bahman Gharesifard , Raik Suttner

An efficient and accurate finite-element algorithm is described for the numerical solution of the incompressible Navier-Stokes (INS) equations. The new algorithm that solves the INS equations in a velocity-pressure reformulation is based on…

Numerical Analysis · Mathematics 2020-02-19 Longfei Li

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

In this paper, we consider controlling a class of single-input-single-output (SISO) commensurate fractional-order nonlinear systems with parametric uncertainty and external disturbance. Based on backstepping approach, an adaptive controller…

Systems and Control · Electrical Eng. & Systems 2020-05-15 Xinyao Li , Changyun Wen , Ying Zou

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

This paper presents a rigorous finite element framework for solving an optimal control problem governed by the steady Navier-Stokes-Brinkman equations, focusing on identifying a scalar permeability parameter $\gamma$ from local velocity…

Numerical Analysis · Mathematics 2025-03-12 Jorge Aguayo Araneda , Julie Merten

We a controlled system driven by a coupled forward-backward stochastic differential equation (FBSDE) with a non degenerate diffusion matrix. The cost functional is defined by the solution of the controlled backward stochastic differential…

Optimization and Control · Mathematics 2017-02-02 Khaled Bahlali , Omar Kebiri , Brahim Mezerdi , Ahmed Mtiraoui

This paper develops a comprehensive extension of the $\Lambda$-set framework for optimal control, introducing second-order $\Lambda$-sets and generalizing the theory to non-smooth, hybrid, and stochastic hybrid systems. We first establish…

Optimization and Control · Mathematics 2025-12-11 Mohammad H. M Rashid
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