Related papers: Parallel Shooting Sequential Quadratic Programming…
In recent years, efficient optimization algorithms for Nonlinear Model Predictive Control (NMPC) have been proposed, that significantly reduce the on-line computational time. In particular, direct multiple shooting and Sequential Quadratic…
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…
Nonlinear model predictive control~(NMPC) generally requires the solution of a non-convex optimization problem at each sampling instant under strict timing constraints, based on a set of differential equations that can often be stiff and/or…
In this paper, we propose a new sequential quadratic semidefinite programming (SQSDP) method for solving degenerate nonlinear semidefinite programs (NSDPs), in which we produce iteration points by solving a sequence of stabilized quadratic…
Real-time trajectory optimization for nonlinear constrained autonomous systems is critical and typically performed by CPU-based sequential solvers. Specifically, reliance on global sparse linear algebra or the serial nature of dynamic…
This paper proposes a parallelizable algorithm for linear-quadratic model predictive control (MPC) problems with state and input constraints. The algorithm itself is based on a parallel MPC scheme that has originally been designed for…
In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…
We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…
Sequential quadratic programming (SQP) is widely used in solving nonlinear optimization problem, with advantages of warm-starting solutions, as well as finding high-accurate solution and converging quadratically using second-order…
This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…
Nonlinear dynamics and safety constraints typically result in a nonlinear programming problem when applying model predictive control to achieve safe output consensus. To avoid the heavy computational burden of solving a nonlinear…
We propose a sequential quadratic programming (SQP) algorithm for inequality constrained optimization that is robust to the presence of bounded noise in function and derivative evaluations. We cover the case where constraint evaluations…
Sequential models, such as Recurrent Neural Networks and Neural Ordinary Differential Equations, have long suffered from slow training due to their inherent sequential nature. For many years this bottleneck has persisted, as many thought…
In many applications, it makes sense to solve the least square problems with nonnegative constraints. In this article, we present a new multiplicative iteration that monotonically decreases the value of the nonnegative quadratic programming…
Projected Gradient Descent denotes a class of iterative methods for solving optimization programs. Its applicability to convex optimization programs has gained significant popularity for its intuitive implementation that involves only…
We present a parallel GPU-accelerated solver for branch Model Predictive Control problems. Based on iterative LQR methods, our solver exploits the tree-sparse structure and implements temporal parallelism using the parallel scan algorithm.…
We introduce a new algorithm for solving unconstrained discrete-time optimal control problems. Our method follows a direct multiple shooting approach, and consists of applying the SQP method together with an $\ell_2$ augmented Lagrangian…
Differential Dynamic Programming (DDP) is an efficient computational tool for solving nonlinear optimal control problems. It was originally designed as a single shooting method and thus is sensitive to the initial guess supplied. This work…
This paper introduces a family of iterative algorithms for unconstrained nonlinear optimal control. We generalize the well-known iLQR algorithm to different multiple-shooting variants, combining advantages like straight-forward…
In this work, we tackle the problem of hyperspectral (HS) unmixing by departing from the usual linear model and focusing on a Linear-Quadratic (LQ) one. The proposed algorithm, referred to as Successive Nonnegative Projection Algorithm for…