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Due to their relevance in systems analysis and (robust) controller design, we consider the problem of determining control-theoretic system properties of an a priori unknown system from data only. More specifically, we introduce a necessary…

Systems and Control · Electrical Eng. & Systems 2020-02-11 Anne Koch , Julian Berberich , Johannes Köhler , Frank Allgöwer

We propose Adaptive Deep Kernel Fitting with Implicit Function Theorem (ADKF-IFT), a novel framework for learning deep kernel Gaussian processes (GPs) by interpolating between meta-learning and conventional deep kernel learning. Our…

Machine Learning · Computer Science 2023-02-20 Wenlin Chen , Austin Tripp , José Miguel Hernández-Lobato

In this paper, we propose an inexact perturbed path-following algorithm in the framework of Lagrangian dual decomposition for solving large-scale structured convex optimization problems. Unlike the exact versions considered in literature,…

Optimization and Control · Mathematics 2011-09-16 Quoc Tran Dinh , Ion Necoara , Carlo Savorgnan , Moritz Diehl

Solving optimal control problems (OCPs) of autonomous agents operating under spatial and temporal constraints fast and accurately is essential in applications ranging from eco-driving of autonomous vehicles to quadrotor navigation. However,…

Robotics · Computer Science 2026-01-07 Shiying Dong , Zhipeng Shen , Rudolf Reiter , Hailong Huang , Bingzhao Gao , Hong Chen , Wen-Hua Chen

We propose a novel approach for analyzing dynamic regret of first-order constrained online convex optimization algorithms for strongly convex and Lipschitz-smooth objectives. Crucially, we provide a general analysis that is applicable to a…

Optimization and Control · Mathematics 2025-08-22 Fabian Jakob , Andrea Iannelli

This letter presents a method to reduce the computational demands of including second-order dynamics sensitivity information into the Differential Dynamic Programming (DDP) trajectory optimization algorithm. An approach to DDP is developed…

Robotics · Computer Science 2022-07-01 John N. Nganga , Patrick M. Wensing

We present FilterDDP, a differential dynamic programming algorithm for solving discrete-time, optimal control problems (OCPs) with nonlinear equality constraints. Unlike prior methods based on merit functions or the augmented Lagrangian…

Optimization and Control · Mathematics 2026-04-16 Ming Xu , Stephen Gould , Iman Shames

In this paper, we study the sensitivity of discrete-time dynamic programs with nonlinear dynamics and objective to perturbations in the initial conditions and reference parameters. Under uniform controllability and boundedness assumptions…

Numerical Analysis · Mathematics 2019-12-17 Sen Na , Mihai Anitescu

We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…

Data Structures and Algorithms · Computer Science 2020-07-07 Yihe Dong , Yu Gao , Richard Peng , Ilya Razenshteyn , Saurabh Sawlani

In this paper, we propose a contact-implicit trajectory optimization (CITO) method based on a variable smooth contact model (VSCM) and successive convexification (SCvx). The VSCM facilitates the convergence of gradient-based optimization…

Robotics · Computer Science 2020-06-11 Aykut Ozgun Onol , Philip Long , Taskin Padir

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Robotics · Computer Science 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli

This paper proposes an optimization-based approach to predict trajectories of autonomous race cars. We assume that the observed trajectory is the result of an optimization problem that trades off path progress against acceleration and jerk…

Systems and Control · Electrical Eng. & Systems 2022-12-06 Rudolf Reiter , Florian Messerer , Markus Schratter , Daniel Watzenig , Moritz Diehl

In this paper, the solvability of the Inverse Optimal Control (IOC) problem based on two existing minimum principal methods, is analysed. The aim of this work is to answer the question regarding what kinds of trajectories, that is depending…

Optimization and Control · Mathematics 2024-03-15 Afreen Islam , Guido Herrmann , Joaquin Carrasco

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…

Optimization and Control · Mathematics 2024-07-02 João Sousa-Pinto , Dominique Orban

Designing controllers to generate various trajectories has been studied for years, while recently, recovering an optimal controller from trajectories receives increasing attention. In this paper, we reveal that the inherent linear quadratic…

Systems and Control · Electrical Eng. & Systems 2023-12-29 Chendi Qu , Jianping He , Xiaoming Duan

Decision and control are core functionalities of high-level automated vehicles. Current mainstream methods, such as functionality decomposition and end-to-end reinforcement learning (RL), either suffer high time complexity or poor…

Machine Learning · Computer Science 2021-05-12 Yang Guan , Yangang Ren , Qi Sun , Shengbo Eben Li , Haitong Ma , Jingliang Duan , Yifan Dai , Bo Cheng

This paper introduces a novel Differential Dynamic Programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely Feasible- and Infeasible-IPDDP algorithms,…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Andrei Pavlov , Iman Shames , Chris Manzie

Convex separable quadratic optimization problems occur in many practical applications. In this paper, based on an iterative resolution scheme of the KKT system, we develop an efficient method for solving a quadratic programming problem with…

Optimization and Control · Mathematics 2025-10-14 Shaoze Li , Junhao Wu , Cheng Lu , Zhibin Deng , Shu-Cherng Fang

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Yuzhen Han , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares

An effective method for optimizing path planning for a specific model of a 6-degree-of-freedom (6-DOF) robot manipulator is presented as part of the motion planning of the manipulator using computer algebra. We assume that we are given a…

Robotics · Computer Science 2025-09-09 Takumu Okazaki , Akira Terui , Masahiko Mikawa
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