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This paper details a novel indirect method for solving constrained optimal control problems (OCPs) directly in continuous-time function space. The KKT conditions are embedded in a non-smooth complementarity function, which enables their…

Optimization and Control · Mathematics 2026-05-11 Simon J. Jones , Dominic Liao-McPherson , Marco M. Nicotra

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

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

Mathematical programs with complementarity constraints (MPCCs) are a challenging class of nonlinear optimization problems, because their nonlinear programming reformulations violate standard constraint qualifications at every feasible…

Optimization and Control · Mathematics 2026-04-21 Armin Nurkanović

This paper considers mathematical programs, whose constraints are expressed by a parameterized vector equilibrium problem. The latter is a well recognized framework, which is able to cover multicriteria optimization, vector variational…

Optimization and Control · Mathematics 2022-10-18 Amos Uderzo

This paper presents an efficient suboptimal model predictive control (MPC) algorithm for nonlinear switched systems subject to minimum dwell time constraints (MTC). While MTC are required for most physical systems due to stability, power…

Optimization and Control · Mathematics 2022-02-16 Yutao Chen , Mircea Lazar

Model Predictive Control (MPC) has shown the great performance of target optimization and constraint satisfaction. However, the heavy computation of the Optimal Control Problem (OCP) at each triggering instant brings the serious delay from…

Robotics · Computer Science 2021-03-18 Yu Luo , Mingxuan Jing , Tianying Ji , Fuchun Sun , Huaping Liu

Mathematical programs with vanishing constraints (MPVCs) are a class of nonlinear optimization problems with applications to various engineering problems such as truss topology design and robot motion planning. MPVCs are difficult problems…

Optimization and Control · Mathematics 2020-06-30 Tim Hoheisel , Blanca Pablos , Aram-Alexandre Pooladian , Alexandra Schwartz , Luke Steverango

Based on smoothing techniques, we propose two new methods to solve linear complementarity problems (LCP) called TLCP and Soft-Max. The idea of these two new methods takes inspiration from interior-point methods in optimization. The…

Optimization and Control · Mathematics 2021-04-28 El Hassene Osmani , Mounir Haddou , Lina Abdallah , Naceurdine Bensalem

Nonsmooth composite optimization with orthogonality constraints has a wide range of applications in statistical learning and data science. However, this problem is challenging due to its nonsmooth objective and computationally expensive…

Optimization and Control · Mathematics 2026-05-15 Ganzhao Yuan

We propose a homotopy method for solving mathematical programs with complementarity constraints (CCs). The indicator function of the CCs is relaxed by a Lasry-Lions double envelope, an extension of the Moreau envelope that enjoys an…

Optimization and Control · Mathematics 2025-07-08 Jia Wang , Andreas Themelis , Ivan Markovsky , Panagiotis Patrinos

Model predictive control (MPC) is a method to formulate the optimal scheduling problem for grid flexibilities in a mathematical manner. The resulting time-constrained optimization problem can be re-solved in each optimization time step…

Systems and Control · Electrical Eng. & Systems 2021-08-20 Steven de Jongh , Sina Steinle , Anna Hlawatsch , Felicitas Mueller , Michael Suriyah , Thomas Leibfried

Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…

Systems and Control · Electrical Eng. & Systems 2024-10-25 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

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

In this workshop, we discuss several algorithms for mathematical programs with equilibrium constraints (MPECs). The unifying theme is that MPECs are optimization problems whose feasible set contains a lower-level equilibrium system, often…

Optimization and Control · Mathematics 2026-04-20 Jiguang Yu

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

For mathematical programs with complementarity constraints (MPCC), we study the stability properties of their Scholtes regularization. Our goal is to relate nondegenerate C-stationary points of MPCC with nondegenerate Karush-Kuhn-Tucker…

Optimization and Control · Mathematics 2025-08-06 Vladimir Shikhman , Sebastian Lämmel

The cardinality constrained optimization problem (CCOP) is an optimization problem where the maximum number of nonzero components of any feasible point is bounded. In this paper, we consider CCOP as a mathematical program with disjunctive…

Optimization and Control · Mathematics 2022-09-20 Zhuoyu Xiao , Jane J. Ye

Model Predictive Control (MPC) has exhibited remarkable capabilities in optimizing objectives and meeting constraints. However, the substantial computational burden associated with solving the Optimal Control Problem (OCP) at each…

Robotics · Computer Science 2024-05-09 Yu Luo , Qie Sima , Tianying Ji , Fuchun Sun , Huaping Liu , Jianwei Zhang

In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…

Optimization and Control · Mathematics 2023-11-27 Stephan Dempe , Markus Friedemann , Felix Harder , Patrick Mehlitz , Gerd Wachsmuth