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Common approaches for direct model predictive control (MPC) for current reference tracking in power electronics suffer from the high computational complexity encountered when solving integer optimal control problems over long prediction…

Optimization and Control · Mathematics 2016-06-28 Bartolomeo Stellato , Tobias Geyer , Paul J. Goulart

In this work, we analyse the discretisation of a recently proposed new Lagrangian approach to optimal control problems of affine-controlled second-order differential equations with cost functions quadratic in the controls. We propose exact…

This work considers the problem of approximating initial condition and time-dependent optimal control and trajectory surfaces using multivariable Fourier series. A modified Augmented Lagrangian algorithm for translating the optimal control…

Optimization and Control · Mathematics 2023-12-14 Gabriel Nicolosi , Terry Friesz , Christopher Griffin

This paper develops a distributed model predictive control (DMPC) strategy for a class of discrete-time linear systems with consideration of globally coupled constraints. The DMPC under study is based on the dual problem concerning all…

Optimization and Control · Mathematics 2019-07-25 Yanxu Su , Yang Shi , Changyin Sun

As we aim to control complex systems, use of a simulator in model-based reinforcement learning is becoming more common. However, it has been challenging to overcome the Reality Gap, which comes from nonlinear model bias and susceptibility…

Robotics · Computer Science 2017-05-16 Gilwoo Lee , Siddhartha S. Srinivasa , Matthew T. Mason

Factor graphs are a very powerful graphical representation, used to model many problems in robotics. They are widely spread in the areas of Simultaneous Localization and Mapping (SLAM), computer vision, and localization. In this paper we…

Robotics · Computer Science 2024-10-28 Barbara Bazzana , Henrik Andreasson , Giorgio Grisetti

Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…

Machine Learning · Computer Science 2022-06-20 Tom Blau , Edwin V. Bonilla , Iadine Chades , Amir Dezfouli

For the application of MPC design in on-line regulation or tracking control problems, several studies have attempted to develop an accurate model, and realize adequate uncertainty description of linear or non-linear plants of the processes.…

Optimization and Control · Mathematics 2019-04-03 Yuanqiang Zhou , Dewei Li , Yugeng Xi , Zhongxue Gan

This paper is concerned with the computing efficiency of model predictive control (MPC) problems for dynamical systems with both rate and amplitude constraints on the inputs. Instead of augmenting the decision variables of the underlying…

Optimization and Control · Mathematics 2020-03-13 Idris Kempf , Paul Goulart , Stephen Duncan

We consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness…

Optimization and Control · Mathematics 2020-06-24 Christian Glusa , Enrique Otarola

Model predictive control is a well established control technology for trajectory tracking. Its use requires the availability of an accurate model of the plant, but obtaining such a model is often time consuming and costly. Data-Enabled…

Optimization and Control · Mathematics 2025-10-01 Margarita A. Guerrero , Braghadeesh Lakshminarayanan , Cristian R. Rojas

Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra…

Computational Engineering, Finance, and Science · Computer Science 2024-01-26 Kasia Świrydowicz , Nicholson Koukpaizan , Maksudul Alam , Shaked Regev , Michael Saunders , Slaven Peleš

We propose a novel data-driven neural network (NN) optimization framework for solving an optimal stochastic control problem under stochastic constraints. Customized activation functions for the output layers of the NN are applied, which…

Optimization and Control · Mathematics 2023-06-21 Marc Chen , Mohammad Shirazi , Peter A. Forsyth , Yuying Li

This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of…

Optimization and Control · Mathematics 2015-06-04 Fernando Jimenez , Marin Kobilarov , David Martin de Diego

In this paper the numerical approximation of solutions of Liouville-Master Equations for time-dependent distribution functions of Piecewise Deterministic Processes with memory is considered. These equations are linear hyperbolic PDEs with…

Numerical Analysis · Mathematics 2007-05-23 Mario Annunziato

This paper investigates the optimal control problem for a class of nonlinear fully coupled forward-backward stochastic difference equations (FBS$\Delta$Es). Under the convexity assumption of the control domain, we establish a variational…

Optimization and Control · Mathematics 2025-12-02 Zhipeng Niu , Jun Moon , Qingxin Meng

We propose a data-driven Model Predictive Control (MPC) framework that employs a transformer encoder to generate multi-step predictions. To handle the nonconvex attention mechanism, we derive difference of convex (DC) representations of the…

Optimization and Control · Mathematics 2026-05-15 Xingxiao Chen , Mark Cannon

Model Predictive Control (MPC) has established itself as the primary methodology for constrained control, enabling autonomy across diverse applications. While model fidelity is crucial in MPC, solving the corresponding optimization problem…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Lukas Schroth , Daniel Morton , Amon Lahr , Daniele Gammelli , Andrea Carron , Marco Pavone

Optimization plays a central role in intelligent systems and cyber-physical technologies, where speed and reliability of convergence directly impact performance. In control theory, optimization-centric methods are standard: controllers are…

Optimization and Control · Mathematics 2026-03-23 Liraz Mudrik , Isaac Kaminer , Sean Kragelund , Abram H. Clark

A Learning Model Predictive Controller (LMPC) for iterative tasks is presented. The controller is reference-free and is able to improve its performance by learning from previous iterations. A safe set and a terminal cost function are used…

Systems and Control · Computer Science 2017-12-15 Ugo Rosolia , Francesco Borrelli