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Providing an execution time certificate is a pressing requirement when deploying Model Predictive Control (MPC) in real-time embedded systems such as microcontrollers. Real-time MPC requires that its worst-case (maximum) execution time must…

Optimization and Control · Mathematics 2024-04-02 Liang Wu , Richard D. Braatz

Determining solving-time certificates of nonlinear model predictive control (NMPC) implementations is a pressing requirement when deploying NMPC in production environments. Such a certificate guarantees that the NMPC controller returns a…

Optimization and Control · Mathematics 2024-02-27 Liang Wu , Krystian Ganko , Richard D. Braatz

Reinforcement Learning (RL) has proven a stunning ability to learn optimal policies from data without any prior knowledge on the process. The main drawback of RL is that it is typically very difficult to guarantee stability and safety. On…

Systems and Control · Electrical Eng. & Systems 2020-05-12 Mario Zanon , Vyacheslav Kungurtsev , Sébastien Gros

Model Predictive Control (MPC) is increasing in popularity in industry as more efficient algorithms for solving the related optimization problem are developed. The main computational bottle-neck in on-line MPC is often the computation of…

Optimization and Control · Mathematics 2014-07-28 Isak Nielsen , Daniel Axehill

This article presents a Real-Time Iteration (RTI) scheme for distributed Nonlinear Model Predictive Control (NMPC). The scheme transfers the well-known RTI approach, a key enabler for many industrial real-time NMPC implementations, to the…

Optimization and Control · Mathematics 2025-10-20 Gösta Stomberg , Alexander Engelmann , Moritz Diehl , Timm Faulwasser

In model predictive control (MPC), the choice of cost-weighting matrices and designing the Hessian matrix directly affects the trade-off between rapid state regulation and minimizing the control effort. However, traditional MPC in quadratic…

Systems and Control · Electrical Eng. & Systems 2026-02-13 Komeil Nosrati , Juri Belikov , Aleksei Tepljakov , Eduard Petlenkov

Minimizing both the worst-case and average execution times of optimization algorithms is equally critical in real-time optimization-based control applications such as model predictive control (MPC). Most MPC solvers have to trade off…

Optimization and Control · Mathematics 2025-10-07 Liang Wu , Yunhong Che , Richard D. Braatz , Jan Drgona

This paper addresses the trajectory-tracking problem for discrete-time linear time-invariant systems with bounded parametric uncertainty, subject to hard constraints on system states, control inputs, and input rates. Unlike existing…

Systems and Control · Electrical Eng. & Systems 2026-05-07 Bishal Dey , Abhishek Dhar , Sumit kr. Pandey , Anindita Sengupta

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…

Systems and Control · Computer Science 2018-11-22 Yutao Chen , Mattia Bruschetta , Davide Cuccato , Alessandro Beghi

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

In almost all algorithms for Model Predictive Control (MPC), the most time-consuming step is to solve some form of Linear Quadratic (LQ) Optimal Control Problem (OCP) repeatedly. The commonly recognized best option for this is a Riccati…

Optimization and Control · Mathematics 2025-12-08 Shaohui Yang , Toshiyuki Ohtsuka , Colin N. Jones

Handling possible infeasibility and providing an execution time certificate are two pressing requirements of real-time Model Predictive Control (MPC). To meet these two requirements simultaneously, this paper proposes an $\ell_1$-penalty…

Systems and Control · Electrical Eng. & Systems 2024-08-12 Liang Wu , Liwei Zhou , Richard D. Braatz

We propose the first method that determines the exact worst-case execution time (WCET) for implicit linear model predictive control (MPC). Such WCET bounds are imperative when MPC is used in real time to control safety-critical systems. The…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Daniel Arnström , David Broman , Daniel Axehill

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…

Optimization and Control · Mathematics 2022-07-04 Jiahe Shi , Yuning Jiang , Juraj Oravec , Boris Houska

This paper presents a new approach to solve linear and nonlinear model predictive control (MPC) problems that requires small memory footprint and throughput and is particularly suitable when the model and/or controller parameters change at…

Optimization and Control · Mathematics 2021-03-25 Nilay Saraf , Alberto Bemporad

We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Juraj Lieskovský , Jaroslav Bušek , Tomáš Vyhlídal

Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Aren Karapetyan , Efe C. Balta , Andrea Iannelli , John Lygeros

Robots executing iterative tasks in complex, uncertain environments require control strategies that balance robustness, safety, and high performance. This paper introduces a safe information-theoretic learning model predictive control…

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

System level synthesis enables improved robust MPC formulations by allowing for joint optimization of the nominal trajectory and controller. This paper introduces a tailored algorithm for solving the corresponding disturbance feedback…

Optimization and Control · Mathematics 2024-09-05 Antoine P. Leeman , Johannes Köhler , Florian Messerer , Amon Lahr , Moritz Diehl , Melanie N. Zeilinger
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