Related papers: Parallel and Proximal Constrained Linear-Quadratic…
This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…
A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The stabilizability of the control system is studied followed by…
We present a new parallel computational framework for the efficient solution of a class of $L^2$/$L^1$-regularized optimal control problems governed by semi-linear elliptic partial differential equations (PDEs). The main difficulty in…
There has been growing interest in high-order tensor methods for nonconvex optimization, with adaptive regularization, as they possess better/optimal worst-case evaluation complexity globally and faster convergence asymptotically. These…
In this paper we study the linear quadratic regulation (LQR) problem for dynamical systems coupled over large-scale networks and obtain locally computable low-complexity solutions. The underlying large or even infinite networks are…
We study the exploration-exploitation dilemma in the linear quadratic regulator (LQR) setting. Inspired by the extended value iteration algorithm used in optimistic algorithms for finite MDPs, we propose to relax the optimistic optimization…
This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…
In this paper, we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints are locally smooth. For solving this problem, we propose a…
Motivated by robotic trajectory optimization problems we consider the Augmented Lagrangian approach to constrained optimization. We first propose an alternative augmentation of the Lagrangian to handle the inequality case (not based on…
To construct a parallel approach for solving optimization problems with orthogonality constraints is usually regarded as an extremely difficult mission, due to the low scalability of the orthonormalization procedure. However, such demand is…
A novel decomposition scheme to solve parametric non-convex programs as they arise in Nonlinear Model Predictive Control (NMPC) is presented. It consists of a fixed number of alternating proximal gradient steps and a dual update per time…
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…
This paper addresses a quadratic problem with assignment constraints, an NP-hard combinatorial optimization problem arisen from facility location, multiple-input multiple-output detection, and maximum mean discrepancy calculation et al. The…
This paper proposes a control algorithm for stable implementation of asynchronous parallel quadratic programming (PQP) through dual decomposition technique. In general, distributed and parallel optimization requires synchronization of data…
In this study, we are concerned with autonomous driving missions when a static obstacle blocks a given reference trajectory. To provide a realistic control design, we employ a model predictive control (MPC) utilizing nonlinear state-space…
Convex regression (CR) problem deals with fitting a convex function to a finite number of observations. It has many applications in various disciplines, such as statistics, economics, operations research, and electrical engineering.…
We present a locally optimal tracking controller for Cable Driven Parallel Robot (CDPR) control based on a time-varying Linear Quadratic Gaussian (TV-LQG) controller. In contrast to many methods which use fixed feedback gains, our…
Thanks to recent advancements in accelerating non-linear model predictive control (NMPC), it is now feasible to deploy whole-body NMPC at real-time rates for humanoid robots. However, enforcing inequality constraints in real time for such…
Ensuring constraint satisfaction is a key requirement for safety-critical systems, which include most robotic platforms. For example, constraints can be used for modeling joint position/velocity/torque limits and collision avoidance.…
This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…