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This paper deals with Interior Point Methods (IPMs) for Optimal Control Problems (OCPs) with pure state and mixed constraints. This paper establishes a complete proof of convergence of IPMs for a general class of OCPs. Convergence results…

Optimization and Control · Mathematics 2024-06-19 Paul Malisani

This paper presents an interior point method for pure-state and mixed-constrained optimal control problems for dynamics, mixed constraints, and cost function all affine in the control variable. This method relies on resolving a sequence of…

Optimization and Control · Mathematics 2023-09-01 Paul Malisani

Due to critical environmental issues, the power systems have to accommodate a significant level of penetration of renewable generation which requires smart approaches to the power grid control. Associated optimal control problems are…

Optimization and Control · Mathematics 2020-01-30 Juraj Kardos , Drosos Kourounis , Olaf Schenk

This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…

Numerical Analysis · Mathematics 2025-01-14 Gouranga Mallik , Ramesh Chandra Sau

We propose a primal-dual interior-point method (IPM) with convergence to second-order stationary points (SOSPs) of nonlinear semidefinite optimization problems, abbreviated as NSDPs. As far as we know, the current algorithms for NSDPs only…

Optimization and Control · Mathematics 2023-06-19 Shun Arahata , Takayuki Okuno , Akiko Takeda

Factor graphs have demonstrated remarkable efficiency for robotic perception tasks, particularly in localization and mapping applications. However, their application to optimal control problems -- especially Model Predictive Control (MPC)…

Robotics · Computer Science 2025-06-18 Anas Abdelkarim , Holger Voos , Daniel Görges

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

We present a new fixed-order H-infinity controller design method for potentially large-scale port-Hamiltonian (pH) plants. Our method computes controllers that are also pH (and thus passive) such that the resulting closed-loop systems is…

Systems and Control · Electrical Eng. & Systems 2022-09-28 Paul Schwerdtner , Matthias Voigt

A method is given for solving an optimal H2 approximation problem for SISO linear time-invariant stable systems. The method, based on constructive algebra, guarantees that the global optimum is found; it does not involve any gradient-based…

Optimization and Control · Mathematics 2007-06-14 Bernard Hanzon , Jan M. Maciejowski , Chun Tung Chou

An in-domain finite dimensional controller for a class of distributed parameter systems on a one-dimensional spatial domain formulated under the port-Hamiltonian framework is presented. Based on [25] where positive feedback and a late…

Optimization and Control · Mathematics 2023-02-06 Ning Liu , Yongxin Wu , Yann Le Gorrec , Laurent Lefevre , Hector Ramirez

This paper presents a customized second-order cone programming (SOCP) solver tailored for embedded real-time optimization, which frequently arises in modern guidance and control (G&C) applications. The solver employs a practically efficient…

Optimization and Control · Mathematics 2026-03-12 Jae-Il Jang , Chang-Hun Lee

In this study, we focus on the numerical solution method for the optimal control problem with equilibrium constraints (OCPEC).It is extremely challenging to solve OCPEC owing to the absence of constraint regularity and strictly feasible…

Optimization and Control · Mathematics 2024-05-28 Kangyu Lin , Toshiyuki Ohtsuka

The homogeneous second-order descent method (Zhang et al. 2025, Mathematics of Operations Research) was initially proposed for unconstrained optimisation problems. HSODM shows excellent performance with respect to the global complexity rate…

Optimization and Control · Mathematics 2026-04-08 Yonggang Pei , Yubing Lin , Mauricio Silva Louzeiro , Detong Zhu

In the time- and frequency-limited model order reduction, a reduced-order approximation of the original high-order model is sought to ensure superior accuracy in some desired time and frequency intervals. We first consider the time-limited…

Systems and Control · Electrical Eng. & Systems 2021-01-29 Umair Zulfiqar , Victor Sreeram , Mian Ilyas Ahmad , Xin Du

Large-scale optimization problems that seek sparse solutions have become ubiquitous. They are routinely solved with various specialized first-order methods. Although such methods are often fast, they usually struggle with not-so-well…

Optimization and Control · Mathematics 2021-11-29 Valentina De Simone , Daniela di Serafino , Jacek Gondzio , Spyridon Pougkakiotis , Marco Viola

Classical control of cyber-physical systems used to rely on basic linear controllers. These controllers provided a safe and robust behavior but lack the ability to perform more complex controls such as aggressive maneuvering or performing…

Logic in Computer Science · Computer Science 2019-04-22 Guillaume Davy , Eric Féron , Pierre-Loïc Garoche , Didier Henrion

Quantum Interior Point Methods (QIPMs) have been attracting significant interests recently due to their potential of solving optimization problems substantially faster than state-of-the-art conventional algorithms. In general, QIPMs use…

Optimization and Control · Mathematics 2024-12-17 Zeguan Wu , Xiu Yang , Tamás Terlaky

H2-conic controller design seeks to minimize the closed-loop H2-norm for a nominal linear system while satisfying the Conic Sector Theorem for nonlinear stability. This problem has only been posed with limited design freedom, as opposed to…

Optimization and Control · Mathematics 2021-10-11 Ethan J. LoCicero , Leila Bridgeman

We consider Riemannian inequality-constrained optimization problems. Such problems inherit the benefits of Riemannian approach developed in the unconstrained setting and naturally arise from applications in control, machine learning, and…

Optimization and Control · Mathematics 2026-05-12 Mitsuaki Obara , Takayuki Okuno , Akiko Takeda

We describe and analyze an interior-point method to decide feasibility problems of second-order conic systems. A main feature of our algorithm is that arithmetic operations are performed with finite precision. Bounds for both the number of…

Numerical Analysis · Mathematics 2013-08-01 Felipe Cucker , Javier Peña , Vera Roshchina
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