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Model Predictive Control (MPC) is a versatile approach capable of accommodating diverse control requirements that holds significant promise for a broad spectrum of industrial applications. Noteworthy challenges associated with MPC include…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Ryuta Moriyasu , Sho Kawaguchi , Kenji Kashima

We present an adaptive methodology for the solution of (linear and) non-linear time dependent problems that is especially tailored for massively parallel computations. The basic concept is to solve for large blocks of space-time unknowns…

Computational Physics · Physics 2016-08-30 Robert Dyja , Baskar Ganapathysubramanian , Kristoffer G. van der Zee

Standard gradient-based iteration algorithms for optimization, such as gradient descent and its various proximal-based extensions to nonsmooth problems, are known to converge slowly for ill-conditioned problems, sometimes requiring many…

Numerical Analysis · Mathematics 2026-03-24 G. H. M. Araújo , O. A. Krzysik , H. De Sterck

This paper presents a distributed model predictive control (DMPC) scheme for nonlinear continuous-time systems. The underlying distributed optimal control problem is cooperatively solved in parallel via a sensitivity-based algorithm. The…

Optimization and Control · Mathematics 2024-06-06 Maximilian Pierer von Esch , Andreas Völz , Knut Graichen

A centralized model predictive controller (MPC), which is unaware of local uncertainties, for an affine discrete time nonlinear system is presented. The local uncertainties are assumed to be matched, bounded and structured. In order to…

Optimization and Control · Mathematics 2020-09-15 Prabhat K. Mishra , Tixian Wang , Mattia Gazzola , Girish Chowdhary

Model Predictive Control (MPC) has become a popular framework in embedded control for high-performance autonomous systems. However, to achieve good control performance using MPC, an accurate dynamics model is key. To maintain real-time…

Robotics · Computer Science 2023-07-26 Tim Salzmann , Elia Kaufmann , Jon Arrizabalaga , Marco Pavone , Davide Scaramuzza , Markus Ryll

We present a nonlinear model predictive control (MPC) scheme for tracking of dynamic target signals. The scheme combines stabilization and dynamic trajectory planning in one layer, thus ensuring constraint satisfaction irrespective of…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Anilkumar Parsi , Panagiotis Anagnostaras , Andrea Iannelli , Roy S. Smith

This work presents and evaluates a novel input parameterization method which improves the tractability of model predictive control (MPC) for high degree of freedom (DoF) robots. Experimental results demonstrate that by parameterizing the…

Systems and Control · Electrical Eng. & Systems 2020-01-15 Phillip Hyatt , Connor S. Williams , Marc D. Killpack

Standard Model Predictive Control (MPC) or trajectory optimization approaches perform only a local search to solve a complex non-convex optimization problem. As a result, they cannot capture the multi-modal characteristic of human driving.…

Robotics · Computer Science 2022-03-16 Vivek K. Adajania , Aditya Sharma , Anish Gupta , Houman Masnavi , K Madhava Krishna , Arun K. Singh

Computing the receding horizon optimal control of nonlinear hybrid systems is typically prohibitively slow, limiting real-time implementation. To address this challenge, we propose a layered Model Predictive Control (MPC) architecture for…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Zachary Olkin , Aaron D. Ames

Model Predictive Control (MPC) has proven to be a powerful tool for the control of systems with constraints. Nonetheless, in many applications, a major challenge arises, that is finding the optimal solution within a single sampling instant…

Systems and Control · Electrical Eng. & Systems 2023-08-16 Valentina Breschi , Simone Formentin , Alberto Leva

A dual adaptive model predictive control (MPC) algorithm is presented for linear, time-invariant systems subject to bounded disturbances and parametric uncertainty in the state-space matrices. Online set-membership identification is…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

We address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) framework that balances three competing objectives: order…

Trading and Market Microstructure · Quantitative Finance 2026-04-01 Thomas P. McAuliffe , Samuel Liew , Yuchao Li , Andrey Ushenin , Chihang Wang , Alexandros Tasos , Jack Pearce , Dimitris Tasoulis , Dimitri P. Bertsekas , Theodoros Tsagaris

Model predictive control (MPC) is an optimal control technique which involves solving a sequence of constrained optimization problems across a given time horizon. In this paper, we introduce a category theoretic framework for constructing…

Optimization and Control · Mathematics 2024-03-12 Tyler Hanks , Baike She , Matthew Hale , Evan Patterson , Matthew Klawonn , James Fairbanks

So far, many control algorithms have been developed for singularly perturbed systems. However, in many industrial processes, enforcing closed-loop fast-slow dynamics for peculiarly non-separable ones is a prior request and a crucial issue…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Xinglong Zhang , Wei Jiang , Shuyou Yu , Xin Xu , Zhizhong Li

Model predictive control (MPC) is a powerful control method that handles dynamical systems with constraints. However, solving MPC iteratively in real time, i.e., implicit MPC, remains a computational challenge. To address this, common…

Systems and Control · Electrical Eng. & Systems 2022-08-03 Fangyu Wu , Guanhua Wang , Siyuan Zhuang , Kehan Wang , Alexander Keimer , Ion Stoica , Alexandre Bayen

This paper investigates the collision-free control problem for multi-agent systems. For such multi-agent systems, it is the typical situation where conventional methods using either the usual centralized model predictive control (MPC), or…

Multiagent Systems · Computer Science 2024-02-07 Zilong Cheng , Jun Ma , Wenxin Wang , Zicheng Zhu , Clarence W. de Silva , Tong Heng Lee

This paper proposes an offline control algorithm, called Recurrent Model Predictive Control (RMPC), to solve large-scale nonlinear finite-horizon optimal control problems. It can be regarded as an explicit solver of traditional Model…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Zhengyu Liu , Jingliang Duan , Wenxuan Wang , Shengbo Eben Li , Yuming Yin , Ziyu Lin , Bo Cheng

Application of nonlinear model predictive control (NMPC) to problems with hybrid dynamical systems, disjoint constraints, or discrete controls often results in mixed-integer formulations with both continuous and discrete decision variables.…

Systems and Control · Electrical Eng. & Systems 2024-01-24 Christopher A. Orrico , W. P. M. H. Heemels , Dinesh Krishnamoorthy
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