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Computationally efficient nonlinear model predictive control relies on elaborate discrete-time optimal control problem (OCP) formulations trading off accuracy with respect to the continuous-time problem and associated computational burden.…

Optimization and Control · Mathematics 2024-08-15 Jonathan Frey , Katrin Baumgärtner , Gianluca Frison , Moritz Diehl

The goal of Inverse Optimal Control (IOC) is to identify the underlying objective function based on observed optimal trajectories. It provides a powerful framework to model expert's behavior, and a data-driven way to design an objective…

Optimization and Control · Mathematics 2022-04-28 Han Zhang , Axel Ringh , Weihan Jiang , Shaoyuan Li , Xiaoming Hu

In many mobile robotics scenarios, such as drone racing, the goal is to generate a trajectory that passes through multiple waypoints in minimal time. This problem is referred to as time-optimal planning. State-of-the-art approaches either…

Robotics · Computer Science 2020-08-04 Philipp Foehn , Davide Scaramuzza

Automated vehicles and logistics robots must often position themselves in narrow environments with high precision in front of a specific target, such as a package or their charging station. Often, these docking scenarios are solved in two…

Robotics · Computer Science 2025-04-07 Oliver Schumann , Michael Buchholz , Klaus Dietmayer

This paper is concerned with data-driven optimal control of nonlinear systems. We present a convex formulation to the optimal control problem (OCP) with a discounted cost function. We consider OCP with both positive and negative discount…

Optimization and Control · Mathematics 2022-02-07 Joseph Moyalan , Hyungjin Choi , Yongxin Chen , Umesh Vaidya

This work addresses an extended class of optimal control problems where a target for a system state has the form of an ellipsoid rather than a fixed, single point. As a computationally affordable method for resolving the extended problem,…

Optimization and Control · Mathematics 2025-11-14 Sungjun Eom , Gyunghoon Park

Conformal Prediction (CP) is a principled framework for quantifying uncertainty in blackbox learning models, by constructing prediction sets with finite-sample coverage guarantees. Traditional approaches rely on scalar nonconformity scores,…

Machine Learning · Statistics 2025-05-07 Gauthier Thurin , Kimia Nadjahi , Claire Boyer

Prediction-correction algorithms are a highly effective class of methods for solving pseudo-convex optimization problems. The descent direction of these algorithms can be viewed as an adjustment to the gradient direction based on the…

Optimization and Control · Mathematics 2025-12-05 Ting Li , Deren Han , Tanxing Wang , Xingju Cai

We present an algorithm, based on the Differential Dynamic Programming framework, to handle trajectory optimization problems in which the horizon is determined online rather than fixed a priori. This algorithm exhibits exact one-step…

Robotics · Computer Science 2021-11-18 Kyle Stachowicz , Evangelos A. Theodorou

The design of the performance index, also referred to as cost or reward shaping, is central to both optimal control and reinforcement learning, as it directly determines the behaviors, trade-offs, and objectives that the resulting control…

Systems and Control · Electrical Eng. & Systems 2025-10-14 Ayush Rai , Shaoshuai Mou , Brian D. O. Anderson

In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…

Optimization and Control · Mathematics 2021-03-24 Nikita Doikov , Yurii Nesterov

We present FilterDDP, a differential dynamic programming algorithm for solving discrete-time, optimal control problems (OCPs) with nonlinear equality constraints. Unlike prior methods based on merit functions or the augmented Lagrangian…

Optimization and Control · Mathematics 2026-04-16 Ming Xu , Stephen Gould , Iman Shames

Conformal prediction (CP) has emerged as a powerful tool in robotics and control, thanks to its ability to calibrate complex, data-driven models with formal guarantees. However, in robot navigation tasks, existing CP-based methods often…

Robotics · Computer Science 2025-04-02 Jaeuk Shin , Jungjin Lee , Insoon Yang

Reinforcement learning can acquire complex behaviors from high-level specifications. However, defining a cost function that can be optimized effectively and encodes the correct task is challenging in practice. We explore how inverse optimal…

Machine Learning · Computer Science 2016-05-30 Chelsea Finn , Sergey Levine , Pieter Abbeel

Conformal prediction (CP) provides a comprehensive framework to produce statistically rigorous uncertainty sets for black-box machine learning models. To further improve the efficiency of CP, conformal correction is proposed to fine-tune or…

Machine Learning · Computer Science 2025-12-03 Senrong Xu , Tianyu Wang , Zenan Li , Yuan Yao , Taolue Chen , Feng Xu , Xiaoxing Ma

Optimal control is an essential tool for stabilizing complex nonlinear systems. However, despite the extensive impacts of methods such as receding horizon control, dynamic programming and reinforcement learning, the design of cost functions…

Systems and Control · Electrical Eng. & Systems 2022-11-21 Tyler Westenbroek , Anand Siththaranjan , Mohsin Sarwari , Claire J. Tomlin , Shankar S. Sastry

We introduce a novel method for handling endpoint constraints in constrained differential dynamic programming (DDP). Unlike existing approaches, our method guarantees quadratic convergence and is exact, effectively managing rank…

Optimization and Control · Mathematics 2025-03-07 Maria Parilli , Sergi Martinez , Carlos Mastalli

Sequential Convex Programming (SCP) has recently gained significant popularity as an effective method for solving optimal control problems and has been successfully applied in several different domains. However, the theoretical analysis of…

Optimization and Control · Mathematics 2022-09-07 Riccardo Bonalli , Thomas Lew , Marco Pavone

In this paper we study an optimal control problem (OCP) associated to a linear elliptic equation {on a bounded domain $\Omega$}. The matrix-valued coefficients A of such systems is our control taken in L2 which in particular may comprise…

Optimization and Control · Mathematics 2013-06-12 Thierry Horsin , Peter I. Kogut

This paper is based on a crucial issue in the aviation world: how to optimize the trajectory and controls given to the aircraft in order to optimize flight time and fuel consumption. This study aims to provide elements of a response to this…

Optimization and Control · Mathematics 2024-08-15 Gaofeng Su , Xi Cheng , Siyuan Feng , Ke Liu , Jilin Song , Jianan Chen , Chen Zhu , Hui Lin