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Model predictive control (MPC) is an optimization-based control strategy with broad industrial adoption. Unfortunately, the required computation time to solve the receding-horizon MPC optimization problem can become prohibitively large for…

Systems and Control · Electrical Eng. & Systems 2024-10-24 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

A number of optimal decision problems with uncertainty can be formulated into a stochastic optimal control framework. The Least-Squares Monte Carlo (LSMC) algorithm is a popular numerical method to approach solutions of such stochastic…

Computational Finance · Quantitative Finance 2019-01-23 Zhiyi Shen , Chengguo Weng

In optimization routines used for on-line Model Predictive Control (MPC), linear systems of equations are usually solved in each iteration. This is true both for Active Set (AS) methods as well as for Interior Point (IP) methods, and for…

Optimization and Control · Mathematics 2014-01-08 Daniel Axehill

In this technical note we analyse the performance improvement and optimality properties of the Learning Model Predictive Control (LMPC) strategy for linear deterministic systems. The LMPC framework is a policy iteration scheme where…

Optimization and Control · Mathematics 2022-02-02 Ugo Rosolia , Yingzhao Lian , Emilio T. Maddalena , Giancarlo Ferrari-Trecate , Colin N. Jones

We consider the Mathematical Program with Complementarity Constraints (MPCC). One of the main challenges in solving this problem is the systematic failure of standard Constraint Qualifications (CQs). Carefully accounting for the…

Optimization and Control · Mathematics 2025-08-12 Samuel Ward , Alain Zemkoho , Selin Ahipasaoglu

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

We show how a posteriori goal oriented error estimation can be used to efficiently solve the subproblems occurring in a Model Predictive Control (MPC) algorithm. In MPC, only an initial part of a computed solution is implemented as a…

Optimization and Control · Mathematics 2022-03-02 Lars Grüne , Manuel Schaller , Anton Schiela

Model Predictive Control (MPC) is often tuned by trial and error. When a baseline linear controller exists that is already well tuned in the absence of constraints and MPC is introduced to enforce them, one would like to avoid altering the…

Systems and Control · Electrical Eng. & Systems 2021-11-01 Mario Zanon , Alberto Bemporad

Suboptimal model predictive control is a technique that can reduce the computational cost of model predictive control (MPC) by exploiting its robustness to incomplete optimization. Instead of solving the optimal control problem exactly,…

Systems and Control · Computer Science 2019-05-08 Dominic Liao-McPherson , Marco Nicotra , Ilya Kolmanovsky

Data-driven predictive control (DPC), using linear combinations of recorded trajectory data, has recently emerged as a popular alternative to traditional model predictive control (MPC). Without an explicitly enforced prediction model, the…

Systems and Control · Electrical Eng. & Systems 2025-03-31 Manuel Klädtke , Moritz Schulze Darup

In this paper we propose a constrained guaranteed cost robust model predictive controller (GCMPC) for uncertain discrete time systems. This controller was developed based on a quadratic cost functional and guarantee robustness with respect…

Optimization and Control · Mathematics 2018-09-21 Carlos M. Massera , Marco H. Terra , Denis F. Wolf

This work proposes an approach that integrates reinforcement learning and model predictive control (MPC) to solve finite-horizon optimal control problems in mixed-logical dynamical systems efficiently. Optimization-based control of such…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Caio Fabio Oliveira da Silva , Azita Dabiri , Bart De Schutter

We introduce a real-time, constrained, nonlinear Model Predictive Control for the motion planning of legged robots. The proposed approach uses a constrained optimal control algorithm known as SLQ. We improve the efficiency of this algorithm…

Robotics · Computer Science 2018-01-31 Farbod Farshidian , Edo Jelavić , Asutosh Satapathy , Markus Giftthaler , Jonas Buchli

The computational burden of model predictive control (MPC) limits its application on real-time systems, such as robots, and often requires the use of short prediction horizons. This not only affects the control performance, but also…

In this work we adapt a prediction-correction algorithm for continuous time-varying convex optimization problems to solve dynamic programs arising from Model Predictive Control. In particular, the prediction step tracks the evolution of the…

Systems and Control · Electrical Eng. & Systems 2019-11-25 Santiago Paternain , Manfred Morari , Alejandro Ribeiro

Despite the success of model predictive control (MPC), its application to high-dimensional systems, such as flexible structures and coupled fluid/rigid-body systems, remains a largely open challenge due to excessive computational…

Systems and Control · Computer Science 2019-05-03 Joseph Lorenzetti , Benoit Landry , Sumeet Singh , Marco Pavone

Optimization problems constrained by partial differential equations (PDEs) naturally arise in scientific computing, as those constraints often model physical systems or the simulation thereof. In an implicitly constrained approach, the…

Optimization and Control · Mathematics 2024-09-17 Akwum Onwunta , Clément W. Royer

This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…

Systems and Control · Computer Science 2018-12-03 Monimoy Bujarbaruah , Xiaojing Zhang , Francesco Borrelli

This paper presents an adaptive horizon multi-stage model-predictive control (MPC) algorithm. It establishes appropriate criteria for recursive feasibility and robust stability using the theory of input-to-state practical stability (ISpS).…

Optimization and Control · Mathematics 2023-06-23 Zawadi Mdoe , Dinesh Krishnamoorthy , Johannes Jäschke

The main challenge in controlling hybrid systems arises from having to consider an exponential number of sequences of future modes to make good long-term decisions. Model predictive control (MPC) computes a control action through a…

Optimization and Control · Mathematics 2021-06-09 Sandeep Menta , Joseph Warrington , John Lygeros , Manfred Morari