Related papers: A Convex Optimization Approach to Model-Free Inver…
This paper proposes a modular approach that combines the online convex optimization framework and reference governors to solve a constrained control problem featuring time-varying and a priori unknown cost functions. Compared to existing…
In the paper, we propose solving optimization problems (OPs) and understanding the Newton method from the optimal control view. We propose a new optimization algorithm based on the optimal control problem (OCP). The algorithm features…
We consider continuous-time stochastic optimal control problems featuring Conditional Value-at-Risk (CVaR) in the objective. The major difficulty in these problems arises from time-inconsistency, which prevents us from directly using…
Autonomous driving requires reliable collision avoidance in dynamic environments. Nonlinear Model Predictive Controllers (NMPCs) are suitable for this task, but struggle in time-critical scenarios requiring high frequency. To meet this…
Cooperative vehicle management emerges as a promising solution to improve road traffic safety and efficiency. This paper addresses the speed planning problem for connected and autonomous vehicles (CAVs) at an unsignalized intersection with…
We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…
In this paper, we propose state- and static output-feedback generalized guaranteed cost control (GCC) approaches for discrete-time linear systems subject to norm-bounded structured parametric uncertainties. This method enables the convex…
Most of the optimal guidance problems can be formulated as nonconvex optimization problems, which can be solved indirectly by relaxation, convexification, or linearization. Although these methods are guaranteed to converge to the global…
A computationally efficient method to solve non-convex programming problems with linear equality constraints is presented. The proposed method is based on a recursively feasible and descending sequential convex programming procedure proven…
Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…
We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…
Safety remains a central challenge in control of dynamical systems, particularly when the boundaries of unsafe sets are complex (e.g., nonconvex, nonsmooth) or unknown. This paper proposes a learning-enabled framework for safety-critical…
This paper investigates the stochastic distributed nonconvex optimization problem of minimizing a global cost function formed by the summation of $n$ local cost functions. We solve such a problem by involving zeroth-order (ZO) information…
Many robotics domains use some form of nonconvex model predictive control (MPC) for planning, which sets a reduced time horizon, performs trajectory optimization, and replans at every step. The actual task typically requires a much longer…
An online non-convex optimization problem is considered where the goal is to minimize the flow time (total delay) of a set of jobs by modulating the number of active servers, but with a switching cost associated with changing the number of…
Model Predictive Control (MPC) is a well-established approach to solve infinite horizon optimal control problems. Since optimization over an infinite time horizon is generally infeasible, MPC determines a suboptimal feedback control by…
We consider the problem of synthesizing optimal linear feedback policies subject to arbitrary convex constraints on the feedback matrix. This is known to be a hard problem in the usual formulations ($\Htwo,\Hinf,\LQR$) and previous works…
Model predictive control is a powerful tool to generate complex motions for robots. However, it often requires solving non-convex problems online to produce rich behaviors, which is computationally expensive and not always practical in real…
We consider the problem of unconstrained online convex optimization (OCO) with sub-exponential noise, a strictly more general problem than the standard OCO. In this setting, the learner receives a subgradient of the loss functions corrupted…
This paper presents a constrained iterative Linear Quadratic Regulator (iLQR) framework for nonlinear optimal control problems with box constraints on both states and control inputs. We incorporate logarithmic barrier functions into the…