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We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…

Optimization and Control · Mathematics 2017-05-24 Kostas Margellos , Alessandro Falsone , Simone Garatti , Maria Prandini

A key motivation in the development of Distributed Model Predictive Control (DMPC) is to accelerate centralized Model Predictive Control (MPC) for large-scale systems. DMPC has the prospect of scaling well by parallelizing computations…

Optimization and Control · Mathematics 2025-04-16 Gösta Stomberg , Maurice Raetsch , Alexander Engelmann , Timm Faulwasser

In this paper, we study the leaderless consensus problem for multiple Lagrangian systems in the presence of parametric uncertainties and external disturbances under directed graphs. For achieving asymptotic behavior, a robust continuous…

Systems and Control · Electrical Eng. & Systems 2019-07-26 Jie Mei

We propose a distributed optimization method for solving a distributed model predictive consensus problem. The goal is to design a distributed controller for a network of dynamical systems to optimize a coupled objective function while…

Optimization and Control · Mathematics 2012-12-07 Tyler H. Summers , John Lygeros

Distributed linear algebraic equation over networks, where nodes hold a part of problem data and cooperatively solve the equation via node-to-node communications, is a basic distributed computation task receiving an increasing research…

Optimization and Control · Mathematics 2021-04-28 Peng Yi , Jinlong Lei , Yiguang Hong , Jie Chen , Guodong Shi

This paper presents a stochastic model predictive controller (SMPC) for linear time-invariant systems in the presence of additive disturbances. The distribution of the disturbance is unknown and is assumed to have a bounded support. A…

Systems and Control · Electrical Eng. & Systems 2022-10-03 Hotae Lee , Monimoy Bujarbaruah , Francesco Borrelli

In the stabilizing consensus problem, each agent of a networked system has an input value and is repeatedly writing an output value; it is required that eventually all the output values stabilize to the same value which, moreover, must be…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-24 Bernadette Charron-Bost , Shlomo Moran

This paper presents adaptive bidirectional minimum mean-square error (MMSE) parameter estimation algorithms for fast-fading channels. The time correlation between successive channel gains is exploited to improve the estimation and tracking…

Information Theory · Computer Science 2013-06-12 Patrick Clarke , Rodrigo C. de Lamare

This paper is concerned with tube-based model predictive control (MPC) for both linear and nonlinear, input-affine continuous-time dynamic systems that are affected by time-varying disturbances. We derive a min-max differential inequality…

Optimization and Control · Mathematics 2016-11-15 Mario E. Villanueva , Rien Quirynen , Moritz Diehl , Benoit Chachuat , Boris Houska

RBM-MPC is a computationally efficient variant of Model Predictive Control (MPC) in which the Random Batch Method (RBM) is used to speed up the finite-horizon optimal control problems at each iteration. In this paper, stability and…

Optimization and Control · Mathematics 2024-03-08 Daniël Veldman , Alexandra Borkowski , Enrique Zuazua

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

We address the problem of biased gradient estimation in deep Boltzmann machines (DBMs). The existing method to obtain an unbiased estimator uses a maximal coupling based on a Gibbs sampler, but when the state is high-dimensional, it takes a…

Machine Learning · Computer Science 2023-06-01 Shohei Taniguchi , Masahiro Suzuki , Yusuke Iwasawa , Yutaka Matsuo

We study the problem of distributed optimal resource allocation on networks with actions defined on discrete spaces, with applications to adaptive under-frequency load-shedding in power systems. In this context, the primary objective is to…

Optimization and Control · Mathematics 2024-12-25 Adel Aghajan , Miguel Jimenez-Aparicio , Michael E. Ropp , Jorge I. Poveda

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

This paper considers an optimal energy management problem for a network of interconnected microgrids. A model predictive control (MPC) approach is used to avoid capacity constraint violation and to cope with uncertainties of forecasted…

Optimization and Control · Mathematics 2024-01-08 Viet Hoang Pham , Hyo-Sung Ahn

This paper proposes Distributed Model Predictive Covariance Steering (DiMPCS) for multi-agent control under stochastic uncertainty. The scope of our approach is to blend covariance steering theory, distributed optimization and model…

Robotics · Computer Science 2025-01-28 Augustinos D. Saravanos , Isin M. Balci , Efstathios Bakolas , Evangelos A. Theodorou

We present new deterministic algorithms for computing distributed weighted minimum weight cycle (MWC) in undirected and directed graphs and distributed weighted all nodes shortest cycle (ANSC) in directed graphs. Our algorithms for these…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-10-03 Udit Agarwal

Owing to data-intensive large-scale applications, distributed computation systems have gained significant recent interest, due to their ability of running such tasks over a large number of commodity nodes in a time efficient manner. One of…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-11-23 Mohamed A. Attia , Ravi Tandon

This paper is concerned with distributed stochastic multi-agent constrained optimization problem over time-varying network with a class of communication noise. This paper considers the problem in composite optimization setting which is more…

Optimization and Control · Mathematics 2022-12-20 Zhan Yu , Daniel W. C. Ho , Deming Yuan , Jie Liu

This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Marcell Bartos , Alexandre Didier , Jerome Sieber , Johannes Köhler , Melanie N. Zeilinger