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In this paper, we propose new sequential randomized algorithms for convex optimization problems in the presence of uncertainty. A rigorous analysis of the theoretical properties of the solutions obtained by these algorithms, for full…

Systems and Control · Computer Science 2016-11-17 Mohammadreza Chamanbaz , Fabrizio Dabbene , Roberto Tempo , Venkatakrishnan Venkataramanan , Qing-Guo Wang

We introduce custom code generation for parametrized convex optimization problems that supports evaluating the derivative of the solution with respect to the parameters, i.e., differentiating through the optimization problem. We extend the…

Optimization and Control · Mathematics 2025-04-22 Maximilian Schaller , Stephen Boyd

This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…

Optimization and Control · Mathematics 2017-05-05 Yuanqi Mao , Michael Szmuk , Behcet Acikmese

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

This paper introduces a first-order method for solving optimal powered descent guidance (PDG) problems, that directly handles the nonconvex constraints associated with the maximum and minimum thrust bounds with varying mass and the pointing…

Optimization and Control · Mathematics 2024-04-02 Jiwoo Choi , Jong-Han Kim

In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…

Optimization and Control · Mathematics 2015-10-27 Saeed Ghadimi , Guanghui Lan , Hongchao Zhang

Graph-based procedural materials are ubiquitous in content production industries. Procedural models allow the creation of photorealistic materials with parametric control for flexible editing of appearance. However, designing a specific…

Graphics · Computer Science 2022-07-19 Yiwei Hu , Paul Guerrero , Miloš Hašan , Holly Rushmeier , Valentin Deschaintre

Optimization problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes (MDP). In this paper we mainly concentrate on SP…

Optimization and Control · Mathematics 2023-03-29 Guanghui Lan , Alexander Shapiro

Vehicle trajectory optimization is essential to ensure vehicles travel efficiently and safely. This paper presents an infrastructure assisted constrained connected automated vehicles (CAVs) trajectory optimization method on curved roads.…

Systems and Control · Electrical Eng. & Systems 2021-05-18 Ran Yi , Yang Zhou , Xin Wang , Zhiyuan Liu , Xiaotian Li , Bin Ran

We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising…

Optimization and Control · Mathematics 2025-01-31 Pavel Dvurechensky , Gabriele Iommazzo , Shimrit Shtern , Mathias Staudigl

In this paper, we extend our previous results and formally propose the SCvx-fast algorithm, a new addition to the Successive Convexification algorithmic framework. The said algorithm solves non-convex optimal control problems with specific…

Optimization and Control · Mathematics 2021-12-02 Yuanqi Mao , Behcet Acikmese

Time-optimal trajectories drive quadrotors to their dynamic limits, but computing such trajectories involves solving non-convex problems via iterative nonlinear optimization, making them prohibitively costly for real-time applications. In…

Robotics · Computer Science 2025-06-18 Katherine Mao , Hongzhan Yu , Ruipeng Zhang , Igor Spasojevic , M Ani Hsieh , Sicun Gao , Vijay Kumar

We propose a computationally tractable, tube-based robust nonlinear model predictive control (MPC) framework using difference-of-convex (DC) functions and sequential convex programming. For systems with differentiable discrete time…

Optimization and Control · Mathematics 2026-02-03 Martin Doff-Sotta , Zaheen A-Rahman , Mark Cannon

A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…

Optimization and Control · Mathematics 2026-03-17 Haoming Shen , Yang Zeng , Baoyu Zhou

Offline optimal planning of trajectories for redundant robots along prescribed task space paths is usually broken down into two consecutive processes: first, the task space path is inverted to obtain a joint space path, then, the latter is…

Robotics · Computer Science 2023-12-13 Enrico Ferrentino , Heitor J. Savino , Antonio Franchi , Pasquale Chiacchio

Differential Dynamic Programming is an optimal control technique often used for trajectory generation. Many variations of this algorithm have been developed in the literature, including algorithms for stochastic dynamics or state and input…

Optimization and Control · Mathematics 2022-05-26 Dennis Gramlich , Carsten W. Scherer , Christian Ebenbauer

Motion planning is a key aspect of robotics. A common approach to address motion planning problems is trajectory optimization. Trajectory optimization can represent the high-level behaviors of robots through mathematical formulations.…

Robotics · Computer Science 2024-08-21 Fatemeh Rastgar

The trajectory planning problem for a swarm of multiple UAVs is known as a challenging nonconvex optimization problem, particularly due to a large number of collision avoidance constraints required for individual pairs of UAVs in the swarm.…

Optimization and Control · Mathematics 2023-08-03 Anh Phuong Ngo , Christian Thomas , Ali Karimoddini , Hieu T. Nguyen

We consider convex optimization problems formulated using dynamic programming equations. Such problems can be solved using the Dual Dynamic Programming algorithm combined with the Level 1 cut selection strategy or the Territory algorithm to…

Optimization and Control · Mathematics 2017-05-26 Vincent Guigues

Trajectory optimization considers the problem of deciding how to control a dynamical system to move along a trajectory which minimizes some cost function. Differential Dynamic Programming (DDP) is an optimal control method which utilizes a…

Systems and Control · Computer Science 2017-01-10 David D. Fan , Evangelos A. Theodorou
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