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We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate…

Optimization and Control · Mathematics 2023-03-22 Julia Grübel , Richard Krug , Martin Schmidt , Winnifried Wollner

This paper presents an efficient suboptimal model predictive control (MPC) algorithm for nonlinear switched systems subject to minimum dwell time constraints (MTC). While MTC are required for most physical systems due to stability, power…

Optimization and Control · Mathematics 2022-02-16 Yutao Chen , Mircea Lazar

Time delays are ubiquitous in industrial processes, and they must be accounted for when designing control algorithms because they have a significant effect on the process dynamics. Therefore, in this work, we propose a simultaneous approach…

Optimization and Control · Mathematics 2024-10-22 Tobias K. S. Ritschel

Recent studies have shown that multi-step optimization based on Model Predictive Control (MPC) can effectively coordinate the increasing number of distributed renewable energy and storage resources in the power system. However, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-06-02 Junyao Guo , Gabriela Hug , Ozan Tonguz

In this paper, we study probabilistic numerical methods based on optimal quantization algorithms for computing the solution to optimal multiple switching problems with regime-dependent state process. We first consider a discrete-time…

Probability · Mathematics 2012-02-14 Paul Gassiat , Idris Kharroubi , Huyên Pham

This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…

Systems and Control · Electrical Eng. & Systems 2024-09-10 Zeinab Ebrahimi , Mohammad Deghat

This paper focuses on the invariance control problem for discrete-time switched nonlinear systems. The proposed approach computes controlled invariant sets in a finite number of iterations and directly yields a partition-based invariance…

Optimization and Control · Mathematics 2016-09-01 Yinan Li , Jun Liu

Iterative learning control (ILC) improves the performance of a repetitive system by learning from previous trials. ILC can be combined with Model Predictive Control (MPC) to mitigate non-repetitive disturbances, thus improving overall…

Systems and Control · Electrical Eng. & Systems 2025-03-26 Riccardo Zuliani , Efe C. Balta , Alisa Rupenyan , John Lygeros

Stepwise controllable devices, such as switched capacitors or stepwise controllable loads and generators, transform the nonconvex AC optimal power flow (AC-OPF) problem into a nonconvex mixed-integer (MI) programming problem which is…

Optimization and Control · Mathematics 2025-10-13 Johannes Heid , Nils Bornhorst , Eric Tönges , Philipp Härtel , Denis Mende , Martin Braun

We consider multistage stochastic optimization problems involving multiple units. Each unit is a (small) control system. Static constraints couple units at each stage. We present a mix of spatial and temporal decompositions to tackle such…

Optimization and Control · Mathematics 2021-06-18 Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , François Pacaud

Mixed integer predictive control deals with optimizing integer and real control variables over a receding horizon. The mixed integer nature of controls might be a cause of intractability for instances of larger dimensions. To tackle this…

Optimization and Control · Mathematics 2010-03-16 Dario Bauso

Iteration limited model predictive control (MPC) can stabilize a feedback control system under sufficient conditions; this work explores combining a low iteration limit MPC with a high iteration limit MPC for mixed-integer quadratic…

Optimization and Control · Mathematics 2026-02-11 Luke Fina , Christopher Petersen

For conventional smoothed particle hydrodynamics (SPH), obtaining the static solution of a problem is time-consuming. To address this drawback, we propose an efficient dynamic relaxation method by adding large artificial-viscosity-based…

Computational Engineering, Finance, and Science · Computer Science 2021-03-17 Yujie Zhu , Chi Zhang , Xiangyu Hu

The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Machine Learning · Computer Science 2025-09-17 Etienne Buehrle , Christoph Stiller

Time-optimal control for high-order chain-of-integrators systems with full state constraints and arbitrarily given terminal states remains a challenging problem in the optimal control theory domain, yet to be resolved. To enhance further…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Yunan Wang , Chuxiong Hu , Zeyang Li , Shize Lin , Suqin He , Yu Zhu

The optimal control problem for discrete-time systems with colored multiplicative noise is discussed in this paper. The problem will be more difficult to deal with than the case of white noise due to the correlation of the adjoining state.…

Optimization and Control · Mathematics 2019-07-30 Hongdan Li , Juanjuan Xu , Huanshui Zhang

In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…

Systems and Control · Electrical Eng. & Systems 2023-02-16 Fengjiao Liu , Panagiotis Tsiotras

This paper considers the problem of designing a dynamical system to solve constrained optimization problems in a distributed way and in an anytime fashion (i.e., such that the feasible set is forward invariant). For problems with separable…

Optimization and Control · Mathematics 2023-09-07 Pol Mestres , Jorge Cortés

This work presents an event-triggered switching control framework for a class of nonlinear underactuated multi-channel systems with input constraints. These systems are inspired by cooperative manipulation tasks involving underactuation,…

Systems and Control · Electrical Eng. & Systems 2025-12-01 Dongjae Lee , Dimos V. Dimarogonas , H. Jin Kim

This article treats three problems of sparse and optimal multiplexing a finite ensemble of linear control systems. Given an ensemble of linear control systems, multiplexing of the controllers consists of an algorithm that selects, at each…

Optimization and Control · Mathematics 2019-05-27 Yogesh Kumar , Sukumar Srikant , Debasish Chatterjee
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