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This paper proposes a new method for differentiating through optimal trajectories arising from non-convex, constrained discrete-time optimal control (COC) problems using the implicit function theorem (IFT). Previous works solve a…

Machine Learning · Computer Science 2023-10-25 Ming Xu , Timothy Molloy , Stephen Gould

Model predictive control (MPC) is widely used in process control due to its interpretability and ability to handle constraints. As a parametric policy in reinforcement learning (RL), MPC offers strong initial performance and low data…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Dean Brandner , Sebastien Gros , Sergio Lucia

PANOC is an algorithm for nonconvex optimization that has recently gained popularity in real-time control applications due to its fast, global convergence. The present work proposes a variant of PANOC that makes use of Gauss-Newton…

Optimization and Control · Mathematics 2024-04-17 Pieter Pas , Andreas Themelis , Panagiotis Patrinos

Efficient coordination for collective spatial distribution is a fundamental challenge in multi-agent systems. Prior research on Density-Driven Optimal Control (D2OC) established a framework to match agent trajectories to a desired spatial…

Optimization and Control · Mathematics 2026-03-20 Julian Martinez , Kooktae Lee

Nonlinear Model Predictive Control (NMPC) is widely used for controlling high-speed robotic systems such as quadrotors. However, its significant computational demands often hinder real-time feasibility and reliability, particularly in…

Systems and Control · Electrical Eng. & Systems 2025-09-30 Saber Omidi

In this paper, we present a nonlinear model predictive control (NMPC) algorithm for systems modeled by semi-explicit stochastic differential-algebraic equations (DAEs) of index 1. The NMPC combines a continuous-discrete extended Kalman…

Optimization and Control · Mathematics 2024-07-29 Anders Hilmar Damm Christensen , Nicola Cantisani , John Bagterp Jørgensen

Approximate Newton methods are a standard optimization tool which aim to maintain the benefits of Newton's method, such as a fast rate of convergence, whilst alleviating its drawbacks, such as computationally expensive calculation or…

Artificial Intelligence · Computer Science 2015-08-07 Thomas Furmston , Guy Lever

In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…

Optimization and Control · Mathematics 2017-05-17 George I. Boutselis , Yunpeng Pan , Gerardo De La Tore , Evangelos A. Theodorou

We present an efficient block-diagonal ap- proximation to the Gauss-Newton matrix for feedforward neural networks. Our result- ing algorithm is competitive against state- of-the-art first order optimisation methods, with sometimes…

Machine Learning · Statistics 2017-06-14 Aleksandar Botev , Hippolyt Ritter , David Barber

This paper introduces and analyses a continuous optimization approach to solve optimal control problems involving ordinary differential equations (ODEs) and tracking type objectives. Our aim is to determine control or input functions, and…

Optimization and Control · Mathematics 2024-05-09 Vicky Holfeld , Michael Burger , Claudia Schillings

This paper proposes DriViDOC: a framework for Driving from Vision through Differentiable Optimal Control, and its application to learn autonomous driving controllers from human demonstrations. DriViDOC combines the automatic inference of…

Robotics · Computer Science 2024-09-04 Flavia Sofia Acerbo , Jan Swevers , Tinne Tuytelaars , Tong Duy Son

Trajectory optimization is a powerful tool for robot motion planning and control. State-of-the-art general-purpose nonlinear programming solvers are versatile, handle constraints effectively and provide a high numerical robustness, but they…

Optimization and Control · Mathematics 2023-07-31 Lander Vanroye , Ajay Sathya , Joris De Schutter , Wilm Decré

In this paper, we propose, discuss, and validate an online Nonlinear Model Predictive Control (NMPC) method for multi-rotor aerial systems with arbitrarily positioned and oriented rotors which simultaneously addresses the local reference…

Robotics · Computer Science 2020-09-11 Davide Bicego , Jacopo Mazzetto , Ruggero Carli , Marcello Farina , Antonio Franchi

Motion trajectory planning is one crucial aspect for automated vehicles, as it governs the own future behavior in a dynamically changing environment. A good utilization of a vehicle's characteristics requires the consideration of the…

Optimization and Control · Mathematics 2018-07-31 Franz Gritschneder , Knut Graichen , Klaus Dietmayer

Robust trajectory optimization enables autonomous systems to operate safely under uncertainty by computing control policies that satisfy the constraints for all bounded disturbances. However, these problems often lead to large Second Order…

Robotics · Computer Science 2026-05-19 Jiawei Wang , Arshiya Taj Abdul , Evangelos A. Theodorou

This study proposes an efficient Newton-type method for the optimal control of switched systems under a given mode sequence. A mesh-refinement-based approach is utilized to discretize continuous-time optimal control problems (OCPs) and…

Optimization and Control · Mathematics 2021-12-21 Sotaro Katayama , Toshiyuki Ohtsuka

The ability of Gaussian processes (GPs) to predict the behavior of dynamical systems as a more sample-efficient alternative to parametric models seems promising for real-world robotics research. However, the computational complexity of GPs…

Robotics · Computer Science 2022-03-01 Abdolreza Taheri , Joni Pajarinen , Reza Ghabcheloo

We implement a quantum optimal control algorithm based on automatic differentiation and harness the acceleration afforded by graphics processing units (GPUs). Automatic differentiation allows us to specify advanced optimization criteria and…

Quantum Physics · Physics 2017-04-19 Nelson Leung , Mohamed Abdelhafez , Jens Koch , David I. Schuster

Driven by advances in hardware and software technologies, nonlinear model predictive control (NMPC) has gained increasing adoption in both industry and academia over the past decades. However, its practical deployment is often limited by…

Optimization and Control · Mathematics 2026-04-10 Perceval Beja-Battais , Guillaume Dupré , Alain Grossetête , Nicolas Vayatis

Iterative optimization algorithms depend on access to information about the objective function. In a differentiable programming framework, this information, such as gradients, can be automatically derived from the computational graph. We…

Optimization and Control · Mathematics 2025-07-08 Vincent Roulet , Siddhartha Srinivasa , Maryam Fazel , Zaid Harchaoui
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