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We survey the main numerical techniques for finite-dimensional nonlinear optimal control. The chapter is written as a guide to practitioners who wish to get rapidly acquainted with the main numerical methods used to efficiently solve an…

Optimization and Control · Mathematics 2022-12-07 Jean-Baptiste Caillau , Roberto Ferretti , Emmanuel Trélat , Hasnaa Zidani

Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…

Optimization and Control · Mathematics 2022-10-31 Alberto De Marchi

Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate…

Machine Learning · Computer Science 2024-10-28 Joe Watson , Hany Abdulsamad , Rolf Findeisen , Jan Peters

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

Sampling-based motion planning algorithms have been continuously developed for more than two decades. Apart from mobile robots, they are also widely used in manipulator motion planning. Hence, these methods play a key role in collaborative…

Robotics · Computer Science 2023-07-13 Carl Gaebert , Sascha Kaden , Benjamin Fischer , Ulrike Thomas

Heuristics are a central component of deterministic planning, particularly in domain-independent settings where general applicability is prioritized over task-specific tuning. This work revisits that paradigm in light of recent advances in…

Artificial Intelligence · Computer Science 2026-01-07 Alexander Tuisov , Yonatan Vernik , Alexander Shleyfman

The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the…

Optimization and Control · Mathematics 2013-12-17 Shakoor Pooseh

The paper aims at the development of tools for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems with long run average optimality criteria. The idea that we exploit is to first…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Ludmila Manic , Sergey Rossomakhine

In this paper, further extensions of the result of the paper "A successive approximation method in functional spaces for hierarchical optimal control problems and its application to learning, arXiv:2410.20617 [math.OC], 2024" concerning a…

Optimization and Control · Mathematics 2024-11-26 Getachew K. Befekadu

Regularization is a powerful technique for extracting useful information from noisy data. Typically, it is implemented by adding some sort of norm constraint to an objective function and then exactly optimizing the modified objective…

Data Structures and Algorithms · Computer Science 2011-04-28 Michael W. Mahoney , Lorenzo Orecchia

Selecting the best hyperparameters for a particular optimization instance, such as the learning rate and momentum, is an important but nonconvex problem. As a result, iterative optimization methods such as hypergradient descent lack global…

Machine Learning · Computer Science 2023-12-05 Xinyi Chen , Elad Hazan

In this series of papers, we present a motion planning framework for planning comfortable and customizable motion of nonholonomic mobile robots such as intelligent wheelchairs and autonomous cars. In Part I, we presented the mathematical…

Robotics · Computer Science 2013-05-23 Shilpa Gulati , Chetan Jhurani , Benjamin Kuipers

Identifying the specific actions that achieve goals when solving a planning task might be beneficial for various planning applications. Traditionally, this identification occurs post-search, as some actions may temporarily achieve goals…

Artificial Intelligence · Computer Science 2025-08-12 Alberto Pozanco , Marianela Morales , Daniel Borrajo , Manuela Veloso

Mathematical optimization is one of the cornerstones of modern engineering research and practice. Yet, throughout all application domains, mathematical optimization is, for the most part, considered to be a numerical discipline.…

Optimization and Control · Mathematics 2024-01-09 Adrian Hauswirth , Zhiyu He , Saverio Bolognani , Gabriela Hug , Florian Dörfler

In classical planning, the goal is to derive a course of actions that allows an intelligent agent to move from any situation it finds itself in to one that satisfies its goals. Classical planning is considered domain-independent, i.e., it…

Artificial Intelligence · Computer Science 2022-04-04 David Speck

In connection with the needs of solving optimization problems, the development of conditional minimization methods with convenient numerical implementation continues to attract the attention of mathematicians. In this monograph we propose…

Optimization and Control · Mathematics 2023-11-22 Igor Zabotin , Rashid Yarullin

We outline a new approach for solving optimization problems which enforce triangle inequalities on output variables. We refer to this as metric-constrained optimization, and give several examples where problems of this form arise in machine…

Numerical Analysis · Computer Science 2018-06-06 Nate Veldt , David Gleich , Anthony Wirth , James Saunderson

We extend the classical risk minimization model with scalar risk measures to the general case of set-valued risk measures. The problem we obtain is a set-valued optimization model and we propose a goal programming-based approach with…

Risk Management · Quantitative Finance 2012-09-20 Davide La Torre , Marco Maggis

Motion planning and control are key problems in a collection of robotic applications including the design of autonomous agile vehicles and of minimalist manipulators. These problems can be accurately formalized within the language of affine…

Optimization and Control · Mathematics 2007-05-23 Sonia Martinez , Jorge Cortes , Francesco Bullo

We study some methods of subgradient projections for solving a convex feasibility problem with general (not necessarily hyperplanes or half-spaces) convex sets in the inconsistent case and propose a strategy that controls the relaxation…

Optimization and Control · Mathematics 2010-09-21 Dan Butnariu , Yair Censor , Pini Gurfil , Ethan Hadar
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