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Performing exact Bayesian inference for complex models is computationally intractable. Markov chain Monte Carlo (MCMC) algorithms can provide reliable approximations of the posterior distribution but are expensive for large datasets and…

Computation · Statistics 2021-12-09 Maxime Vono , Daniel Paulin , Arnaud Doucet

We propose a simple and computationally efficient approach for designing a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertainty is modeled as an additive disturbance and an additive error on the…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R. Stürz , Francesco Borrelli

This paper investigates the cooperative planning and control problem for multiple connected autonomous vehicles (CAVs) in different scenarios. In the existing literature, most of the methods suffer from significant problems in computational…

Multiagent Systems · Computer Science 2021-01-05 Xiaoxue Zhang , Zilong Cheng , Jun Ma , Sunan Huang , Frank L. Lewis , Tong Heng Lee

Linear Model Predictive Control (MPC) is a widely used method to control systems with linear dynamics. Efficient interior-point methods have been proposed which leverage the block diagonal structure of the quadratic program (QP) resulting…

Optimization and Control · Mathematics 2021-09-09 Kai Pfeiffer , Ludovic Righetti

Model predictive control (MPC) is a popular control engineering practice, but requires a sound knowledge of the model. Model-free predictive control (MFPC), a burning issue today, also related to reinforcement learning (RL) in AI, is…

Systems and Control · Electrical Eng. & Systems 2025-04-23 Cédric Join , Emmanuel Delaleau , Michel Fliess

The modular open-source framework GRAMPC-D for model predictive control of distributed systems is presented in this paper. The modular concept allows to solve optimal control problems (OCP) in a centralized and distributed fashion using the…

Systems and Control · Electrical Eng. & Systems 2020-10-26 Daniel Burk , Andreas Völz , Knut Graichen

In this paper, we present a distributed algorithm utilizing the proximal alternating direction method of multipliers (ADMM) in conjunction with sequential constraint tightening to address mixed-integer quadratic programming (MIQP) problems…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Viet-Anh Le , Andreas A. Malikopoulos

We propose both serial and parallel proximal (linearized) alternating direction method of multipliers (ADMM) algorithms for training residual neural networks. In contrast to backpropagation-based approaches, our methods inherently mitigate…

Machine Learning · Computer Science 2025-04-01 Jintao Xu , Yifei Li , Wenxun Xing

Model predictive control (MPC) is an optimal control method that predicts the future states of the system being controlled and estimates the optimal control inputs that drive the predicted states to the required reference. The computations…

Systems and Control · Electrical Eng. & Systems 2023-05-05 Eslam Mostafa , Hussein A. Aly , Ahmed Elliethy

In this paper, we introduce a nonlinear distributed model predictive control (DMPC) algorithm, which allows for dissimilar and time-varying control horizons among agents, thereby addressing a common limitation in current DMPC schemes. We…

Systems and Control · Electrical Eng. & Systems 2024-10-15 Paula Chanfreut , José M. Maestre , Quanyan Zhu , W. P. M. H. Heemels

The Alternating Direction Method of Multipliers (ADMM) provides a natural way of solving inverse problems with multiple partial differential equations (PDE) forward models and nonsmooth regularization. ADMM allows splitting these…

Numerical Analysis · Mathematics 2021-04-29 Luke Lozenski , Umberto Villa

This paper describes a regularized variant of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex programs. It is shown that the pointwise iteration-complexity of the new method is better than the…

Optimization and Control · Mathematics 2017-01-09 Max L. N. Goncalves , Jefferson G. Melo , Renato D. C. Monteiro

Distributed model fitting refers to the process of fitting a mathematical or statistical model to the data using distributed computing resources, such that computing tasks are divided among multiple interconnected computers or nodes, often…

Computation · Statistics 2024-06-04 Xiaofei Wu , Rongmei Liang , Fabio Roli , Marcello Pelillo , Jing Yuan

Traditional online Model Predictive Control (MPC) methods often suffer from excessive computational complexity, limiting their practical deployment. Explicit MPC mitigates online computational load by pre-computing control policies offline;…

Robotics · Computer Science 2025-09-10 Sichao Wu , Jiang Wu , Xingyu Cao , Fawang Zhang , Guangyuan Yu , Junjie Zhao , Yue Qu , Fei Ma , Jingliang Duan

The Massive Parallel Computing (MPC) model gained popularity during the last decade and it is now seen as the standard model for processing large scale data. One significant shortcoming of the model is that it assumes to work on static…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-23 Giuseppe F. Italiano , Silvio Lattanzi , Vahab S. Mirrokni , Nikos Parotsidis

The alternating direction method of multipliers (ADMM) is a powerful splitting algorithm for linearly constrained convex optimization problems. In view of its popularity and applicability, a growing attention is drawn towards the ADMM in…

Optimization and Control · Mathematics 2022-08-19 Sedi Bartz , Rubén Campoy , Hung M. Phan

This paper proposes a differentiable linear quadratic Model Predictive Control (MPC) framework for safe imitation learning. The infinite-horizon cost is enforced using a terminal cost function obtained from the discrete-time algebraic…

Optimization and Control · Mathematics 2020-01-09 Sebastian East , Marco Gallieri , Jonathan Masci , Jan Koutnik , Mark Cannon

The classic Alternating Direction Method of Multipliers (ADMM) is a popular framework to solve linear-equality constrained problems. In this paper, we extend the ADMM naturally to nonlinear equality-constrained problems, called neADMM. The…

Optimization and Control · Mathematics 2021-03-17 Junxiang Wang , Liang Zhao

Optimization-based controllers, such as Model Predictive Control (MPC), have attracted significant research interest due to their intuitive concept, constraint handling capabilities, and natural application to multi-input multi-output…

Systems and Control · Electrical Eng. & Systems 2024-10-24 S. A. N. Nouwens , M. M. Paulides , W. P. M. H. Heemels

This paper investigates the efficient solution of penalized quadratic regressions in high-dimensional settings. A novel and efficient algorithm for ridge-penalized quadratic regression is proposed, leveraging the matrix structures of the…

Computation · Statistics 2023-12-05 Cheng Wang , Haozhe Chen , Binyan Jiang
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