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This paper proposes a Model Predictive Control (MPC) algorithm for target tracking amongst static and dynamic obstacles. Our main contribution lies in improving the computational tractability and reliability of the underlying non-convex…

Robotics · Computer Science 2021-12-24 Houman Masnavi , Vivek Adajania , Karl Kruusamae , Arun Kumar Singh

We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…

Optimization and Control · Mathematics 2024-07-08 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

Optimizing trajectory costs for nonlinear control systems remains a significant challenge. Model Predictive Control (MPC), particularly sampling-based approaches such as the Model Predictive Path Integral (MPPI) method, has recently…

Robotics · Computer Science 2025-04-10 Fanxin Wang , Haolong Jiang , Chuyuan Tao , Wenbin Wan , Yikun Cheng

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

We show that unconverged stochastic gradient descent can be interpreted as a procedure that samples from a nonparametric variational approximate posterior distribution. This distribution is implicitly defined as the transformation of an…

Machine Learning · Statistics 2015-04-07 Dougal Maclaurin , David Duvenaud , Ryan P. Adams

Model Predictive Control (MPC) of an unknown system that is modelled by Gaussian Process (GP) techniques is studied in this paper. Using GP, the variances computed during the modelling and inference processes allow us to take model…

Systems and Control · Computer Science 2016-12-06 Gang Cao , Edmund M-K Lai , Fakhrul Alam

We introduce a perturbed preconditioned gradient descent (PPGD) method for the unconstrained minimization of a strongly convex objective $G$ with a locally Lipschitz continuous gradient. We assume that $G(v)=E(v)+F(v)$ and that the gradient…

Optimization and Control · Mathematics 2025-12-23 Jea-Hyun Park , Abner J. Salgado , Steven M. Wise

We consider the problem of estimating (diagonally dominant) M-matrices as precision matrices in Gaussian graphical models. These models exhibit intriguing properties, such as the existence of the maximum likelihood estimator with merely two…

Machine Learning · Statistics 2023-06-12 Jiaxi Ying , José Vinícius de M. Cardoso , Daniel P. Palomar

We present a hierarchical model predictive control approach for large-scale systems based on dual decomposition. The proposed scheme allows coupling in both dynamics and constraints between the subsystems and generates a primal feasible…

Optimization and Control · Mathematics 2011-11-10 Minh Dang Doan , Tamás Keviczky , Bart De Schutter

Bearing-based distributed formation control is attractive because it can be implemented using vision-based measurements to achieve a desired formation. Gradient-descent-based controllers using bearing measurements have been shown to have…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Zili Wang , Sean B. Andersson , Roberto Tron

In this work we develop a Hessian-based sampling method for the construction of goal-oriented reduced order models with high-dimensional parameter inputs. Model reduction is known very challenging for high-dimensional parametric problems…

Numerical Analysis · Mathematics 2018-09-28 Peng Chen , Omar Ghattas

We propose and analyze a class of adaptive sampling algorithms for multimodal distributions on a bounded domain, which share a structural resemblance to the classic overdamped Langevin dynamics. We first demonstrate that this class of…

Machine Learning · Computer Science 2024-11-26 Björn Engquist , Kui Ren , Yunan Yang

In pedestrian-dense traffic scenarios, an autonomous vehicle may have to safely drive through a crowd of pedestrians while the vehicle tries to keep the desired speed as much as possible. This requires a model that can predict the motion of…

Systems and Control · Electrical Eng. & Systems 2019-07-12 Dongfang Yang , Ümit Özgüner

In vehicle trajectory tracking tasks, the simplest approach is the Pure Pursuit (PP) Control. However, this single-point preview tracking strategy fails to consider vehicle model constraints, compromising driving safety. Model Predictive…

Robotics · Computer Science 2025-08-06 Yonghao Fu , Cheng Hu , Haokun Xiong , Zhanpeng Bao , Wenyuan Du , Edoardo Ghignone , Michele Magno , Lei Xie , Hongye Su

The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…

Methodology · Statistics 2015-03-20 Alexandros Beskos , Konstantinos Kalogeropoulos , Erik Pazos

Model predictive control (MPC) is a promising approach for the lateral and longitudinal control of autonomous vehicles. However, the parameterization of the MPC with respect to high-level requirements such as passenger comfort as well as…

Systems and Control · Electrical Eng. & Systems 2022-12-14 David Stenger , Robert Ritschel , Felix Krabbes , Rick Voßwinkel , Hendrik Richter

An important issue in model-based control design is that an accurate dynamic model of the system is generally nonlinear, complex, and costly to obtain. This limits achievable control performance in practice. Gaussian process (GP) based…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Yuhan Liu , Pengyu Wang , Roland Tóth

Preconditioning is a crucial operation in gradient-based numerical optimisation. It helps decrease the local condition number of a function by appropriately transforming its gradient. For a convex function, where the gradient can be…

Optimization and Control · Mathematics 2023-08-29 Dmitrii A. Pasechnyuk , Alexander Gasnikov , Martin Takáč

Boosting as gradient descent algorithms is one popular method in machine learning. In this paper a novel Boosting-type algorithm is proposed based on restricted gradient descent with structural sparsity control whose underlying dynamics are…

Machine Learning · Statistics 2017-04-18 Chendi Huang , Xinwei Sun , Jiechao Xiong , Yuan Yao

We propose a computationally efficient Learning Model Predictive Control (LMPC) scheme for constrained optimal control of a class of nonlinear systems where the state and input can be reconstructed using lifted outputs. For the considered…

Optimization and Control · Mathematics 2021-01-19 Siddharth H. Nair , Ugo Rosolia , Francesco Borrelli
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