相关论文: A Simple and Fast Coordinate-Descent Augmented-Lag…

We propose to improve the convergence properties of the single-reference coupled cluster (CC) method through an augmented Lagrangian formalism. The conventional CC method changes a linear high-dimensional eigenvalue problem with exponential…

In the literature, actor-critic model predictive control (AC-MPC) integrates MPC with reinforcement learning to enable high-performance control of complex dynamical systems. However, its differentiable MPC layer requires repeatedly solving…

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

Model Predictive Control (MPC) is a versatile approach capable of accommodating diverse control requirements that holds significant promise for a broad spectrum of industrial applications. Noteworthy challenges associated with MPC include…

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…

The linear coupling method was introduced recently by Allen-Zhu and Orecchia for solving convex optimization problems with first order methods, and it provides a conceptually simple way to integrate a gradient descent step and mirror…

We propose a new bundle-based augmented Lagrangian framework for solving constrained convex problems. Unlike the classical (inexact) augmented Lagrangian method (ALM) that has a nested double-loop structure, our framework features a…

This paper proposes a novel real-time affordable solution to the trajectory tracking control problem for self-driving cars subject to longitudinal and steering angular velocity constraints. To this end, we develop a dual-mode Model…

Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…

By exploiting double-penalty terms for the primal subproblem, we develop a novel relaxed augmented Lagrangian method for solving a family of convex optimization problems subject to equality or inequality constraints. The method is then…

Heavy computational load for solving nonconvex problems for large-scale systems or systems with real-time demands at each sample step has been recognized as one of the reasons for preventing a wider application of nonlinear model predictive…

Nonlinear programming (NLP) plays a critical role in domains such as power energy systems, chemical engineering, communication networks, and financial engineering. However, solving large-scale, nonconvex NLP problems remains a significant…

Differential Dynamic Programming (DDP) has become a well established method for unconstrained trajectory optimization. Despite its several applications in robotics and controls however, a widely successful constrained version of the…

This paper presents a class of linear predictors for nonlinear controlled dynamical systems. The basic idea is to lift the nonlinear dynamics into a higher dimensional space where its evolution is approximately linear. In an uncontrolled…

We study policy optimization for infinite-horizon, discounted constrained Markov decision processes (CMDPs). While existing theoretical guarantees typically hold for the mixture policy, deploying such a policy is computationally and memory…

We study the \emph{Proximal Alternating Predictor-Corrector} (PAPC) algorithm introduced recently by Drori, Sabach and Teboulle to solve nonsmooth structured convex-concave saddle point problems consisting of the sum of a smooth convex…

In this paper, we propose a new model predictive control (MPC) formulation for autonomous driving. The novelty of our MPC stems from the following results. Firstly, we adopt an alternating minimization approach wherein linear velocities and…

For optimization problems with nonlinear constraints, linearly constrained Lagrangian (LCL) methods sequentially minimize a Lagrangian function subject to linearized constraints. These methods converge rapidly near a solution but may not be…

Motor-imagery based brain-computer interfaces (MI-BCI) have the potential to become ground-breaking technologies for neurorehabilitation, the reestablishment of non-muscular communication and commands for patients suffering from neuronal…