相关论文: NOSNOC: A Software Package for Numerical Optimal C…
Bang-bang control is ubiquitous for Optimal Control Problems (OCPs) where the constrained control variable appears linearly in the dynamics and cost function. Based on the Pontryagin's Minimum Principle, the indirect method is widely used…
This paper proposes the algorithm NOWPAC (Nonlinear Optimization With Path-Augmented Constraints) for nonlinear constrained derivative-free optimization. The algorithm uses a trust region framework based on fully linear models for the…
We propose a novel coded integrated passive sensing and communication (CIPSAC) system with orthogonal frequency division multiplexing (OFDM), where a multi-antenna base station (BS) passively senses the parameters of the targets and decodes…
In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and…
A number of optimal decision problems with uncertainty can be formulated into a stochastic optimal control framework. The Least-Squares Monte Carlo (LSMC) algorithm is a popular numerical method to approach solutions of such stochastic…
Dynamical systems with a distributed yet interconnected structure, like multi-rigid-body robots or large-scale multi-agent systems, introduce valuable sparsity into the system dynamics that can be exploited in an optimal control setting for…
Realistic modeling of qubit systems including noise and constraints imposed by control hardware is required for performance prediction and control optimization of quantum processors. We introduce qopt, a software framework for simulating…
In this paper we present an inexact zeroth-order method suitable for the solution nonsmooth and nonconvex stochastic composite optimization problems, in which the objective is split into a real-valued Lipschitz continuous stochastic…
Stochastic computer simulations enable users to gain new insights into complex physical systems. Optimization is a common problem in this context: users seek to find model inputs that maximize the expected value of an objective function.…
Cross-entropy method model predictive control (CEM--MPC) is a powerful gradient-free technique for nonlinear optimal control, but its performance is often limited by the reliance on random sampling. This conventional approach can lead to…
In this paper, we consider the problem of minimum-time optimal control for a dynamical system with initial state uncertainties and propose a sequential convex programming (SCP) solution framework. We seek to minimize the expected terminal…
In this paper, we focus on finding the global minimizer of a general unconstrained nonsmooth nonconvex optimization problem. Taking advantage of the smoothing method and the consensus-based optimization (CBO) method, we propose a novel…
Explicit model-predictive control (MPC) is a widely used control design method that employs optimization tools to find control policies offline; commonly it is posed as a semi-definite program (SDP) or as a mixed-integer SDP in the case of…
Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…
Model Predictive Control (MPC) has exhibited remarkable capabilities in optimizing objectives and meeting constraints. However, the substantial computational burden associated with solving the Optimal Control Problem (OCP) at each…
We propose an efficient algorithm for the optimal control problems (OCPs) of nonlinear switched systems that optimizes the control input and switching instants simultaneously for a given switching sequence. We consider the switching…
Dynamic optimization problems (DOPs) are challenging due to their changing conditions. This requires algorithms to be highly adaptable and efficient in terms of finding rapidly new optimal solutions under changing conditions. Traditional…
Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…
This paper presents an efficient Mixed-Integer Nonlinear Programming (MINLP) formulation for systems with discrete control inputs under dwell time constraints. By viewing such systems as a switched system, the problem is decomposed into a…
This study focuses on the numerical discretization methods for the continuous-time discounted linear-quadratic optimal control problem (LQ-OCP) with time delays. By assuming piecewise constant inputs, we formulate the discrete system…