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We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

最优化与控制 · 数学 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

In this work, solution of the finite horizon hybrid optimal control problem as the central element of the receding horizon optimal control (model predictive control) is investigated based on the indirect approach. The response of a hybrid…

系统与控制 · 计算机科学 2020-09-24 Babak Tavassoli

We investigate the use of linear programming tools for solving semidefinite programming relaxations of quadratically constrained quadratic problems. Classes of valid linear inequalities are presented, including sparse PSD cuts, and…

组合数学 · 数学 2012-06-28 Andrea Qualizza , Pietro Belotti , Francois Margot

This paper proposes a general fixture layout design framework that directly integrates the system equation with the convex relaxation method. Note that the optimal fixture design problem is a large-scale combinatorial optimization problem,…

最优化与控制 · 数学 2022-06-08 Zhen Zhong , Shancong Mou , Jeffrey H. Hunt , Jianjun Shi

This paper develops new semidefinite programming (SDP) relaxation techniques for two classes of mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation performance. The first class of problem…

最优化与控制 · 数学 2014-03-18 Zi Xu , Mingyi Hong

This paper deals with a family of stochastic control problems in Hilbert spaces which arises in typical applications (such as boundary control and control of delay equations with delay in the control) and for which is difficult to apply the…

最优化与控制 · 数学 2022-10-14 Federica Masiero , Fausto Gozzi

In this paper, we propose a branch-and-bound algorithm for solving nonconvex quadratic programming problems with box constraints (BoxQP). Our approach combines existing tools, such as semidefinite programming (SDP) bounds strengthened…

最优化与控制 · 数学 2024-11-06 Marco Locatelli , Veronica Piccialli , Antonio M. Sudoso

This work presents a hybrid approach to solve the maximum stable set problem, using constraint and semidefinite programming. The approach consists of two steps: subproblem generation and subproblem solution. First we rank the variable…

组合数学 · 数学 2007-05-23 W. J. van Hoeve

We introduce a relaxation for homomorphism problems that combines semidefinite programming with linear Diophantine equations, and propose a framework for the analysis of its power based on the spectral theory of association schemes. We use…

计算复杂性 · 计算机科学 2025-05-08 Lorenzo Ciardo , Stanislav Živný

Why is it that semidefinite relaxations have been so successful in numerous applications in computer vision and robotics for solving non-convex optimization problems involving rotations? In studying the empirical performance we note that…

计算机视觉与模式识别 · 计算机科学 2021-09-07 Lucas Brynte , Viktor Larsson , José Pedro Iglesias , Carl Olsson , Fredrik Kahl

This communication presents a longitudinal model-free control approach for computing the wheel torque command to be applied on a vehicle. This setting enables us to overcome the problem of unknown vehicle parameters for generating a…

系统与控制 · 计算机科学 2017-04-06 Philip Polack , Brigitte d'Andréa-Novel , Michel Fliess , Arnaud de la Fortelle , Lghani Menhour

We show {\it semidefinite programming} (SDP) feasibility problem is equivalent to solving a {\it convex hull relaxation} (CHR) for a finite system of quadratic equations. On the one hand, this offers a simple description of SDP. On the…

最优化与控制 · 数学 2020-08-18 Bahman Kalantari

Today's complex robotic designs comprise in some cases a large number of degrees of freedom, enabling for multi-objective task resolution (e.g., humanoid robots or aerial manipulators). This paper tackles the stability problem of a…

This paper investigates a model-free solution to the stochastic linear quadratic regulation (LQR) problem for linear discrete-time systems with both multiplicative and additive noises. We formulate the stochastic LQR problem as a nonconvex…

最优化与控制 · 数学 2025-12-25 Jing Guo , Xiushan Jiang , Weihai Zhang

This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…

最优化与控制 · 数学 2017-01-03 Dongcai Su

For nonconvex quadratically constrained quadratic programs (QCQPs), we first show that, under certain feasibility conditions, the standard semidefinite (SDP) relaxation is exact for QCQPs with bipartite graph structures. The exact optimal…

最优化与控制 · 数学 2022-05-03 Godai Azuma , Mituhiro Fukuda , Sunyoung Kim , Makoto Yamashita

We describe a convex programming approach to the calculation of lower bounds on the minimum cost of constrained decentralized control problems with nonclassical information structures. The class of problems we consider entail the…

最优化与控制 · 数学 2019-06-05 Weixuan Lin , Eilyan Bitar

A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…

数值分析 · 数学 2021-03-26 Stefania Bellavia , Jacek Gondzio , Margherita Porcelli

This paper studies exact semidefinite programming relaxations (SDPRs) for separable quadratically constrained quadratic programs (QCQPs). We consider the construction of a larger separable QCQP from multiple QCQPs with exact SDPRs. We show…

最优化与控制 · 数学 2026-04-06 Masakazu Kojima , Sunyoung Kim , Naohiko Arima

In this study, we investigate the application of Semidefinite Programming (SDP) to phylogenetics. SDP is a powerful optimization framework that seeks to optimize a linear objective function over the cone of positive semidefinite matrices.…

种群与进化 · 定量生物学 2026-04-15 P. Skums