Bounded-regret mpc via perturbation analysis: Prediction error, constraints, and nonlinearity
Abstract We study Model Predictive Control (MPC) and propose a general analysis pipeline
to bound its dynamic regret. The pipeline first requires deriving a perturbation bound for a …
to bound its dynamic regret. The pipeline first requires deriving a perturbation bound for a …
Exponential decay of sensitivity in graph-structured nonlinear programs
We study solution sensitivity for nonlinear programs (NLPs) whose structures are induced by
graphs. These NLPs arise in many applications such as dynamic optimization, stochastic …
graphs. These NLPs arise in many applications such as dynamic optimization, stochastic …
Global convergence of online optimization for nonlinear model predictive control
S Na - Advances in Neural Information Processing Systems, 2021 - proceedings.neurips.cc
We study a real-time iteration (RTI) scheme for solving online optimization problem
appeared in nonlinear optimal control. The proposed RTI scheme modifies the existing RTI …
appeared in nonlinear optimal control. The proposed RTI scheme modifies the existing RTI …
Complexity bounds of iterative linear quadratic optimization algorithms for discrete time nonlinear control
A classical approach for solving discrete time nonlinear control on a finite horizon consists in
repeatedly minimizing linear quadratic approximations of the original problem around …
repeatedly minimizing linear quadratic approximations of the original problem around …
On the convergence of overlapping Schwarz decomposition for nonlinear optimal control
We study the convergence properties of an overlapping Schwarz decomposition algorithm
for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time …
for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time …
A fast temporal decomposition procedure for long-horizon nonlinear dynamic programming
We propose a fast temporal decomposition procedure for solving long-horizon nonlinear
dynamic programs. The core of the procedure is sequential quadratic programming (SQP) …
dynamic programs. The core of the procedure is sequential quadratic programming (SQP) …
Controllability and observability imply exponential decay of sensitivity in dynamic optimization
We study a property of dynamic optimization (DO) problems (as those encountered in model
predictive control and moving horizon estimation) that is known as exponential decay of …
predictive control and moving horizon estimation) that is known as exponential decay of …
Schwarz decomposition for parallel minimum lap-time problems: evaluating against ADMM
L Bartali, M Gabiccini, SJ Wright - Vehicle System Dynamics, 2024 - Taylor & Francis
The Minimum Lap Time Problem (MLTP) remains a significant area of research, particularly
in the motorsport context. This form of Optimal Control Problem (OCP) aims to minimise lap …
in the motorsport context. This form of Optimal Control Problem (OCP) aims to minimise lap …
Provably Feasible and Stable White-Box Trajectory Optimization
Z Pan, Y Zhu - arXiv preprint arXiv:2406.01763, 2024 - arxiv.org
We study the problem of Trajectory Optimization (TO) for a general class of stiff and
constrained dynamic systems. We establish a set of mild assumptions, under which we show …
constrained dynamic systems. We establish a set of mild assumptions, under which we show …
Globally Convergent Distributed Sequential Quadratic Programming with Overlapping Decomposition and Exact Augmented Lagrangian Merit Function
In this paper, we address the problem of solving large-scale graph-structured nonlinear
programs (gsNLPs) in a scalable manner. GsNLPs are problems in which the objective and …
programs (gsNLPs) in a scalable manner. GsNLPs are problems in which the objective and …