Bounded-regret mpc via perturbation analysis: Prediction error, constraints, and nonlinearity

Y Lin, Y Hu, G Qu, T Li… - Advances in Neural …, 2022 - proceedings.neurips.cc
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 …

Exponential decay of sensitivity in graph-structured nonlinear programs

S Shin, M Anitescu, VM Zavala - SIAM Journal on Optimization, 2022 - SIAM
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 …

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 …

Complexity bounds of iterative linear quadratic optimization algorithms for discrete time nonlinear control

V Roulet, S Srinivasa, M Fazel, Z Harchaoui - arXiv preprint arXiv …, 2022 - arxiv.org
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 …

On the convergence of overlapping Schwarz decomposition for nonlinear optimal control

S Na, S Shin, M Anitescu… - IEEE Transactions on …, 2022 - ieeexplore.ieee.org
We study the convergence properties of an overlapping Schwarz decomposition algorithm
for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time …

A fast temporal decomposition procedure for long-horizon nonlinear dynamic programming

S Na, M Anitescu, M Kolar - Mathematics of Operations …, 2024 - pubsonline.informs.org
We propose a fast temporal decomposition procedure for solving long-horizon nonlinear
dynamic programs. The core of the procedure is sequential quadratic programming (SQP) …

Controllability and observability imply exponential decay of sensitivity in dynamic optimization

S Shin, VM Zavala - IFAC-PapersOnLine, 2021 - Elsevier
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 …

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 …

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 …

Globally Convergent Distributed Sequential Quadratic Programming with Overlapping Decomposition and Exact Augmented Lagrangian Merit Function

R Ni, S Na, S Shin, M Anitescu - arXiv preprint arXiv:2402.17170, 2024 - arxiv.org
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 …