21 citations · 50 across the 18 of their papers we have counts for
11 papers · 1 filter
Riccati-ZORO: An efficient algorithm for heuristic online optimization of internal feedback laws in robust and stochastic model predictive control
Florian Messerer, Yunfan Gao, Jonathan Frey +1
We present Riccati-ZORO, an algorithm for tube-based optimal control problems (OCP). Tube OCPs predict a tube of trajectories to capture predictive uncertainty. The tube induces a…
Fourth-order suboptimality of nominal model predictive control in the presence of uncertainty
Florian Messerer, Katrin Baumgärtner, Sergio Lucia +1
We investigate the suboptimality resulting from the application of nominal model predictive control (MPC) to a nonlinear discrete time stochastic system. The suboptimality is defin…
Fast System Level Synthesis: Robust Model Predictive Control using Riccati Recursions
Antoine P. Leeman, Johannes Köhler, Florian Messerer +3
System level synthesis enables improved robust MPC formulations by allowing for joint optimization of the nominal trajectory and controller. This paper introduces a tailored algori…
Efficient Zero-Order Robust Optimization for Real-Time Model Predictive Control with acados
Jonathan Frey, Yunfan Gao, Florian Messerer +3
Robust and stochastic optimal control problem (OCP) formulations allow a systematic treatment of uncertainty, but are typically associated with a high computational cost. The recen…
Approximate propagation of normal distributions for stochastic optimal control of nonsmooth systems
Florian Messerer, Katrin Baumgärtner, Armin Nurkanović +1
We present a method for the approximate propagation of mean and covariance of a probability distribution through ordinary differential equations (ODE) with discontinous right-hand…
Local Convergence Behaviour of Generalized Gauss-Newton Multiple Shooting, Single Shooting and Differential Dynamic Programming
Katrin Baumgärtner, Florian Messerer, Moritz Diehl
We revisit three classical numerical methods for solving unconstrained optimal control problems - multiple shooting, single shooting, and differential dynamic programming - and exa…
LCQPow -- A Solver for Linear Complementarity Quadratic Programs
Jonas Hall, Armin Nurkanovic, Florian Messerer +1
In this paper we introduce an open-source software package written in C++ for efficiently finding solutions to quadratic programming problems with linear complementarity constraint…
A dual-control effect preserving formulation for nonlinear output-feedback stochastic model predictive control with constraints
Florian Messerer, Katrin Baumgärtner, Moritz Diehl
We propose a formulation for approximate constrained nonlinear output-feedback stochastic model predictive control. Starting from the ideal but intractable stochastic optimal contr…
An Implicit and Explicit Dual Model Predictive Control Formulation for a Steel Recycling Process
Andrea Ghezzi, Florian Messerer, Jacopo Balocco +2
We present a formulation for both implicit and explicit dual model predictive control for a steel recycling process. The process consists in the production of new steel by choosing…
Introducing the quadratically-constrained quadratic programming framework in HPIPM
Gianluca Frison, Jonathan Frey, Florian Messerer +2
This paper introduces the quadratically-constrained quadratic programming (QCQP) framework recently added in HPIPM alongside the original quadratic-programming (QP) framework. The…
A Sequential Convex Programming Approach to Solving Quadratic Programs and Optimal Control Problems with Linear Complementarity Constraints
Jonas Hall, Armin Nurkanovic, Florian Messerer +1
Mathematical programs with complementarity constraints are notoriously difficult to solve due to their nonconvexity and lack of constraint qualifications in every feasible point. T…