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math.OC2026
A constraint dissolving inexact penalty method for optimization problems with geometric constraints
Xiaoxi Jia, Leander Lerch, Stefan Streif +1
Optimization problems with geometric constraints have a broad range of applications, including machine learning, finance, and control. A powerful algorithmic tool to resolve these…
math.OC2025
On the Boundary of the Robust Admissible Set in State and Input Constrained Nonlinear Systems
Franz Rußwurm, Jean Lévine, Stefan Streif
In this paper, we consider nonlinear control systems subject to bounded disturbances and to both state and input constraints. We introduce the definition of robust admissible set -…
math.OC2024
MPC without Terminal Ingredients Tailored to the SEIR Compartmental Epidemic Model
Willem Esterhuizen, Philipp Sauerteig, Stefan Streif +1
We consider the SEIR compartmental epidemic model subject to state and input constraints (a cap on the proportion of infectious individuals and limits on the allowed social distanc…