arXiv subjects

Armin Nurkanović

Publications and source records attributed to Armin Nurkanović.

At least 19 recordsLinked to original sources

arXiv2026

A Globally Convergent Method for Computing B-stationary Points of Mathematical Programs with Equilibrium Constraints

This paper introduces a computationally efficient method that converges globally to B-stationary points of mathematical programs with equilibrium constraints (MPECs). B-stationarity is necessary for optimality and means that no feasible first-order direction can improve the objective. It can be certified by solving a linear program with equilibrium constraints (LPEC) constructed at a given feasible point. The proposed method solves a finite sequence of LPECs, which either certify B-stationarity or provide an active set estimate for the complementarity constraints, along with branch nonlinear programs (BNLPs) obtained by fixing the complementarity active set in the MPEC. In particular, the method proceeds in two phases: the first identifies a feasible BNLP or a stationary point of a constraint infeasibility minimization problem, and the second solves a sequence of BNLPs until a B-stationary point of the MPEC is found. We prove that under the MPEC-MFCQ, the method requires solving only a finite number of BNLPs and LPECs for convergence. Moreover, we show that, unless the current iterate is B-stationary, the combinatorial LPECs need not be solved to optimality. For convergence, it suffices to compute a nonzero feasible point, which in practice often requires solving a single linear program, yielding significant computational savings. Numerical experiments show that the proposed method is more robust and faster than relaxation-based methods and mixed-integer NLP reformulations (which, in contrast to the proposed approach, do not provide a certificate of B-stationarity), even on medium- to large-scale instances.

math.OC↗

arXiv2026

CCOpt: an Open-Source Solver for Large-Scale Mathematical Programs with Complementarity Constraints

This paper presents the Julia package CCOpt, built on top of the interior-point solver MadNLP. CCOpt implements a suite of algorithms for Mathematical Programs with Complementarity Constraints (MPCCs). The solver additionally comes with interfaces for use in Matlab, Python, and C++. MPCCs have recently gained renewed attention in engineering optimization, as complementarity provides a powerful modeling tool for nonsmooth functions and logical conditions. These problems are inherently challenging since their nonlinear programming reformulations violate classical regularity conditions at all feasible points, complicating both theoretical analysis and numerical treatment. Consequently, specialized algorithms are required to handle this degeneracy, and several approaches have been proposed. We implement a toolbox of methods, including relaxation and penalty approaches, as well as a crossover to recently proposed active-set methods. Our solver is based on nonlinear interior-point algorithms that couple the relaxation or penalty parameter with the barrier parameter, yielding substantial speedups compared to standard implementations. Both monotone and nonmonotone strategies for updating this joint parameter update are proposed and investigated. In addition, we propose regularization techniques that improve the conditioning of the KKT system for small relaxation parameters, enhancing robustness and computational efficiency. The implementation is validated on the classical MacMPEC benchmark, large-scale problems in security-constrained optimal power flow, optimal control of nonsmooth systems, as well as on quadratic programs with complementarity constraints arising in model predictive control. This benchmarking reveals an algorithmically driven improvement of often an entire order of magnitude over other methods, including commercial solvers.

math.OC↗

arXiv2026

Local Convergence Results for Sequential Quadratic Programming with Complementarity Constraints

Mathematical programs with complementarity constraints (MPCCs) are a challenging class of nonlinear optimization problems, because their nonlinear programming reformulations violate standard constraint qualifications at every feasible point. This paper analyzes sequential quadratic programming with complementarity constraints (SQPCC). In this method, the complementarity constraints are retained in the subproblems, yielding quadratic programs with complementarity constraints (QPCCs). The main contribution of the paper is a new local convergence result for the SQPCC method to S-stationary points. We show that there exists at least one sequence of QPCC S-stationary points converging to a reference S-stationary point of the MPCC, and we characterize conditions under which each such sequence converges and under which such a sequence is locally unique. In contrast to previous results, the analysis is established under weaker second-order sufficient conditions and requires no upper-level strict complementarity. Our result builds upon local convergence results for the classical SQP method. We present local convergence results for SQP within the kappa-omega setting, which also cover linearly convergent variants. These assumptions, which are widely used in the analysis of Newton-type methods, provide a natural framework for quantifying subproblem approximation errors, their effect on the convergence speed, and the effect of nonlinearity on the size of the local convergence region. Furthermore, we establish an active-set stabilization result for SQPCC, identifying conditions under which the optimal complementarity and inequality active sets are identified after finitely many iterations, and conditions under which such identification occurs only asymptotically. Numerical examples illustrate the theoretical findings and highlight some advantages of SQPCC over classical SQP applied to MPCCs.

math.OC↗

arXiv2026

Real-Time Algorithms for Model Predictive Control of Hybrid Dynamical Systems

Model predictive control (MPC) of hybrid dynamical systems is challenging because the associated optimization problem is nonsmooth and the resulting feedback law is discontinuous. This paper develops real-time MPC algorithms for nonlinear hybrid systems modeled as dynamical complementarity systems. The resulting optimal control problems are formulated as mathematical programs with complementarity constraints (MPCCs). We show that the solution map of parametric MPCCs is discontinuous, and that standard nonlinear-programming-based approaches may become infeasible when the hybrid system switches. To address this, we introduce three real-time hybrid MPC schemes whose feedback phase solves a quadratic program with complementarity constraints per sample, yielding local discontinuous piecewise affine approximations of the MPC feedback law. Moreover, we derive continuity and differentiability results for parametric MPCCs, and establish conditions under which the approximation error of our new hybrid MPC algorithms remains uniformly bounded despite solution discontinuities. The algorithms are demonstrated on a robotic manipulation example, where contact sequences are discovered online.

math.OC↗

arXiv2026

Robust Rigid Body Assembly via Contact-Implicit Optimal Control with Exact Second-Order Derivatives

Efficient planning of assembly motions is a long standing challenge in the field of robotics that has been primarily tackled with reinforcement learning and sampling-based methods by using extensive physics simulations. This paper proposes a sample-efficient robust optimal control approach for the determination of assembly motions, which requires significantly less physics simulation steps during planning through the efficient use of derivative information. To this end, a differentiable physics simulation is constructed that provides second-order analytic derivatives to the numerical solver and allows one to traverse seamlessly from informative derivatives to accurate contact simulation. The solution of the physics simulation problem is made differentiable by using smoothing inspired by interior-point methods applied to both the collision detection as well as the contact resolution problem. We propose a modified variant of an optimization-based formulation of collision detection formulated as a linear program and present an efficient implementation for the nominal evaluation and corresponding first- and second-order derivatives. Moreover, a multi-scenario-based trajectory optimization problem that ensures robustness with respect to sim-to-real mismatches is derived. The capability of the considered formulation is illustrated by results where over 99\% successful executions are achieved in real-world experiments. Thereby, we carefully investigate the effect of smooth approximations of the contact dynamics and robust modeling on the success rates. Furthermore, the method's capability is tested on different peg-in-hole problems in simulation to show the benefit of using exact Hessians over commonly used Hessian approximations.

cs.RO↗

arXiv2025

Real-Time Non-Smooth MPC for Switching Systems: Application to a Three-Tank Process

Real-time model predictive control of non-smooth switching systems remains challenging due to discontinuities and the presence of discrete modes, which complicate numerical integration and optimization. This paper presents a real-time feasible non-smooth model predictive control scheme for a physical three-tank process, implemented without mixed-integer formulations. The approach combines Filippov system modeling with finite elements and switch detection for time discretization, leading to a finite-dimensional optimal control problem formulated as a mathematical program with complementarity constraints. The mathematical program is solved via a homotopy of smooth nonlinear programs. We introduce modeling adjustments that make the three-tank dynamics numerically tractable, including additional modes to avoid non-Lipschitz points and undefined function values. Hardware experiments demonstrate efficient handling of switching events, mode-consistent tracking across reference changes, correct boundary handling, and constraint satisfaction. Furthermore, we investigate the impact of model mismatch and show that the tracking performance and computation times remain within real-time limits for the chosen sampling time. The complete controller is implemented using the non-smooth optimal control framework NOSNOC

eess.SY↗

arXiv2025

An Augmented Lagrangian Method on GPU for Security-Constrained AC Optimal Power Flow

We present a new algorithm for solving large-scale security-constrained optimal power flow in polar form (AC-SCOPF). The method builds on Nonlinearly Constrained augmented Lagrangian (NCL), an augmented Lagrangian method in which the subproblems are solved using an interior-point method. NCL has two key advantages for large-scale SC-OPF. First, NCL handles difficult problems such as infeasible ones or models with complementarity constraints. Second, the augmented Lagrangian term naturally regularizes the Newton linear systems within the interior-point method, enabling to solve the Newton systems with a pivoting-free factorization that can be efficiently parallelized on GPUs. We assess the performance of our implementation, called MadNCL, on large-scale corrective AC-SCOPFs, with complementarity constraints modeling the corrective actions. Numerical results show that MadNCL can solve AC-SCOPF with 500 buses and 256 contingencies fully on the GPU in less than 3 minutes, whereas Knitro takes more than 3 hours to find an equivalent solution.

math.OC↗

arXiv2025

A Comparative Study of MINLP and MPVC Formulations for Solving Complex Nonlinear Decision-Making Problems in Aerospace Applications

High-level decision-making for dynamical systems often involves performance and safety specifications that are activated or deactivated depending on conditions related to the system state and commands. Such decision-making problems can be naturally formulated as optimization problems where these conditional activations are regulated by discrete variables. However, solving these problems can be challenging numerically, even on powerful computing platforms, especially when the dynamics are nonlinear. In this work, we consider decision-making for nonlinear systems where certain constraints, as well as possible terms in the cost function, are activated or deactivated depending on the system state and commands. We show that these problems can be formulated either as mixed-integer nonlinear programs (MINLPs) or as mathematical programs with vanishing constraints (MPVCs), where the former formulation involves discrete decision variables, whereas the latter relies on continuous variables subject to structured nonconvex constraints. We discuss the different solution methods available for both formulations and demonstrate them on optimal trajectory planning problems in various aerospace applications. Finally, we compare the strengths and weaknesses of the MINLP and MPVC approaches through a focused case study on powered descent guidance with divert-feasible regions.

math.OC↗

arXiv2025

Towards Solutions of Manipulation Tasks via Optimal Control of Projected Dynamical Systems

We introduce a modeling framework for manipulation planning based on the formulation of the dynamics as a projected dynamical system. This method uses implicit signed distance functions and their gradients to formulate an equivalent gradient complementarity system. The optimal control problem is then solved via a direct method, discretized using finite-elements with switch detection. An extension to this approach is provided in the form of a friction formulation commonly used in quasi-static models. We show that this approach is able to generate trajectories for problems including multiple pushers, friction, and non-convex objects modeled as unions of convex ellipsoids with reasonable computational effort.

math.OC↗

arXiv2024

First-Order Sweeping Processes and Extended Projected Dynamical Systems: Equivalence, Time-Discretization and Numerical Optimal Control

Constrained dynamical systems are systems such that, by some means, the state stays within a given set. Two such systems are the (perturbed) Moreau sweeping process and the recently proposed extended Projected Dynamical System (ePDS). We show that under certain conditions solutions to the ePDS correspond to the solutions of a dynamic complementarity system, similar to the one equivalent to ordinary PDS. We then show that the perturbed sweeping process with time varying set can, under similar conditions, be reformulated as an ePDS. In this paper, we leverage these equivalences to develop an accurate discretization method for perturbed first-order Moreau sweeping processes via the finite elements with switch detection method. This allows the efficient optimal control of systems governed by ePDS and perturbed first-order sweeping processes.

math.OC↗

arXiv2024

Finite Elements with Switch Detection for Numerical Optimal Control of Nonsmooth Dynamical Systems with Set-Valued Heaviside Step Functions

This paper develops high-accuracy methods for numerically solving optimal control problems subject to nonsmooth differential equations with set-valued step functions. A notable subclass of these systems are Filippov systems. The set-valued step functions are here written as the solution map of a linear program. Using the optimality conditions of this problem we rewrite the initial nonsmooth system into a equivalent dynamic complementarity systems (DCS). We extend the Finite Elements with Switch Detection (FESD) method [Nurkanović et al., 2024], initially developed for Filippov systems transformed via Stewart's reformulation into DCS [Stewart, 1990], to the class of nonsmooth systems with set-valued step functions. The key ideas are to start with a standard Runge-Kutta method for the obtained DCS and to let the integration step sizes to be degrees of freedom. Next, we introduce additional conditions to enable implicit but exact switch detection and to remove possible spurious degrees of freedom if no switches occur. The theoretical properties of the method are studied. Its favorable properties are illustrated on numerical simulation and optimal control examples. All methods introduced in this paper are implemented in the open-source software package NOSNOC.

math.OC↗

arXiv2024

Solving mathematical programs with complementarity constraints arising in nonsmooth optimal control

This paper examines solution methods for mathematical programs with complementarity constraints (MPCC) obtained from the time-discretization of optimal control problems (OCPs) subject to nonsmooth dynamical systems. The MPCC theory and stationarity concepts are reviewed and summarized. The focus is on relaxation-based methods for MPCCs, which solve a (finite) sequence of more regular nonlinear programs (NLP), where a regularization/homotopy parameter is driven to zero. Such methods perform reasonably well on currently available benchmarks. However, these results do not always generalize to MPCCs obtained from nonsmooth OCPs. To provide a more complete picture, this paper introduces a novel benchmark collection of such problems, which we call nosbench. The problem set includes 603 different MPCCs and we split it into a few representative subsets to accelerate the testing. We compare different relaxation-based methods, NLP solvers, homotopy parameter update and relaxation parameter steering strategies. Moreover, we check whether the obtained stationary points allow first-order descent directions, which may be the case for some of the weaker MPCC stationarity concepts. In the best case, the Scholtes' relaxation [Scholtes, 2002] with IPOPT [Wächter and Biegler, 2006] as NLP solver manages to solve 73.8 % of the problems. This highlights the need for further improvements in algorithms and software for MPCCs.

math.OC↗

arXiv2024

Finite Elements with Switch Detection for Numerical Optimal Control of Projected Dynamical Systems

The Finite Elements with Switch Detection (FESD) method is a highly accurate direct transcription method for optimal control of several classes of nonsmooth dynamical systems. This paper extends the FESD method to Projected Dynamical Systems (PDS) and first-order sweeping processes with time-independent sets. This method discretizes an equivalent dynamic complementarity system and exploits the particular structure of the discontinuities present in these systems. In the FESD method, allowing integration step sizes to be degrees of freedom, and introducing additional complementarity constraints, enables the exact detection of nonsmooth events. In contrast to the standard fixed-step Runge-Kutta methods, this approach allows for the recovery of full-order integration accuracy and the correct computation of numerical sensitivities. Numerical examples illustrate the effectiveness of the proposed method in an optimal control context. This method and the examples are included in the open-source software package nosnoc.

math.OC↗

arXiv2024

High Accuracy Numerical Optimal Control for Rigid Bodies with Patch Contacts through Equivalent Contact Points -- Extended Version

This paper extends the Finite Elements with Switch Detection and Jumps (FESD-J) [1] method to problems of rigid body dynamics involving patch contacts. The FESD-J method is a high accuracy discretization scheme suitable for use in direct optimal control of nonsmooth mechanical systems. It detects dynamic switches exactly in time and, thereby, maintains the integration order of the underlying Runge- Kutta (RK) method. This is in contrast to commonly used time-stepping methods which only achieve first-order accuracy. Considering rigid bodies with possible patch contacts results in nondifferentiable signed distance functions (SDF), which introduces additional nonsmoothness into the dynamical system. In this work, we utilize so-called equivalent contact points (ECP), which parameterize force and impulse distributions on contact patches by evaluation at single points. We embed a nondifferentiable SDF into a complementarity Lagrangian system (CLS) and show that the determined ECP are well-defined. We then extend the FESD-J discretization to the considered CLS such that its integration accuracy is maintained. The functionality of the method is illustrated for both a simulation and an optimal control example.

math.OC↗

arXiv2024

Approximate propagation of normal distributions for stochastic optimal control of nonsmooth systems

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 side. For piecewise affine systems, a normalization of the propagated probability distribution at every time step allows us to analytically compute the expectation integrals of the mean and covariance dynamics while explicitly taking into account the discontinuity. This leads to a natural smoothing of the discontinuity such that for relevant levels of uncertainty the resulting ODE can be integrated directly with standard schemes and it is neither necessary to prespecify the switching sequence nor to use a switch detection method. We then show how this result can be employed in the more general case of piecewise smooth functions based on a structure preserving linearization scheme. The resulting dynamics can be straightforwardly used within standard formulations of stochastic optimal control problems with chance constraints.

math.OC↗

arXiv2024

Finite Elements with Switch Detection for Direct Optimal Control of Nonsmooth Systems

This paper introduces Finite Elements with Switch Detection (FESD), a numerical discretization method for nonsmooth differential equations. We consider the Filippov convexification of these systems and a transformation into dynamic complementarity systems introduced by [Stewart, 1990]. FESD is based on solving nonlinear complementarity problems and can automatically detect nonsmooth events in time. If standard time-stepping Runge-Kutta (RK) methods are naively applied to a nonsmooth ODE, the accuracy is at best of order one. In FESD, we let the integrator step size be a degree of freedom. Additional complementarity conditions, which we call cross complementarities, enable exact switch detection, hence FESD can recover the high order accuracy that the RK methods enjoy for smooth ODE. Additional conditions called step equilibration allow the step size to change only when switches occur and thus avoid spurious degrees of freedom. Convergence results for the FESD method are derived, local uniqueness of the solution and convergence of numerical sensitivities are proven. The efficacy of FESD is demonstrated in several simulation and optimal control examples. In an optimal control problem benchmark with FESD, we achieve up to five orders of magnitude more accurate solutions than a standard time-stepping approach for the same computational time.

math.OC↗

arXiv2023

Finite Elements with Switch Detection for Direct Optimal Control of Nonsmooth Systems with Set-Valued Step Functions

This paper extends the Finite Elements with Switch Detection (FESD) method [Nurkanović et al., 2022] to optimal control problems with nonsmooth systems involving set-valued step functions. Logical relations and common nonsmooth functions within a dynamical system can be expressed using linear and nonlinear expressions involving step functions. A prominent subclass of these systems are Filippov systems. The set-valued step function can be expressed by the solution map of a linear program, and using its KKT conditions allows one to transform the initial system into an equivalent dynamic complementarity system (DCS). Standard Runge-Kutta (RK) methods applied to DCS have only first-order accuracy. The FESD discretization makes the step sizes degrees of freedom and adds further constraints that ensure exact switch detection to recover the high-accuracy properties that RK methods have for smooth ODEs. We use the novel FESD method for the direct transcription of optimal control problems. All methods and examples in this paper are implemented in the open-source software package NOSNOC.

math.OC↗

arXiv2023

The Time-Freezing Reformulation for Numerical Optimal Control of Complementarity Lagrangian Systems with State Jumps

This paper introduces a novel time-freezing reformulation and numerical methods for optimal control of complementarity Lagrangian systems (CLS) with state jumps. We cover the difficult case when the system evolves on the boundary of the dynamic's feasible set after the state jump. In nonsmooth mechanics, this corresponds to inelastic impacts. The main idea of the time-freezing reformulation is to introduce a clock state and an auxiliary dynamical system whose trajectory endpoints satisfy the state jump law. When the auxiliary system is active, the clock state is not evolving, hence by taking only the parts of the trajectory when the clock state was active, we can recover the original solution. The resulting time-freezing system is a Filippov system that has jump discontinuities only in the first time derivative instead of the trajectory itself. This enables one to use the recently proposed Finite Elements with Switch Detection [Nurkanovic et al., 2022], which makes high accuracy numerical optimal control of CLS with impacts and friction possible. We detail how to recover the solution of the original system and show how to select appropriate auxiliary dynamics. The theoretical findings are illustrated on a nontrivial numerical optimal control example of a hopping one-legged robot.

math.OC↗