arXiv subjects

Eric C. Kerrigan

Publications and source records attributed to Eric C. Kerrigan.

At least 19 recordsLinked to original sources

arXiv2026

An Efficient Method for the Optimal Control of Microgrids Under Uncertainties using Local Reduction

The problem of optimal sizing and power scheduling in microgrids subject to uncertainties is well known to the control community. Commonly, the optimal control problem is cast as a mixed-integer program to model the logical constraints arising in energy storage systems, and is then solved approximately using numerical methods such as the scenario approach. In this paper, we propose and compare two formulations of a robust microgrid sizing and power scheduling optimal control problem with logical constraints and uncertainties in the user's power demand, solar power generation, grid electricity prices and battery efficiencies. The first formulation uses binary variables and big-M constraints, leading to a mixed-integer linear program. The second formulation casts the problem as a continuous nonlinear program through an exact smooth reformulation of the logical constraints, consisting of additional modelling variables and non-convex constraints. We then propose a novel local reduction algorithm, extending an existing method, to solve both problems. The two formulations are compared by evaluating the solutions returned by local reduction using 100,000-sample Monte Carlo simulations and achieve promising results, with both averaging feasibility rates above 90%.

math.OC↗

arXiv2026

Tight Bounds on Polynomials and Its Application to Dynamic Optimization Problems

This paper presents a pseudo-spectral method for Dynamic Optimization Problems (DOPs) that allows for tight polynomial bounds to be achieved via flexible sub-intervals. The proposed method not only rigorously enforces inequality constraints, but also allows for a lower cost in comparison with non-flexible discretizations. Two examples are provided to demonstrate the feasibility of the proposed method to solve optimal control problems. Solutions to the example problems exhibited up to a tenfold reduction in relative cost.

math.OC↗

arXiv2026

Coalition Formation with Limited Information Sharing for Local Energy Management

Distributed energy systems with prosumers require new methods for coordinating energy exchange among agents. Coalitional control provides a framework in which agents form groups to cooperatively reduce costs; however, existing bottom-up coalition-formation methods typically require full information sharing, raising privacy concerns and imposing significant computational overhead. In this work, we propose a limited information coalition-formation algorithm that requires only limited aggregate information exchange among agents. By constructing an upper bound on the value of candidate coalitions, we eliminate the need to solve optimisation problems for each potential merge, significantly reducing computational complexity while limiting information exchange. We prove that the proposed method guarantees cost no greater than that of decentralised operation. Coalition strategies are optimised using a distributed approach based on the Alternating Direction Method of Multipliers (ADMM), further limiting information sharing within coalitions. We embed the framework within a model predictive control scheme and evaluate it on real-world data, demonstrating improved economic performance over decentralised control with substantially lower computational cost than full-information approaches.

cs.GT↗

arXiv2026

Exact Continuous Reformulations of Logic Constraints in Nonlinear Optimization and Optimal Control Problems

Many nonlinear optimal control and optimization problems involve constraints that combine continuous dynamics with discrete logic conditions. Standard approaches typically rely on mixed-integer programming, which introduces scalability challenges and requires specialized solvers. This paper presents an exact reformulation of broad classes of logical constraints as binary-variable-free expressions whose differentiability properties coincide with those of the underlying predicates, enabling their direct integration into nonlinear programming models. Our approach rewrites arbitrary logical propositions into conjunctive normal form, converts them into equivalent max--min constraints, and applies a smoothing procedure that preserves the exact feasible set. The method is evaluated on two benchmark problems, a quadrotor trajectory optimization with obstacle avoidance and a hybrid two-tank system with temporal logic constraints, and is shown to obtain optimal solutions more consistently and efficiently than existing binary variable elimination techniques.

eess.SY↗

arXiv2025

Optimistic vs Pessimistic Uncertainty Model Unfalsification

We present a novel, input-output data-driven approach to uncertainty model identification. As the true bounds and distributions of system uncertainties ultimately remain unknown, we depart from the goal of identifying the uncertainty model and instead look for minimal concrete statements that can be made based on an uncertain system model and available input-output data. We refer to this as unfalsifying an uncertainty model. Two different unfalsification approaches are taken. The optimistic approach determines the smallest uncertainties that could explain the given data, while the pessimistic approach finds the largest possible uncertainties suggested by the data. The pessimistic problem is revealed to be a semi-infinite program, which is solved using the local reduction algorithm. It is also shown that the optimistic and pessimistic approaches to uncertainty model unfalsification are mathematical duals. Finally, both approaches are tested using an uncertain linear model with data from a simulated nonlinear system.

eess.SY↗

arXiv2025

A Robust Predictive Control Method for Pump Scheduling in Water Distribution Networks

Water utilities aim to reduce the high electrical costs of Water Distribution Networks (WDNs), primarily driven by pumping. However, pump scheduling is challenging due to model uncertainties and water demand forecast errors. This paper presents a Robust Model Predictive Control (RMPC) method for optimal and reliable pump scheduling, extending a previous efficient robust control method tailored to our model. A linear model with bounded additive disturbances is used to represent tank water level evolution, with uncertainty bounds derived from WDN simulation and demand data. At each time step, a pump scheduling policy, affine in past disturbances, is optimized to satisfy system constraints over a prediction horizon. The resulting policies are then applied in a receding horizon fashion. The optimization problem is formulated to require $\mathcal{O}(N^6)$ computations per iteration with an interior-point method, which is reduced to $\mathcal{O}(N^3)$ by reformulating it into a sparse form. When evaluated on a model representing the water distribution network of Randers, a medium-sized town in Denmark, the method surpasses nominal and constraint-tightening model predictive control (MPC) approaches in terms of meeting constraints and provides comparable economic outcomes.

eess.SY↗

arXiv2025

Reliable Solution to Dynamic Optimization Problems using Integrated Residual Regularized Direct Collocation

Direct collocation is a widely used method for solving dynamic optimization problems (DOPs), but its implementation simplicity and computational efficiency are limited for challenging problems like those involving singular arcs. In this paper, we introduce the direct transcription method of integrated residual regularized direct collocation (IRR-DC). This method enforces dynamic constraints through a combination of explicit constraints and penalty terms within discretized DOPs. This method retains the implementation simplicity of direct collocation while significantly improving both solution accuracy and efficiency, particularly for challenging problem types. Through the examples, we demonstrate that for difficult problems where traditional direct collocation results in excessive fluctuations or large errors between collocation points, IRR-DC effectively suppresses oscillations and yields solutions with greater accuracy (several magnitudes lower in various error metrics) compared to other regularization alternatives.

eess.SY↗

arXiv2024

Accurate Solutions to Optimal Control Problems via a Flexible Mesh and Integrated Residual Transcription

We propose joining a flexible mesh design with an integrated residual transcription in order to improve the accuracy of numerical solutions to optimal control problems. This approach is particularly useful when state or input trajectories are non-smooth, but it may also be beneficial when dynamics constraints are stiff. Additionally, we implement an initial phase that will ensure a feasible solution is found and can be implemented immediately in real-time controllers. Subsequent iterations with warm-starting will improve the solution until optimality is achieved. Optimizing over the mesh node locations allows for discontinuities to be captured exactly, while integrated residuals account for the approximation error in-between the nodal points. First, we numerically show the improved convergence order for the flexible mesh. We then present the feasibility-driven approach to solve control problems and show how flexible meshing and integrated residual methods can be used in practice. The presented numerical examples demonstrate for the first time the numerical implementation of a flexible mesh for an integrated residual transcription. The results show that our proposed method can be more than two times more accurate than conventional fixed mesh collocation for the same computational time and more than three times more accurate for the same problem size.

eess.SY↗

arXiv2024

Robust Output Feedback of Nonlinear Systems through the Efficient Solution of Min-Max Optimization Problems

We examine robust output feedback control of discrete-time nonlinear systems with bounded uncertainties affecting the dynamics and measurements. Specifically, we demonstrate how to construct semi-infinite programs that produce gains to minimize some desired performance cost over a finite prediction horizon for the worst-case realization of the system's uncertainties, while also ensuring that any specified nonlinear constraints are always satisfied. The solution process relies on an implicit description of the feasible state space through prior measurements and the system dynamics, and assumes that the system is always in the subset of the feasible space that is most detrimental to performance. In doing so, we can guarantee that the system's true state will meet all of the chosen performance criteria without resorting to any explicit state estimation. Under some smoothness assumptions, we also discuss solving these semi-infinite programs through local reduction techniques, which generate optimal scenario sets for the uncertainty realizations to approximate the continuous uncertainty space and speed up the computation of optima. When tested on a two-dimensional nonlinear quadrotor, the developed method achieves robust constraint satisfaction and tracking despite dealing with highly uncertain measurements and system dynamics.

eess.SY↗

arXiv2024

Semi-Infinite Programs for Robust Control and Optimization: Efficient Solutions and Extensions to Existence Constraints

Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a previously proposed local reduction method to consider those with existence constraints on the uncountable variables. We also consider the possibility of non-unique trajectories that satisfy equality and inequality constraints. Crucially, we show that the problems of interest can be cast into a standard semi-infinite program and demonstrate how to generate optimal uncertainty scenario sets in order to obtain numerical solutions. We also include examples on model predictive control for obstacle avoidance with logical conditions, control with input saturation affected by uncertainty, and optimal parameter estimation to highlight the need for the proposed extension. Our method solves each of the examples considered, producing violation-free and locally optimal solutions.

math.OC↗

arXiv2024

Mesh Refinement with Early Termination for Dynamic Feasibility Problems

We propose a novel early-terminating mesh refinement strategy using an integrated residual method to solve dynamic feasibility problems. As a generalization of direct collocation, the integrated residual method is used to approximate an infinite-dimensional problem into a sequence of finite-dimensional optimization subproblems. Each subproblem in the sequence is a finer approximation of the previous. It is shown that these subproblems need not be solved to a high precision; instead, an early termination procedure can determine when mesh refinement should be performed. The new refinement strategy, applied to an inverted pendulum swing-up problem, outperforms a conventional refinement method by up to a factor of three in function evaluations.

math.OC↗

arXiv2024

Tracking-in-range Formulations for Numerical Optimal Control

In contrast to set-point tracking which aims to reduce the tracking error between the tracker and the reference, tracking-in-range problems only focus on whether the tracker is within a given range around the reference, making it more suitable for the mission specifications of many practical applications. In this work, we present novel optimal control formulations to solve tracking-in-range problems, for both problems requiring the tracker to be always in range, and problems allowing the tracker to go out of range to yield overall better outcomes. As the problem naturally involves discontinuous functions, we present alternative formulations and regularisation strategies to improve the performance of numerical solvers. The extension to in-range tracking with multiple trackers and in-range tracking in high dimensional space are also discussed and illustrated with numerical examples, demonstrating substantial increases in mission duration in comparison to traditional set-point tracking.

eess.SY↗

arXiv2024

Active Flow Control for Bluff Body Drag Reduction Using Reinforcement Learning with Partial Measurements

Active flow control for drag reduction with reinforcement learning (RL) is performed in the wake of a 2D square bluff body at laminar regimes with vortex shedding. Controllers parameterised by neural networks are trained to drive two blowing and suction jets that manipulate the unsteady flow. RL with full observability (sensors in the wake) successfully discovers a control policy which reduces the drag by suppressing the vortex shedding in the wake. However, a non-negligible performance degradation (~50% less drag reduction) is observed when the controller is trained with partial measurements (sensors on the body). To mitigate this effect, we propose an energy-efficient, dynamic, maximum entropy RL control scheme. First, an energy-efficiency-based reward function is proposed to optimise the energy consumption of the controller while maximising drag reduction. Second, the controller is trained with an augmented state consisting of both current and past measurements and actions, which can be formulated as a nonlinear autoregressive exogenous model, to alleviate the partial observability problem. Third, maximum entropy RL algorithms (Soft Actor Critic and Truncated Quantile Critics) which promote exploration and exploitation in a sample efficient way are used and discover near-optimal policies in the challenging case of partial measurements. Stabilisation of the vortex shedding is achieved in the near wake using only surface pressure measurements on the rear of the body, resulting in similar drag reduction as in the case with wake sensors. The proposed approach opens new avenues for dynamic flow control using partial measurements for realistic configurations.

physics.flu-dyn↗

arXiv2023

Automatic scenario generation for efficient solution of robust optimal control problems

Existing methods for nonlinear robust control often use scenario-based approaches to formulate the control problem as large nonlinear optimization problems. The optimization problems are challenging to solve due to their size, especially if the control problems include time-varying uncertainty. This paper draws from local reduction methods used in semi-infinite optimization to solve robust optimal control problems with parametric and time-varying uncertainty. By iteratively adding interim worst-case scenarios to the problem, methods based on local reduction provide a way to manage the total number of scenarios. We show that the local reduction method for optimal control problems consists of solving a series of simplified optimal control problems to find worst-case constraint violations. In particular, we present examples where local reduction methods find worst-case scenarios that are not on the boundary of the uncertainty set. We also provide bounds on the error if local solvers are used. The proposed approach is illustrated with two case studies with parametric and additive time-varying uncertainty. In the first case study, the number of scenarios obtained from local reduction is 101, smaller than in the case when all $2^{14+3\times192}$ extreme scenarios are considered. In the second case study, the number of scenarios obtained from the local reduction is two compared to 512 extreme scenarios. Our approach was able to satisfy the constraints both for parametric uncertainty and time-varying disturbances, whereas approaches from literature either violated the constraints or became computationally expensive.

math.OC↗

arXiv2023

Automatic Scenario Generation for Robust Optimal Control Problems

Existing methods for nonlinear robust control often use scenario-based approaches to formulate the control problem as nonlinear optimization problems. Increasing the number of scenarios improves robustness, while increasing the size of the optimization problems. Mitigating the size of the problem by reducing the number of scenarios requires knowledge about how the uncertainty affects the system. This paper draws from local reduction methods used in semi-infinite optimization to solve robust optimal control problems with parametric uncertainty. We show that nonlinear robust optimal control problems are equivalent to semi-infinite optimization problems and can be solved by local reduction. By iteratively adding interim globally worst-case scenarios to the problem, methods based on local reduction provide a way to manage the total number of scenarios. In particular, we show that local reduction methods find worst case scenarios that are not on the boundary of the uncertainty set. The proposed approach is illustrated with a case study with both parametric and additive time-varying uncertainty. The number of scenarios obtained from local reduction is 101, smaller than in the case when all $2^{14+3\times192}$ boundary scenarios are considered. A validation with randomly drawn scenarios shows that our proposed approach reduces the number of scenarios and ensures robustness even if local solvers are used.

math.OC↗

arXiv2022

Data-driven predictive control with improved performance using segmented trajectories

A class of data-driven control methods has recently emerged based on Willems' fundamental lemma. Such methods can ease the modelling burden in control design but can be sensitive to disturbances acting on the system under control. In this paper, we propose a restructuring of the problem to incorporate segmented prediction trajectories. The proposed segmentation leads to reduced tracking error for longer prediction horizons in the presence of unmeasured disturbance and noise when compared to an unsegmented formulation. The performance characteristics are illustrated in a set-point tracking case study in which the segmented formulation enables more consistent performance over a wide range of prediction horizons. The method is then applied to a building energy management problem using a detailed simulation environment. The case studies show that good tracking performance is achieved for a range of horizon choices, whereas performance degrades with longer horizons without segmentation.

eess.SY↗

arXiv2022

Solving optimal control problems with non-smooth solutions using an integrated residual method and flexible mesh

Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical methods assume state and input trajectories are continuous and differentiable or smooth, our method is able to capture discontinuities in the solution by introducing time-mesh nodes as decision variables. This allows one to obtain a higher accuracy solution for the same number of mesh nodes compared to a fixed time-mesh approach. Furthermore, we propose to first solve a sequence of suitably-defined least-squares problems to ensure that the error in the dynamic equation is below a given tolerance. The cost functional is then minimized subject to an inequality constraint on the dynamic equation residual. We demonstrate our implementation on an optimal control problem that has a chattering solution. Solving such a problem is difficult, since the solution involves infinitely many switches of decreasing duration. This simulation shows how the flexible mesh is able to capture discontinuities present in the solution and achieve superlinear convergence as the number of mesh intervals is increased.

math.OC↗

arXiv2022

Fast and accurate method for computing non-smooth solutions to constrained control problems

Introducing flexibility in the time-discretisation mesh can improve convergence and computational time when solving differential equations numerically, particularly when the solutions are discontinuous, as commonly found in control problems with constraints. State-of-the-art methods use fixed mesh schemes, which cannot achieve superlinear convergence in the presence of non-smooth solutions. In this paper, we propose using a flexible mesh in an integrated residual method. The locations of the mesh nodes are introduced as decision variables, and constraints are added to set upper and lower bounds on the size of the mesh intervals. We compare our approach to a uniform fixed mesh on a real-world satellite reorientation example. This example demonstrates that the flexible mesh enables the solver to automatically locate the discontinuities in the solution, has superlinear convergence and faster solve times, while achieving the same accuracy as a fixed mesh.

math.OC↗