Searcharxiv⌕ Search

arXiv subjects

Ján Drgoňa

Publications and source records attributed to Ján Drgoňa.

At least 19 recordsLinked to original sources
arXiv2026

Model Predictive Control for Safety-Critical Systems Using Taylor's Theorem with Lagrange Remainder

Safety-critical Model Predictive Control (MPC) formulations based on Control Barrier Functions (CBFs) often require multiple tuning parameters and may become conservative or difficult to keep feasible, particularly for high-relative-degree constraints. To address these limitations, in this paper we draw inspiration from the recently introduced Taylor-Lagrange Control (TLC) method, and propose an MPC formulation based on a Taylor expansion with Lagrange remainder (MPC-TLR). To enable digital implementation, we develop a numerical approximation of the Lagrange remainder under zero-order-hold control. The resulting safety constraint includes a tunable margin to account for approximation errors and balance safety, feasibility, and conservativeness. Comparisons with MPC using high-order CBFs (MPC-HOCBF), discrete-time high-order CBFs (MPC-DHOCBF), and direct safety constraints (MPC-DC) on a unicycle obstacle-avoidance problem show that MPC-TLR yields safer trajectories than MPC-DHOCBF and MPC-DC, while requiring fewer tuning parameters and being less conservative than MPC-HOCBF. Its broader control-input coverage under the adopted discretization can improve feasibility and control performance for short prediction horizons.

eess.SY↗
arXiv2026

SCORE: Statistical Certification of Regions of Attraction via Extreme Value Theory

Certifying the Region of Attraction (ROA) for high-dimensional nonlinear dynamical systems remains a severe computational bottleneck. Traditional deterministic verification methods provide hard guarantees but suffer from the curse of dimensionality, typically failing to scale beyond 20 dimensions. To overcome these limitations, we propose SCORE, a statistical certification framework that shifts from seeking deterministic guarantees to bounding the worst-case safety violation with high statistical confidence. By integrating Projected Stochastic Gradient Langevin Dynamics (PSGLD) with Extreme Value Theory (EVT), we frame ROA certification as a constrained extreme-value estimation problem. Under stationary sampling and a regular local-geometry condition around the global maximum, we show that the Lyapunov derivative belongs to the Weibull maximum domain of attraction. Its finite right endpoint enables statistical estimation of the global maximum of the Lyapunov derivative and construction of an upper confidence bound, conditional on the sampling and inference assumptions. Numerical experiments validate that our EVT-based approach achieves certification tightness competitive to exact Sum of Squares programming on a 2D Van der Pol benchmark. Furthermore, we demonstrate strong scalability by successfully applying the statistical verification procedure to a dense, unstructured 500-dimensional ODE system at a nominal confidence level of 99.99\%, effectively bypassing the severe combinatorial constraints that limit existing formal verification pipelines.

eess.SY↗
arXiv2026

lapanda: A Matrix-Free Differentiable Solver for Nonconvex Constrained Optimization Layers

Differentiable optimization brings the structural guarantees of mathematical optimization to network pipelines, allowing them to be trained end-to-end. However, its application remains challenging for nonconvex constrained problems, as existing differentiable solvers often suffer from limited modeling expressiveness due to their reliance on specialized problem structures, while also incurring substantial computation time and memory overhead in both the forward and backward passes. To address these challenges, we propose lapanda, a matrix-free differentiable solver for nonconvex optimization with general constraints. It reformulates the problem to a sequence of augmented Lagrangian subproblems, each handled by a first-order inner solver through a proximal averaged quasi-Newton algorithm with adaptive linesearch, thus enabling efficient forward optimization. We establish local well-posedness of the solution map and convergence of the outer iterations, and further derive a sensitivity alignment between the original problem and the final subproblem in the backward pass, demonstrating that the subproblem sensitivity, which can be computed efficiently in a matrix-free manner, provides a principled approximation to the exact optimizer sensitivity. We evaluate lapanda on nonconvex constrained Rosenbrock benchmarks, imitation learning with several representative constrained optimal control problems, and embedded robotic obstacle-avoidance tasks. Compared with state-of-the-art differentiable solvers, lapanda delivers substantial reductions in computation time and memory footprint while maintaining reliable constraint satisfaction and learning performance.

math.OC↗
arXiv2026

Accelerating Branch MPC with Two-Level Parallel Direct Solves on GPUs

Branch model predictive control optimizes multiple future trajectories coupled through shared decisions, with computational demands increasing as the number of scenarios and prediction horizon grow. We present a GPU-accelerated direct linear solver for branch MPC formulations in which all trajectories share a single root decision node and evolve independently thereafter. By operating at the linear-algebra level, the solver provides a reusable backend for multiple optimization algorithms whose reduced systems have the required symmetric positive-definite structure. The solver exploits two levels of parallelism: across scenarios and along each prediction horizon. A tailored variable ordering enables horizon-parallel Cholesky factorization while preserving a single root-tail coupling block per scenario in the factor. Numerical experiments demonstrate substantial speedups over state-of-the-art sparse direct solvers, achieving factorization speedups of up to 6.0$\times$ over cuDSS and 27.6$\times$ over eight-thread PARDISO, with triangular solve speedups of up to 3.5$\times$ and 15.8$\times$, respectively.

eess.SY↗
arXiv2026

Stability Enhanced Gaussian Process Variational Autoencoders

A novel stability-enhanced Gaussian process variational autoencoder (SEGP-VAE) is proposed for indirectly training a low-dimensional linear time invariant (LTI) system, using high-dimensional video data. The mean and covariance function of the novel SEGP prior are derived from the definition of an LTI system, enabling the SEGP to capture the indirectly observed latent process using a combined probabilistic and interpretable physical model. The search space of LTI parameters is restricted to the set of semi-contracting systems via a complete and unconstrained parametrisation. As a result, the SEGP-VAE can be trained using unconstrained optimisation algorithms. Furthermore, this parametrisation prevents numerical issues caused by the presence of a non-Hurwitz state matrix. A case study applies SEGP-VAE to a dataset containing videos of spiralling particles. This highlights the benefits of the approach and the application-specific design choices that enabled accurate latent state predictions.

cs.LG↗
arXiv2026

DR-MPC: Fast and Feasible Dynamics-Relaxed Model-Predictive Control for Legged Locomotion

This paper presents dynamics-relaxed model predictive control (DR-MPC), a novel MPC formulation for legged locomotion, and a tailored interior-point method (IPM) solver. The formulation combines online optimization feasibility by construction with a contact-aware input parameterization. DR-MPC moves the dynamics equality and affine input constraints into quadratic penalties and retains only nonempty box constraints. The resulting box-constrained quadratic program (QP) has a block-arrow Hessian that enables the state and affine-output directions to be eliminated through a Schur complement. The solver factors only the reduced control system after swing-force elimination and contact-aligned move blocking. For the evaluated implementations using the same DR-MPC formulation, our method achieves median end-to-end MPC speedups of $16.0\times$ over HPIPM and $4.4\times$ over OSQP, with comparable locomotion performance in simulation. DR-MPC achieves a median onboard MPC end-to-end time of $4.4$ ms and is validated on a Unitree Go1 quadruped. Open-source code will be made available after publication.

cs.RO↗
arXiv2026

Mixed-Integer Nonlinear Differentiable Predictive Control for Underground Pumped Hydro Energy Storage Systems

This paper extends Mixed-Integer Differentiable Predictive Control (MI-DPC) to multi-modal discrete decisions and nonconvex polynomial dynamics arising in Underground Pumped Hydro Energy Storage Systems (UPHES). A neural policy mapping problem parameters to continuous setpoints and integer mode selections via a Gumbel-Softmax layer is trained in a self-supervised manner by differentiating the expectation of the finite horizon control objective through the nonlinear dynamics model. Three methodological contributions enable this extension: a parallel differentiable simulator that preserves gradient magnitude, a Transformer encoder that captures long-range temporal dependencies, and a Gumbel-Softmax temperature annealing schedule that regularizes the combinatorial search. We demonstrate the framework on day-ahead scheduling of a UPHES, a large-scale mixed-integer optimal control problem with nonlinear unit performance curves and volume-head coupling. MI-DPC achieves only 1.6% suboptimality relative to a piecewise mixed-integer quadratic programming baseline, while providing five orders of magnitude speedup in online scheduling time.

eess.SY↗
arXiv2026

Learning to Control PDEs with Differentiable Predictive Control and Time-Integrated Neural Operators

We present a data-driven control framework for partial differential equations (PDEs). Our approach integrates time-integrated deep operator networks (TI-DeepONet) as differentiable PDE surrogate models within differentiable predictive control (DPC), a self-supervised learning framework for constrained neural control policies. The TI-DeepONet architecture learns temporal derivatives and couples them with numerical integrators, while the DPC algorithm uses automatic differentiation to compute policy gradients by backpropagating the expectations of the optimal control loss through the learned TI-DeepONet. This approach enables efficient offline optimization of neural policies without the need for online optimization or supervisory controllers. We empirically demonstrate the proposed method across diverse PDE systems, including the heat, the nonlinear inviscid Burgers', and the reaction-diffusion equations. The learned policies achieve target tracking, constraint satisfaction, and curvature minimization objectives, while generalizing across distributions of initial conditions and parameters. Moreover, we demonstrate four to five orders of magnitude acceleration at inference time compared to nonlinear model predictive control benchmarks. These results highlight the promise of neural operator learning for scalable model-based control of PDEs.

cs.CE↗
arXiv2026

Accelerating Underground Pumped Hydro Energy Storage Scheduling with Decision-Focused Learning

Underground pumped hydro energy storage (UPHES) systems play a critical role in grid-scale energy storage for renewable integration, yet optimal day-ahead scheduling remains computationally prohibitive due to nonlinear turbine performance characteristics and discrete operational modes. This paper presents a decision-focused learning (DFL) framework that addresses the computational-accuracy trade-off in UPHES day-ahead scheduling. The proposed methodology employs neural networks to predict penalty weights that guide recursive linearization, transforming the intractable MINLP into a sequence of convex quadratic programs trained end-to-end via differentiable optimization layers. Case studies across 19 representative Belgian electricity market scenarios demonstrate that the DFL framework effectively navigates the trade-off between solution quality and computation time. As a refiner, DFL adds approximately 1.2 s of post-processing to improve profit by 1.1% over piecewise MIQP baselines. As a real-time scheduler initialized with a fast global linear MIQP, the end-to-end time is 3.87 s (a 300-fold speedup) while maintaining profitability within 3.6% of the piecewise MIQP benchmark. An MIP-free deployment mode, which warm-starts from a historical schedule database and thus needs no mixed-integer solve, retains 92% of benchmark profit on held-out price scenarios.

eess.SY↗
arXiv2026

Topological Feasibility Guarantees for Differentiable Predictive Control

Differentiable predictive control (DPC), a self-supervised learning approach for approximating explicit model predictive control (MPC) policies, offers significant computational advantages over online optimization-based MPC. However, feasibility guarantees, a core requirement for safe control, are currently provided either probabilistically or via online safety filters. The lack of rigorous feasibility guarantees for offline policy optimization remains an open problem. This paper establishes deterministic feasibility guarantees for DPC using a novel topological analysis of the induced reachable safe set, without requiring online safety filters. By exploiting the inherent model-based nature of DPC, in which differentiable system dynamics are embedded directly into the computational graph, we analyze the properties of the learned control policies and the corresponding system states from topological and geometric perspectives. Inspired by our theoretical analysis, we propose a novel self-supervised offline policy learning strategy that utilizes a proxy loss with Control Barrier Functions (CBFs). Crucially, these properties not only significantly improve policy training but also enable the derivation of strict, deterministic feasibility guarantees from a finite number of training samples. Extensive closed-loop simulations validate our theoretical findings, demonstrating that the empirical constraint violations monotonically decrease to zero as the training sample size increases. Ultimately, this work illustrates that DPC policy optimization yields formal safety certificates that are structurally unattainable with conventional black-box methods, e.g., reinforcement learning (RL) or supervised learning-based approximate MPC, thereby providing a new perspective on feasibility guarantees in learning-based control.

eess.SY↗
arXiv2026

ML-Guided Primal Heuristics for Mixed Binary Quadratic Programs

Mixed Binary Quadratic Programs (MBQPs) are an important and complex set of problems in combinatorial optimization. As solving large-scale combinatorial optimization problems is challenging, primal heuristics have been developed to quickly identify high-quality solutions within a short amount of time. Recently, a growing body of research has also used machine learning to accelerate solution methods for challenging combinatorial optimization problems. Despite the increasing popularity of these ML-guided methods, a large body of work has focused on Mixed-Integer Linear Programs (MILPs). MBQPs are challenging to solve due to the combinatorial complexity coupled with nonlinearities. This work proposes ML-guided primal heuristics for Mixed Binary Quadratic Programs (MBQPs) by adapting and extending existing work on ML-guided MILP solution prediction to MBQPs. We introduce a new neural network architecture for MBQP solution prediction and a new training data collection procedure. Moreover, we extend existing loss functions in solution prediction and propose to combine contrastive and weighted cross-entropy losses. We evaluate the methods on standard and real-world MBQP benchmarks and show that the developed ML-guided methods significantly outperform existing primal heuristics and state-of-the-art solvers. Furthermore, models trained with our proposed extension with combined losses outperform other ML-based methods adapted from MILPs and improve generalization in cross-regional inference on a real-world wind farm layout optimization problem.

cs.LG↗
arXiv2026

Accelerating and Scaling MPC-Guided Reinforcement Learning for Humanoid Locomotion and Manipulation

In humanoid motion control, model predictive control (MPC) offers physically grounded prediction and constraint handling, while reinforcement learning (RL) enables robust whole-body skills through large-scale simulation. However, using MPC inside RL often requires time-consuming problem construction or excessive training overhead, making such frameworks difficult to justify in practice. This work studies efficient training-time MPC guidance for humanoid locomotion and manipulation, termed MPC-RL. We introduce a centroidal-dynamics MPC reward formulation that leverages guidance from MPC trajectories in training time. To make this practical in massively parallel RL, we develop $π^n$MPC, a parallel-in-horizon and construction-free batched GPU MPC solver that operates directly on time-varying dynamics to avoid high memory usage and pre-compilation. Through a variety of comparative studies and hardware validations, we have found that MPC-RL achieves superior performance in locomotion and manipulation skills. The code base is available at https://github.com/junhengl/mpc-rl.

cs.RO↗
arXiv2026

CINOC: Cardinality-Invariant Neural Operator Policies for Scalable PDE Control

Controlling partial differential equations (PDEs) with learning-based policies remains fundamentally limited by fixed-dimensional representations: policies trained for a specific sensor, actuator, or agent configuration typically fail when the configuration changes. This limitation is particularly severe in multi-agent PDE control, where policies do not scale across population sizes without retraining. We address this challenge by introducing Cardinality Invariant Neural Operator Control (CINOC), reformulating PDE control as an operator learning problem that maps state fields to continuous control functions and trains them end-to-end through differentiable PDE solvers, yielding policies that naturally adapt to varying sensor and actuator configurations. Remarkably, CINOC policies trained on small swarms exhibit cardinality invariance, allowing for zero-shot transfer to significantly larger populations as well as robustness to partial agent failure. This scalability arises from agents sharing a common policy and coordinating through their physical environment, which produces an emergent self-normalization effect. To explain this phenomenon, we provide a theorem grounded in mean-field theory demonstrating that policy gradients computed from finite-agent systems converge to those of a continuous control limit. Empirically, we validate CINOC on tracking, stabilization, and density transport across linear, nonlinear, chaotic, and turbulent PDEs.

eess.SY↗
arXiv2026

$π$MPC: A Parallel-in-horizon and Construction-free NMPC Solver

The alternating direction method of multipliers (ADMM) has gained increasing popularity in embedded model predictive control (MPC) due to its code simplicity and pain-free parameter selection. However, existing ADMM solvers either target general quadratic programming (QP) problems or exploit sparse MPC formulations via Riccati recursions, which are inherently sequential and therefore difficult to parallelize for long prediction horizons. This technical note proposes a novel \textit{parallel-in-horizon} and \textit{construction-free} nonlinear MPC algorithm, termed $π$MPC, which combines a new variable-splitting scheme with a velocity-based system representation in the ADMM framework, enabling horizon-wise parallel execution while operating directly on system matrices without explicit MPC-to-QP construction. Numerical experiments and accompanying code are provided to validate the effectiveness of the proposed method.

math.OC↗
arXiv2026

Zero-Shot Function Encoder-Based Differentiable Predictive Control

We introduce a differentiable framework for zero-shot adaptive control over parametric families of nonlinear dynamical systems. Our approach integrates a function encoder-based neural ODE (FE-NODE) for modeling system dynamics with a differentiable predictive control (DPC) for offline self-supervised learning of explicit control policies. The FE-NODE captures nonlinear behaviors in state transitions and enables zero-shot adaptation to new systems without retraining, while the DPC efficiently learns control policies across system parameterizations, thus eliminating costly online optimization common in classical model predictive control. We demonstrate the efficiency, accuracy, and online adaptability of the proposed method across a range of nonlinear systems with varying parametric scenarios, highlighting its potential as a general-purpose tool for fast zero-shot adaptive control.

eess.SY↗
arXiv2026

Fixed-time-stable ODE Representation of Lasso

Lasso problems arise in many areas, including signal processing, machine learning, and control, and are closely connected to sparse coding mechanisms observed in neuroscience. A continuous-time ordinary differential equation (ODE) representation of the Lasso problem not only enables its solution on analog computers but also provides a framework for interpreting neurophysiological phenomena. This article proposes a fixed-time-stable ODE representation of the Lasso problem by first transforming it into a smooth nonnegative quadratic program (QP) and then designing a projection-free Newton-based ODE representation of the Lasso problem by first transforming it into a smooth nonnegative quadratic program (QP) and then designing a projection-free Newton-based fixed-time-stable ODE system for solving the corresponding Karush-Kuhn-Tucker (KKT) conditions. Moreover, the settling time of the ODE is independent of the problem data and can be arbitrarily prescribed. Numerical experiments verify that the trajectory reaches the optimal solution within the prescribed time.

math.OC↗
arXiv2026

Data Center Chiller Plant Optimization via Mixed-Integer Nonlinear Differentiable Predictive Control

We present a computationally tractable framework for real-time predictive control of multi-chiller plants that involve both discrete and continuous control decisions coupled through nonlinear dynamics, resulting in a mixed-integer optimal control problem. To address this challenge, we extend Differentiable Predictive Control (DPC) -- a self-supervised, model-based learning methodology for approximately solving parametric optimal control problems -- to accommodate mixed-integer control policies. We benchmark the proposed framework against a state-of-the-art Model Predictive Control (MPC) solver and a fast heuristic Rule-Based Controller (RBC). Simulation results demonstrate that our approach achieves significant energy savings over the RBC while maintaining orders-of-magnitude faster computation times than MPC, offering a scalable and practical alternative to conventional combinatorial mixed-integer control formulations.

eess.SY↗
arXiv2026

L2O-CCG: Adversarial Learning with Set Generalization for Adaptive Robust Optimization

The adversarial subproblem in two-stage adaptive robust optimization (ARO), which identifies the worst-case uncertainty realization, is a major computational bottleneck. This difficulty is exacerbated when the recourse value function is non-concave and the uncertainty set shifts across applications. Existing approaches typically exploit specific structural assumptions on the value function or the uncertainty set geometry to reformulate this subproblem, but degrade when these assumptions are violated or the geometry changes at deployment. To address this challenge, we propose L2O-CCG, a bi-level framework that enables the integration of structure-aware adversarial solvers within the constraint-and-column generation (CCG) algorithm. As one instantiation, we develop a generalizable adversarial learning method, which replaces solver-based adversarial search with a learned proximal gradient optimizer that can generalize across uncertainty set geometries without retraining. Here, an inner-level neural network approximates the recourse value function from offline data, while an outer-level pre-trained mapping generates iteration-dependent step sizes for a proximal gradient scheme. We also establish out-of-distribution convergence bounds under uncertainty set parameter shifts, showing how the trajectory deviation of the learned optimizer is bounded by the uncertainty set shift. We illustrate performance of the L2O-CCG method on a building HVAC management task.

eess.SY↗