arXiv subjects

John Lygeros

Publications and source records attributed to John Lygeros.

At least 37 records · Page 2Linked to original sources

arXiv2026

MPC of Uncertain Nonlinear Systems with Meta-Learning for Fast Adaptation of Neural Predictive Models

In this paper, we consider the problem of reference tracking in uncertain nonlinear systems. A neural State-Space Model (NSSM) is used to approximate the nonlinear system, where a deep encoder network learns the nonlinearity from data, and a state-space component captures the temporal relationship. This transforms the nonlinear system into a linear system in a latent space, enabling the application of model predictive control (MPC) to determine effective control actions. Our objective is to design the optimal controller using limited data from the \textit{target system} (the system of interest). To this end, we employ an implicit model-agnostic meta-learning (iMAML) framework that leverages information from \textit{source systems} (systems that share similarities with the target system) to expedite training in the target system and enhance its control performance. The framework consists of two phases: the (offine) meta-training phase learns a aggregated NSSM using data from source systems, and the (online) meta-inference phase quickly adapts this aggregated model to the target system using only a few data points and few online training iterations, based on local loss function gradients. The iMAML algorithm exploits the implicit function theorem to exactly compute the gradient during training, without relying on the entire optimization path. By focusing solely on the optimal solution, rather than the path, we can meta-train with less storage complexity and fewer approximations than other contemporary meta-learning algorithms. We demonstrate through numerical examples that our proposed method can yield accurate predictive models by adaptation, resulting in a downstream MPC that outperforms several baselines.

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arXiv2026

Pinet: Optimizing hard-constrained neural networks with orthogonal projection layers

We introduce an output layer for neural networks that ensures satisfaction of convex constraints. Our approach, $Π$net, leverages operator splitting for rapid and reliable projections in the forward pass, and the implicit function theorem for backpropagation. We deploy $Π$net as a feasible-by-design optimization proxy for parametric constrained optimization problems and obtain modest-accuracy solutions faster than traditional solvers when solving a single problem, and significantly faster for a batch of problems. We surpass state-of-the-art learning approaches by orders of magnitude in terms of training time, solution quality, and robustness to hyperparameter tuning, while maintaining similar inference times. Finally, we tackle multi-vehicle motion planning with non-convex trajectory preferences and provide $Π$net as a GPU-ready package implemented in JAX.

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arXiv2026

Adaptive Economic Model Predictive Control: Performance Guarantees for Nonlinear Systems

We consider the problem of optimizing the economic performance of nonlinear constrained systems subject to uncertain time-varying parameters and bounded disturbances. In particular, we propose an adaptive economic model predictive control (MPC) framework that: (i) directly minimizes transient economic costs, (ii) addresses parametric uncertainty through online model adaptation, (iii) determines optimal setpoints online, and (iv) ensures robustness by using a tube-based approach. The proposed design ensures recursive feasibility, robust constraint satisfaction, and a transient performance bound. In case the disturbances have a finite energy and the parameter variations have a finite path length, the asymptotic average performance is (approximately) not worse than the performance obtained when operating at the best reachable steady-state. We highlight performance benefits in a numerical example involving a chemical reactor with unknown time-invariant and time-varying parameters.

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arXiv2025

One-Shot Camera-Based Extrusion Optimization for High Speed Fused Filament Fabrication

Off-the-shelf fused filament fabrication 3D printers are widely accessible and convenient, yet they exhibit quality loss at high speeds due to dynamic mis-synchronization between printhead motion and material extrusion systems, notably corner over-extrusion. Existing methods require specialized hardware, extensive calibration, or firmware modifications that are inaccessible to most users. This work presents a practical, end-to-end optimization framework that enhances high-speed printing using only standard 3D printers and a phone camera, without requiring additional complex setup. The method employs a one-shot calibration approach in which two simple printed patterns, captured by a phone camera, enable identification of extrusion dynamics and cornering behavior. The identified systems enable a model-based constrained optimal control strategy that generates optimized G-code, synchronizing motion and extrusion. Experiments show reduced width tracking error, mitigated corner defects, and lower surface roughness, achieving surface quality at 3600 mm/min comparable to conventional printing at 1600 mm/min, effectively doubling production speed while maintaining print quality. This accessible, hardware-minimal approach enables a wide range of fused filament fabrication users to achieve high-quality, high-speed additive manufacturing.

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arXiv2025

Layer-to-layer Closed-loop Switched Heating and Cooling Control of the Laser Powder Bed Fusion Process

This study investigates the stabilization of interlayer temperature in the laser powder bed fusion process through a novel switched layer-to-layer closed-loop feedback controller. The controller architecture aims to measure the interlayer temperature by a laterally positioned thermal camera and maintain a preset reference temperature by switching between the heating mode through dynamic laser power adjustment and the cooling mode by assigning interlayer dwell time to allow cooling between layers. The switching controller employs a feedback optimization control algorithm for the heating mode to adjust the laser power, and a triggering algorithm that increases the interlayer dwell time until the interlayer temperature reaches the reference value. Additionally, the study compares the performance of the proposed controller in both supported and unsupported overhanging parts to evaluate the effect of support structures on the controller performance as well as the thermal behavior of overhanging parts. Results demonstrate the controller's effectiveness in stabilizing interlayer temperature across varying cross-sectional areas while remaining within the material's stable processing zone. In the heating mode, the controller efficiently stabilizes temperature, even in geometries with significant cross-section variation. The study also identifies trade-offs among process efficiency, energy consumption, and build time. Supported parts exhibit reduced overheating but consume more energy and material, while unsupported parts stabilize interlayer temperature faster but with longer build times due to increased dwell time assignments. The research highlights notable improvements in interlayer temperature control for geometries prone to excessive thermal stresses. Moreover, the introduction of interlayer dwell time offers a practical solution to maintaining thermal stability in complex geometries.

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arXiv2025

Differentiable-by-design Nonlinear Optimization for Model Predictive Control

Nonlinear optimization-based control policies, such as those those arising in nonlinear Model Predictive Control, have seen remarkable success in recent years. These policies require solving computationally demanding nonlinear optimization programs online at each time-step. The resulting solution map, viewed as a function of the measured state of the system and design parameters, may not be differentiable, which poses significant challenges if the control policy is embedded in a gradient-based policy optimization scheme. We propose a principled way to regularize the nonlinear optimization problem, obtaining a surrogate derivative even if when the original problem is not differentiable. The surrogate problem is differentiable by design and its solution map coincides with the solution of the unregularized problem. We demonstrate the effectiveness of our approach in a free-final-time optimal control problem and a receding-horizon nonlinear MPC example.

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arXiv2025

Guided Bayesian Optimization: Data-Efficient Controller Tuning with Digital Twin

This article presents the guided Bayesian optimization algorithm as an efficient data-driven method for iteratively tuning closed-loop controller parameters using an event-triggered digital twin of the system based on available closed-loop data. We define a controller tuning framework independent of the controller or the plant structure. Our proposed methodology is model-free, making it suitable for nonlinear and unmodelled plants with measurement noise. The objective function consists of performance metrics modeled by Gaussian processes. We utilize the available information in the closed-loop system to identify and progressively maintain a digital twin that guides the optimizer, improving the data efficiency of our method. Switching the digital twin on and off is triggered by data-driven criteria related to the digital twin's uncertainty estimations in the BO tuning framework. Effectively, it replaces much of the exploration of the real system with exploration performed on the digital twin. We analyze the properties of our method in simulation and demonstrate its performance on two real closed-loop systems with different plant and controller structures. The experimental results show that our method requires fewer experiments on the physical plant than Bayesian optimization to find the optimal controller parameters.

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arXiv2025

Guided Multi-Fidelity Bayesian Optimization for Data-driven Controller Tuning with Digital Twins

We propose a \textit{guided multi-fidelity Bayesian optimization} framework for data-efficient controller tuning that integrates corrected digital twin simulations with real-world measurements. The method targets closed-loop systems with limited-fidelity simulations or inexpensive approximations. To address model mismatch, we build a multi-fidelity surrogate with a learned correction model that refines digital twin estimates using real data. An adaptive cost-aware acquisition function balances expected improvement, fidelity, and sampling cost. Our method ensures adaptability as new measurements arrive. The digital twin accuracy is re-estimated, dynamically adapting both cross-source correlations and the acquisition function. This ensures that accurate simulations are used more frequently, while inaccurate simulation data are appropriately downweighted. Experiments on robotic drive hardware and supporting numerical studies demonstrate that our method enhances tuning efficiency compared to standard Bayesian optimization and multi-fidelity methods.

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arXiv2025

Loss-aware distributionally robust optimization via trainable optimal transport ambiguity sets

Optimal-Transport Distributionally Robust Optimization (OT-DRO) robustifies data-driven decision-making under uncertainty by capturing the sampling-induced statistical error via optimal transport ambiguity sets. The standard OT-DRO pipeline consists of a two-step procedure, where the ambiguity set is first designed and subsequently embedded into the downstream OT-DRO problem. However, this separation between uncertainty quantification and optimization might result in excessive conservatism. We introduce an end-to-end pipeline to automatically learn decision-focused ambiguity sets for OT-DRO problems, where the loss function informs the shape of the optimal transport ambiguity set, leading to less conservative yet distributionally robust decisions. We formulate the learning problem as a bilevel optimization program and solve it via a hypergradient-based method. By leveraging the recently introduced nonsmooth conservative implicit function theorem, we establish convergence to a critical point of the bilevel problem. We present experiments validating our method on standard portfolio optimization and linear regression tasks.

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arXiv2025

Distributionally Robust LQG with Kullback-Leibler Ambiguity Sets

The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially observable stochastic linear systems and provide a robustification of the standard LQG against distributional uncertainties on the process and measurement noise. Our distributionally robust formulation specifies the admissible perturbations by defining a relative entropy based ambiguity set individually for each time step along a finite-horizon trajectory, and minimizes the worst-case cost across all admissible distributions. We prove that the optimal control policy is still linear, as in standard LQG, and derive a computational scheme grounded on iterative best response that provably converges to the set of saddle points. Finally, we consider the case of endogenous uncertainty captured via decision-dependent ambiguity sets and we propose an approximation scheme based on dynamic programming.

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arXiv2025

Inside madupite: Technical Design and Performance

In this work, we introduce and benchmark madupite, a newly proposed high-performance solver designed for large-scale discounted infinite-horizon Markov decision processes with finite state and action spaces. After a brief overview of the class of mathematical optimization methods on which madupite relies, we provide details on implementation choices, technical design and deployment. We then demonstrate its scalability and efficiency by showcasing its performance on the solution of Markov decision processes arising from different application areas, including epidemiology and classical control. Madupite sets a new standard as, to the best of our knowledge, it is the only solver capable of efficiently computing exact solutions for large-scale Markov decision processes, even when these exceed the memory capacity of modern laptops and operate in near-undiscounted settings. This is possible as madupite can work in a fully distributed manner and therefore leverage the memory storage and computation capabilities of modern high-performance computing clusters. This key feature enables the solver to efficiently handle problems of medium to large size in an exact manner instead of necessarily resorting to function approximations. Moreover, madupite is unique in allowing users to customize the solution algorithm to better exploit the specific structure of their problem, significantly accelerating convergence especially in large-discount factor settings. Overall, madupite represents a significant advancement, offering unmatched scalability and flexibility in solving large-scale Markov decision processes.

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arXiv2025

Closed-loop Performance Optimization of Model Predictive Control with Robustness Guarantees

Model mismatch and process noise are two frequently occurring phenomena that can drastically affect the performance of model predictive control (MPC) in practical applications. We propose a principled way to tune the cost function and the constraints of linear MPC schemes to improve the closed-loop performance and robust constraint satisfaction on uncertain nonlinear dynamics with additive noise. The tuning is performed using a novel MPC tuning algorithm based on backpropagation developed in our earlier work. Using the scenario approach, we provide probabilistic bounds on the likelihood of closed-loop constraint violation over a finite horizon. We showcase the effectiveness of the proposed method on linear and nonlinear simulation examples.

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arXiv2025

A Data-driven Predictive Control Architecture for Train Thermal Energy Management

We aim to improve the energy efficiency of train climate control architectures, with a focus on a specific class of regional trains operating throughout Switzerland, especially in Zurich and Geneva. Heating, Ventilation, and Air Conditioning (HVAC) systems represent the second largest energy consumer in these trains after traction. The current architecture comprises a high-level rule-based controller and a low-level tracking controller. To improve train energy efficiency, we propose adding a middle data-driven predictive control layer aimed at minimizing HVAC energy consumption while maintaining passenger comfort. The scheme incorporates a multistep prediction model developed using real-world data collected from a limited number of train coaches. To validate the effectiveness of the proposed architecture, we conduct multiple experiments on a separate set of train coaches; our results suggest energy savings between 10% and 35% with respect to the current architecture.

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arXiv2025

DeePC-Hunt: Data-enabled Predictive Control Hyperparameter Tuning via Differentiable Optimization

This paper introduces Data-enabled Predictive Control Hyperparameter Tuning via Differentiable Optimization (DeePC-Hunt), a backpropagation-based method for automatic hyperparameter tuning of the DeePC algorithm. The necessity for such a method arises from the importance of hyperparameter selection to achieve satisfactory closed-loop DeePC performance. The standard methods for hyperparameter selection are to either optimize the open-loop performance, or use manual guess-and-check. Optimizing the open-loop performance can result in unacceptable closed-loop behavior, while manual guess-and-check can pose safety challenges. DeePC-Hunt provides an alternative method for hyperparameter tuning which uses an approximate model of the system dynamics and backpropagation to directly optimize hyperparameters for the closed-loop DeePC performance. Numerical simulations demonstrate the effectiveness of DeePC in combination with DeePC-Hunt in a complex stabilization task for a nonlinear system and its superiority over model-based control strategies in terms of robustness to model misspecifications.

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arXiv2025

Split-as-a-Pro: behavioral control via operator splitting and alternating projections

The paper introduces Split-as-a-Pro, a control framework that integrates behavioral systems theory, operator splitting methods, and alternating projection algorithms. The framework reduces dynamic optimization problems - arising in both control and estimation - to efficient projection computations. Split-as-a-Pro builds on a non-parametric formulation that exploits system structure to separate dynamic constraints imposed by individual subsystems from external ones, such as interconnection constraints and input/output constraints. This enables the use of arbitrary system representations, as long as the associated projection is efficiently computable, thereby enhancing scalability and compatibility with gray-box modeling. We demonstrate the effectiveness of Split-as-a-Pro by developing a distributed algorithm for solving finite-horizon linear quadratic control problems and illustrate its use in predictive control. Our numerical case studies show that algorithms obtained using Split-as-a-Pro significantly outperform their centralized counterparts in runtime and scalability across various standard graph topologies, while seamlessly leveraging both model-based and data-driven system representations.

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arXiv2025

Parallel Model Predictive Control for Deterministic Systems

In this note, we consider infinite horizon optimal control problems with deterministic systems. Since exact solutions to these problems are often intractable, we propose a parallel model predictive control (MPC) method that provides an approximate solution. Our method computes multiple lookahead minimization problems at each time, where each minimization may involve a different number of lookahead steps, and terminal cost and constraint. The policy computed via parallel MPC applies the first control of the lookahead minimization with the lowest cost. We show that the proposed method can harnesses the power of multiple computing units. Moreover, we prove that the policy computed via parallel MPC has better performance guarantee than that computed via the single lookahead minimization involved in parallel MPC.

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arXiv2025

Contractivity and linear convergence in bilinear saddle-point problems: An operator-theoretic approach

We study the convex-concave bilinear saddle-point problem $\min_x \max_y f(x) + y^\top Ax - g(y)$, where both, only one, or none of the functions $f$ and $g$ are strongly convex, and suitable rank conditions on the matrix $A$ hold. The solution of this problem is at the core of many machine learning tasks. By employing tools from monotone operator theory, we systematically prove the contractivity (in turn, the linear convergence) of several first-order primal-dual algorithms, including the Chambolle-Pock method. Our approach results in concise proofs, and it yields new convergence guarantees and tighter bounds compared to known results.

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arXiv2025

Plug and Play Distributed Control of Clustered Energy Hub Networks

The transition to renewable energy is driving the rise of distributed multi-energy systems, in which individual energy hubs and prosumers (e.g., homes, industrial campuses) generate, store, and trade energy. Economic Model Predictive Control (MPC) schemes are widely used to optimize operation of energy hubs by efficiently dispatching resources and minimizing costs while ensuring operational constraints are met. Peer-to-peer (P2P) energy trading among hubs enhances network efficiency and reduces costs but also increases computational and privacy challenges, especially as the network scales. Additionally, current distributed control techniques require global recomputation whenever the network topology changes, limiting scalability. To address these challenges, we propose a clustering-based P2P trading framework that enables plug-and-play operation, allowing energy hubs to seamlessly join or leave without requiring network-wide controller updates. The impact is restricted to the hubs within the affected cluster. The energy trading problem is formulated as a bi-level bargaining game, where inter-cluster trading commitments are determined at the cluster level, while energy dispatch and cost-sharing among hubs within a cluster are refined at the hub level. Both levels are solved in a distributed manner using ADMM, ensuring computational feasibility and privacy preservation. Moreover, we develop plug-and-play procedures to handle dynamic topology changes at both the hub and cluster levels, minimizing disruptions across the network. Simulation results demonstrate that the proposed bi-level framework reduces operational costs, and enables scalable energy management under plug-and-play operation.

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