arXiv subjects

Xuhui Feng

Publications and source records attributed to Xuhui Feng.

3 recordsLinked to original sources

arXiv2026

Lightweight Real-Time ALADIN for Distributed Optimization

This paper presents a real-time computational framework for multi-node distributed optimization by extending the Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) algorithm. Our approach integrates adjoint sequential quadratic programming (SQP) techniques to enable efficient approximation of Jacobian information within the ALADIN embedded quadratic program, thereby reducing communication overhead. Furthermore, to decrease computational complexity, we design an event-triggered update strategy that avoids updating Hessian and Jacobian matrices at every iteration. The proposed method achieves local convergence and enhanced communication efficiency, making it well suited for time-critical applications. Numerical experiments demonstrate that our approach achieves competitive performance while exhibiting superior computational efficiency in real-time scenarios, validating its practical applicability for time-sensitive distributed optimization challenges.

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arXiv2019

Backward-Forward Reachable Set Splitting for State-Constrained Differential Games

This paper is about a set-based computing method for solving a general class of two-player zero-sum Stackelberg differential games. We assume that the game is modeled by a set of coupled nonlinear differential equations, which can be influenced by the control inputs of the players. Here, each of the players has to satisfy their respective state and control constraints or loses the game. The main contribution is a backward-forward reachable set splitting scheme, which can be used to derive numerically tractable conservative approximations of such two player games. In detail, we introduce a novel class of differential inequalities that can be used to find convex outer approximations of these backward and forward reachable sets. This approach is worked out in detail for ellipsoidal set parameterizations. Our numerical examples illustrate not only the effectiveness of the approach, but also the subtle differences between standard robust optimal control problems and more general constrained two-player zero-sum Stackelberg differential games.

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arXiv2016

Real-time Algorithm for Self-Reflective Model Predictive Control

This paper is about a real-time model predictive control (MPC) algorithm for a particular class of model based controllers, whose objective consists of a nominal tracking objective and an additional learning objective. Here, the construction of the learning term is based on economic optimal experiment design criteria. It is added to the MPC objective in order to excite the system from time-to-time on purpose in order to improve the accuracy of the state and parameter estimates in the presence of incomplete or noise affected measurements. A particular focus of this paper is on so-called self-reflective model predictive control schemes, which have the property that the additional learning term can be interpreted as the expected loss of optimality of the controller in the presence of random measurement errors. The main contribution of this paper is a formulation-tailored algorithm, which exploits the particular structure of self-reflective MPC problems in order to speed-up the online computation. It is shown that, in contrast to generic state-of-the-art optimal control problem solvers, the proposed algorithm can solve the self-reflective optimization problems with reasonable additional computational effort and in real-time. The advantages of the proposed real-time scheme are illustrated by applying the algorithm to a nonlinear process control problem in the presence of measurement errors and process noise.

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