Courses

I am currently teaching the following courses at KTH.
EL2700: Model-predictive control
Model-predictive control (MPC) has emerged as the preferred technique for systems that are subject to hard constraints on state variables and control signals. This course develops the fundamental theory, understanding and engineering skills necessary for designing state-of-the-art MPC controllers for industrial systems. The course is offered in period 1 each year.

Course elements:
  • Linear systems in discrete-time
  • Finite-time optimal control: convex optimization and dynamic programming
  • Linear-quadratic control theory
  • Lyapunov stability and invariance
  • Linear model-predictive control: analysis and design
  • Nonlinear and robust MPC

Lecture notes are here. Videos, labs, and old exams can be found on Canvas.
FEL3311: Distributed optimization
This PhD-level course teaches modern theory and algorithms for scalable optimization, with focus on machine-learning and other challenging and data-rich applications. The course is offered (roughly) every two years, depending on the demand.

Course elements:
  • Gradient descent and introduction to convergence analysis
  • Non-smooth optimization and subgradients
  • Proximal gradient methods
  • Accelerated gradient methods
  • Coordinate descent methods
  • Stochastic gradient descent
  • Newton and Bregman methods
  • Data preconditioning and adaptive methods
  • Aspects of non-convex optimization
  • Decomposition and splitting
  • Decentralized optimization
  • Communication-efficient optimization
  • Federated learning
  • Asynchronous optimization
  • System aspects of large-scale training

Workshops and tutorials

Slides from a rather random selection of past presentations.

Asynchronous optimization under the lens of control theory

NCCR Seminar at EPFL, March 2024.

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Optimization under asynchrony and information delays

Flow

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Learning at the edge

WiOpt

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The Julia language for control

American Control Conference

Decomposition methods for distributed optimization

European Control Conference

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Stability and stabilization of hybrid systems

Hycon Summer School

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Five ideas in networked sensing and control

ICASSP

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Wireless networking for control: technologies and models

Dutch Institute for Systems and Control

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