Related papers: A Hybrid Control Algorithm for Gradient-Free Optim…
Discrete optimization is a central problem in mathematical optimization with a broad range of applications, among which binary optimization and sparse optimization are two common ones. However, these problems are NP-hard and thus difficult…
The aim of this work is to design controllers through explicit minimization of the settling time of a closed-loop response, by using a class of methods adequate for this objective. To the best of our knowledge, all the methods available in…
We consider smooth stochastic convex optimization problems in the context of algorithms which are based on directional derivatives of the objective function. This context can be considered as an intermediate one between derivative-free…
We present a distributed conjugate gradient method for distributed optimization problems, where each agent computes an optimal solution of the problem locally without any central computation or coordination, while communicating with its…
In this paper, we present a novel control scheme for feedback optimization. That is, we propose a discrete-time controller that can steer the steady state of a physical plant to the solution of a constrained optimization problem without…
We study novel robust zero-order algorithms with acceleration for the solution of real-time optimization problems. In particular, we propose a family of extremum seeking dynamics that can be universally modeled as singularly perturbed…
Data-driven iterative learning control can achieve high performance for systems performing repeating tasks without the need for modeling. The aim of this paper is to develop a fast data-driven method for iterative learning control that is…
We consider an unconstrained problem of minimizing a smooth convex function which is only available through noisy observations of its values, the noise consisting of two parts. Similar to stochastic optimization problems, the first part is…
Treating optimization methods as dynamical systems can be traced back centuries ago in order to comprehend the notions and behaviors of optimization methods. Lately, this mind set has become the driving force to design new optimization…
In this paper, we present a novel Newton-based extremum seeking controller for the solution of multivariable model-free optimization problems in static maps. Unlike existing asymptotic and fixed-time results in the literature, we present a…
In a Hilbert setting, for convex differentiable optimization, we develop a general framework for adaptive accelerated gradient methods. They are based on damped inertial dynamics where the coefficients are designed in a closed-loop way.…
We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…
This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…
This paper proposes a novel method for designing finite-horizon discrete-valued switching signals in linear switched systems based on discreteness-promoting regularization. The inherent combinatorial optimization problem is reformulated as…
In this paper, we consider continuous-time stochastic optimal control problems where the cost is evaluated through a coherent risk measure. We provide an explicit gradient descent-ascent algorithm which applies to problems subject to…
A broad class of hybrid quantum-classical algorithms known as "variational algorithms" have been proposed in the context of quantum simulation, machine learning, and combinatorial optimization as a means of potentially achieving a quantum…
This paper studies finite-horizon robust tracking control for discrete-time linear systems, based on input-output data. We leverage behavioral theory to represent system trajectories through a set of noiseless historical data, instead of…
We propose an unconstrained optimization method based on the well-known primal-dual hybrid gradient (PDHG) algorithm. We first formulate the optimality condition of the unconstrained optimization problem as a saddle point problem. We then…
We propose an algorithm based on online convex optimization for controlling discrete-time linear dynamical systems. The algorithm is data-driven, i.e., does not require a model of the system, and is able to handle a priori unknown and…
We develop an autonomous navigation algorithm for a robot operating in two-dimensional environments cluttered with obstacles having arbitrary convex shapes. The proposed navigation approach relies on a hybrid feedback to guarantee global…