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This paper develops and analyzes feedback-based online optimization methods to regulate the output of a linear time-invariant (LTI) dynamical system to the optimal solution of a time-varying convex optimization problem. The design of the…

Optimization and Control · Mathematics 2018-05-31 Marcello Colombino , Emiliano Dall'Anese , Andrey Bernstein

Reinforcement Learning (RL) controllers have generated excitement within the control community. The primary advantage of RL controllers relative to existing methods is their ability to optimize uncertain systems independently of explicit…

Machine Learning · Computer Science 2021-12-07 Max Mowbray , Panagiotis Petsagkourakis , Ehecatl Antonio del Río Chanona , Dongda Zhang

As a key component of power system production simulation, load forecasting is critical for the stable operation of power systems. Machine learning methods prevail in this field. However, the limited training data can be a challenge. This…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Linna Xu , Yongli Zhu

Learning-based model predictive control (MPC) can enhance control performance by correcting for model inaccuracies, enabling more precise state trajectory predictions than traditional MPC. A common approach is to model unknown residual…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Lars Bartels , Amon Lahr , Andrea Carron , Melanie N. Zeilinger

The massive integration of distributed energy resources changes the operational demands of the electric power distribution system, motivating optimization-based approaches. The added computational complexities of the resulting optimal power…

Optimization and Control · Mathematics 2023-07-04 Yunqi Luo , Rabayet Sadnan , Bala Krishnamoorthy , Anamika Dubey

We study the problem of designing mechanisms for \emph{information acquisition} scenarios. This setting models strategic interactions between an uniformed \emph{receiver} and a set of informed \emph{senders}. In our model the senders…

Computer Science and Game Theory · Computer Science 2023-06-13 Federico Cacciamani , Matteo Castiglioni , Nicola Gatti

Adaptive collection of data is commonplace in applications throughout science and engineering. From the point of view of statistical inference however, adaptive data collection induces memory and correlation in the samples, and poses…

Methodology · Statistics 2020-05-07 Yash Deshpande , Adel Javanmard , Mohammad Mehrabi

We consider online scheduling for an energy harvesting communication system where a sensor node collects samples from a Gaussian source and sends them to a destination node over a Gaussian channel. The sensor is equipped with a finite-sized…

Information Theory · Computer Science 2017-06-01 Ahmed Arafa , Sennur Ulukus

Gaussian processes (GPs) provide a gold standard for performance in online settings, such as sample-efficient control and black box optimization, where we need to update a posterior distribution as we acquire data in a sequential fashion.…

Machine Learning · Statistics 2021-03-03 Samuel Stanton , Wesley J. Maddox , Ian Delbridge , Andrew Gordon Wilson

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…

Machine Learning · Computer Science 2023-02-16 Aadyot Bhatnagar , Huan Wang , Caiming Xiong , Yu Bai

Dynamic resource management has become one of the major areas of research in modern computer and communication system design due to lower power consumption and higher performance demands. The number of integrated cores, level of…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-08-25 Sumit K. Mandal , Umit Y. Ogras , Janardhan Rao Doppa , Raid Z. Ayoub , Michael Kishinevsky , Partha P. Pande

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

Due to its state-of-the-art estimation performance complemented by rigorous and non-conservative uncertainty bounds, Gaussian process regression is a popular tool for enhancing dynamical system models and coping with their inaccuracies.…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Anna Scampicchio , Elena Arcari , Amon Lahr , Melanie N. Zeilinger

Projection-based model reduction is among the most widely adopted methods for constructing parametric Reduced-Order Models (ROM). Utilizing the snapshot data from solving full-order governing equations, the Proper Orthogonal Decomposition…

Machine Learning · Statistics 2025-09-16 Xiao Liu , Jingyi Feng , Xinchao Liu

We consider the problem of \textit{online sparse linear approximation}, where one predicts the best sparse approximation of a sequence of measurements in terms of linear combination of columns of a given measurement matrix. Such online…

Machine Learning · Computer Science 2025-01-08 Samrat Mukhopadhyay , Debasmita Mukherjee

This study focuses on two important problems related to applying offline model-based optimization to real-world industrial control problems. The first problem is how to create a reliable probabilistic model that accurately captures the…

Machine Learning · Computer Science 2024-03-26 Cheng Feng

In this paper, we propose a novel online optimization algorithm built by combining ideas from control theory and system identification. The foundation of our algorithm is a control-based design that makes use of the internal model of the…

Optimization and Control · Mathematics 2025-11-26 Wouter J. A. van Weerelt , Lantian Zhang , Silun Zhang , Nicola Bastianello

Correctly setting the parameters of a production machine is essential to improve product quality, increase efficiency, and reduce production costs while also supporting sustainability goals. Identifying optimal parameters involves an…

Machine Learning · Computer Science 2025-03-24 Philipp Wagner , Tobias Nagel , Philipp Leube , Marco F. Huber

This paper develops a persistently exciting input generating Online Feedback Optimization (OFO) controller that estimates the sensitivity of a process ensuring minimal deviations from the descent direction while converging. This eliminates…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Tore Gude , Marta Anna Zagorowska , Lars Struen Imsland