English
Related papers

Related papers: A Control Theoretical Approach to Online Constrain…

200 papers

Online optimization has emerged as powerful tool in large scale optimization. In this paper, we introduce efficient online algorithms based on the alternating directions method (ADM). We introduce a new proof technique for ADM in the batch…

Machine Learning · Computer Science 2012-07-03 Huahua Wang , Arindam Banerjee

This paper studies a distributed online constrained optimization problem over time-varying unbalanced digraphs without explicit subgradients. In sharp contrast to the existing algorithms, we design a novel consensus-based distributed online…

Optimization and Control · Mathematics 2022-08-26 Yongyang Xiong , Xiang Li , Keyou You , Ligang Wu

In this paper, we present a novel nonlinear programming-based approach to fine-tune pre-trained neural networks to improve robustness against adversarial attacks while maintaining high accuracy on clean data. Our method introduces…

Machine Learning · Computer Science 2024-10-28 Shudian Zhao , Jan Kronqvist

In this paper we propose a framework for solving constrained online convex optimization problem. Our motivation stems from the observation that most algorithms proposed for online convex optimization require a projection onto the convex set…

Machine Learning · Computer Science 2012-10-01 Mehrdad Mahdavi , Rong Jin , Tianbao Yang

This paper proposes an optimization-based approach to predict trajectories of autonomous race cars. We assume that the observed trajectory is the result of an optimization problem that trades off path progress against acceleration and jerk…

Systems and Control · Electrical Eng. & Systems 2022-12-06 Rudolf Reiter , Florian Messerer , Markus Schratter , Daniel Watzenig , Moritz Diehl

This paper studies the online optimal control problem with time-varying convex stage costs for a time-invariant linear dynamical system, where a finite lookahead window of accurate predictions of the stage costs are available at each time.…

Optimization and Control · Mathematics 2019-10-23 Yingying Li , Xin Chen , Na Li

We consider the fundamental problem of online control of a linear dynamical system from two different viewpoints: regret minimization and competitive analysis. We prove that the optimal competitive policy is well-approximated by a convex…

Machine Learning · Computer Science 2022-11-22 Gautam Goel , Naman Agarwal , Karan Singh , Elad Hazan

We consider systems that require timely monitoring of sources over a communication network, where the cost of delayed information is unknown, time-varying and possibly adversarial. For the single source monitoring problem, we design…

Networking and Internet Architecture · Computer Science 2021-05-31 Vishrant Tripathi , Eytan Modiano

A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive…

Optimization and Control · Mathematics 2022-02-08 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…

Optimization and Control · Mathematics 2019-11-13 George I. Boutselis , Ziyi Wang , Evangelos A. Theodorou

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-05-21 Jiashuo Jiang

Recently, several universal methods have been proposed for online convex optimization which can handle convex, strongly convex and exponentially concave cost functions simultaneously. However, most of these algorithms have been designed…

Machine Learning · Computer Science 2023-02-14 Arnold Salas

In the online non-stochastic control problem, an agent sequentially selects control inputs for a linear dynamical system when facing unknown and adversarially selected convex costs and disturbances. A common metric for evaluating control…

Optimization and Control · Mathematics 2025-04-24 Vijeth Hebbar , Cédric Langbort

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

Machine Learning · Computer Science 2021-09-30 Yassir Jedra , Alexandre Proutiere

We study Constrained Online Convex Optimization with Memory (COCO-M), where both the loss and the constraints depend on a finite window of past decisions made by the learner. This setting extends the previously studied unconstrained online…

Machine Learning · Computer Science 2026-03-24 Mohammed Abdullah , George Iosifidis , Salah Eddine Elayoubi , Tijani Chahed

We study the control of a linear dynamical system with adversarial disturbances (as opposed to statistical noise). The objective we consider is one of regret: we desire an online control procedure that can do nearly as well as that of a…

Machine Learning · Computer Science 2019-02-26 Naman Agarwal , Brian Bullins , Elad Hazan , Sham M. Kakade , Karan Singh

We consider control from the perspective of competitive analysis. Unlike much prior work on learning-based control, which focuses on minimizing regret against the best controller selected in hindsight from some specific class, we focus on…

Optimization and Control · Mathematics 2021-08-02 Gautam Goel , Babak Hassibi

Control synthesis under constraints is at the forefront of research on autonomous systems, in part due to its broad application from low-level control to high-level planning, where computing control inputs is typically cast as a constrained…

Optimization and Control · Mathematics 2026-03-23 Panagiotis Rousseas , Haejoon Lee , Dimos V. Dimarogonas , Dimitra Panagou

We propose an anytime online algorithm for the problem of learning a sequence of adversarial convex cost functions while approximately satisfying another sequence of adversarial online convex constraints. A sequential algorithm is called…

Machine Learning · Computer Science 2025-10-28 Dhruv Sarkar , Abhishek Sinha

Matching problems with group-fairness constraints and diversity constraints have numerous applications such as in allocation problems, committee selection, school choice, etc. Moreover, online matching problems have lots of applications in…

Data Structures and Algorithms · Computer Science 2023-08-04 Anand Louis , Meghana Nasre , Prajakta Nimbhorkar , Govind S. Sankar