Related papers: Online Feedback Optimization and Singular Perturba…
This paper addresses two fundamental challenges in distributed online convex optimization: communication efficiency and optimization under limited feedback. We propose Online Compressed Gradient Tracking with one-point Bandit Feedback…
Autonomous optimization refers to the design of feedback controllers that steer a physical system to a steady state that solves a predefined, possibly constrained, optimization problem. As such, no exogenous control inputs such as setpoints…
In this paper, we propose a combined Online Feedback Optimization (OFO) and dynamic estimation approach for a real-time power grid operation under time-varying conditions. A dynamic estimation uses grid measurements to generate the…
This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the…
A dual formulation for the problem of determining absolute performance limitations on overshoot, undershoot, maximum amplitude and fluctuation minimization for continuous-time feedback systems is constructed. Determining, for example, the…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
The continuous-time analysis of existing iterative algorithms for optimization has a long history. This work proposes a novel continuous-time control-theoretic framework for equality-constrained optimization. The key idea is to design a…
The Cut & Count technique and the rank-based approach have lead to single-exponential FPT algorithms parameterized by treewidth, that is, running in time $2^{O(tw)}n^{O(1)}$, for Feedback Vertex Set and connected versions of the classical…
In the field of online sequential decision-making, we address the problem with delays utilizing the framework of online convex optimization (OCO), where the feedback of a decision can arrive with an unknown delay. Unlike previous research…
This paper considers the problem of steady-state real-time optimization (RTO) of interconnected systems with a common constraint that couples several units, for example, a shared resource. Such problems are often studied under the context…
We study unconstrained Online Linear Optimization with Lipschitz losses. Motivated by the pursuit of instance optimality, we propose a new algorithm that simultaneously achieves ($i$) the AdaGrad-style second order gradient adaptivity; and…
This paper proposes a unifying design framework for dynamic feedback controllers that track solution trajectories of time-varying generalized equations, such as local minimizers of nonlinear programs or competitive equilibria (e.g., Nash)…
This paper addresses finite-time horizon optimal control of single-loop networked control systems with stochastically modeled communication channel and disturbances. To cope with the uncertainties, an optimization-based control scheme is…
Optimization with preference feedback is an active research area with many applications in engineering systems where humans play a central role, such as building control and autonomous vehicles. While most existing studies focus on…
Two OFFO (Objective-Function Free Optimization) noise tolerant algorithms are presented that handle bound constraints, inexact gradients and use second-order information when available.The first is a multi-level method exploiting a…
A major limitation of online algorithms that track the optimizers of time-varying nonconvex optimization problems is that they focus on a specific local minimum trajectory, which may lead to poor spurious local solutions. In this paper, we…
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…
We revisit multi-agent asynchronous online optimization with delays, where only one of the agents becomes active for making the decision at each round, and the corresponding feedback is received by all the agents after unknown delays.…
We consider the problem of optimizing the steady state of a dynamical system in closed loop. Conventionally, the design of feedback optimization control laws assumes that the system is stationary. However, in reality, the dynamics of the…
Finite-time optimal feedback control for flow networks under information constraints is studied. By utilizing the framework of multi-parametric linear programming, it is demonstrated that when cost/constraints can be modeled or approximated…