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To address the uncertainty in function types, recent progress in online convex optimization (OCO) has spurred the development of universal algorithms that simultaneously attain minimax rates for multiple types of convex functions. However,…

Machine Learning · Computer Science 2024-05-31 Wenhao Yang , Yibo Wang , Peng Zhao , Lijun Zhang

Model Predictive Control (MPC) is an optimal control algorithm with strong stability and robustness guarantees. Despite its popularity in robotics and industrial applications, the main challenge in deploying MPC is its high computation…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Camilo Gonzalez , Houshyar Asadi , Lars Kooijman , Chee Peng Lim

Model predictive control (MPC) is a popular control method that has proved effective for robotics, among other fields. MPC performs re-planning at every time step. Re-planning is done with a limited horizon per computational and real-time…

Robotics · Computer Science 2017-03-22 Aviv Tamar , Garrett Thomas , Tianhao Zhang , Sergey Levine , Pieter Abbeel

We study the problem of networked online convex optimization, where each agent individually decides on an action at every time step and agents cooperatively seek to minimize the total global cost over a finite horizon. The global cost is…

Optimization and Control · Mathematics 2022-07-14 Yiheng Lin , Judy Gan , Guannan Qu , Yash Kanoria , Adam Wierman

We consider a generalization of the celebrated Online Convex Optimization (OCO) framework with adversarial online constraints. In this problem, an online learner interacts with an adversary sequentially over multiple rounds. At the…

Machine Learning · Computer Science 2026-01-07 Subhamon Supantha , Abhishek Sinha

The contribution of this paper is a framework for training and evaluation of Model Predictive Control (MPC) implemented using constrained neural networks. Recent studies have proposed to use neural networks with differentiable convex…

Machine Learning · Statistics 2020-05-11 Rebecka Winqvist , Arun Venkitaraman , Bo Wahlberg

Model Predictive Control (MPC) is a classic tool for optimal control of complex, real-world systems. Although it has been successfully applied to a wide range of challenging tasks in robotics, it is fundamentally limited by the prediction…

Robotics · Computer Science 2021-04-08 Nathan Hatch , Byron Boots

This paper considers an online proximal-gradient method to track the minimizers of a composite convex function that may continuously evolve over time. The online proximal-gradient method is inexact, in the sense that: (i) it relies on an…

Optimization and Control · Mathematics 2020-04-24 Amirhossein Ajalloeian , Andrea Simonetto , Emiliano Dall'Anese

The computational burden of model predictive control (MPC) limits its application on real-time systems, such as robots, and often requires the use of short prediction horizons. This not only affects the control performance, but also…

Computational guidance is an emerging and accelerating trend in aerospace guidance and control. Combining machine learning and convex optimization, this paper presents a real-time computational guidance method for the 6-degrees-of-freedom…

Systems and Control · Electrical Eng. & Systems 2022-10-17 Zhipeng Shen , Shiyu Zhou , Jianglong Yu

Stochastic Gradient Descent (SGD) has played a central role in machine learning. However, it requires a carefully hand-picked stepsize for fast convergence, which is notoriously tedious and time-consuming to tune. Over the last several…

Machine Learning · Computer Science 2019-06-10 Zhenxun Zhuang , Ashok Cutkosky , Francesco Orabona

We study consistency properties of machine learning methods based on minimizing convex surrogates. We extend the recent framework of Osokin et al. (2017) for the quantitative analysis of consistency properties to the case of inconsistent…

Machine Learning · Computer Science 2019-01-10 Kirill Struminsky , Simon Lacoste-Julien , Anton Osokin

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

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

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

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

Crash simulations play an essential role in improving vehicle safety, design optimization, and injury risk estimation. Unfortunately, numerical solutions of such problems using state-of-the-art high-fidelity models require significant…

Machine Learning · Computer Science 2024-02-16 Jonas Kneifl , Jörg Fehr , Steven L. Brunton , J. Nathan Kutz

In this work we consider the online control of a known linear dynamic system with adversarial disturbance and adversarial controller cost. The goal in online control is to minimize the regret, defined as the difference between cumulative…

Optimization and Control · Mathematics 2021-10-15 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

Convex optimization is crucial in controlling legged robots, where stability and optimal control are vital. Many control problems can be formulated as convex optimization problems, with a convex cost function and constraints capturing…

Optimization and Control · Mathematics 2023-07-04 Prathamesh Saraf , Mustafa Shaikh , Myron Phan

Learning-to-Defer routes each input to the expert that minimizes expected cost, but it assumes that the information available to every expert is fixed at decision time. Many modern systems violate this assumption: after selecting an expert,…

Machine Learning · Statistics 2026-05-29 Yannis Montreuil , Leïna Montreuil , Axel Carlier , Lai Xing Ng , Wei Tsang Ooi