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In this paper we focus on the solution of online problems with time-varying, linear equality and inequality constraints. Our approach is to design a novel online algorithm by leveraging the tools of control theory. In particular, for the…

Optimization and Control · Mathematics 2025-09-04 Umberto Casti , Nicola Bastianello , Ruggero Carli , Sandro Zampieri

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

In this paper, we study the problem of online tracking in linear control systems, where the objective is to follow a moving target. Unlike classical tracking control, the target is unknown, non-stationary, and its state is revealed…

Systems and Control · Electrical Eng. & Systems 2024-06-14 Anastasios Tsiamis , Aren Karapetyan , Yueshan Li , Efe C. Balta , John Lygeros

In this work, we exploit an offline-sampling based strategy for the constrained data-driven predictive control of an unknown linear system subject to random measurement noise. The strategy uses only past measured, potentially noisy data in…

Systems and Control · Electrical Eng. & Systems 2024-09-26 Johannes Teutsch , Sebastian Kerz , Tim Brüdigam , Dirk Wollherr , Marion Leibold

Wireless communications for status update are becoming increasingly important, especially for machine-type control applications. Existing work has been mainly focused on Age of Information (AoI) optimizations. In this paper, a status-aware…

Information Theory · Computer Science 2020-02-05 Zhiyuan Jiang , Zixu Cao , Siyu Fu , Fei Peng , Shan Cao , Shunqing Zhang , Shugong Xu

This study presents incremental correction methods for refining neural network parameters or control functions entering into a continuous-time dynamic system to achieve improved solution accuracy in satisfying the interim point constraints…

Optimization and Control · Mathematics 2024-03-12 Namhoon Cho , Hyo-Sang Shin , Antonios Tsourdos , Davide Amato

We introduce a new online convex optimization algorithm that adaptively chooses its regularization function based on the loss functions observed so far. This is in contrast to previous algorithms that use a fixed regularization function…

Machine Learning · Computer Science 2010-07-08 H. Brendan McMahan , Matthew Streeter

A key challenge in learning-based model predictive control (MPC) is to collect informative data online for model adaptation while ensuring safety and without penalising control performance. In this paper, we propose an online model…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Laura Boca de Giuli , Alessio La Bella , Manish Prajapat , Johannes Köhler , Anna Scampicchio , Riccardo Scattolini , Melanie Zeilinger

Prediction markets rely on liquidity to convert trades into informative prices, yet existing mechanisms fix liquidity ex ante. This restriction enforces a static trade-off between price responsiveness and worst-case loss despite inherently…

Computer Science and Game Theory · Computer Science 2026-05-12 Enrique Nueve , Bao Nguyen , Rafael Frongillo , Bo Waggoner

Predictive human models often need to adapt their parameters online from human data. This raises previously ignored safety-related questions for robots relying on these models such as what the model could learn online and how quickly could…

Robotics · Computer Science 2021-10-01 Andrea Bajcsy , Anand Siththaranjan , Claire J. Tomlin , Anca D. Dragan

Large-scale streaming data are common in modern machine learning applications and have led to the development of online learning algorithms. Many fields, such as supply chain management, weather and meteorology, energy markets, and finance,…

Machine Learning · Statistics 2026-04-27 Simon Hirsch , Jonathan Berrisch , Florian Ziel

We present a unified method, based on convex optimization, for managing the power produced and consumed by a network of devices over time. We start with the simple setting of optimizing power flows in a static network, and then proceed to…

Optimization and Control · Mathematics 2019-03-18 Nicholas Moehle , Enzo Busseti , Stephen Boyd , Matt Wytock

We develop an indirect-adaptive model predictive control algorithm for uncertain linear systems subject to constraints. The system is modeled as a polytopic linear parameter varying system where the convex combination vector is constant but…

Systems and Control · Computer Science 2015-09-25 Stefano Di Cairano

This paper presents a novel distributed active set method for model predictive control of linear systems. The method combines a primal active set strategy with a decentralized conjugate gradient method to solve convex quadratic programs. An…

Optimization and Control · Mathematics 2021-03-24 Gösta Stomberg , Alexander Engelmann , Timm Faulwasser

The deformable linear objects (DLOs) are common in both industrial and domestic applications, such as wires, cables, ropes. Because of its highly deformable nature, it is difficult for the robot to reproduce human's dexterous skills on…

Robotics · Computer Science 2021-07-02 Mingrui Yu , Hanzhong Zhong , Fangxun Zhong , Xiang Li

We develop an online learning method for prediction, which is important in problems with large and/or streaming data sets. We formulate the learning approach using a covariance-fitting methodology, and show that the resulting predictor has…

Machine Learning · Computer Science 2017-03-16 Dave Zachariah , Petre Stoica , Thomas B. Schön

Moments when a time series changes its behavior are called change points. Occurrence of change point implies that the state of the system is altered and its timely detection might help to prevent unwanted consequences. In this paper, we…

Machine Learning · Computer Science 2026-03-10 Mikhail Hushchyn , Kenenbek Arzymatov , Denis Derkach

Model predictive control is a prominent approach to construct a feedback control loop for dynamical systems. Due to real-time constraints, the major challenge in MPC is to solve model-based optimal control problems in a very short amount of…

Optimization and Control · Mathematics 2020-12-15 Sina Ober-Blöbaum , Sebastian Peitz

In this work, we propose a non-parametric technique for online modeling of systems with unknown nonlinear Lipschitz dynamics. The key idea is to successively utilize measurements to approximate the graph of the state-update function using…

Systems and Control · Electrical Eng. & Systems 2019-10-10 Siddharth H. Nair , Monimoy Bujarbaruah , Francesco Borrelli

Deep neural networks (DNNs), trained with gradient-based optimization and backpropagation, are currently the primary tool in modern artificial intelligence, machine learning, and data science. In many applications, DNNs are trained offline,…

Machine Learning · Computer Science 2024-02-02 Jacob G. Elkins , Farbod Fahimi
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