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We use online convex optimization (OCO) for setpoint tracking with uncertain, flexible loads. We consider full feedback from the loads, bandit feedback, and two intermediate types of feedback: partial bandit where a subset of the loads are…

Optimization and Control · Mathematics 2020-12-11 Antoine Lesage-Landry , Joshua A. Taylor

Iterative learning control (ILC) is a control strategy for repetitive tasks wherein information from previous runs is leveraged to improve future performance. Optimization-based ILC (OB-ILC) is a powerful design framework for constrained…

Systems and Control · Electrical Eng. & Systems 2022-05-27 Dominic Liao-McPherson , Efe C. Balta , Alisa Rupenyan , John Lygeros

In this paper, we propose an online learning-based predictive control (LPC) approach designed for nonlinear systems that lack explicit system dynamics. Unlike traditional model predictive control (MPC) algorithms that rely on known system…

Optimization and Control · Mathematics 2025-03-17 Yuanqing Zhang , Huanshui Zhang

Safety-critical control of uncertain, adaptive systems often relies on conservative, worst-case uncertainty bounds that limit closed-loop performance. Online conformal prediction is a powerful data-driven method for quantifying uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Daniel M. Cherenson , Dimitra Panagou

Model predictive control (MPC) is a widely used modern control technique with numerous successful application in diverse areas. Much of this success is due to the ability of MPC to enforce state and control constraints, which are crucial in…

Systems and Control · Electrical Eng. & Systems 2020-09-23 Tam W. Nguyen , Syed Aseem Ul Islam , Dennis S. Bernstein , Ilya V. Kolmanovsky

We consider the setting of online convex optimization with adversarial time-varying constraints in which actions must be feasible w.r.t. a fixed constraint set, and are also required on average to approximately satisfy additional…

Machine Learning · Computer Science 2024-02-15 Dan Garber , Ben Kretzu

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 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…

Optimization and Control · Mathematics 2020-05-11 Sandeep Menta , Adrian Hauswirth , Saverio Bolognani , Gabriela Hug , Florian Dörfler

An important challenge in the online convex optimization (OCO) setting is to incorporate generalized inequalities and time-varying constraints. The inclusion of constraints in OCO widens the applicability of such algorithms to dynamic and…

Optimization and Control · Mathematics 2024-06-03 Jean-Luc Lupien , Iman Shames , Antoine Lesage-Landry

This paper considers online convex optimization (OCO) problems - the paramount framework for online learning algorithm design. The loss function of learning task in OCO setting is based on streaming data so that OCO is a powerful tool to…

Machine Learning · Computer Science 2019-11-26 Wenye Ma

This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…

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

We study the problem of private online learning, specifically, online prediction from experts (OPE) and online convex optimization (OCO). We propose a new transformation that transforms lazy online learning algorithms into private…

Machine Learning · Computer Science 2025-02-25 Hilal Asi , Tomer Koren , Daogao Liu , Kunal Talwar

In several applications of online optimization to networked systems such as power grids and robotic networks, information about the system model and its disturbances is not generally available. Within the optimization community, increasing…

Optimization and Control · Mathematics 2025-09-01 Caio Kalil Lauand , Andrey Bernstein

This is the last part of four series papers, aiming at stabilization for signal-input-signaloutput (SISO) linear finite-dimensional systems corrupted by general input disturbances. A new observer, referred to as Extended Dynamics Observer…

Systems and Control · Electrical Eng. & Systems 2020-11-13 Hongyinping Feng , Bao-Zhu Guo

A constrained version of the online convex optimization (OCO) problem is considered. With slotted time, for each slot, first an action is chosen. Subsequently the loss function and the constraint violation penalty evaluated at the chosen…

Machine Learning · Computer Science 2023-01-25 Rahul Vaze

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 and Control · Mathematics 2021-05-10 Jannik Hahn , Olaf Stursberg

This paper presents a computationally efficient robust model predictive control law for discrete linear time invariant systems subject to additive disturbances that may depend on the state and/or input norms. Despite the dependency being…

Optimization and Control · Mathematics 2019-08-12 Danylo Malyuta , Behcet Acikmese , Martin Cacan

We study a variant of online convex optimization where the player is permitted to switch decisions at most $S$ times in expectation throughout $T$ rounds. Similar problems have been addressed in prior work for the discrete decision set…

Machine Learning · Computer Science 2023-09-19 Uri Sherman , Tomer Koren

The PID controller remains the most widely adopted control architecture, with groundbreaking success across extensive implications. However, optimal parameter tuning for PID controller remains a critical challenge. Existing theories…

Systems and Control · Electrical Eng. & Systems 2025-07-17 Zimao Sheng , Hongan Yang , Jiakang Wang , Tong Zhang

This paper proposes a control strategy consisting of a robust controller and an Echo State Network (ESN) based control law for stabilizing a class of uncertain nonlinear discrete-time systems subject to persistent disturbances. Firstly, the…

Systems and Control · Electrical Eng. & Systems 2024-10-31 A. Banderchuk , D. Coutinho , E. Camponogara
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