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We study the task of $(\epsilon, \delta)$-differentially private online convex optimization (OCO). In the online setting, the release of each distinct decision or iterate carries with it the potential for privacy loss. This problem has a…

Cryptography and Security · Computer Science 2023-12-21 Naman Agarwal , Satyen Kale , Karan Singh , Abhradeep Guha Thakurta

This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…

Systems and Control · Electrical Eng. & Systems 2025-12-18 Marko Nonhoff , Emiliano Dall'Anese , Matthias A. Müller

Robust optimization (RO) has emerged as one of the leading paradigms to efficiently model parameter uncertainty. The recent connections between RO and problems in statistics and machine learning domains demand for solving RO problems in…

Optimization and Control · Mathematics 2017-11-21 Nam Ho-Nguyen , Fatma Kilinc-Karzan

We consider Online Convex Optimization (OCO) in the setting where the costs are $m$-strongly convex and the online learner pays a switching cost for changing decisions between rounds. We show that the recently proposed Online Balanced…

Machine Learning · Computer Science 2019-04-05 Gautam Goel , Adam Wierman

Inspired by the recent successes of Inverse Optimization (IO) across various application domains, we propose a novel offline Reinforcement Learning (ORL) algorithm for continuous state and action spaces, leveraging the convex loss function…

Machine Learning · Computer Science 2026-03-19 Ioannis Dimanidis , Tolga Ok , Peyman Mohajerin Esfahani

This article develops a control method for linear time-invariant systems subject to time-varying and a priori unknown cost functions, that satisfies state and input constraints, and is robust to exogenous disturbances. To this end, we…

Systems and Control · Electrical Eng. & Systems 2026-02-02 Marko Nonhoff , Mohammad Taher Al Torshan , Matthias A. Müller

Existing approaches to online convex optimization (OCO) make sequential one-slot-ahead decisions, which lead to (possibly adversarial) losses that drive subsequent decision iterates. Their performance is evaluated by the so-called regret…

Systems and Control · Computer Science 2017-11-22 Tianyi Chen , Qing Ling , Georgios B. Giannakis

A finite impulse response (FIR) filter is a ubiquitous block in digital signal processing applications. Its characteristics are determined by its coefficients, which are the intellectual property (IP) for its designer. However, in a…

Cryptography and Security · Computer Science 2022-02-22 Levent Aksoy , Alexander Hepp , Johanna Baehr , Samuel Pagliarini

This paper proposes a Safe Online Control-Informed Learning framework for safety-critical autonomous systems. The framework unifies optimal control, parameter estimation, and safety constraints into an online learning process. It employs an…

Systems and Control · Electrical Eng. & Systems 2025-12-25 Tianyu Zhou , Zihao Liang , Zehui Lu , Shaoshuai Mou

We consider online convex optimization (OCO) with multi-slot feedback delay, where an agent makes a sequence of online decisions to minimize the accumulation of time-varying convex loss functions, subject to short-term and long-term…

Information Theory · Computer Science 2021-08-17 Juncheng Wang , Ben Liang , Min Dong , Gary Boudreau , Hatem Abou-zeid

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 learning safe output feedback control laws from partial observations of expert demonstrations. We assume that a model of the system dynamics and a state estimator are available along with corresponding error bounds,…

Systems and Control · Electrical Eng. & Systems 2024-04-04 Lars Lindemann , Alexander Robey , Lejun Jiang , Satyajeet Das , Stephen Tu , Nikolai Matni

Feedback-based online optimization algorithms have gained traction in recent years because of their simple implementation, their ability to reject disturbances in real time, and their increased robustness to model mismatch. While the…

Optimization and Control · Mathematics 2019-05-20 Marcello Colombino , John W. Simpson-Porco , Andrey Bernstein

Control Barrier Functions (CBFs) have proven to be an effective tool for performing safe control synthesis for nonlinear systems. However, guaranteeing safety in the presence of disturbances and input constraints for high relative degree…

Optimization and Control · Mathematics 2026-01-21 Luzia Knoedler , Oswin So , Ji Yin , Mitchell Black , Zachary Serlin , Panagiotis Tsiotras , Javier Alonso-Mora , Chuchu Fan

This text presents an introduction to an emerging paradigm in control of dynamical systems and differentiable reinforcement learning called online nonstochastic control. The new approach applies techniques from online convex optimization…

Machine Learning · Computer Science 2026-04-28 Elad Hazan , Karan Singh

In online convex optimization (OCO), a decision-maker is confronted with an unknown environment and seeks to play an optimal sequence of decisions on a short time-scale using only past information. Recent advances in second-order OCO…

Optimization and Control · Mathematics 2026-05-28 Jean-Luc Lupien , Yuen-Man Pun , Youssef Diouane , Iman Shames , Antoine Lesage-Landry

Online feedback optimization (OFO) is an emerging control methodology for real-time optimal steady-state control of complex dynamical systems. This tutorial focuses on the application of OFO for the autonomous operation of large-scale…

Optimization and Control · Mathematics 2023-10-25 Giuseppe Belgioioso , Saverio Bolognani , Giulia Pejrani , Florian Dörfler

This paper considers the online nonstochastic control problem of a linear time-invariant system under convex state and input constraints that need to be satisfied at all times. We propose an algorithm called Online Gradient Descent with…

Optimization and Control · Mathematics 2025-01-31 Nanfei Jiang , Spencer Hutchinson , Mahnoosh Alizadeh

Iterative steady-state solvers are widely used in computational fluid dynamics. Unfortunately, it is difficult to obtain steady-state solution for unstable problem caused by physical instability and numerical instability. Optimization is a…

Computational Engineering, Finance, and Science · Computer Science 2023-11-21 Wenbo Cao , Yilang Liu , Xianglin Shan , Chuanqiang Gao , Weiwei Zhang

To obtain a near-optimal policy with fewer interactions in Reinforcement Learning (RL), a promising approach involves the combination of offline RL, which enhances sample efficiency by leveraging offline datasets, and online RL, which…

Machine Learning · Computer Science 2024-11-18 Xiaoyu Wen , Xudong Yu , Rui Yang , Haoyuan Chen , Chenjia Bai , Zhen Wang