Related papers: Controlled Optimization with a Prescribed Finite-T…
Feedback optimization has emerged as a promising approach for regulating dynamical systems to optimal steady states that are implicitly defined by underlying optimization problems. Despite their effectiveness, existing methods face two key…
This paper considers time-average optimization, where a decision vector is chosen every time step within a (possibly non-convex) set, and the goal is to minimize a convex function of the time averages subject to convex constraints on these…
We propose and analyze a randomized zeroth-order approach based on approximating the exact gradient byfinite differences computed in a set of orthogonal random directions that changes with each iteration. A number ofpreviously proposed…
Nonconvex optimization is central in solving many machine learning problems, in which block-wise structure is commonly encountered. In this work, we propose cyclic block coordinate methods for nonconvex optimization problems with…
This paper proposes model-based and model-free policy gradient methods (PGMs) for designing dynamic output feedback controllers for discrete-time partially observable systems. To fulfill this objective, we first show that any dynamic output…
We introduce a notion of inexact model of a convex objective function, which allows for errors both in the function and in its gradient. For this situation, a gradient method with an adaptive adjustment of some parameters of the model is…
Solutions of optimization problems, including policy optimization in reinforcement learning, typically rely upon some variant of gradient descent. There has been much recent work in the machine learning, control, and optimization…
All the existing source-seeking algorithms for unicycle models in GPS-denied settings guarantee at best an exponential rate of convergence over an infinite interval. Using the recently introduced time-varying feedback tools for…
This paper develops a primal-dual dynamical system where the coefficients are designed in closed-loop way for solving a convex optimization problem with linear equality constraints. We first introduce a ``second-order primal" +…
In this paper, a control scheme for stochastic predefined-time stabilization is proposed, which improves the control effect compared with stochastic finite-time or fixed-time stabilization. The stochastic predefined-time stabilization…
Although the optimization objectives for learning neural networks are highly non-convex, gradient-based methods have been wildly successful at learning neural networks in practice. This juxtaposition has led to a number of recent studies on…
We provide a control-theoretic perspective on optimal tensor algorithms for minimizing a convex function in a finite-dimensional Euclidean space. Given a function $\Phi: \mathbb{R}^d \rightarrow \mathbb{R}$ that is convex and twice…
We introduce a novel adaptive damping technique for an inertial gradient system which finds application as a gradient descent algorithm for unconstrained optimisation. In an example using the non-convex Rosenbrock's function, we show an…
The controller of an input-affine system is determined through minimizing a time-varying objective function, where stabilization is ensured via a Lyapunov function decay condition as constraint. This constraint is incorporated into the…
This work addresses distributed optimization, where a network of agents wants to minimize a global strongly convex objective function. The global function can be written as a sum of local convex functions, each of which is associated with…
We propose a novel feedback controller for a class of uncertain higher-order nonlinear systems, subject to delays in both state measurement and control input signals. Building on the prescribed performance control framework, a…
A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…
In this paper, we propose a self-triggered algorithm to solve a class of convex optimization problems with time-varying objective functions. It is known that the trajectory of the optimal solution can be asymptotically tracked by a…
This paper proposes a distributed optimization algorithm with a convergence time that can be assigned in advance according to task requirements. To this end, a sliding manifold is introduced to achieve the sum of local gradients approaching…
In this paper we present a direct adaptive control method for a class of uncertain nonlinear systems with a time-varying structure. We view the nonlinear systems as composed of a finite number of ``pieces,'' which are interpolated by…