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This paper considers distributed online optimization with time-varying coupled inequality constraints. The global objective function is composed of local convex cost and regularization functions and the coupled constraint function is the…

Optimization and Control · Mathematics 2019-06-06 Xinlei Yi , Xiuxian Li , Lihua Xie , Karl H. Johansson

Recently, several universal methods have been proposed for online convex optimization which can handle convex, strongly convex and exponentially concave cost functions simultaneously. However, most of these algorithms have been designed…

Machine Learning · Computer Science 2023-02-14 Arnold Salas

A class of distributed optimization problem with a globally coupled equality constraint and local constrained sets is studied in this paper. For its special case where local constrained sets are absent, an augmented primal-dual gradient…

Optimization and Control · Mathematics 2024-10-10 Jingwang Li , Housheng Su

In this paper, we consider the problem of distributed online convex optimization, where a network of local agents aim to jointly optimize a convex function over a period of multiple time steps. The agents do not have any information about…

Optimization and Control · Mathematics 2019-11-13 Yan Zhang , Robert J. Ravier , Michael M. Zavlanos , Vahid Tarokh

This paper presents a first-order distributed algorithm for solving a convex semi-infinite program (SIP) over a time-varying network. In this setting, the objective function associated with the optimization problem is a summation of a set…

Optimization and Control · Mathematics 2025-05-23 Ashwin Aravind , Debasish Chatterjee , Ashish Cherukuri

This paper presents a data-driven optimal control policy for a micro flapping wing unmanned aerial vehicle. First, a set of optimal trajectories are computed off-line based on a geometric formulation of dynamics that captures the nonlinear…

Robotics · Computer Science 2022-06-09 Tejaswi K. C. , Taeyoung Lee

This paper introduces a methodology designed to augment the inverse design optimization process in scenarios constrained by limited compute, through the strategic synergy of multi-fidelity evaluations, machine learning models, and…

Computational Engineering, Finance, and Science · Computer Science 2024-06-04 Luka Grbcic , Juliane Müller , Wibe Albert de Jong

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 control design modification to prevent integrator windup for position saturated servo-controllers is introduced. The design is based on the formalism of Control Barrier Functions and represents an anti-windup integrator modification for…

Systems and Control · Electrical Eng. & Systems 2025-04-17 Eugene Lavretsky

Online optimization has emerged as powerful tool in large scale optimization. In this paper, we introduce efficient online algorithms based on the alternating directions method (ADM). We introduce a new proof technique for ADM in the batch…

Machine Learning · Computer Science 2012-07-03 Huahua Wang , Arindam Banerjee

This paper considers the problem of online trajectory design under time-varying environments. We formulate the general trajectory optimization problem within the framework of time-varying constrained convex optimization and proposed a novel…

Optimization and Control · Mathematics 2020-01-09 Mohan Krishna Nutalapati , Amrit Singh Bedi , Ketan Rajawat , Marceau Coupechoux

We propose a data-driven online convex optimization algorithm for controlling dynamical systems. In particular, the control scheme makes use of an initially measured input-output trajectory and behavioral systems theory which enable it to…

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

We present a new mixed-integer programming (MIP) approach for offline multiple change-point detection by casting the problem as a globally optimal piecewise linear (PWL) fitting problem. Our main contribution is a family of strengthened MIP…

Optimization and Control · Mathematics 2026-02-13 Apoorva Narula , Santanu S. Dey , Yao Xie

A new algorithm for regret minimization in online convex optimization is described. The regret of the algorithm after $T$ time periods is $O(\sqrt{T \log T})$ - which is the minimum possible up to a logarithmic term. In addition, the new…

Machine Learning · Computer Science 2023-07-24 Elad Hazan , Nimrod Megiddo

This paper details an investigation into the computational performance of algorithms used for solving a convex formulation of the optimization problem associated with model predictive control for energy management in hybrid electric…

Optimization and Control · Mathematics 2019-09-04 Sebastian East , Mark Cannon

In recent years, numerous vision and learning tasks have been (re)formulated as nonconvex and nonsmooth programmings(NNPs). Although some algorithms have been proposed for particular problems, designing fast and flexible optimization…

Computer Vision and Pattern Recognition · Computer Science 2017-07-03 Yiyang Wang , Risheng Liu , Xiaoliang Song , Zhixun Su

Classical PID control is widely applied in an engineering system, with parameter regulation relying on a method like Trial - Error Tuning or the Ziegler - Nichols rule, mainly for a Single - Input Single - Output (SISO) system. However, the…

Systems and Control · Electrical Eng. & Systems 2025-04-22 Zimao Sheng , Hong'an Yang

Today's fast linear algebra and numerical optimization tools have pushed the frontier of model predictive control (MPC) forward, to the efficient control of highly nonlinear and hybrid systems. The field of hybrid MPC has demonstrated that…

Optimization and Control · Mathematics 2020-05-11 Jia-Jie Zhu , Georg Martius

In fields such as autonomous and safety-critical systems, online optimization plays a crucial role in control and decision-making processes, often requiring the integration of continuous and discrete variables. These tasks are frequently…

Optimization and Control · Mathematics 2025-03-17 Marco Zamponi , Emilio Incerto , Daniele Masti , Mirco Tribastone

This paper investigates the distributed online optimization problem over a multi-agent network subject to local set constraints and coupled inequality constraints, which has a lot of applications in many areas, such as wireless sensor…

Optimization and Control · Mathematics 2020-07-14 Xiuxian Li , Xinlei Yi , Lihua Xie