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Feedback optimization algorithms compute inputs to a system using real-time output measurements, which helps mitigate the effects of disturbances. However, existing work often models both system dynamics and computations in either discrete…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Oscar Jed Chuy , Matthew Hale , Ricardo Sanfelice

We introduce a novel online convex optimization (OCO) framework to estimate the user's signal-to-interference-plus-noise ratio (SINR) from ACK/NACK feedback, channel quality indicator (CQI) reports, and previously selected modulation and…

Information Theory · Computer Science 2026-03-16 Lorenzo Maggi , Boris Bonev , Reinhard Wiesmayr , Sebastian Cammerer , Alexander Keller

We study a generalization of the Online Convex Optimization (OCO) framework with time-varying adversarial constraints. In this setting, at each round, the learner selects an action from a convex decision set $X$, after which both a convex…

Machine Learning · Computer Science 2026-03-30 Dhruv Sarkar , Aprameyo Chakrabartty , Subhamon Supantha , Palash Dey , Abhishek Sinha

This paper focuses on projection-free methods for solving smooth Online Convex Optimization (OCO) problems. Existing projection-free methods either achieve suboptimal regret bounds or have high per-iteration computational costs. To fill…

Machine Learning · Computer Science 2019-10-25 Jiahao Xie , Zebang Shen , Chao Zhang , Boyu Wang , Hui Qian

Motivated by the stringent safety requirements that are often present in real-world applications, we study a safe online convex optimization setting where the player needs to simultaneously achieve sublinear regret and zero constraint…

Machine Learning · Computer Science 2024-07-17 Spencer Hutchinson , Mahnoosh Alizadeh

Selecting the best hyperparameters for a particular optimization instance, such as the learning rate and momentum, is an important but nonconvex problem. As a result, iterative optimization methods such as hypergradient descent lack global…

Machine Learning · Computer Science 2023-12-05 Xinyi Chen , Elad Hazan

Online bilevel optimization (OBO) is a powerful framework for machine learning problems where both outer and inner objectives evolve over time, requiring dynamic updates. Current OBO approaches rely on deterministic \textit{window-smoothed}…

Machine Learning · Computer Science 2026-05-20 Parvin Nazari , Bojian Hou , Davoud Ataee Tarzanagh , Li Shen , George Michailidis

The online implementation of model predictive control for constrained multivariate systems has two main disadvantages: it requires an estimate of the entire model state and an optimisation problem must be solved online. These issues have…

Systems and Control · Electrical Eng. & Systems 2025-02-28 E. M. Turan , J. Jäschke

Utilizing distribution grid flexibility for ancillary services requires the coordination and dispatch of requested active and reactive power to a large number of distributed energy resources in underlying grid layers. This paper presents an…

Systems and Control · Electrical Eng. & Systems 2024-03-18 Florian Klein-Helmkamp , Irina Zettl , Florian Schmidtke , Lukas Ortmann , Andreas Ulbig

We consider the problem of designing a feedback controller for a multivariable linear time-invariant system which regulates an arbitrary system output to the solution of an equality-constrained convex optimization problem despite unknown…

Optimization and Control · Mathematics 2020-05-12 Liam S. P. Lawrence , John W. Simpson-Porco , Enrique Mallada

This paper introduces a method for efficiently updating a nominal stabilizing static output feedback (SOF) controller in perturbed linear systems. As operating points and state-space matrices change in dynamic systems, accommodating updates…

Systems and Control · Electrical Eng. & Systems 2025-12-03 MirSaleh Bahavarnia , Ahmad F. Taha

We present the first theoretical guarantees for zero constraint violation in Online Convex Optimization (OCO) across all rounds, addressing dynamic constraint changes. Unlike existing approaches in constrained OCO, which allow for…

Machine Learning · Computer Science 2025-05-02 Bassel Hamoud , Ilnura Usmanova , Kfir Y. Levy

Constrained Online Convex Optimization (COCO) can be seen as a generalization of the standard Online Convex Optimization (OCO) framework. At each round, a cost function and constraint function are revealed after a learner chooses an action.…

Machine Learning · Computer Science 2025-05-30 Ricardo N. Ferreira , Cláudia Soares

This paper studies online convex optimization with unknown linear budget constraints, where only the gradient information of the objective and the bandit feedback of constraint functions are observed. We propose a safe and efficient…

Optimization and Control · Mathematics 2025-03-10 Shanqi Liu , Xin Liu

We develop an online gradient algorithm for optimizing the performance of product-form networks through online adjustment of control parameters. The use of standard algorithms for finding optimal parameter settings is hampered by the…

Optimization and Control · Mathematics 2012-08-31 Jaron Sanders , Sem C. Borst , Johan S. H. van Leeuwaarden

As power systems become more complex and uncertain, low-voltage distribution networks face numerous challenges, including three-phase imbalances caused by asymmetrical loads and distributed energy resources. We propose a robust stochastic…

Systems and Control · Electrical Eng. & Systems 2024-04-25 Rui Wang , Xiaoqing Bai , Shengquan Huang , Shoupu Wei

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

The aim of this paper and associated presentation is to put forward derivative-free optimization methods for control design. The important element, still ignored at the end of 2011 in systems and control (i.e. this element has apparently…

Optimization and Control · Mathematics 2011-12-22 Emile Simon

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

We study the online robust control problem for linear dynamical systems with disturbances and uncertainties in the cost functions, with limited preview of the future disturbances and the cost functions, $N$. Our goal is to find an online…

Optimization and Control · Mathematics 2022-11-01 Deepan Muthirayan , Dileep Kalathil , Pramod P. Khargonekar