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This paper develops and analyzes feedback-based online optimization methods to regulate the output of a linear time-invariant (LTI) dynamical system to the optimal solution of a time-varying convex optimization problem. The design of the…

Optimization and Control · Mathematics 2018-05-31 Marcello Colombino , Emiliano Dall'Anese , Andrey Bernstein

This paper tackles the problem of discretizing accelerated optimization flows while retaining their convergence properties. Inspired by the success of resource-aware control in developing efficient closed-loop feedback implementations on…

Optimization and Control · Mathematics 2020-09-22 Miguel Vaquero , Pol Mestres , Jorge Cortés

We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…

Optimization and Control · Mathematics 2021-04-13 Michael Muehlebach , Michael I. Jordan

We develop a discrete-time optimal control framework for systems evolving on Lie groups. Our work generalizes the original Differential Dynamic Programming method, by employing a coordinate-free, Lie-theoretic approach for its derivation. A…

Optimization and Control · Mathematics 2018-09-24 George I. Boutselis , Evangelos Theodorou

The Optimal Power Flow (OPF) problem is integral to the functioning of power systems, aiming to optimize generation dispatch while adhering to technical and operational constraints. These constraints are far from straightforward; they…

Machine Learning · Computer Science 2023-10-10 Andrew Rosemberg , Mathieu Tanneau , Bruno Fanzeres , Joaquim Garcia , Pascal Van Hentenryck

This paper is concerned with the convergence rate of policy iteration for (deterministic) optimal control problems in continuous time. To overcome the problem of ill-posedness due to lack of regularity, we consider a semi-discrete scheme by…

Optimization and Control · Mathematics 2025-04-11 Wenpin Tang , Hung Vinh Tran , Yuming Paul Zhang

Production high-performance computing systems continue to grow in complexity and size. As applications struggle to make use of increasingly heterogeneous compute nodes, maintaining high efficiency (performance per watt) for the whole…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-07 Eric Rutten , Sophie Cerf , Raphaël Bleuse , Valentin Reis , Swann Perarnau

Algebraically speaking, linear time-invariant (LTI) systems can be considered as modules. In this framework, controllability is translated as the freeness of the system module. Optimal control mainly relies on quadratic Lagrangians and the…

Optimization and Control · Mathematics 2024-10-10 Cédric Join , Emmanuel Delaleau , Michel Fliess

In the framework of real Hilbert spaces we study continuous in time dynamics as well as numerical algorithms for the problem of approaching the set of zeros of a single-valued monotone and continuous operator $V$. The starting poin is a…

Optimization and Control · Mathematics 2024-02-23 Radu Ioan Bot , Ernö Robert Csetnek , Dang-Khoa Nguyen

This work derives a distributed and iterative algorithm by which mobile terminals can selfishly control their transmit powers during the synchronization procedure specified by the IEEE 802.16m and the 3GPP-LTE standards for orthogonal…

Information Theory · Computer Science 2013-03-13 Giacomo Bacci , Luca Sanguinetti , Marco Luise , H. Vincent Poor

This paper considers a demand response agent that must find a near-optimal sequence of decisions based on sparse observations of its environment. Extracting a relevant set of features from these observations is a challenging task and may…

Machine Learning · Computer Science 2020-01-28 Frederik Ruelens , Bert J. Claessens , Peter Vrancx , Fred Spiessens , Geert Deconinck

The implementation of optimal power flow (OPF) methods to perform voltage and power flow regulation in electric networks is generally believed to require extensive communication. We consider distribution systems with multiple controllable…

Machine Learning · Computer Science 2019-08-15 Roel Dobbe , Oscar Sondermeijer , David Fridovich-Keil , Daniel Arnold , Duncan Callaway , Claire Tomlin

This paper addresses the inverse optimal control problem of finding the state weighting function that leads to a quadratic value function when the cost on the input is fixed to be quadratic. The paper focuses on a class of infinite horizon…

Optimization and Control · Mathematics 2022-11-21 Luis Rodrigues

In the context of managing distributed energy resources (DERs) within distribution networks (DNs), this work focuses on the task of developing local controllers. We propose an unsupervised learning framework to train functions that can…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Zhenyi Yuan , Guido Cavraro , Ahmed S. Zamzam , Jorge Cortés

The optimal power flow (OPF) problem, which plays a central role in operating electrical networks is considered. The problem is nonconvex and is in fact NP hard. Therefore, designing efficient algorithms of practical relevance is crucial,…

Optimization and Control · Mathematics 2014-08-20 S. Magnússon , P. C. Weeraddana , C. Fischione

Online principal component analysis (PCA) has been an efficient tool in practice to reduce dimension. However, convergence properties of the corresponding ODE are still unknown, including global convergence, stable manifolds, and…

Classical Analysis and ODEs · Mathematics 2022-02-24 Jian-Guo Liu , Zibu Liu

We develop a Monte-Carlo based numerical method for solving discrete-time stochastic optimal control problems with inventory. These are optimal control problems in which the control affects only a deterministically evolving inventory…

Optimization and Control · Mathematics 2018-02-05 Alessandro Balata , Jan Palczewski

Distributed and decentralized optimization are key for the control of networked systems. Application examples include distributed model predictive control and distributed sensing or estimation. Non-linear systems, however, lead to problems…

Optimization and Control · Mathematics 2023-07-06 Alexander Engelmann , Gösta Stomberg , Timm Faulwasser

We consider optimization problems in which the goal is find a $k$-dimensional subspace of $\mathbb{R}^n$, $k<<n$, which minimizes a convex and smooth loss. Such problems generalize the fundamental task of principal component analysis (PCA)…

Optimization and Control · Mathematics 2022-10-27 Dan Garber , Ron Fisher

In this paper, the control ability with time attributy for the linear continuous-time (LCT) systems are defined and analyzed by the volume computing for the controllability region. Firstly, a relation theorem about the open-loop control…

Systems and Control · Electrical Eng. & Systems 2021-03-30 Mingwang Zhao
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