[HTML][HTML] Optimization algorithms as robust feedback controllers

A Hauswirth, Z He, S Bolognani, G Hug… - Annual Reviews in Control, 2024 - Elsevier
Mathematical optimization is one of the cornerstones of modern engineering research and
practice. Yet, throughout all application domains, mathematical optimization is, for the most …

Time-varying convex optimization: Time-structured algorithms and applications

A Simonetto, E Dall'Anese, S Paternain… - Proceedings of the …, 2020 - ieeexplore.ieee.org
Optimization underpins many of the challenges that science and technology face on a daily
basis. Recent years have witnessed a major shift from traditional optimization paradigms …

Time-varying optimization of LTI systems via projected primal-dual gradient flows

G Bianchin, J Cortés, JI Poveda… - IEEE Transactions on …, 2021 - ieeexplore.ieee.org
This article investigates the problem of regulating, at every time, a linear dynamical system
to the solution trajectory of a time-varying constrained convex optimization problem. The …

Online optimization of switched LTI systems using continuous-time and hybrid accelerated gradient flows

G Bianchin, JI Poveda, E Dall'Anese - Automatica, 2022 - Elsevier
This paper studies the design of feedback controllers to steer a switching linear dynamical
system to the solution trajectory of a time-varying convex optimization problem. We propose …

Online convex optimization for data-driven control of dynamical systems

M Nonhoff, MA Müller - IEEE Open Journal of Control Systems, 2022 - ieeexplore.ieee.org
We propose an algorithm based on online convex optimization for controlling discrete-time
linear dynamical systems. The algorithm is data-driven, ie, does not require a model of the …

Online optimization of dynamical systems with deep learning perception

L Cothren, G Bianchin… - IEEE Open Journal of …, 2022 - ieeexplore.ieee.org
This paper considers the problem of controlling a dynamical system when the state cannot
be directly measured and the control performance metrics are unknown or only partially …

On the relation between dynamic regret and closed-loop stability

M Nonhoff, MA Müller - Systems & Control Letters, 2023 - Elsevier
In this work, we study the relations between bounded dynamic regret and the classical
notion of asymptotic stability for the case of a priori unknown and time-varying cost functions …

Online convex optimization for constrained control of linear systems using a reference governor

M Nonhoff, J Köhler, MA Müller - IFAC-PapersOnLine, 2023 - Elsevier
In this work, we propose a control scheme for linear systems subject to pointwise in time
state and input constraints that aims to minimize time-varying and a priori unknown cost …

Online proximal-ADMM for time-varying constrained convex optimization

Y Zhang, E Dall'Anese, M Hong - IEEE Transactions on Signal …, 2021 - ieeexplore.ieee.org
This paper considers a convex optimization problem with cost and constraints that evolve
over time. The function to be minimized is strongly convex and possibly non-differentiable …

Data-enabled gradient flow as feedback controller: Regulation of linear dynamical systems to minimizers of unknown functions

L Cothren, G Bianchin… - Learning for dynamics …, 2022 - proceedings.mlr.press
This paper considers the problem of regulating a linear dynamical system to the solution of a
convex optimization problem with an unknown or partially-known cost. We design a data …