[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 …

Running primal-dual gradient method for time-varying nonconvex problems

Y Tang, E Dall'Anese, A Bernstein, S Low - SIAM Journal on Control and …, 2022 - SIAM
This paper focuses on a time-varying constrained nonconvex optimization problem, and
considers the synthesis and analysis of online regularized primal-dual gradient methods to …

Dynamic Regret Bounds for Constrained Online Nonconvex Optimization Based on Polyak–Lojasiewicz Regions

J Mulvaney-Kemp, SW Park, M **… - IEEE Transactions on …, 2022 - ieeexplore.ieee.org
Online optimization problems are well understood in the convex case, where algorithmic
performance is typically measured relative to the best fixed decision. In this article, we shed …

Co-Optimization of Environment and Policies for Decentralized Multi-Agent Navigation

Z Gao, G Yang, A Prorok - ar** from spurious local minima
Y Ding, J Lavaei, M Arcak - IEEE Transactions on Automatic …, 2021 - ieeexplore.ieee.org
A major limitation of online algorithms that track the optimizers of time-varying nonconvex
optimization problems is that they focus on a specific local minimum trajectory, which may …

First-order dynamic optimization for streaming convex costs

M Rostami, H Moradian, SS Kia - 2024 American Control …, 2024 - ieeexplore.ieee.org
This paper proposes a set of novel optimization algorithms for solving a class of convex
optimization problems with time-varying streaming cost functions. We develop an approach …

Diminishing regret for online nonconvex optimization

SW Park, J Mulvaney-Kemp, M **… - 2021 American Control …, 2021 - ieeexplore.ieee.org
A single nonconvex optimization is NP-hard in the worst case, and so is a sequence of
nonconvex problems viewed separately. For online nonconvex optimization (ONO) …

Time-Varying Convex Optimization with Computational Complexity

M Rostami, SS Kia - arxiv preprint arxiv:2410.15009, 2024 - arxiv.org
In this article, we consider the problem of unconstrained time-varying convex optimization,
where the cost function changes with time. We provide an in-depth technical analysis of the …

[KNJIGA][B] Online, time-varying and multi-period optimization with applications in electric power systems

J Mulvaney-Kemp - 2022 - search.proquest.com
Decision-makers often face environments which vary over time and deal with uncertainty as
a result. Problems with temporal variation differ based on how frequently they are solved …

Learning to Forget Advanced Online Recursive Identification for Estimation and Adaptive Control

A Bruce - 2022 - deepblue.lib.umich.edu
In adaptive control and online parameter estimation, recursive identification algorithms, such
as Recursive Least Squares (RLS) or gradient methods, are often used to learn system …