438 citations · 875 across the 77 of their papers we have counts for
5 papers · 2 filters
Distributionally Time-Varying Online Stochastic Optimization under Polyak-Łojasiewicz Condition with Application in Conditional Value-at-Risk Statistical Learning
Yuen-Man Pun, Farhad Farokhi, Iman Shames
In this work, we consider a sequence of stochastic optimization problems following a time-varying distribution via the lens of online optimization. Assuming that the loss function…
Online Interior-point Methods for Time-varying Equality-constrained Optimization
Jean-Luc Lupien, Iman Shames, Antoine Lesage-Landry
An important challenge in the online convex optimization (OCO) setting is to incorporate generalized inequalities and time-varying constraints. The inclusion of constraints in OCO…
Nonlinear Dual control based on Fast Moving Horizon estimation and Model Predictive Control with an observability constraint
Emilien Flayac, Girish Nair, Iman Shames
This paper proposes an algorithm that combines Fast Moving Horizon Parameter Estimation and Model Predictive Control subject to an observability constraint designed to ensure a low…
Regret Analysis of Online LQR Control via Trajectory Prediction and Tracking: Extended Version
Yitian Chen, Timothy L. Molloy, Tyler Summers +1
In this paper, we propose and analyze a new method for online linear quadratic regulator (LQR) control with a priori unknown time-varying cost matrices. The cost matrices are revea…
Self-Tuning Network Control Architectures
Tyler Summers, Karthik Ganapathy, Iman Shames +1
We formulate a general mathematical framework for self-tuning network control architecture design. This problem involves jointly adapting the locations of active sensors and actuat…