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math.OC2025
Anti-windup design for internal model online constrained optimization
Umberto Casti, Sandro Zampieri
This paper proposes a novel algorithmic design procedure for online constrained optimization grounded in control-theoretic principles. By integrating the Internal Model Principle (…
math.OC2024
Stochastic models for online optimization
Umberto Casti, Sandro Zampieri
In this paper, we propose control-theoretic methods as tools for the design of online optimization algorithms that are able to address dynamic, noisy, and partially uncertain time-…