Online convex optimization for constrained control of nonlinear systems

作     者：Nonhoff, Marko Köhler, Johannes Müller, Matthias A. 

作者机构：Leibniz University Hannover Institute of Automatic Control Germany ETH Zürich Institute for Dynamic Systems and Control Switzerland 

出 版 物：《arXiv》 (arXiv)

年 卷 期：2024年

核心收录：

主　　题：Cost functions 

摘      要：This paper investigates the problem of controlling nonlinear dynamical systems subject to state and input constraints while minimizing time-varying and a priori unknown cost functions. We propose a modular approach that combines the online convex optimization framework and reference governors to solve this problem. Our method is general in the sense that we do not limit our analysis to a specific choice of online convex optimization algorithm or reference governor. We show that the dynamic regret of the proposed framework is bounded linearly in both the dynamic regret and the path length of the chosen online convex optimization algorithm, even though the online convex optimization algorithm does not account for the underlying dynamics. We prove that a linear bound with respect to the online convex optimization algorithm’s dynamic regret is optimal, i.e., cannot be improved upon. Furthermore, for a standard class of online convex optimization algorithms, our proposed framework attains a bound on its dynamic regret that is linear only in the variation of the cost functions, which is known to be an optimal bound. Finally, we demonstrate implementation and flexibility of the proposed framework by comparing different combinations of online convex optimization algorithms and reference governors to control a nonlinear chemical reactor in a numerical experiment. © 2024, CC BY-NC-ND.