论文标题
非凸反馈优化,并具有输入和输出约束
Non-convex Feedback Optimization with Input and Output Constraints
论文作者
论文摘要
在本文中,我们提出了一种新颖的控制方案,以进行反馈优化。也就是说,我们提出了一个离散的时间控制器,可以将物理植物的稳态引导到解决受约束优化问题的解决方案,而无需数字解决问题。我们的控制器可以解释为连续预测梯度流的离散化。与用于反馈优化的其他方案相比,例如马鞍点流量或不精确的惩罚方法,我们的算法结合了几种理想的特性:它渐近地对植物稳态产出进行了约束,并且可以轻松地量化临时约束。我们的算法仅需要以植物的稳态输入输出敏感性的形式减少模型信息。此外,正如我们在本文中所证明的那样,即使对于非凸问题,全球融合也可以保证。最后,我们的算法很简单,因为台阶是唯一的调谐参数。
In this paper, we present a novel control scheme for feedback optimization. That is, we propose a discrete-time controller that can steer the steady state of a physical plant to the solution of a constrained optimization problem without numerically solving the problem. Our controller can be interpreted as a discretization of a continuous-time projected gradient flow. Compared to other schemes used for feedback optimization, such as saddle-point flows or inexact penalty methods, our algorithm combines several desirable properties: It asymptotically enforces constraints on the plant steady-state outputs, and temporary constraint violations can be easily quantified. Our algorithm requires only reduced model information in the form of steady-state input-output sensitivities of the plant. Further, as we prove in this paper, global convergence is guaranteed even for non-convex problems. Finally, our algorithm is straightforward to tune, since the step-size is the only tuning parameter.