A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2015; you can also visit the original URL.
The file type is application/pdf
.
Online convex optimization with ramp constraints
2015
2015 54th IEEE Conference on Decision and Control (CDC)
We study a novel variation of online convex optimization where the algorithm is subject to ramp constraints limiting the distance between consecutive actions. Our contribution is results providing asymptotically tight bounds on the worstcase performance, as measured by the competitive difference, of a variant of Model Predictive Control termed Averaging Fixed Horizon Control (AFHC). Additionally, we prove that AFHC achieves the asymptotically optimal achievable competitive difference within a
doi:10.1109/cdc.2015.7403279
dblp:conf/cdc/BadieiLW15
fatcat:oyip6twq5rhk5gwmgqedheqsjy