Cautious optimization via data informativity Article Swipe
Jaap Eising
,
Jorge Cortés
·
YOU?
·
· 2023
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2307.10232
YOU?
·
· 2023
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2307.10232
This paper deals with the problem of accurately determining guaranteed suboptimal values of an unknown cost function on the basis of noisy measurements. We consider a set-valued variant to regression where, instead of finding a best estimate of the cost function, we reason over all functions compatible with the measurements and apply robust methods explicitly in terms of the data. Our treatment provides data-based conditions under which closed-forms expressions of upper bounds of the unknown function can be obtained, and regularity properties like convexity and Lipschitzness can be established. These results allow us to provide tests for point- and set-wise verification of suboptimality, and tackle the cautious optimization of the unknown function in both one-shot and online scenarios. We showcase the versatility of the proposed methods in two control-relevant problems: data-driven contraction analysis of unknown nonlinear systems and suboptimal regulation with unknown dynamics and cost. Simulations illustrate our results.
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Metadata
- Type
- preprint
- Language
- en
- Landing Page
- http://arxiv.org/abs/2307.10232
- https://arxiv.org/pdf/2307.10232
- OA Status
- green
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4385015377
All OpenAlex metadata
Raw OpenAlex JSON
- OpenAlex ID
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https://openalex.org/W4385015377Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.48550/arxiv.2307.10232Digital Object Identifier
- Title
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Cautious optimization via data informativityWork title
- Type
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preprintOpenAlex work type
- Language
-
enPrimary language
- Publication year
-
2023Year of publication
- Publication date
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2023-07-15Full publication date if available
- Authors
-
Jaap Eising, Jorge CortésList of authors in order
- Landing page
-
https://arxiv.org/abs/2307.10232Publisher landing page
- PDF URL
-
https://arxiv.org/pdf/2307.10232Direct link to full text PDF
- Open access
-
YesWhether a free full text is available
- OA status
-
greenOpen access status per OpenAlex
- OA URL
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https://arxiv.org/pdf/2307.10232Direct OA link when available
- Concepts
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Convexity, Computer science, Mathematical optimization, Function (biology), Set (abstract data type), Nonlinear system, Optimization problem, Algorithm, Mathematics, Economics, Financial economics, Physics, Quantum mechanics, Biology, Programming language, Evolutionary biologyTop concepts (fields/topics) attached by OpenAlex
- Cited by
-
0Total citation count in OpenAlex
- Related works (count)
-
10Other works algorithmically related by OpenAlex
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