VABO: Violation-Aware Bayesian Optimization for Closed-Loop Control Performance Optimization with Unmodeled Constraints
@article{Xu2021VABOVB, title={VABO: Violation-Aware Bayesian Optimization for Closed-Loop Control Performance Optimization with Unmodeled Constraints}, author={Wenjie Xu and Colin Neil Jones and Bratislav Svetozarevic and Christopher R. Laughman and Ankush Chakrabarty}, journal={ArXiv}, year={2021}, volume={abs/2110.07479} }
We study the problem of performance optimization of closed-loop control systems with unmodeled dynamics. Bayesian optimization (BO) has been demonstrated effective for improving closed-loop performance by automatically tuning controller gains or reference setpoints in a model-free manner. However, BO methods have rarely been tested on dynamical systems with unmodeled constraints. In this paper, we propose a violation-aware BO algorithm (VABO) that optimizes closed-loop performance while…
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