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Primal-Dual Contextual Bayesian Optimization for Control System Online Optimization with Time-Average Constraints.
Wenjie Xu
Yuning Jiang
Bratislav Svetozarevic
Colin N. Jones
Published in:
CDC (2023)
Keyphrases
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primal dual
control system
optimization problems
linear programming problems
saddle point
constrained optimization
multi objective
linear program
convex optimization
approximation algorithms
penalty function
convex optimization problems