Online Feedback Optimization with Applications to Transportation
Operating dynamical systems at optimal setpoints constitutes one of the most central and relevant problems in systems and control theory. Recently, a new control paradigm called feedback optimization has shown promising results in addressing long-standing control problems and demonstrated outstanding performance in solving complex coordination problems in transportation and energy systems. According to this emerging paradigm, well-established optimization algorithms can be adapted to operate as feedback controllers. In this talk, I will present our recent research findings and performance bounds on feedback optimization. I will begin by reviewing a few classical techniques from numerical optimization and by showing how these can be translated to solve control problems. In the second part of the talk and motivated by the first, I will focus on optimization and control problems for dynamic systems whose dynamics are unknown, and where historical data is used to parametrize and predict system behavior. I will present conditions to guarantee that historical data is sufficiently informative for control design and I will demonstrate that stochastic optimization methods are amenable to control dynamical systems. While these results are relevant for a wide range of applications, a specific focus will be given to traffic management problems in transportation systems.