{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/primal-dual-contextual-bayesian-optimization","title":"Primal-Dual Contextual Bayesian Optimization for Control System Online Optimization with Time-Average Constraints","arxiv_id":"2304.06104","date":"2023-04-12","proceeding":null,"authors":["Wenjie Xu","Yuning Jiang","Bratislav Svetozarevic","Colin N. Jones"],"abstract":"This paper studies the problem of online performance optimization of constrained closed-loop control systems, where both the objective and the constraints are unknown black-box functions affected by exogenous time-varying contextual disturbances. A primal-dual contextual Bayesian optimization algorithm is proposed that achieves sublinear cumulative regret with respect to the dynamic optimal solution under certain regularity conditions. Furthermore, the algorithm achieves zero time-average constraint violation, ensuring that the average value of the constraint function satisfies the desired constraint. The method is applied to both sampled instances from Gaussian processes and a continuous stirred tank reactor parameter tuning problem; simulation results show that the method simultaneously provides close-to-optimal performance and maintains constraint feasibility on average. This contrasts current state-of-the-art methods, which either suffer from large cumulative regret or severe constraint violations for the case studies presented.","url_abs":"https://arxiv.org/abs/2304.06104v4","url_pdf":"https://arxiv.org/pdf/2304.06104v4.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"primal-dual-contextual-bayesian-optimization","repo_url":"https://github.com/predict-epfl/pdcbo","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok"}}],"tasks":[{"task_slug":"bayesian-optimization","task_name":"Bayesian Optimization"},{"task_slug":"gaussian-processes","task_name":"Gaussian Processes"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2304.06104","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}