Abstract:Feedback optimization is a control approach for driving a dynamical system to the solution of an optimization problem by interconnecting the plant with an algorithm. Existing stability guarantees typically rely on timescale separation, enforced by conservative gain bounds that limit transient performance and require a pre-stabilized plant. This paper revisits the robust control perspective on feedback optimization. We formulate the plant-optimizer interconnection as a generalized plant, where the cost gradients are characterized by Zames--Falb Integral Quadratic Constraints. Classical timescale-separation bounds are recovered as a special case of static multipliers, with dynamic multipliers yielding substantially tighter stability margins. The formulation also enables IQC based synthesis of dynamic output feedback controllers that jointly stabilize the plant and optimize transient performance, with possible model uncertainty absorbed into an uncertainty channel. For constrained problems, the framework extends to dynamic controllers that generalize projected gradient flows. Numerical examples illustrate the benefits and flexibility of the proposed approach.
From: Fabian Jakob [view email]
[v1]
Fri, 12 Jun 2026 14:03:15 UTC (196 KB)
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