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VABO: Violation-Aware Bayesian Optimization for Closed-Loop Control Performance Optimization with Unmodeled Constraints

VABO: Violation-Aware Bayesian Optimization for Closed-Loop Control Performance Optimization with Unmodeled Constraints

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. …