Wenjie Xu

• Master of Engineering
• Doctoral Student at Swiss Federal Institute of Technology in Lausanne

Model predictive control (MPC) controller is considered for temperature management in buildings but its performance heavily depends on hyperparameters. Consequently, MPC necessitates meticulous hyperparameter tuning to attain optimal performance under diverse contracts. However, conventional building controller design is an open-loop process withou...

Bayesian optimisation for real-world problems is often performed interactively with human experts, and integrating their domain knowledge is key to accelerate the optimisation process. We consider a setup where experts provide advice on the next query point through binary accept/reject recommendations (labels). Experts' labels are often costly, req...

We study the problem of preferential Bayesian optimization (BO), where we aim to optimize a black-box function with only preference feedback over a pair of candidate solutions. Inspired by the likelihood ratio idea, we construct a confidence set of the black-box function using only the preference feedback. An optimistic algorithm with an efficient...

Efficient global optimization is a widely used method for optimizing expensive black-box functions. In this paper, we study the worst-case oracle complexity of the efficient global optimization problem. In contrast to existing kernel-specific results, we derive a unified lower bound for the oracle complexity of efficient global optimization in term...

We consider the problem of minimizing emission of a heavy-duty truck transporting freight between two locations subject to a hard deadline constraint. The truck is equipped with a multi-speed transmission and a modern combustion engine that intelligently switches among multiple fuel injection strategies at certain engine speeds (called switching s...

We study the problem of constrained efficient global optimization, where both the objective and constraints are expensive black-box functions that can be learned with Gaussian processes. We propose CONFIG (CONstrained efFIcient Global Optimization), a simple and effective algorithm to solve it. Under certain regularity assumptions, we show that our...

We study the problem of tuning the parameters of a room temperature controller to minimize its energy consumption, subject to the constraint that the daily cumulative thermal discomfort of the occupants is below a given threshold. We formulate it as an online constrained black-box optimization problem where, on each day, we observe some relevant en...

We consider the problem of optimizing a grey-box objective function, i.e., nested function composed of both black-box and white-box functions. A general formulation for such grey-box problems is given, which covers the existing grey-box optimization formulations as special cases. We then design an optimism-driven algorithm to solve it. Under certai...

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...

We study the problem of minimizing fuel consumption of a heavy-duty truck traveling across the national highway network subject to a hard deadline. We focus on a real-world setting that traversing a road segment is subject to variable speed ranges due to dynamic traffic conditions. The consideration of dynamic traffic conditions not only differenti...

We study the problem of performance optimization of closed-loop control systems with unmodeled dynamics. Bayesian optimization (BO) has been demonstrated to be 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 dynamic...

We study the problem of minimizing fuel consumption of a heavy-duty truck traveling across national highway subject to a deadline, under a practical setting that traversing a road segment is subject to variable speed ranges due to dynamic traffic conditions. The consideration of dynamic traffic conditions not only differentiates our work from exist...

We study a transportation problem where two heavy-duty trucks travel across the national highway from separate origins to destinations, subject to individual deadline constraints. Our objective is to minimize their total fuel consumption by jointly optimizing path planning, speed planning, and platooning configuration. Such a two-truck platooning p...

In this paper, the CONFIG algorithm, a simple and provably efficient constrained global optimization algorithm, is applied to optimize the closed-loop control performance of an unknown system with unmodeled constraints. Existing Gaussian process based closed-loop optimization methods, either can only guarantee local convergence (e.g., SafeOPT), or...

We propose CONFIG (CONstrained efFIcient Global Optimization), a simple and effective algorithm for constrained efficient global optimization of expensive black-box functions. In each step, our algorithm solves an auxiliary constrained optimization problem with lower confidence bound (LCB) surrogates as the objective and constraints to get the next...

Efficient global optimization is a widely used method for optimizing expensive black-box functions such as tuning hyperparameter, and designing new material, etc. Despite its popularity, less attention has been paid to analyzing the inherent hardness of the problem although, given its extensive use, it is important to understand the fundamental lim...

In this article, we investigate the approximation ability of recurrent neural networks (RNNs) with stochastic inputs in state space model form. More explicitly, we prove that open dynamical systems with stochastic inputs can be well-approximated by a special class of RNNs under some natural assumptions, and the asymptotic approximation error has al...

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 sys...