Many previous studies have shown that the turbulent mixing layer under periodic forcing tends to adopt a lock-on state, where the major portion of the fluctuations in the flow are synchronized at the forcing frequency. The goal of this experimental study is to apply closed-loop control in order to provoke the lock-on state, using information from the flow itself. We aim to determine the range of frequencies for which the closed-loop control can establish the lock-on, and what mechanisms are contributing to the selection of a feedback frequency. In order to expand the solution space for optimal closed-loop control laws, we use the genetic programming control (GPC) framework. The best closed-loop control laws obtained by GPC are analysed along with the associated physical mechanisms in the mixing layer flow. The resulting closed-loop control significantly outperforms open-loop forcing in terms of robustness to changes in the free-stream velocities. In addition, the selection of feedback frequencies is not locked to the most amplified local mode, but rather a range of frequencies around it.