This letter analyzes the contraction property of the nonlinear systems controlled by suboptimal model predictive control (MPC) using the continuation method. We propose a contraction metric that reflects the hierarchi...
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This letter analyzes the contraction property of the nonlinear systems controlled by suboptimal model predictive control (MPC) using the continuation method. We propose a contraction metric that reflects the hierarchical dynamics inherent in the continuation method. We derive a pair of matrix inequalities that elucidate the impact of suboptimality on the contraction of the optimally controlled closed-loop system. A numerical example is presented to verify our contraction analysis. Our results are applicable to other MPCs than stabilization, including economic MPC.
This letter considers a feedback-based projected gradient method for optimizing systems modeled as algebraic maps. The focus is on a setup where the gradient is corrupted by random errors that follow a sub-Weibull dis...
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This letter considers a feedback-based projected gradient method for optimizing systems modeled as algebraic maps. The focus is on a setup where the gradient is corrupted by random errors that follow a sub-Weibull distribution, and where the measurements of the output - which replace the input-output map of the system in the algorithmic updates - may not be available at each iteration. The sub-Weibull error model is particularly well-suited in frameworks where the cost of the problem is learned via Gaussian Process (GP) regression (from functional evaluations) concurrently with the execution of the algorithm;however, it also naturally models setups where nonparametric methods and neural networks are utilized to estimate the cost. Using the sub-Weibull model, and with Bernoulli random variables modeling missing measurements of the system output, we show that the online algorithm generates points that are within a bounded error from the optimal solutions. In particular, we provide error bounds in expectation and in high probability. Numerical results are presented in the context of a demand response problem in smart power grids.
In this letter we consider a distributed stochastic optimization framework in which agents in a network aim to cooperatively learn an optimal network-wide policy. The goal is to compute local functions to minimize the...
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In this letter we consider a distributed stochastic optimization framework in which agents in a network aim to cooperatively learn an optimal network-wide policy. The goal is to compute local functions to minimize the expected value of a given cost, subject to individual constraints and average coupling constraints. In order to handle the challenges of the distributed stochastic context, we resort to a Lagrangian duality approach that allows us to derive an associated stochastic dual problem with a separable structure. Thus, we propose a distributed algorithm, without a central coordinator, that exploits consensus iterations and stochastic approximation to find an optimal solution to the problem, with attractive scalability properties. We demonstrate convergence of the proposed scheme and validate its behavior through simulations.
Bilevel optimization, the problem of minimizing a value function which involves the arg-minimum of another function, appears in many areas of machine learning. In a large scale empirical risk minimization setting wher...
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In the context of irrigation canal flow, numerical models developed to accurately estimate canal behavior based on gate trajectories are often highly complex. Consequently, hardware limitations make it significantly m...
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In the context of irrigation canal flow, numerical models developed to accurately estimate canal behavior based on gate trajectories are often highly complex. Consequently, hardware limitations make it significantly more challenging to implement these models locally at gate devices. In this regard, one of the most significant contributions of this paper is the concept of the hydraulic influence matrix (HIM) and its application as a linear model to estimate the water surface flow in irrigation canals, integrated within an irrigation canal controller to facilitate real-time operations. The HIM model provides a significant advantage by quickly and accurately computing water level and velocity perturbations in open-flow canals. This capability empowers watermasters to apply this linear free-surface model in both unsteady and steady flow conditions, enabling real-time applications in control algorithms. The HIM model was validated by comparing water-level estimates under various perturbations with results from software using the full Saint-Venant equations. The test involved introducing a 10% perturbation in gate movement over a specified time period in two different test cases, resulting in a flow discharge increase of more than 10% in each test case. The results showed maximum absolute errors below 7 cm and 0.2 cm, relative errors of 0.7% and 0.023%, root mean square errors ranging from 2.4 to 0.07 cm, and Nash-Sutcliffe efficiency values of approximately 0.95 in the first and second test cases, respectively, when compared to the full Saint-Venant equations. This highlights the high precision of the HIM model, even when subjected to significant disturbances. However, larger gate movement disturbances (exceeding 10%) should be planned in advance rather than managed in real time.
In this letter we study the proximal gradient dynamics. This recently-proposed continuous-time dynamics solves optimization problems whose cost functions are separable into a nonsmooth convex and a smooth component. F...
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In this letter we study the proximal gradient dynamics. This recently-proposed continuous-time dynamics solves optimization problems whose cost functions are separable into a nonsmooth convex and a smooth component. First, we show that the cost function decreases monotonically along the trajectories of the proximal gradient dynamics. We then introduce a new condition that guarantees exponential convergence of the cost function to its optimal value, and show that this condition implies the proximal Polyak-& Lstrok;ojasiewicz condition. We also show that the proximal Polyak-& Lstrok;ojasiewicz condition guarantees exponential convergence of the cost function. Moreover, we extend these results to time-varying optimization problems, providing bounds for equilibrium tracking. Finally, we discuss applications of these findings, including the LASSO problem, certain matrix based problems and a numerical experiment on a feed-forward neural network.
The paper presents possibility of Whale optimization Algorithm application into abrasive waterjet (AWJ) machining of tool steel. Based on the control parameters of the process of cutting tool steel with AWJ, the objec...
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This letter presents an iterative, online trajectory optimization algorithm for systems performing repetitive processes. While typical iterative learning techniques are formulated for tracking control applications, a ...
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This letter presents an iterative, online trajectory optimization algorithm for systems performing repetitive processes. While typical iterative learning techniques are formulated for tracking control applications, a precise definition of the tracking reference is required. In repetitive applications where the optimal tracking reference is not fully defined, there exists an opportunity to improve system performance by altering the trajectory of the system based on information rich signals from previous cycles. In this letter, we develop an algorithm to optimize the parameterized trajectory of a system in real time utilizing constrained optimization of a cost function generated from the performance values of the previous cycle. Simulation results are used to illustrate the implementation of this iterative trajectory optimization framework while also benchmarking the performance against a norm optimal iterative learning controller with perfect system knowledge.
In this letter, multiplicative stochasticity is applied to the learning rate of stochastic optimization algorithms, giving rise to stochastic learning-rate schemes. In-expectation theoretical convergence results of St...
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In this letter, multiplicative stochasticity is applied to the learning rate of stochastic optimization algorithms, giving rise to stochastic learning-rate schemes. In-expectation theoretical convergence results of Stochastic Gradient Descent equipped with this novel learning rate scheme under the stochastic setting, as well as convergence results under the online optimization settings are provided. Empirical results consider the case of an adaptively uniformly distributed multiplicative stochasticity and include not only Stochastic Gradient Descent, but also other popular algorithms equipped with a stochastic learning rate. They demonstrate noticeable optimization performance gains with respect to their deterministic-learning-rate versions.
Given a directed graph (referred to as social network), the influence maximization problem is to find k nodes which, when influenced (or activated), would maximize the number of remaining nodes that get activated unde...
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Given a directed graph (referred to as social network), the influence maximization problem is to find k nodes which, when influenced (or activated), would maximize the number of remaining nodes that get activated under a given set of activation dynamics. In this paper, we consider a more general version of the problem that includes an additional set (or layer) of nodes that are termed as physical nodes, such that a node in the social network is connected to one physical node. A physical node exists in one of two states at any time, opened or closed, and there is a constraint on the maximum number of physical nodes that can be opened. In this setting, an inactive node in the social network becomes active if it has at least one active neighbor in the social network and if it is connected to an opened physical node. This problem arises in scenarios such as disaster recovery, where a displaced social group (an inactive social node) decides to return back after a disaster (switches to active state) only after a sufficiently large number of groups in its social network return back and some infrastructure components (physical nodes) in its neighborhood are repaired (brought to the open state). We first show that this general problem is NP-hard to approximate within any constant factor. We then consider instances of the problem when the mapping between the social nodes and the physical nodes is bijective and characterize optimal and approximation algorithms for those instances.
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