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Constraint-Tightening and Stability in Stochastic Model Predictive Control

IEEE TRANSACTIONS ON AUTOMATIC CONTROL 2017年第7期62卷 3165-3177页

作者： Lorenzen, Matthias Dabbene, Fabrizio Tempo, Roberto Allgoewer, Frank Univ Stuttgart Inst Syst Theory & Automat Control Stuttgart Germany CNR IEIIT Politecn Torino Rome Italy

Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference between existence of a solution and feasibility of a suitable, a priori known candidate solution. Subsequently, a Stochastic Model Predictive Control algorithm which unifies previous results is derived, leaving the designer the option to balance an increased feasible region against guaranteed bounds on the asymptotic average performance and convergence time. Besides typical performance bounds, under mild assumptions, we prove asymptotic stability in probability of the minimal robust positively invariant set obtained by the unconstrained LQ-optimal controller. A numerical example, demonstrating the efficacy of the proposed approach in comparison with classical, recursively feasible Stochastic MPC and Robust MPC, is provided.

关键词： Chance constraints constrained control discrete-time stochastic systems predictive control receding horizon control randomized algorithms stochastic model predictive control

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GREEDY algorithms FOR THE MAXIMUM SATISFIABILITY PROBLEM: SIMPLE algorithms AND INAPPROXIMABILITY BOUNDS

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SIAM JOURNAL ON COMPUTING 2017年第3期46卷 1029-1061页

作者： Poloczek, Matthias Schnitger, Georg Williamson, David P. Van Zuylen, Anke Cornell Univ Sch Operat Res & Informat Engn Ithaca NY 14853 USA Goethe Univ Frankfurt Main Inst Comp Sci Frankfurt Germany Coll William & Mary Dept Math Williamsburg VA 23185 USA

We give a simple, randomized greedy algorithm for the maximum satisfiability problem (MAX SAT) that obtains a 3/4-approximation in expectation. In contrast to previously known 3/4-approximation algorithms, our algorithm does not use flows or linear programming. Hence we provide a positive answer to a question posed by Williamson in 1998 on whether such an algorithm exists. Moreover, we show that Johnson's greedy algorithm cannot guarantee a 3/4-approximation, even if the variables are processed in a random order. Thereby we partially solve a problem posed by Chen, Friesen, and Zheng in 1999. In order to explore the limitations of the greedy paradigm, we use the model of priority algorithms of Borodin, Nielsen, and Rackoff. Since our greedy algorithm works in an online scenario where the variables arrive with their set of undecided clauses, we wonder if a better approximation ratio can be obtained by further fine-tuning its random decisions. For a particular information model we show that no priority algorithm can approximate Online MAX SAT within 3/4 + epsilon (for any epsilon > 0). We further investigate the strength of deterministic greedy algorithms that may choose the variable ordering. Here we show that no adaptive priority algorithm can achieve approximation ratio 3/4. We propose two ways in which this inapproximability result can be bypassed. First we show that if our greedy algorithm is additionally given the variable assignments of an optimal solution to the canonical LP relaxation, then we can derandomize its decisions while preserving the overall approximation guarantee. Second we give a simple, deterministic algorithm that performs an additional pass over the input. We show that this 2-pass algorithm satisfies clauses with a total weight of at least 3/4 OPTLP, where OPTLP is the objective value of the canonical linear program. Moreover, we demonstrate that our analysis is tight and detail how each pass can be implemented in linear time.

关键词： approximation algorithms greedy algorithms maximum satisfiability problem priority algorithms randomized algorithms

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OPTIMAL CUR MATRIX DECOMPOSITIONS

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SIAM JOURNAL ON COMPUTING 2017年第2期46卷 543-589页

作者： Boutsidis, Christos Woodruff, David P. Yahoo Labs New York NY 10018 USA IBM Res Almaden CA 94040 USA

The CUR decomposition of an m x n matrix A finds an m x c matrix C with a subset of c < n columns of A, together with an r x n matrix R with a subset of r < m rows of A, as well as a c x r low-rank matrix U such that the matrix CUR approximates the matrix A, that is, parallel to A - CUR parallel to(2)(F) <= (1 + epsilon) parallel to A - A(k) parallel to(2)(F), where parallel *** to(F) denotes the Frobenius norm and A(k) is the best m x n matrix of rank k constructed via the SVD. We present input-sparsity-time and deterministic algorithms for constructing such a CUR decomposition where c = O(k/epsilon) and r = O(k/epsilon) and rank(U) = k. Up to constant factors, our algorithms are simultaneously optimal in the values c, r, and rank(U).

关键词： randomized algorithms numerical linear algebra low-rank approximations

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Multi-aircraft Conflict Detection and Resolution Based on Probabilistic Reach Sets

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IEEE TRANSACTIONS ON CONTROL SYSTEMS TECHNOLOGY 2017年第1期25卷 309-316页

作者： Yang, Yang Zhang, Jun Cai, Kai-Quan Prandini, Maria Beihang Univ Sch Elect & Informat Engn Beijing 100191 Peoples R China Politecn Milan Dipartimento Elettron Informaz & Bioingn I-20133 Milan Italy

In this brief, a novel scheme to multi-aircraft conflict detection and resolution is introduced. A key feature of the proposed scheme is that uncertainty affecting the aircraft future positions along some look-ahead prediction horizon is accounted for via a probabilistic reachability analysis approach. In particular, ellipsoidal probabilistic reach sets are determined by formulating a chance-constrained optimization problem and solving it via a simulation-based method called scenario approach. Conflict detection is then performed by verifying if the ellipsoidal reach sets of different aircraft intersect. If a conflict is detected, then the aircraft flight plans are redesigned by solving a second-order cone program resting on the approximation of the ellipsoidal reach sets with spheres with constant radius along the look-ahead horizon. A bisection procedure allows one to determine the minimum radius such that the ellipsoidal reach sets of different aircraft along the corresponding new flight plans do not intersect. Some numerical examples are presented to show the efficacy of the proposed scheme.

关键词： Air traffic control multi-aircraft conflict detection and resolution (CD&R) probabilistic reachability randomized algorithms stochastic/uncertain systems

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RANDOMIZATION HELPS COMPUTING A MINIMUM SPANNING TREE UNDER UNCERTAINTY

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SIAM JOURNAL ON COMPUTING 2017年第4期46卷 1217-1240页

作者： Megow, Nicole Meissner, Julie Skutella, Martin Univ Bremen Dept Math & Comp Sci Bremen Germany Tech Univ Berlin Dept Math Berlin Germany

Given a graph with "uncertainty intervals" on the edges, we want to identify a minimum spanning tree by querying some edges for their exact edge weights which lie in the given uncertainty intervals. Our objective is to minimize the number of edge queries. It is known that there is a deterministic algorithm with best possible competitive ratio 2 [T. Erlebach, et al., in Proceedings of STACS, Schloss Dagstuhl, Dagstuhl, Germany, 2008, pp. 277-288]. Our main result is a randomized algorithm with expected competitive ratio 1 + root 2 approximate to 1.707, solving the long-standing open problem of whether an expected competitive ratio strictly less than 2 can be achieved [T. Erlebach and M. Hoffmann, Bull. Eur. Assoc. Theor. Comput. Sci. EATCS, 116 (2015)]. We also present novel results for various extensions, including arbitrary matroids and more general querying models.

关键词： online algorithms competitive analysis minimum spanning tree randomized algorithms

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Rural postman parameterized by the number of components of required edges

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JOURNAL OF COMPUTER AND SYSTEM SCIENCES 2017年第1期83卷 121-131页

作者： Gutin, Gregory Wahlstrom, Magnus Yeo, Anders Royal Holloway Univ London Dept Comp Sci Egham TW20 0EX Surrey England Univ Southern Denmark Dept Math & Comp Sci Campusvej 55 DK-5230 Odense M Denmark Univ Johannesburg Dept Math ZA-2006 Auckland Pk South Africa

In the Directed Rural Postman Problem (DRPP), given a strongly connected directed multigraph D = (V, A) with nonnegative integral weights on the arcs, a subset R of required arcs and a nonnegative integer l, decide whether D has a closed directed walk containing every arc of R and of weight at most l. Let k be the number of weakly connected components in the subgraph of D induced by R. Sorge et al. [30] asked whether the DRPP is fixed-parameter tractable (FPT) when parameterized by k, i.e., whether there is an algorithm of running time O*(f(k)) where f is a function of k only and the O* notation suppresses polynomial factors. Using an algebraic approach, we prove that DRPP has a randomized algorithm of running time O*(2(k)) when l is bounded by a polynomial in the number of vertices in D. The same result holds for the undirected version of DRPP. (C) 2016 Elsevier Inc. All rights reserved.

关键词： Fixed-parameter tractable Rural postman problem randomized algorithms

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Greedy Matching: Guarantees and Limitations

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ALGORITHMICA 2017年第1期77卷 201-234页

作者： Besser, Bert Poloczek, Matthias Goethe Univ Frankfurt Main Inst Informat Frankfurt Germany Cornell Univ Sch Operat Res & Informat Engn Ithaca NY 14850 USA

Since Tinhofer proposed the MINGREEDY algorithm for maximum cardinality matching in 1984, several experimental studies found the randomized algorithm to perform excellently for various classes of random graphs and benchmark instances. In contrast, only few analytical results are known. We show that MINGREEDY cannot improve on the trivial approximation ratio of 1/2 whp., even for bipartite graphs. Our hard inputs seem to require a small number of high-degree nodes. This motivates an investigation of greedy algorithms on graphs with maximum degree Delta: we show that MINGREEDY achieves a Delta-1/2 Delta-3-approximation for graphs with Delta=3 and for Delta-regular graphs, and a guarantee of Delta-1/2/2 Delta-2 for graphs with maximum degree Delta. Interestingly, our bounds even hold for the deterministic MINGREEDY that breaks all ties arbitrarily. Moreover, we investigate the limitations of the greedy paradigm, using the model of priority algorithms introduced by Borodin, Nielsen, and Rackoff. We study deterministic priority algorithms and prove a Delta-1/2 Delta-3 -inapproximability result for graphs with maximum degree Delta;thus, these greedy algorithms do not achieve a 1/2+epsilon-approximation and in particular the 2/3-approximation obtained by the deterministic MINGREEDY for Delta=3 is optimal in this class. For k-uniform hypergraphs we show a tight 1/k-inapproximability bound. We also study fully randomized priority algorithms and give a 5/6-inapproximability bound. Thus, they cannot compete with matching algorithms of other paradigms.

关键词： Maximum matching Greedy algorithms Approximation algorithms Priority algorithms randomized algorithms

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Relaxed leverage sampling for low-rank matrix completion

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INFORMATION PROCESSING LETTERS 2017年第Aug.期124卷 6-9页

作者： Kundu, Abhisek Intel Parallel Comp Labs Bangalore Karnataka India

We show that any m x n matrix of rank rho can be recovered exactly via nuclear norm minimization from circle minus (lambda . log(2)(m + n)) randomly sampled entries (lambda = (m + n)rho - rho(2) being the degrees of freedom), if we observe each entry with probability proportional to the sum of corresponding row and column leverage scores, minus their product. This relaxation in probabilities (as opposed to sum of leverage scores in [1]) can give us O (rho(2)log(2)(m + n)) additive improvement on the (best known) sample size of [1]. Further, we can use our relaxed leverage score sampling to achieve additive improvement on sample size for exact recovery of (a) incoherent matrices (with restricted leverage scores), and (b) row (or column) incoherent matrices, without knowing the leverage scores a priori. (C) 2017 Elsevier B.V. All rights reserved.

关键词： Relaxed leverage score Low-rank Matrix completion Nuclear norm randomized algorithms

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Distributed algorithms for the Lovasz local lemma and graph coloring

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DISTRIBUTED COMPUTING 2017年第4期30卷 261-280页

作者： Chung, Kai-Min Pettie, Seth Su, Hsin-Hao Acad Sinica Taipei Taiwan Univ Michigan Ann Arbor MI 48109 USA MIT 77 Massachusetts Ave Cambridge MA 02139 USA

The Lovasz local lemma (LLL), introduced by Erdos and Lovasz in 1975, is a powerful tool of the probabilistic method that allows one to prove that a set of n "bad" events do not happen with non-zero probability, provided that the events have limited dependence. However, the LLL itself does not suggest how to find a point avoiding all bad events. Since the works of Alon (Random Struct algorithms 2(4): 367-378, 1991) and Beck (Random Struct algorithms 2(4): 343-365, 1991) there has been a sustained effort to find a constructive proof (i.e. an algorithm) for the LLL or weaker versions of it. In a major breakthrough Moser and Tardos (J ACM 57(2): 11, 2010) showed that a point avoiding all bad events can be found efficiently. They also proposed a distributed/parallel version of their algorithm that requires O(log(2) n) rounds of communication in a distributed network. In this paper we provide two new distributed algo-rithms for the LLL that improve on both the efficiency and simplicity of the Moser-Tardos algorithm. For clarity we express our results in terms of the symmetric LLL though both algorithms deal with the asymmetric version as well. Let p bound the probability of any bad event and d be the maximum degree in the dependency graph of the bad events. When epd(2) < 1 we give a truly simple LLL algorithm running in O(log(1/epd2) n) rounds. Under the weaker condition ep(d + 1) < 1, we give a slightly slower algorithm running in O(log(2) d . log(1/ep(d+1)) n) rounds. Furthermore, we give an algorithm that runs in sublogarithmic rounds under the condition p . f (d) < 1, where f (d) is an exponential function of d. Although the conditions of the LLL are locally verifiable, we prove that any distributed LLL algorithm requires Omega(log* n) rounds. In many graph coloring problems the existence of a valid coloring is established by one or more applications of the LLL. Using our LLL algorithms, we give logarithmic-time distributed algorithms for frugal coloring, defective c

关键词： Lovasz local lemma Distributed algorithms randomized algorithms Coloring Locality

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Lower Bounds on the Oracle Complexity of Nonsmooth Convex Optimization via Information Theory

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IEEE TRANSACTIONS ON INFORMATION THEORY 2017年第7期63卷 4709-4724页

作者： Braun, Gabor Guzman, Cristobal Pokutta, Sebastian Georgia Inst Technol Dept Ind & Syst Engn Atlanta GA 30332 USA Pontificia Univ Catolica Chile Fac Matemat Santiago 7820436 Chile Pontificia Univ Catolica Chile Escuela Ingn Santiago 7820436 Chile

We present an information-theoretic approach to lower bound the oracle complexity of nonsmooth black box convex optimization, unifying previous lower bounding techniques by identifying a combinatorial problem, namely string guessing, as a single source of hardness. As a measure of complexity, we use distributional oracle complexity, which subsumes randomized oracle complexity as well as worst case oracle complexity. We obtain strong lower bounds on distributional oracle complexity for the box [-1, 1](n), as well as for the L-p-ball for p = 1 (for both low-scale and large-scale regimes), matching worst case upper bounds, and hence we close the gap between distributional complexity, and in particular, randomized complexity and worst case complexity. Furthermore, the bounds remain essentially the same for high-probability and bounded-error oracle complexity, and even for combination of the two, i.e., bounded-error high-probability oracle complexity. This considerably extends the applicability of known bounds.

关键词： Convex optimization oracle complexity lower complexity bounds randomized algorithms distributional and high-probability lower bounds

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