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Constrained Optimization with Decision-Dependent Distributions

IEEE Transactions on Automatic control 2025年

作者： Wang, Zifan Liu, Changxin Parisini, Thomas Zavlanos, Michael M. Johansson, Karl H. KTH Royal Institute of Technology Division of Decision and Control Systems School of Electrical Engineering and Computer Science Sweden Digital Futures StockholmSE-10044 Sweden East China University of Science and Technology Key Laboratory of Smart Manufacturing in Energy Chemical Process Ministry of Education Shanghai200237 China Imperial College London Department of Electrical and Electronic Engineering LondonSW7 2AZ United Kingdom Aalborg University Department of Electronic Systems Denmark University of Trieste Department of Engineering and Architecture Italy Duke University Department of Mechanical Engineering and Materials Science DurhamNC United States

In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed either the absence of constraints or fixed constraints. This work considers a more general setting where the constraints can also dynamically adjust in response to changes in the decision variables. Specifically, we consider linear constraints and analyze the effect of decision-dependent distributions in both the objective function and constraints. Firstly, we establish a sufficient condition for the existence of a constrained equilibrium point, at which the distributions remain invariant under retraining. Moreover, we propose and analyze two algorithms: repeated constrained optimization and repeated dual ascent. For each algorithm, we provide sufficient conditions for convergence to the constrained equilibrium point. Furthermore, we explore the relationship between the equilibrium point and the optimal point for the constrained decision-dependent optimization problem. Notably, our results encompass previous findings as special cases when the constraints remain fixed. To show the effectiveness of our theoretical analysis, we provide numerical experiments on both a market problem and a dynamic pricing problem for parking based on real-world data. © 1963-2012 IEEE.

关键词： Optimization algorithms

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Development of Unmanned Cargo VTOL Aircraft 1

引用

59th Symposium on Engineering Modelling in Mechanics, 2020

作者： Czyba, Roman Gorol, Zbigniew Lemanowicz, Marcin Pawlak, Mariusz Sikora, Adam Faculty of Automatic Control Electronics and Computer Science Department of Automatic Control and Robotics Silesian University of Technology Akademicka Street 2A Gliwice44-100 Poland Faculty of Mechanical Engineering Department of Theoretical and Applied Mechanics Silesian University of Technology Akademicka Street 2A Gliwice44-100 Poland Faculty of Chemistry Department of Chemical Engineering and Process Design Silesian University of Technology Akademicka Street 2A Gliwice44-100 Poland

ISBN: (数字)9783030684556

ISBN: (纸本)9783030684549

The aim of the paper is to present a design cycle regarding to the construction of an unmanned cargo aircraft with own weight up to 25 kg, operating range of up to 100 km and AGL operating ceiling of up to 1 km. The task of the project team was to plan the design cycle, perform analytical calculations and CFD simulations, and finally to build an unmanned aircraft capable of lifting cargo. At the same time, a number of assumptions and technical regulations regarding constructions had to be met, which are specified in legal regulations regarding the given class of unmanned aerial vehicles. In order to achieve optimal UAV aerodynamic properties, including maximization of the payload while minimizing the own weight, aerodynamic calculations and CFD simulations were performed. © 2021, The Author(s), under exclusive license to Springer Nature Switzerland AG.

关键词： Unmanned aerial vehicles (UAV)

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Learning-based control for PMSM Using Distributed Gaussian processes with Optimal Aggregation Strategy

Learning-based Control for PMSM Using Distributed Gaussian P...

引用

Annual Conference of Industrial Electronics Society

作者： Zhenxiao Yin Xiaobing Dai Zewen Yang Yang Shen Georges Hattab Hang Zhao Robotics and Autonomous Systems Thrust The Hong Kong University of Science and Technology (Guangzhou) Guangzhou China Chair of Information-oriented Control Technical University of Munich Munich Germany Center for Artificial Intelligence in Public Health Research (ZKI-PH) Robert Koch Institute Berlin Germany Department of Mathematics and Computer Science Freie Universität Berlin Berlin Germany Department of Electronic & Computer Engineering The Hong Kong University of Science and Technology Hong Kong China

The growing demand for accurate control in varying and unknown environments has sparked a corresponding increase in the requirements for power supply components, including permanent magnet synchronous motors (PMSMs). To infer the unknown part of the system, machine learning techniques are widely employed, especially Gaussian process regression (GPR) due to its flexibility of continuous system modeling and its guaranteed performance. For practical implementation, distributed GPR is adopted to alleviate the high computational complexity. However, the study of distributed GPR from a control perspective remains an open problem. In this paper, a control-aware optimal aggregation strategy of distributed GPR for PMSMs is proposed based on the Lyapunov stability theory. This strategy exclusively leverages the posterior mean, thereby obviating the need for computationally intensive calculations associated with posterior variance in alternative approaches. Moreover, the straightforward calculation process of our proposed strategy lends itself to seamless implementation in high-frequency PMSM control. The effectiveness of the proposed strategy is demonstrated in the simulations.

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EigenMPC: An Eigenmanifold-Inspired Model-Predictive control Framework for Exciting Efficient Oscillations in Mechanical Systems

EigenMPC: An Eigenmanifold-Inspired Model-Predictive Control...

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IEEE Conference on Decision and control

作者： Andre Coelho Alin Albu-Schaeffer Arne Sachtler Hrishik Mishra Davide Bicego Christian Ott Antonio Franchi Institute of Robotics and Mechatronics of the German Aerospace Center (DLR) Oberpfaffenhofen Germany Dextrous Robotics Inc Memphis TN USA Robotics and Mechatronics Lab Faculty of Electrical Engineering Mathematics & Computer Science University of Twente Netherlands Department of Informatics Technical University of Munich Germany Automation and Control Institute (ACIN) Technical University of Vienna Austria LAAS-CNRS University of Toulouse France

ISBN: (数字)9781665467612

ISBN: (纸本)9781665467629

This paper proposes a Nonlinear Model-Predictive control (NMPC) method capable of finding and converging to energy-efficient regular oscillations, which require no control action to be sustained. The approach builds up on the recently developed Eigenmanifold theory, which defines the sets of line-shaped oscillations of a robot as an invariant two-dimensional submanifold of its state space. By defining the control problem as a nonlinear program (NLP), the controller is able to deal with constraints in the state and control variables and be energy-efficient not only in its final trajectory but also during the convergence phase. An initial implementation of this approach is proposed, analyzed, and tested in simulation.

关键词： Analytical models Aerospace electronics Energy efficiency Trajectory Mechanical systems Oscillators Robots

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Multi-kernel Correntropy Regression: Robustness, Optimality, and Application on Magnetometer Calibration

arXiv

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arXiv 2023年

作者： Li, Shilei Chen, Yihan Lou, Yunjiang Shi, Dawei Li, Lijing Shi, Ling The Department of Electronic and Computer Engineering The Hong Kong University of Science and Technology Hong Kong The State Key Laboratory of Robotics and System School of Mechanical Engineering and Automation Harbin Institute of Technology Shenzhen Shenzhen518055 China The School of Automation Beijing Institute of Technology China The School of Information and Control Engineering China University of Mining and Technology China

This paper investigates the robustness and optimality of the multi-kernel correntropy (MKC) on linear regression. We first derive an upper error bound for a scalar regression problem in the presence of arbitrarily large outliers and state that the kernel bandwidth plays an important role in minimizing the lowest upper error bound. Then, we find that the proposed MKC is related to a specific heavy-tail distribution, where its head shape is consistent with the Gaussian distribution but its tail shape is heavy-tailed, and the extent of heavy-tail is controlled by the kernel bandwidth. It becomes a Gaussian distribution when the bandwidth is infinite, which allows one to tackle both Gaussian and non-Gaussian problems without explicitly investigating the noise distributions. To explore the optimal underlying distribution parameters, an expectation-maximization-like (EM) algorithm is developed to estimate the parameter vectors and the distribution parameters in an alternating manner. The results show that our algorithm can achieve equivalent performance compared with the traditional linear regression under Gaussian noise, and it significantly outperforms the conventional method under heavy-tailed noise. Both numerical simulations and experiments on a magnetometer calibration application verify the effectiveness of the proposed method. Note to Practitioners-The goal of this paper is to enhance the accuracy of conventional linear regression in handling outliers while maintaining its optimality under Gaussian assumptions. Our algorithm is formulated under the maximum likelihood estimation (MLE) framework, assuming the regression residuals follow a type of heavy-tailed noise distribution with an extreme case of Gaussian. The degree of the heavy tail is explored alternatingly using an Expectation-Maximization (EM) algorithm which converges very quickly. The robustness and optimality of the proposed approach are investigated and compared with the traditional approaches. Both th

关键词： Linear regression

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Multi-kernel Correntropy-based Orientation Estimation of IMUs: Gradient Descent Methods

arXiv

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arXiv 2023年

作者： Li, Shilei Li, Lijing Shi, Dawei Lou, Yunjiang Shi, Ling The Department of Electronic and Computer Engineering The Hong Kong University of Science and Technology Hong Kong The School of Information and Control Engineering China University of Mining and Technology China The School of Automation Beijing Institute of Technology China The State Key Laboratory of Robotics and System School of Mechanical Engineering and Automation Harbin Institute of Technology Shenzhen Shenzhen518055 China

This paper presents two computationally efficient algorithms for the orientation estimation of inertial measurement units (IMUs): the multi-kernel correntropy-based gradient descent (CGD) and the multi-kernel correntropy-based decoupled orientation estimation (CDOE). Traditional methods, such as gradient descent (GD) and decoupled orientation estimation (DOE), rely on the least square (LS) criterion in algorithm derivation, making them vulnerable to external acceleration and magnetic interference. To address this issue, we first demonstrate that the multi-kernel correntropy loss (MKCL) is an optimal objective function under the maximum likelihood estimation (MLE) framework when the noise follows a specific type of heavy-tailed distribution. Then, we provide some important properties of the MKCL as a cost function. By replacing the LS cost with the MKCL, we develop the CGD and CDOE algorithms. We evaluate the effectiveness of our proposed methods by comparing them with existing algorithms in various situations. Experimental results indicate that our proposed methods (CGD and CDOE) outperform their conventional counterparts (GD and DOE), especially when faced with external acceleration and magnetic disturbances. Furthermore, the new algorithms demonstrate significantly lower computational complexity than Kalman filter-based approaches, making them suitable for applications with low-cost microprocessors. Copyright © 2023, The Authors. All rights reserved.

关键词： Maximum likelihood estimation

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Environment-Driven Online LiDAR-Camera Extrinsic Calibration

arXiv

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arXiv 2025年

作者： Huang, Zhiwei Li, Jiaqi Zhong, Ping Fan, Rui The Department of Control Science & Engineering The College of Electronics & Information Engineering Tongji University Shanghai201804 China The School of Computer Science and Engineering Central South University Hunan Changsha410083 China The National Key Laboratory of Science and Technology on Automatic Target Recognition National University of Defense Technology Hunan Changsha410073 China The Department of Control Science & Engineering The College of Electronics & Information Engineering Shanghai Research Institute for Intelligent Autonomous Systems The State Key Laboratory of Intelligent Autonomous Systems Frontiers Science Center for Intelligent Autonomous Systems Tongji University Shanghai201804 China The National Key Laboratory of Human-Machine Hybrid Augmented Intelligence Institute of Artificial Intelligence and Robotics Xi’an Jiaotong University Shaanxi Xi’an710049 China

LiDAR-camera extrinsic calibration (LCEC) is the core for data fusion in computer vision. Existing methods typically rely on customized calibration targets or fixed scene types, lacking the flexibility to handle variations in sensor data and environmental contexts. This paper introduces EdO-LCEC, the first environment-driven, online calibration approach that achieves human-like adaptability. Inspired by the human perceptual system, EdO-LCEC incorporates a generalizable scene discriminator to actively interpret environmental conditions, creating multiple virtual cameras that capture detailed spatial and textural information. To overcome cross-modal feature matching challenges between LiDAR and camera, we propose dual-path correspondence matching (DPCM), which leverages both structural and textural consistency to achieve reliable 3D-2D correspondences. Our approach formulates the calibration process as a spatial-temporal joint optimization problem, utilizing global constraints from multiple views and scenes to improve accuracy, particularly in sparse or partially overlapping sensor views. Extensive experiments on real-world datasets demonstrate that EdO-LCEC achieves state-of-the-art performance, providing reliable and precise calibration across diverse, challenging environments. Copyright © 2025, The Authors. All rights reserved.

关键词： Spatio-temporal data

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Distributed Event-Triggered Bandit Convex Optimization with Time-Varying Constraints

arXiv

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arXiv 2024年

作者： Zhang, Kunpeng Yi, Xinlei Wen, Guanghui Cao, Ming Johansson, Karl H. Chai, Tianyou Yang, Tao The State Key Laboratory of Synthetical Automation for Process Industries Northeastern University Shenyang110819 China The Laboratory for Information and Decision Systems Massachusetts Institute of Technology CambridgeMA02139 United States The Department of Mathematics Southeast University Nanjing210096 China The Engineering and Technology Institute Groningen Faculty of Science and Engineering University of Groningen GroningenAG 9747 Netherlands Division of Decision and Control Systems School of Electrical Engineering and Computer Science KTH Royal Institute of Technology Sweden Digital Futures Stockholm10044 Sweden

This paper considers the distributed bandit convex optimization problem with time-varying inequality constraints over a network of agents, where the goal is to minimize network regret and cumulative constraint violation. Existing distributed online algorithms require that each agent broadcasts its decision to its neighbors at each iteration. To better utilize the limited communication resources, we propose a distributed event-triggered online primal-dual algorithm with two-point bandit feedback. Under several classes of appropriately chosen decreasing parameter sequences and non-increasing event-triggered threshold sequences, we establish dynamic network regret and network cumulative constraint violation bounds. These bounds are comparable to the results achieved by distributed event-triggered online algorithms with full-information feedback. Finally, a numerical example is provided to verify the theoretical results. Copyright © 2024, The Authors. All rights reserved.

关键词： Convex optimization

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The iToBoS dataset: skin region images extracted from 3D total body photographs for lesion detection

arXiv

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arXiv 2025年

作者： Saha, Anup Adeola, Joseph Ferrera, Nuria Mothershaw, Adam Rezze, Gisele Gaborit, Séraphin D’Alessandro, Brian Hudson, James Szabó, Gyula Pataki, Balazs Rajani, Hayat Nazari, Sana Hayat, Hassan Primiero, Clare Soyer, H. Peter Malvehy, Josep Garcia, Rafael Computer Vision and Robotics Research Institute University of Girona Girona Spain Dermatology Department Hospital Clínic Barcelona Universitat de Barcelona Barcelona Spain Frazer Institute The University of Queensland Dermatology Research Center Brisbane Australia ISAHIT Paris France Canfield Scientific Inc. ParsippanyNJ United States V7 London United Kingdom HUN-REN Institute for Computer Science and Control Budapest Hungary CIBER de Enfermedades Raras Instituto de Salud Carlos III Barcelona Spain Dermatology Department Princess Alexandra Hospital BrisbaneQLD Australia Dermatology Department University of Trieste Trieste Italy

Artificial intelligence has significantly advanced skin cancer diagnosis by enabling rapid and accurate detection of malignant lesions. In this domain, most publicly available image datasets consist of single, isolated skin lesions positioned at the center of the image. While these lesion-centric datasets have been fundamental for developing diagnostic algorithms, they lack the context of the surrounding skin, which is critical for improving lesion detection. The iToBoS dataset was created to address this challenge. It includes 16,954 images of skin regions from 100 participants, captured using 3D total body photography. Each image roughly corresponds to a 7×9 cm section of skin with all suspicious lesions annotated using bounding boxes. Additionally, the dataset provides metadata such as anatomical location, age group, and sun damage score for each image. This dataset aims to facilitate training and benchmarking of algorithms, with the goal of enabling early detection of skin cancer and deployment of this technology in non-clinical environments. © 2025, CC BY-NC-SA.

关键词： Lung cancer

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Constructive barrier feedback for collision avoidance in leader-follower formation control

arXiv

引用

arXiv 2023年

作者： Tang, Zhiqi Cunha, Rita Hamel, Tarek Silvestre, Carlos Institute for Systems and Robotics Instituto Superior Técnico Universidade de Lisboa Portugal Division of Decision and Control Systems KTH Royal Institute of Technology Sweden I3S-CNRS Université Côte d'Azur Institut Universitaire de France France Department of Electrical and Computer Engineering The Faculty of Science and Technology The University of Macau China

This paper proposes a novel constructive barrier feedback for reactive collision avoidance between two agents. It incorporates this feature in a formation tracking control strategy for a group of 2nd-order dynamic robots defined in three-dimensional space. Using only relative measurements between neighboring agents, we propose an elegant decentralized controller as the sum of a nominal tracking controller and the constructive barrier feedback for leader-follower formations under a directed single-spanning tree graph topology. The key ingredient is the use of divergent flow as a dissipative term, which slows down the relative velocity in the direction of the neighboring robots without compromising the nominal controller's performance. Compared to traditional barrier function-based optimization controllers, the proposed constructive barrier feedback avoids feasibility issues and results in more computationally efficient control algorithms with systematic equilibrium analysis. Simulations are provided to validate the effectiveness of the proposed control method. © 2023, CC BY-NC-ND.

关键词： Collision avoidance

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