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Optimization and Control (math.OC)

Fri, 21 Jul 2023

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1.Robust stabilization of $2 \times 2$ first-order hyperbolic PDEs with uncertain input delay

Authors:Jing Zhang, Jie Qi

Abstract: A backstepping-based compensator design is developed for a system of $2\times2$ first-order linear hyperbolic partial differential equations (PDE) in the presence of an uncertain long input delay at boundary. We introduce a transport PDE to represent the delayed input, which leads to three coupled first-order hyperbolic PDEs. A novel backstepping transformation, composed of two Volterra transformations and an affine Volterra transformation, is introduced for the predictive control design. The resulting kernel equations from the affine Volterra transformation are two coupled first-order PDEs and each with two boundary conditions, which brings challenges to the well-posedness analysis. We solve the challenge by using the method of characteristics and the successive approximation. To analyze the sensitivity of the closed-loop system to uncertain input delay, we introduce a neutral system which captures the control effect resulted from the delay uncertainty. It is proved that the proposed control is robust to small delay variations. Numerical examples illustrate the performance of the proposed compensator.

2.Second-order optimality conditions for bilevel programs

Authors:Xiang Liu, Mengwei Xu, Liwei Zhang

Abstract: Second-order optimality conditions of the bilevel programming problems are dependent on the second-order directional derivatives of the value functions or the solution mappings of the lower level problems under some regular conditions, which can not be calculated or evaluated. To overcome this difficulty, we propose the notion of the bi-local solution. Under the Jacobian uniqueness conditions for the lower level problem, we prove that the bi-local solution is a local minimizer of some one-level minimization problem. Basing on this property, the first-order necessary optimality conditions and second-order necessary and sufficient optimality conditions for the bi-local optimal solution of a given bilevel program are established. The second-order optimality conditions proposed here only involve second-order derivatives of the defining functions of the bilevel problem. The second-order sufficient optimality conditions are used to derive the Q-linear convergence rate of the classical augmented Lagrangian method.

3.Neural Operators for Delay-Compensating Control of Hyperbolic PIDEs

Authors:Jie Qi, Jing Zhang, Miroslav Krstic

Abstract: The recently introduced DeepONet operator-learning framework for PDE control is extended from the results for basic hyperbolic and parabolic PDEs to an advanced hyperbolic class that involves delays on both the state and the system output or input. The PDE backstepping design produces gain functions that are outputs of a nonlinear operator, mapping functions on a spatial domain into functions on a spatial domain, and where this gain-generating operator's inputs are the PDE's coefficients. The operator is approximated with a DeepONet neural network to a degree of accuracy that is provably arbitrarily tight. Once we produce this approximation-theoretic result in infinite dimension, with it we establish stability in closed loop under feedback that employs approximate gains. In addition to supplying such results under full-state feedback, we also develop DeepONet-approximated observers and output-feedback laws and prove their own stabilizing properties under neural operator approximations. With numerical simulations we illustrate the theoretical results and quantify the numerical effort savings, which are of two orders of magnitude, thanks to replacing the numerical PDE solving with the DeepONet.

4.Note on Steepest Descent Algorithm for Quasi L$^{\natural}$-convex Function Minimization

Authors:Kazuo Murota, Akiyoshi Shioura

Abstract: We define a class of discrete quasi convex functions, called semi-strictly quasi L$^{\natural}$-convex functions, and show that the steepest descent algorithm for L$^{\natural}$-convex function minimization also works for this class of quasi convex functions. The analysis of the exact number of iterations is also extended, revealing the so-called geodesic property of the steepest descent algorithm when applied to semi-strictly quasi L$^{\natural}$-convex functions.

5.Forward Completeness and Applications to Control of Automated Vehicles

Authors:Iasson Karafyllis, Dionysis Theodosis, Markos Papageorgiou

Abstract: Forward complete systems are guaranteed to have solutions that exist globally for all positive time. In this paper, a relaxed Lyapunov-like condition for forward completeness is presented for finite-dimensional systems defined on open sets that does not require boundedness of the Lyapunov-like function along the solutions of the system. The corresponding condition is then exploited for the design of autonomous two-dimensional movement, with focus on lane-free cruise controllers for automated vehicles described by the bicycle kinematic model. The derived feedback laws (cruise controllers) are decentralized and can account for collision avoidance, roads of variable width, on-ramps and off-ramps as well as different desired speed for each vehicle.

6.Further Remarks on the Sampled-Data Feedback Stabilization Problem

Authors:John Tsinias, Dionysis Theodosis

Abstract: The paper deals with the problem of the sampled data feedback stabilization for autonomous nonlinear systems. The corresponding results extend those obtained in earlier works by the same authors. The sufficient conditions we establish are based on the existence of discontinuous control Lyapunov functions and the corresponding results are applicable to a class of nonlinear affine in the control systems.

7.Simultaneous Planning of Liner Ship Speed Optimization, Fleet Deployment, Scheduling and Cargo Allocation with Container Transshipment

Authors:Jasashwi Mandal, Adrijit Goswami, Lakshman Thakur, Manoj Kumar Tiwari

Abstract: Due to a substantial growth in the world waterborne trade volumes and drastic changes in the global climate accounted for CO2 emissions, the shipping companies need to escalate their operational and energy efficiency. Therefore, a multi-objective mixed-integer non-linear programming (MINLP) model is proposed in this study to simultaneously determine the optimal service schedule, number of vessels in a fleet serving each route, vessel speed between two ports of call, and flow of cargo considering transshipment operations for each pair of origin-destination. This MINLP model presents a trade-off between economic and environmental aspects considering total shipping time and overall shipping cost as the two conflicting objectives. The shipping cost comprises of CO2 emission, fuel consumption and several operational costs where fuel consumption is determined using speed and load. Two efficient evolutionary algorithms: Nondominated Sorting Genetic Algorithm II (NSGA-II) and Online Clustering-based Evolutionary Algorithm (OCEA) are applied to attain the near-optimal solution of the proposed problem. Furthermore, six problem instances of different sizes are solved using these algorithms to validate the proposed model.

8.A more efficient reformulation of complex SDP as real SDP

Authors:Jie Wang

Abstract: This note proposes a novel reformulation of complex semidefinite programs (SDPs) as real SDPs by using Lagrange duality. As an application, we present an economical reformulation of complex SDP relaxations of complex polynomial optimization problems as real SDPs and derive some further reductions by exploiting structure of the complex SDP relaxations. Various numerical examples demonstrate that our new reformulation runs several times (one magnitude in some cases) faster than the usual popular reformulation.

9.Vector-borne disease outbreak control via instant releases

Authors:Luis Almeida, Jesús Bellver Arnau, Yannick Privat, Carlota Rebelo

Abstract: This paper is devoted to the study of optimal release strategies to control vector-borne diseases, such as dengue, Zika, chikungunya and malaria. Two techniques are considered: the sterile insect one (SIT), which consists in releasing sterilized males among wild vectors in order to perturb their reproduction, and the Wolbachia one (presently used mainly for mosquitoes), which consists in releasing vectors, that are infected with a bacterium limiting their vector capacity, in order to replace the wild population by one with reduced vector capacity. In each case, the time dynamics of the vector population is modeled by a system of ordinary differential equations in which the releases are represented by linear combinations of Dirac measures with positive coefficients determining their intensity. We introduce optimal control problems that we solve numerically using ad-hoc algorithms, based on writing first-order optimality conditions characterizing the best combination of Dirac measures. We then discuss the results obtained, focusing in particular on the complexity and efficiency of optimal controls and comparing the strategies obtained. Mathematical modeling can help testing a great number of scenarios that are potentially interesting in future interventions (even those that are orthogonal to the present strategies) but that would be hard, costly or even impossible to test in the field in present conditions.

10.About the Blaschke-Santalo diagram of area, perimeter and moment of inertia

Authors:Raphael Gastaldello, Antoine Henrot, Ilaria Lucardesi

Abstract: We study the Blaschke-Santal\'o diagram associated to the area, the perimeter, and the moment of inertia. We work in dimension 2, under two assumptions on the shapes: convexity and the presence of two orthogonal axis of symmetry. We discuss topological and geometrical properties of the diagram. As a by-product we address a conjecture by P\'olya, in the simplified setting of double symmetry.

11.A Sampling-Based Method for Gittins Index Approximation

Authors:Stef Baas, Richard J. Boucherie, Aleida Braaksma

Abstract: A sampling-based method is introduced to approximate the Gittins index for a general family of alternative bandit processes. The approximation consists of a truncation of the optimization horizon and support for the immediate rewards, an optimal stopping value approximation, and a stochastic approximation procedure. Finite-time error bounds are given for the three approximations, leading to a procedure to construct a confidence interval for the Gittins index using a finite number of Monte Carlo samples, as well as an epsilon-optimal policy for the Bayesian multi-armed bandit. Proofs are given for almost sure convergence and convergence in distribution for the sampling based Gittins index approximation. In a numerical study, the approximation quality of the proposed method is verified for the Bernoulli bandit and Gaussian bandit with known variance, and the method is shown to significantly outperform Thompson sampling and the Bayesian Upper Confidence Bound algorithms for a novel random effects multi-armed bandit.