arXiv subjects

Anil Aswani

Publications and source records attributed to Anil Aswani.

At least 55 records · Page 3Linked to original sources

arXiv2017

Inverse Optimization with Noisy Data

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions of a convex optimization problem are corrupted by noise. We first provide a formulation for inverse optimization and prove it to be NP-hard. In contrast to existing methods, we show that the parameter estimates produced by our formulation are statistically consistent. Our approach involves combining a new duality-based reformulation for bilevel programs with a regularization scheme that smooths discontinuities in the formulation. Using epi-convergence theory, we show the regularization parameter can be adjusted to approximate the original inverse optimization problem to arbitrary accuracy, which we use to prove our consistency results. Next, we propose two solution algorithms based on our duality-based formulation. The first is an enumeration algorithm that is applicable to settings where the dimensionality of the parameter space is modest, and the second is a semiparametric approach that combines nonparametric statistics with a modified version of our formulation. These numerical algorithms are shown to maintain the statistical consistency of the underlying formulation. Lastly, using both synthetic and real data, we demonstrate that our approach performs competitively when compared with existing heuristics.

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arXiv2017

Spectral Algorithms for Computing Fair Support Vector Machines

Classifiers and rating scores are prone to implicitly codifying biases, which may be present in the training data, against protected classes (i.e., age, gender, or race). So it is important to understand how to design classifiers and scores that prevent discrimination in predictions. This paper develops computationally tractable algorithms for designing accurate but fair support vector machines (SVM's). Our approach imposes a constraint on the covariance matrices conditioned on each protected class, which leads to a nonconvex quadratic constraint in the SVM formulation. We develop iterative algorithms to compute fair linear and kernel SVM's, which solve a sequence of relaxations constructed using a spectral decomposition of the nonconvex constraint. Its effectiveness in achieving high prediction accuracy while ensuring fairness is shown through numerical experiments on several data sets.

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arXiv2017

Designing Real-Time Prices to Reduce Load Variability with HVAC

Utilities use demand response to shift or reduce electricity usage of flexible loads, to better match electricity demand to power generation. A common mechanism is peak pricing (PP), where consumers pay reduced (increased) prices for electricity during periods of low (high) demand, and its simplicity allows consumers to understand how their consumption affects costs. However, new consumer technologies like internet-connected smart thermostats simplify real-time pricing (RP), because such devices can automate the tradeoff between costs and consumption. These devices enable consumer choice under RP by abstracting this tradeoff into a question of quality of service (e.g., comfort) versus price. This paper uses a principal-agent framework to design PP and RP rates for heating, ventilation, and air-conditioning (HVAC) to address adverse selection due to variations in consumer comfort preferences. We formulate the pricing problem as a stochastic bilevel program, and numerically solve it by reformulation as a mixed integer program (MIP). Last, we compare the effectiveness of different pricing schemes on reductions of peak load or load variability. We find that PP pricing induces HVAC consumption to spike high (before), spike low (during), and spike high (after) the PP event, whereas RP achieves reductions in peak loads and load variability while preventing large spikes in electricity usage.

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arXiv2017

Duality Approach to Bilevel Programs with a Convex Lower Level

Bilevel programs are optimization problems where some variables are solutions to optimization problems themselves, and they arise in a variety of control applications, including: control of vehicle traffic networks, inverse reinforcement learning and inverse optimization, and robust control for human-automation systems. This paper develops a duality-based approach to solving bilevel programs where the lower level problem is convex. Our approach is to use partial dualization to construct a new dual function that is differentiable, unlike the Lagrangian dual that is only directionally differentiable. We use our dual to define a duality-based reformulation of bilevel programs, prove equivalence of our reformulation with the original bilevel program, and then introduce regularization to ensure constraint qualification holds. These technical results about our new dual and regularized duality-based reformulation are used to provide theoretical justification for an algorithm we construct for solving bilevel programs with a convex lower level, and we conclude by demonstrating the efficacy of our algorithm by solving two practical instances of bilevel programs.

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arXiv2017

Polynomial-Time Approximation for Nonconvex Optimization Problems with an L1-Constraint

Nonconvex optimization problems with an L1-constraint are ubiquitous, and are found in many application domains including: optimal control of hybrid systems, machine learning and statistics, and operations research. This paper shows that nonconvex optimization problems with an L1-constraint can be approximately solved in polynomial time. We first show that nonlinear integer programs with an L1-constraint can be solved in a number of oracle steps that is polynomial in the dimension of the decision variable, for each fixed radius of the L1-constraint. When specialized to polynomial integer programs, our result shows that such problems have a time complexity that is polynomial in simultaneously both the dimension of the decision variables and number of constraints, for each fixed radius of the L1-constraint. We prove this result using a geometric argument that leverages ideas from stochastic process theory and from the theory of convex bodies in high-dimensional spaces. We conclude by providing an additive polynomial time approximation scheme (PTAS) for continuous optimization of Lipschitz functions subject to Lipschitz constraints intersected with an L1-constraint, and we sketch a generalization to mixed-integer optimization.

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arXiv2017

Control Synthesis for Bilevel Linear Model Predictive Control

Distributed model predictive control (MPC) is either cooperative or competitive, and control-theoretic properties have been less studied in the competitive (e.g., game theory) setting. This paper studies MPC with linear dynamics and a Stackelberg game structure: Given a fixed lower-level linear MPC (LoMPC) controller, the bilevel linear MPC (BiMPC) controller chooses inputs to steer LoMPC knowing that LoMPC is optimizing with respect to a different cost function. After defining LoMPC and BiMPC, we give examples to demonstrate how interconnections in a dynamic Stackelberg game can lead to loss/gain (as compared to the same system being centrally controlled) of controllability or stability. Then, we give sufficient conditions under an arbitrary finite MPC horizon for stabilizability of BiMPC, and develop an approach to synthesize a stabilizing BiMPC controller. Next, we define two (a duality-based technique and an integer-programming-based technique) reformulations to numerically solve the optimization problem associated with BiMPC, prove equivalence of these reformulations to BiMPC, and demonstrate their useful by simulations of a synthetic system and a case study of an electric utility changing electricity prices to perform demand response of a home's air conditioner controlled by a linear MPC.

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arXiv2017

Local Water Storage Control for the Developing World

Most cities in India do not have water distribution networks that provide water throughout the entire day. As a result, it is common for homes and apartment buildings to utilize water storage systems that are filled during a small window of time in the day when the water distribution network is active. However, these water storage systems do not have disinfection capabilities, and so long durations of storage (i.e., as few as four days) of the same water leads to substantial increases in the amount of bacteria and viruses in that water. This paper considers the stochastic control problem of deciding how much water to store each day in the system, as well as deciding when to completely empty the water system, in order to tradeoff: the financial costs of the water, the health costs implicit in long durations of storing the same water, the potential for a shortfall in the quantity of stored versus demanded water, and water wastage from emptying the system. To solve this problem, we develop a new Binary Dynamic Search (BiDS) algorithm that is able to use binary search in one dimension to compute the value function of stochastic optimal control problems with controlled resets to a single state and with constraints on the maximum time span in between resets of the system.

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arXiv2017

Dynamic Watermarking for General LTI Systems

Detecting attacks in control systems is an important aspect of designing secure and resilient control systems. Recently, a dynamic watermarking approach was proposed for detecting malicious sensor attacks for SISO LTI systems with partial state observations and MIMO LTI systems with a full rank input matrix and full state observations; however, these previous approaches cannot be applied to general LTI systems that are MIMO and have partial state observations. This paper designs a dynamic watermarking approach for detecting malicious sensor attacks for general LTI systems, and we provide a new set of asymptotic and statistical tests. We prove these tests can detect attacks that follow a specified attack model (more general than replay attacks), and we also show that these tests simplify to existing tests when the system is SISO or has full rank input matrix and full state observations. The benefit of our approach is demonstrated with a simulation analysis of detecting sensor attacks in autonomous vehicles. Our approach can distinguish between sensor attacks and wind disturbance (through an internal model principle framework), whereas improperly designed tests cannot distinguish between sensor attacks and wind disturbance.

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arXiv2017

Family-Personalized Dietary Planning with Temporal Dynamics

Poor diet and nutrition in the United States has immense financial and health costs, and development of new tools for diet planning could help families better balance their financial and temporal constraints with the quality of their diet and meals. This paper formulates a novel model for dietary planning that incorporates two types of temporal constraints (i.e., dynamics on the perishability of raw ingredients over time, and constraints on the time required to prepare meals) by explicitly incorporating the relationship between raw ingredients and selected food recipes. Our formulation is a diet planning model with integer-valued decision variables, and so we study the problem of designing approximation algorithms (i.e, algorithms with polynomial-time computation and guarantees on the quality of the computed solution) for our dietary model. We develop a deterministic approximation algorithm that is based on a deterministic variant of randomized rounding, and then evaluate our deterministic approximation algorithm with numerical experiments of dietary planning using a database of about 2000 food recipes and 150 raw ingredients.

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arXiv2017

Statistical Watermarking for Networked Control Systems

Watermarking can detect sensor attacks in control systems by injecting a private signal into the control, whereby attacks are identified by checking the statistics of the sensor measurements and private signal. However, past approaches assume full state measurements or a centralized controller, which is not found in networked LTI systems with subcontrollers. Since generally the entire system is neither controllable nor observable by a single subcontroller, communication of sensor measurements is required to ensure closed-loop stability. The possibility of attacking the communication channel has not been explicitly considered by previous watermarking schemes, and requires a new design. In this paper, we derive a statistical watermarking test that can detect both sensor and communication attacks. A unique (compared to the non-networked case) aspect of the implementing this test is the state-feedback controller must be designed so that the closed-loop system is controllable by each sub-controller, and we provide two approaches to design such a controller using Heymann's lemma and a multi-input generalization of Heymann's lemma. The usefulness of our approach is demonstrated with a simulation of detecting attacks in a platoon of autonomous vehicles. Our test allows each vehicle to independently detect attacks on both the communication channel between vehicles and on the sensor measurements.

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arXiv2017

Behavioral Analytics for Myopic Agents

Many multi-agent systems have the structure of a single coordinator providing behavioral or financial incentives to a large number of agents. Two challenges faced by the coordinator are a finite budget from which to allocate incentives, and an initial lack of knowledge about the utility function of the agents. Here, we present a behavioral analytics approach to solve the coordinator's problem when agents make decisions by maximizing utility functions that depend on prior system states, inputs, and other parameters that are initially unknown and subject to temporal dynamics. Our behavioral analytics framework involves three steps: first, we develop a behavioral model that describes the decision-making process of an agent; second, we use data to estimate behavioral model parameters for each agent and then use these estimates to predict future decisions of each agent; and third, we use the estimated behavioral model parameters to optimize a set of costly incentives to provide to each agent. In this paper, we describe a specific set of tools, models, and approaches that fit into this framework, and that adapt models and incentives as new information is collected by repeating the second and third steps of this framework. Furthermore, we prove that incentives computed by this adaptive approach are asymptotically optimal with respect to a given loss function that describes the coordinator's objective. We optimize incentives using a decomposition scheme, where each sub-problem solves the coordinator's problem for a single agent, and the master problem is a pure integer program. We conclude with a simulation study to evaluate the effectiveness of our behavioral analytics approach in designing personalized treatment plans for a weight loss program. The results show our approach maintains efficacy of the program while reducing costs by up to 60%, while adaptive heuristics provide less savings.

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arXiv2016

Low-Rank Approximation and Completion of Positive Tensors

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop polynomial-time algorithms for low-rank approximation and completion of positive tensors. Our approach is to use algebraic topology to define a new (numerically well-posed) decomposition for positive tensors, which we show is equivalent to the standard tensor decomposition in important cases. Though computing this decomposition is a nonconvex optimization problem, we prove it can be exactly reformulated as a convex optimization problem. This allows us to construct polynomial-time randomized algorithms for computing this decomposition and for solving low-rank tensor approximation problems. Among the consequences is that best rank-1 approximations of positive tensors can be computed in polynomial time. Our framework is next extended to the tensor completion problem, where noisy entries of a tensor are observed and then used to estimate missing entries. We provide a polynomial-time algorithm that for specific cases requires a polynomial (in tensor order) number of measurements, in contrast to existing approaches that require an exponential number of measurements. These algorithms are extended to exploit sparsity in the tensor to reduce the number of measurements needed. We conclude by providing a novel interpretation of statistical regression problems with categorical variables as tensor completion problems, and numerical examples with synthetic data and data from a bioengineered metabolic network show the improved performance of our approach on this problem.

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arXiv2014

Practical Comparison of Optimization Algorithms for Learning-Based MPC with Linear Models

Learning-based control methods are an attractive approach for addressing performance and efficiency challenges in robotics and automation systems. One such technique that has found application in these domains is learning-based model predictive control (LBMPC). An important novelty of LBMPC lies in the fact that its robustness and stability properties are independent of the type of online learning used. This allows the use of advanced statistical or machine learning methods to provide the adaptation for the controller. This paper is concerned with providing practical comparisons of different optimization algorithms for implementing the LBMPC method, for the special case where the dynamic model of the system is linear and the online learning provides linear updates to the dynamic model. For comparison purposes, we have implemented a primal-dual infeasible start interior point method that exploits the sparsity structure of LBMPC. Our open source implementation (called LBmpcIPM) is available through a BSD license and is provided freely to enable the rapid implementation of LBMPC on other platforms. This solver is compared to the dense active set solvers LSSOL and qpOASES using a quadrotor helicopter platform. Two scenarios are considered: The first is a simulation comparing hovering control for the quadrotor, and the second is on-board control experiments of dynamic quadrotor flight. Though the LBmpcIPM method has better asymptotic computational complexity than LSSOL and qpOASES, we find that for certain integrated systems (like our quadrotor testbed) these methods can outperform LBmpcIPM. This suggests that actual benchmarks should be used when choosing which algorithm is used to implement LBMPC on practical systems.

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arXiv2012

Provably Safe and Robust Learning-Based Model Predictive Control

Controller design faces a trade-off between robustness and performance, and the reliability of linear controllers has caused many practitioners to focus on the former. However, there is renewed interest in improving system performance to deal with growing energy constraints. This paper describes a learning-based model predictive control (LBMPC) scheme that provides deterministic guarantees on robustness, while statistical identification tools are used to identify richer models of the system in order to improve performance; the benefits of this framework are that it handles state and input constraints, optimizes system performance with respect to a cost function, and can be designed to use a wide variety of parametric or nonparametric statistical tools. The main insight of LBMPC is that safety and performance can be decoupled under reasonable conditions in an optimization framework by maintaining two models of the system. The first is an approximate model with bounds on its uncertainty, and the second model is updated by statistical methods. LBMPC improves performance by choosing inputs that minimize a cost subject to the learned dynamics, and it ensures safety and robustness by checking whether these same inputs keep the approximate model stable when it is subject to uncertainty. Furthermore, we show that if the system is sufficiently excited, then the LBMPC control action probabilistically converges to that of an MPC computed using the true dynamics.

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arXiv2012

Statistical Results on Filtering and Epi-convergence for Learning-Based Model Predictive Control

Learning-based model predictive control (LBMPC) is a technique that provides deterministic guarantees on robustness, while statistical identification tools are used to identify richer models of the system in order to improve performance. This technical note provides proofs that elucidate the reasons for our choice of measurement model, as well as giving proofs concerning the stochastic convergence of LBMPC. The first part of this note discusses simultaneous state estimation and statistical identification (or learning) of unmodeled dynamics, for dynamical systems that can be described by ordinary differential equations (ODE's). The second part provides proofs concerning the epi-convergence of different statistical estimators that can be used with the learning-based model predictive control (LBMPC) technique. In particular, we prove results on the statistical properties of a nonparametric estimator that we have designed to have the correct deterministic and stochastic properties for numerical implementation when used in conjunction with LBMPC.

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arXiv2012

Incentive Design for Efficient Building Quality of Service

Buildings are a large consumer of energy, and reducing their energy usage may provide financial and societal benefits. One challenge in achieving efficient building operation is the fact that few financial motivations exist for encouraging low energy configuration and operation of buildings. As a result, incentive schemes for managers of large buildings are being proposed for the purpose of saving energy. This paper focuses on incentive design for the configuration and operation of building-wide heating, ventilation, and air-conditioning (HVAC) systems, because these systems constitute the largest portion of energy usage in most buildings. We begin with an empirical model of a building-wide HVAC system, which describes the tradeoffs between energy consumption, quality of service (as defined by occupant satisfaction), and the amount of work required for maintenance and configuration. The model has significant non-convexities, and so we derive some results regarding qualitative properties of non-convex optimization problems with certain partial-ordering features. These results are used to show that "baselining" incentive schemes suffer from moral hazard problems, and they also encourage energy reductions at the expense of also decreasing occupant satisfaction. We propose an alternative incentive scheme that has the interpretation of a performance-based bonus. A theoretical analysis shows that this encourages energy and monetary savings and modest gains in occupant satisfaction and quality of service, which is confirmed by our numerical simulations.

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arXiv2012

Quantitative Methods for Comparing Different HVAC Control Schemes

Experimentally comparing the energy usage and comfort characteristics of different controllers in heating, ventilation, and air-conditioning (HVAC) systems is difficult because variations in weather and occupancy conditions preclude the possibility of establishing equivalent experimental conditions across the order of hours, days, and weeks. This paper is concerned with defining quantitative metrics of energy usage and occupant comfort, which can be computed and compared in a rigorous manner that is capable of determining whether differences between controllers are statistically significant in the presence of such environmental fluctuations. Experimental case studies are presented that compare two alternative controllers (a schedule controller and a hybrid system learning-based model predictive controller) to the default controller in a building-wide HVAC system. Lastly, we discuss how our proposed methodology may also be able to quantify the efficiency of other building automation systems.

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arXiv2012

Energy-Efficient Building HVAC Control Using Hybrid System LBMPC

Improving the energy-efficiency of heating, ventilation, and air-conditioning (HVAC) systems has the potential to realize large economic and societal benefits. This paper concerns the system identification of a hybrid system model of a building-wide HVAC system and its subsequent control using a hybrid system formulation of learning-based model predictive control (LBMPC). Here, the learning refers to model updates to the hybrid system model that incorporate the heating effects due to occupancy, solar effects, outside air temperature (OAT), and equipment, in addition to integrator dynamics inherently present in low-level control. Though we make significant modeling simplifications, our corresponding controller that uses this model is able to experimentally achieve a large reduction in energy usage without any degradations in occupant comfort. It is in this way that we justify the modeling simplifications that we have made. We conclude by presenting results from experiments on our building HVAC testbed, which show an average of 1.5MWh of energy savings per day (p = 0.002) with a 95% confidence interval of 1.0MWh to 2.1MWh of energy savings.

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