arXiv subjects

Christos G. Cassandras

Publications and source records attributed to Christos G. Cassandras.

123 records · Page 7Linked to original sources

arXiv2015

Optimal Dynamic Formation Control of Multi-Agent Systems in Environments with Obstacles

We address the optimal dynamic formation problem in mobile leader-follower networks where an optimal formation is generated to maximize a given objective function while continuously preserving connectivity. We show that in a convex mission space, the connectivity constraints can be satisfied by any feasible solution to a mixed integer nonlinear optimization problem. When the optimal formation objective is to maximize coverage in a mission space cluttered with obstacles, we separate the process into intervals with no obstacles detected and intervals where one or more obstacles are detected. In the latter case, we propose a minimum-effort reconfiguration approach for the formation which still optimizes the objective function while avoiding the obstacles and ensuring connectivity. We include simulation results illustrating this dynamic formation process.

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arXiv2015

Infinitesimal Perturbation Analysis for Personalized Cancer Therapy Design

We use a Stochastic Hybrid Automaton (SHA) model of prostate cancer evolution under intermittent androgen suppression (IAS) to study a threshold-based policy for therapy design. IAS is currently one of the most widely used treatments for advanced prostate cancer. Patients undergoing IAS are submitted to cycles of treatment (in the form of androgen deprivation) and off-treatment periods in an alternating manner. One of the main challenges in IAS is to optimally design a therapy scheme, i.e., to determine when to discontinue and recommence androgen suppression. The level of prostate specific antigen (PSA) in a patient's serum is frequently monitored to determine when the patient will be taken off therapy and when therapy will resume. The threshold-based policy we propose is parameterized by lower and upper PSA threshold values and is associated with a cost metric that combines clinically relevant measures of therapy success. Using Infinitesimal Perturbation Analysis (IPA), we derive unbiased gradient estimators of this cost metric with respect to the controllable PSA threshold values based on actual data and show how these estimators can be used to adaptively adjust controllable parameters so as to improve therapy outcomes based on the cost metric defined.

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arXiv2014

Escaping Local Optima in a Class of Multi-Agent Distributed Optimization Problems: A Boosting Function Approach

We address the problem of multiple local optima commonly arising in optimization problems for multi-agent systems, where objective functions are nonlinear and nonconvex. For the class of coverage control problems, we propose a systematic approach for escaping a local optimum, rather than randomly perturbing controllable variables away from it. We show that the objective function for these problems can be decomposed to facilitate the evaluation of the local partial derivative of each node in the system and to provide insights into its structure. This structure is exploited by defining "boosting functions" applied to the aforementioned local partial derivative at an equilibrium point where its value is zero so as to transform it in a way that induces nodes to explore poorly covered areas of the mission space until a new equilibrium point is reached. The proposed boosting process ensures that, at its conclusion, the objective function is no worse than its pre-boosting value. However, the global optima cannot be guaranteed. We define three families of boosting functions with different properties and provide simulation results illustrating how this approach improves the solutions obtained for this class of distributed optimization problems.

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arXiv2014

A New Event-Driven Cooperative Receding Horizon Controller for Multi-agent Systems in Uncertain Environments

In previous work, a Cooperative Receding Horizon (CRH) controller was developed for solving cooperative multi-agent problems in uncertain environments. In this paper, we overcome several limitations of this controller, including potential instabilities in the agent trajectories and poor performance due to inaccurate estimation of a reward-to-go function. We propose an event-driven CRH controller to solve the maximum reward collection problem (MRCP) where multiple agents cooperate to maximize the total reward collected from a set of stationary targets in a given mission space. Rewards are non-increasing functions of time and the environment is uncertain with new targets detected by agents at random time instants. The controller sequentially solves optimization problems over a planning horizon and executes the control for a shorter action horizon, where both are defined by certain events associated with new information becoming available. In contrast to the earlier CRH controller, we reduce the originally infinite-dimensional feasible control set to a finite set at each time step. We prove some properties of this new controller and include simulation results showing its improved performance compared to the original one.

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arXiv2014

Optimal Routing of Energy-aware Vehicles in Networks with Inhomogeneous Charging Nodes

We study the routing problem for vehicles with limited energy through a network of inhomogeneous charging nodes. This is substantially more complicated than the homogeneous node case studied in [1]. We seek to minimize the total elapsed time for vehicles to reach their destinations considering both traveling and recharging times at nodes when the vehicles do not have adequate energy for the entire journey. We study two versions of the problem. In the single vehicle routing problem, we formulate a mixed-integer nonlinear programming (MINLP) problem and show that it can be reduced to a lower dimensionality problem by exploiting properties of an optimal solution. We also obtain a Linear Programming (LP) formulation allowing us to decompose it into two simpler problems yielding near-optimal solutions. For a multi-vehicle problem, where traffic congestion effects are included, we use a similar approach by grouping vehicles into "subflows". We also provide an alternative flow optimization formulation leading to a computationally simpler problem solution with minimal loss in accuracy. Numerical results are included to illustrate these approaches.

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arXiv2014

An Optimal Control Approach to the Multi-Agent Persistent Monitoring Problem in Two-Dimensional Spaces

We address the persistent monitoring problem in two-dimensional mission spaces where the objective is to control the trajectories of multiple cooperating agents to minimize an uncertainty metric. In a one-dimensional mission space, we have shown that the optimal solution is for each agent to move at maximal speed and switch direction at specific points, possibly waiting some time at each such point before switching. In a two-dimensional mission space, such simple solutions can no longer be derived. An alternative is to optimally assign each agent a linear trajectory, motivated by the one-dimensional analysis. We prove, however, that elliptical trajectories outperform linear ones. With this motivation, we formulate a parametric optimization problem in which we seek to determine such trajectories. We show that the problem can be solved using Infinitesimal Perturbation Analysis (IPA) to obtain performance gradients on line and obtain a complete and scalable solution. Since the solutions obtained are generally locally optimal, we incorporate a stochastic comparison algorithm for deriving globally optimal elliptical trajectories. Numerical examples are included to illustrate the main result, allow for uncertainties modeled as stochastic processes, and compare our proposed scalable approach to trajectories obtained through off-line computationally intensive solutions.

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arXiv2014

Infinitesimal Perturbation Analysis for Quasi-Dynamic Traffic Light Controllers

We consider the traffic light control problem for a single intersection modeled as a stochastic hybrid system. We study a quasi-dynamic policy based on partial state information defined by detecting whether vehicle backlogs are above or below certain controllable thresholds. Using Infinitesimal Perturbation Analysis (IPA), we derive online gradient estimators of a cost metric with respect to these threshold parameters and use these estimators to iteratively adjust the threshold values through a standard gradient-based algorithm so as to improve overall system performance under various traffic conditions. Results obtained by applying this methodology to a simulated urban setting are also included.

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arXiv2014

Energy-aware Vehicle Routing in Networks with Charging Nodes

We study the problem of routing vehicles with energy constraints through a network where there are at least some charging nodes. We seek to minimize the total elapsed time for vehicles to reach their destinations by determining routes as well as recharging amounts when the vehicles do not have adequate energy for the entire journey. For a single vehicle, we formulate a mixed-integer nonlinear programming (MINLP) problem and derive properties of the optimal solution allowing it to be decomposed into two simpler problems. For a multi-vehicle problem, where traffic congestion effects are included, we use a similar approach by grouping vehicles into subflows. We also provide an alternative flow optimization formulation leading to a computationally simpler problem solution with minimal loss in accuracy. Numerical results are included to illustrate these approaches.

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arXiv2013

Network Anomaly Detection: A Survey and Comparative Analysis of Stochastic and Deterministic Methods

We present five methods to the problem of network anomaly detection. These methods cover most of the common techniques in the anomaly detection field, including Statistical Hypothesis Tests (SHT), Support Vector Machines (SVM) and clustering analysis. We evaluate all methods in a simulated network that consists of nominal data, three flow-level anomalies and one packet-level attack. Through analyzing the results, we point out the advantages and disadvantages of each method and conclude that combining the results of the individual methods can yield improved anomaly detection results.

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arXiv2013

Quasi-dynamic Traffic Light Control for a Single Intersection

We address the traffic light control problem for a single intersection by viewing it as a stochastic hybrid system and developing a Stochastic Flow Model (SFM) for it. We adopt a quasi-dynamic control policy based on partial state information defined by detecting whether vehicle backlog is above or below a certain threshold, without the need to observe an exact vehicle count. The policy is parameterized by green and red cycle lengths which depend on this partial state information. Using Infinitesimal Perturbation Analysis (IPA), we derive online gradient estimators of an average traffic congestion metric with respect to these controllable green and red cycle lengths when the vehicle backlog is above or below the threshold. The estimators are used to iteratively adjust light cycle lengths so as to improve performance and, in conjunction with a standard gradient-based algorithm, to seek optimal values which adapt to changing traffic conditions. Simulation results are included to illustrate the approach and quantify the benefits of quasidynamic traffic light control over earlier static approaches.

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arXiv2013

Approximate IPA: Trading Unbiasedness for Simplicity

When Perturbation Analysis (PA) yields unbiased sensitivity estimators for expected-value performance functions in discrete event dynamic systems, it can be used for performance optimization of those functions. However, when PA is known to be unbiased, the complexity of its estimators often does not scale with the system's size. The purpose of this paper is to suggest an alternative approach to optimization which balances precision with computing efforts by trading off complicated, unbiased PA estimators for simple, biased approximate estimators. Furthermore, we provide guidelines for developing such estimators, that are largely based on the Stochastic Flow Modeling framework. We suggest that if the relative error (or bias) is not too large, then optimization algorithms such as stochastic approximation converge to a (local) minimum just like in the case where no approximation is used. We apply this approach to an example of balancing loss with buffer-cost in a finite-buffer queue, and prove a crucial upper bound on the relative error. This paper presents the initial study of the proposed approach, and we believe that if the idea gains traction then it may lead to a significant expansion of the scope of PA in optimization of discrete event systems.

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arXiv2012

Timeout Control in Distributed Systems Using Perturbation Analysis: Multiple Communication Links

Timeout control is a simple mechanism used when direct feedback is either impossible, unreliable, or too costly, as is often the case in distributed systems. Its effectiveness is determined by a timeout threshold parameter and our goal is to quantify the effect of this parameter on the system behavior. In this paper, we extend previous results to the case where there are N transmitting nodes making use of a common communication link bandwidth. After deriving the stochastic hybrid model for this problem, we apply Infinitesimal Perturbation Analysis to find the derivative estimates of aggregate average goodput of the system. We also derive the derivative estimate of the goodput of a transmitter with respect to its own timeout threshold which can be used for local and hence, distributed optimization.

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arXiv2012

Multi-intersection Traffic Light Control Using Infinitesimal Perturbation Analysis

We address the traffic light control problem for multiple intersections in tandem by viewing it as a stochastic hybrid system and developing a Stochastic Flow Model (SFM) for it. Using Infinitesimal Perturbation Analysis (IPA), we derive on-line gradient estimates of a cost metric with respect to the controllable green and red cycle lengths. The IPA estimators obtained require counting traffic light switchings and estimating car flow rates only when specific events occur. The estimators are used to iteratively adjust light cycle lengths to improve performance and, in conjunction with a standard gradient-based algorithm, to obtain optimal values which adapt to changing traffic conditions. Simulation results are included to illustrate the approach.

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arXiv2012

A General Framework for Modeling and Online Optimization of Stochastic Hybrid Systems

We extend the definition of a Stochastic Hybrid Automaton (SHA) to overcome limitations that make it difficult to use for on-line control. Since guard sets do not specify the exact event causing a transition, we introduce a clock structure (borrowed from timed automata), timer states, and guard functions that disambiguate how transitions occur. In the modified SHA, we formally show that every transition is associated with an explicit element of an underlying event set. This also makes it possible to uniformly treat all events observed on a sample path of a stochastic hybrid system and generalize the performance sensitivity estimators derived through Infinitesimal Perturbation Analysis (IPA). We eliminate the need for a case-by-case treatment of different event types and provide a unified set of matrix IPA equations. We illustrate our approach by revisiting an optimization problem for single node finite-capacity stochastic flow systems to obtain performance sensitivity estimates in this new setting.

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arXiv2011

An Optimal Control Approach for the Persistent Monitoring Problem

We propose an optimal control framework for persistent monitoring problems where the objective is to control the movement of mobile agents to minimize an uncertainty metric in a given mission space. For a single agent in a one-dimensional space, we show that the optimal solution is obtained in terms of a sequence of switching locations, thus reducing it to a parametric optimization problem. Using Infinitesimal Perturbation Analysis (IPA) we obtain a complete solution through a gradient-based algorithm. We also discuss a receding horizon controller which is capable of obtaining a near-optimal solution on-the-fly. We illustrate our approach with numerical examples.

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