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Elena Panteley

Publications and source records attributed to Elena Panteley.

15 recordsLinked to original sources

On the Perturbed Projection-Based Distributed Gradient-Descent Algorithm: A Fully-Distributed Adaptive Redesign

In this work, we revisit a classical distributed gradient-descent algorithm, introducing an interesting class of perturbed multi-agent systems. The state of each subsystem represents a local estimate of a solution to the global optimization problem. Thereby, the network is required to minimize local cost functions, while gathering the local estimates around a common value. Such a complex task suggests the interplay of consensus-based dynamics with gradient-descent dynamics. The latter descent dynamics involves the projection operator, which is assumed to provide corrupted projections of a specific form, reminiscent of existing (fast) projection algorithms. Hence, for the resulting class of perturbed networks, we are able to adaptively tune some gains in a fully distributed fashion, to approach the optimal consensus set up to arbitrary-desired precision.

math.OC

SIS epidemics on open networks: A replacement-based approximation

In this paper we analyze continuous-time SIS epidemics subject to arrivals and departures of agents, by using an approximated process based on replacements. In defining the SIS dynamics in an open network, we consider a stochastic setting in which arrivals and departures take place according to Poisson processes with similar rates, and the new value of the infection probability of an arriving agent is drawn from a continuous distribution. Since the system size changes with time, we define an approximated process, in which replacements take place instead of arrivals and departures, and we focus on the evolution of an aggregate measure of the level of infection. So long as the reproduction number is less than one, the long-term behavior of this function measures the impact of the changes of the set of agents in the epidemic. We derive upper bounds for the expectation and variance of this function and we include a numerical example to show that the approximated process is close to the original SIS process.

eess.SY

Global Uniform Ultimate Boundedness of Semi-Passive Systems Interconnected over Directed Graphs

We analyse the solutions of networked heterogeneous nonlinear systems. We assume that the closed-loop interconnected systems form a network with an underlying connected directed graph that contains a directed spanning tree. For these systems, we establish global uniform ultimate boundedness of the solutions, under the assumption that each agent's dynamics defines a semi-passive. As a corollary, we also establish global uniform global boundedness of the solutions.

math.OC

Random Coordinate Descent for Resource Allocation in Open Multi-Agent Systems

We propose a method for analyzing the distributed random coordinate descent algorithm for solving separable resource allocation problems in the context of an open multiagent system, where agents can be replaced during the process. In particular, we characterize the evolution of the distance to the minimizer in expectation by following a time-varying optimization approach which builds on two components. First, we establish the linear convergence of the algorithm in closed systems, in terms of the estimate towards the minimizer, for general graphs and appropriate step-size. Second, we estimate the change of the optimal solution after a replacement, in order to evaluate its effect on the distance between the current estimate and the minimizer. From these two elements, we derive stability conditions in open systems and establish the linear convergence of the algorithm towards a steady-state expected error. Our results enable to characterize the trade-off between speed of convergence and robustness to agent replacements, under the assumptions that local functions are smooth, strongly convex, and have their minimizers located in a given ball. The approach proposed in this paper can moreover be extended to other algorithms guaranteeing linear convergence in closed system.

cs.MA

On Lyapunov functions for open Hegselmann-Krause dynamics

In this paper, we provide a formulation of an open Hegselmann-Krause (HK) dynamics where agents can join and leave the system during the interactions. We consider a stochastic framework where the time instants corresponding to arrivals and departures are determined by homogeneous Poisson processes. Then, we provide a survey of Lyapunov functions based on global and local disagreement, whose asymptotic behavior can be used to measure the impact of arrivals and departures. After proving analytical results on these Lyapunov functions in the open system, we illustrate them through numerical simulations in two scenarios characterized by a different number of expected agents.

eess.SY

Resource allocation in open multi-agent systems: an online optimization analysis

The resource allocation problem consists of the optimal distribution of a budget between agents in a group. We consider such a problem in the context of open systems, where agents can be replaced at some time instances. These replacements lead to variations in both the budget and the total cost function that hinder the overall network's performance. For a simple setting, we analyze the performance of the Random Coordinate Descent algorithm (RCD) using tools similar to those commonly used in online optimization. In particular, we study the accumulated errors that compare solutions issued from the RCD algorithm and the optimal solution or the non-collaborating selfish strategy and we derive some bounds in expectation for these accumulated errors.

cs.MA

Singular-Perturbations-Based Analysis of Dynamic Consensus in Directed Networks of Heterogeneous Nonlinear Systems

We analyze networked heterogeneous nonlinear systems, with diffusive coupling and interconnected over a generic static directed graph. Due to the network's hetereogeneity, complete synchronization is impossible, in general, but an emergent dynamics arises. This may be characterized by two dynamical systems evolving in two time-scales. The first, "slow", corresponds to the dynamics of the network on the synchronization manifold. The second, "fast", corresponds to that of the synchronization errors. We present a framework to analyse the emergent dynamics based on the behavior of the slow dynamics. Firstly, we give conditions under which if the slow dynamics admits a globally asymptotically stable equilibrium, so does the networked systems. Secondly, we give conditions under which, if the slow dynamics admits an asymptotically stable orbit and a single unstable equilibrium point, there exists a unique periodic orbit that is almost-globally asymptotically stable. The emergent behavior is thus clear, the systems asymptotically synchronize in frequency and, in the limit, as the coupling strength grows, the emergent dynamics approaches that of the slow system. Our analysis is established using singular-perturbations theory. In that regard, we contribute with original statements on stability of disconnected invariant sets and limit cycles.

math.OC

Random coordinate descent algorithm for open multi-agent systems with complete topology and homogeneous agents

We study the convergence in expectation of the Random Coordinate Descent algorithm (RCD) for solving optimal resource allocations problems in open multi-agent systems, i.e., multi-agent systems that are subject to arrivals and departures of agents. Assuming all local functions are strongly-convex and smooth, and their minimizers lie in a given ball, we analyse the evolution of the distance to the minimizer in expectation when the system is occasionally subject to replacements in addition to the usual iterations of the RCD algorithm. We focus on complete graphs where all agents interact with each other with the same probability, and provide conditions to guarantee convergence in open system. Finally, a discussion around the tightness of our results is provided.

cs.MA

On the Influence of Noise in Randomized Consensus Algorithms

In this paper we study the influence of additive noise in randomized consensus algorithms. Assuming that the update matrices are symmetric, we derive a closed form expression for the mean square error induced by the noise, together with upper and lower bounds that are simpler to evaluate. Motivated by the study of Open Multi-Agent Systems, we concentrate on Randomly Induced Discretized Laplacians, a family of update matrices that are generated by sampling subgraphs of a large undirected graph. For these matrices, we express the bounds by using the eigenvalues of the Laplacian matrix of the underlying graph or the graph's average effective resistance, thereby proving their tightness. Finally, we derive expressions for the bounds on some examples of graphs and numerically evaluate them.

eess.SY

Adaptation is Unnecessary in L1-"Adaptive" Control

We show in the paper that the, so--called, "new architecture of L_1-Adaptive Control" is, indeed, different from classical model reference adaptive control. Alas, it is not new, since it exactly coincides with a full--state feedback, linear time--invariant proportional plus integral controller (with a decaying additive disturbance).

math.OC

When is a Parameterized Controller Suitable for Adaptive Control?

In this paper we investigate when a parameterized controller, designed for a plant depending on unknown parameters, admits a realization which is independent of the parameters. It is argued that adaptation is unnecessary for this class of parameterized controllers. We prove that standard model reference controllers (state and output--feedback) for linear time invariant systems with a filter at the plant input admit a parameter independent realization. Although the addition of such a filter is of questionable interest, our result formally, and unquestionably, establishes the deleterious effect of such a modification, which has been widely publicized in the control literature under the name L1-adaptive control.

math.OC

Robust output stabilization: improving performance via supervisory control

We analyze robust stability, in an input-output sense, of switched stable systems. The primary goal (and contribution) of this paper is to design switching strategies to guarantee that input-output stable systems remain so under switching. We propose two types of {\em supervisors}: dwell-time and hysteresis based. While our results are stated as tools of analysis they serve a clear purpose in design: to improve performance. In that respect, we illustrate the utility of our findings by concisely addressing a problem of observer design for Lur'e-type systems; in particular, we design a hybrid observer that ensures ``fast'' convergence with ``low'' overshoots. As a second application of our main results we use hybrid control in the context of synchronization of chaotic oscillators with the goal of reducing control effort; an originality of the hybrid control in this context with respect to other contributions in the area is that it exploits the structure and chaotic behavior (boundedness of solutions) of Lorenz oscillators.

math.OC

Matrosov's theorem using a family of auxiliary functions: an analysis tool to aid time-varying nonlinear control design

We present a new result on uniform attractivity of the origin for nonlinear time-varying systems. Our theorem generalizes Matrosov's theorem which extends, in a certain manner, Krasovskii-LaSalle invariance principle to the case of general nonlinear time-varying systems. We show the utility of our theorem by addressing a control problem of port interconnected driftless systems. The latter includes as special case, the control of chained-form nonholonomic systems which has been extensively studied in the literature.

math.OC

Persistency of excitation for uniform convergence in nonlinear control systems

In previous papers we have introduced a sufficient condition for uniform attractivity of the origin for a class of nonlinear time-varying systems which is stated in terms of persistency of excitation (PE), a concept well known in the adaptive control and systems identification literature. The novelty of our condition, called uniform delta-PE, is that it is tailored for nonlinear functions of time and state and it allows us to prove uniform asymptotic stability. In this paper we present a new definition of u-delta-PE which is conceptually similar to but technically different from its predecessors and give several useful characterizations. We make connections between this property and similar properties previously used in the literature. We also show when this condition is necessary and sufficient for uniform (global) asymptotic stability for a large class of nonlinear time-varying systems. Finally, we show the utility of our main results on some control applications regarding feedforward systems and systems with matching nonlinearities.

math.OC