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Gianluca Bianchin

Publications and source records attributed to Gianluca Bianchin.

At least 19 recordsLinked to original sources

Direct Search Methods for Online Nonconvex Optimization Under Inexact Bandit Feedback

Optimization under zeroth-order (i.e., bandit) feedback is central to many engineering problems where the analytic forms of objectives and/or constraints are unavailable. In modern applications, such as online control and online learning, optimization problems often evolve with time, requiring adaptive optimization methodologies. Yet, existing methods in this seting are largely confined to adaptations of methodologies developed for time-invariant or first-order optimization, and thus often rely on gradient surrogates that fail to fully exploit the zeroth-order structure of the available information. In this paper, we propose a randomized two-point direct-search algorithm for nonconvex time-varying optimization and derive iteration-complexity bounds under both constant and diminishing probing ratios. The resulting analysis yields explicit stationarity bounds in terms of the temporal variability of the problem and possible oracle errors. Our complexity bounds recover the complexity of existing zeroth-order methods in the time-invariant setting, while extending direct- search methods beyond static settings. As an illustrative application, we show that the methodology is naturally suited to solve optimal (equilibrium-selection) control problems for dynamical systems. In this setting, the analysis yields explicit stationarity bounds in terms of the temporal variability of the problem, measured through the effects of plant dynamics and exogenous disturbance variations.

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Convex Synthesis of First-Order Methods for Time-Varying Smooth Strongly Convex Optimization

Time-varying optimization is fundamental to decision-making in dynamic environments, where objectives evolve over time due to exogenous signals or data streams. However, algorithms designed for static problems yield suboptimal decisions in dynamic scenarios, even asymptotically. In this paper, we develop a robust control synthesis framework to systematically design first-order methods for smooth strongly convex problems that vary in time. Our approach leverages both convex robust control synthesis in the static setting and the internal model principle by directly embedding a model of the underlying variability into the designed algorithm.

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Data Poisoning Attacks Can Systematically Destabilize Data-Driven Control Synthesis

Data-driven control has emerged as a powerful paradigm for synthesizing controllers directly from data, bypassing explicit model identification. However, this reliance on data introduces new and largely unexplored vulnerabilities. In this paper, we show that an attacker can systematically poison the data used for control synthesis, causing any linear state-feedback controller synthesized by the planner to destabilize the physical system. Concerningly, we show that the attacker can achieve this objective without knowledge of the system model or the controller synthesis procedure. To this end, we develop a recursive data-poisoning mechanism that generates falsified state trajectories, inducing a precise geometric shift in the apparent system dynamics. More broadly, our results establish that data-driven control pipelines can be deterministically destabilized by model-agnostic attacks operating solely at the data level. Numerical simulations corroborate these findings for both noise-free and noisy data.

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Model-Free Aggregative Cooperative Optimization via Randomized Gradient-Free Minimization and Exploration Momentum

Aggregative cooperative optimization problems arise in distributed decision-making settings where each agent's objective depends on its own decision as well as on an aggregate variable capturing global system behavior. Motivated by practical scenarios where gradient information is unavailable, this paper introduces a randomized gradient-free algorithm, named ARGFree, for solving such problems. ARGFree combines finite-difference gradient approximations with a set of tracking variables, emulating the behavior of a gradient-based method. We prove that ARGFree converges in expectation to an approximate optimizer, with the approximation error stemming from the use of a randomized gradient estimator. To enhance performance in high-dimensional settings, we further propose an improved variant, ARGFree-EM, which incorporates momentum in the exploration signals to smooth sudden fluctuations in the gradient exploration signals and thereby improve the accuracy of the underlying distributed tracking mechanism. To the best of our knowledge, the class of ARGFree methods is the first in the literature capable of solving aggregating cooperative optimization problems without gradient information.

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The Internal Model Principle of Time-Varying Optimization

Time-varying optimization problems are central to many engineering applications, where performance metrics and system constraints evolve dynamically with time. Several algorithms have been proposed to address these problems; a common characteristic among them is their implicit reliance on knowledge of the optimizers' temporal variability. In this paper, we provide a fundamental characterization of this property: we show that an algorithm can track time-varying optimizers if and only if it incorporates a model of the temporal variability of the optimization problem. We refer to this concept as the internal model principle of time-varying optimization. Our analysis relies on showing that time-varying optimization problems can be recast as output regulation problems and, by using tools from center manifold theory, we establish necessary and sufficient conditions for exact asymptotic tracking. As a result, these findings enable the design of new algorithms for time-varying optimization. We demonstrate the effectiveness of the approach through numerical experiments on both synthetic problems and the dynamic traffic assignment problem from traffic control.

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Temporal Variabilities Limit Convergence Rates in Gradient-Based Online Optimization

This paper investigates the fundamental performance limits of gradient-based algorithms for time-varying optimization. Leveraging the internal model principle and root locus techniques, we show that temporal variabilities impose intrinsic limits on the achievable rate of convergence. For a problem with condition ratio $κ$ and time variation whose model has degree $n$, we show that the worst-case convergence rate of any minimal-order gradient-based algorithm is $ρ_\text{TV} = (\frac{κ-1}{κ+1})^{1/n}$. This bound reveals a fundamental tradeoff between problem conditioning, temporal complexity, and rate of convergence. We further construct explicit controllers that attain the bound for low-degree models of time variation.

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Feedback Optimization of Dynamical Systems in Time-Varying Environments: An Internal Model Principle Approach

Feedback optimization has emerged as a promising approach for regulating dynamical systems to optimal steady states that are implicitly defined by underlying optimization problems. Despite their effectiveness, existing methods face two key limitations: (i) reliable performance is restricted to time-invariant or slowly varying settings, and (ii) convergence rates are limited by the need for the controller to operate orders of magnitude slower than the plant. These limitations can be traced back to the reliance of existing techniques on numerical optimization algorithms. In this paper, we propose a novel perspective on the design of feedback optimization algorithms, by framing these objectives as an output regulation problem. We place particular emphasis on time-varying optimization problems, and show that an algorithm can track time-varying optimizers if and only if it incorporates a model of the temporal variability inherent to the optimization - a requirement that we term the internal model principle of feedback optimization. Building on this insight, we introduce a new design methodology that couples output-feedback stabilization with a control component that drives the system toward the critical points of the optimization problem. This framework enables feedback optimization algorithms to overcome the classical limitations of slow tracking and poor adaptability to time variations.

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Two-point Random Gradient-free Methods for Model-free Feedback Optimization

Feedback optimization has emerged as a promising approach for optimizing the steady-state operation of dynamical systems while requiring minimal modeling efforts. Unfortunately, most existing feedback optimization methods rely on knowledge of the plant dynamics, which may be difficult to obtain or estimate in practice. In this paper, we introduce a novel randomized two-point gradient-free feedback optimization method, inspired by zeroth-order optimization techniques. Our method relies on function evaluations at two points to estimate the gradient and update the control input in real-time. We provide convergence guarantees and show that our method is capable of computing an $ε$-stationary point for smooth, nonconvex functions at a rate $\mathcal{O} (ε^{-1})$, in line with existing results for two-point gradient-free methods for static optimization. Simulation results validate the findings.

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Optimization of Linear Multi-Agent Dynamical Systems via Feedback Distributed Gradient Descent Methods

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on centralized systems and controller architectures, and thus suffer from scalability and privacy issues when systems become large-scale. In this paper, we propose a distributed architecture for feedback optimization inspired by distributed gradient descent, whereby each agent updates its local control variable by combining the average of its neighbors with a local negative gradient step. Under convexity and smoothness assumptions for the cost, we establish convergence of the control method to a critical optimization point. By reinforcing the assumptions to restricted strong convexity, we show that our algorithm converges linearly to a neighborhood of the optimal point, where the size of the neighborhood depends on the choice of the stepsize. Simulations corroborate the theoretical results.

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k-Dimensional Agreement in Multiagent Systems

Given a network of agents, we study the problem of designing a distributed algorithm that computes k independent weighted means of the network's initial conditions (namely, the agents agree on a k-dimensional space). Akin to average consensus, this problem finds applications in distributed computing and sensing, where agents seek to simultaneously evaluate k independent functions at a common point by running a single coordination algorithm. We show that linear algorithms can agree on quantities that are oblique projections of the vector of initial conditions, and we provide techniques to design protocols that are compatible with a pre-specified communication graph. More broadly, our results show that a single agreement algorithm can solve $k$ consensus problems simultaneously at a fraction of the complexity of classical approaches but, in general, it requires higher network connectivity.

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Navigation Systems May Deteriorate Stability in Traffic Networks

Advanced traffic navigation systems, which provide routing recommendations to drivers based on real-time congestion information, are nowadays widely adopted by roadway transportation users. Yet, the emerging effects on the traffic dynamics originating from the widespread adoption of these tools have remained largely unexplored until now. In this paper, we propose a dynamic model where drivers imitate the path preferences of previous drivers, and we study the properties of its equilibrium points. Our model is a dynamic generalization of the classical traffic assignment framework, and extends it by accounting for dynamics both in the path decision process and in the network's traffic flows. We show that when travelers learn shortest paths by imitating other travelers, the overall traffic system benefits from this mechanism and transfers the maximum admissible amount of traffic demand. On the other hand, we demonstrate that when the travel delay functions are not sufficiently steep or the rates at which drivers imitate previous travelers are not adequately chosen, the trajectories of the traffic system may fail to converge to an equilibrium point, thus failing asymptotic stability. Illustrative numerical simulations combined with empirical data from highway sensors illustrate our findings.

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Online Optimization of LTI Systems Under Persistent Attacks: Stability, Tracking, and Robustness

We study the stability properties of a control system composed of a dynamical plant and a feedback controller, the latter generating control signals that can be compromised by a malicious attacker. We consider two classes of feedback controllers: a static output-feedback controller, and a dynamical gradient-flow controller that seeks to steer the output of the plant towards the solution of a convex optimization problem. In both cases, we analyze the stability properties of the closed-loop system under a class of switching attacks that persistently modify the control inputs generated by the controllers. Our stability analysis leverages the framework of hybrid dynamical systems, Lyapunov-based arguments for switching systems with unstable modes, and singular perturbation theory. Our results reveal that, under a suitable time-scale separation between plant and controllers, the stability of the interconnected system can be preserved when the attack occurs with "sufficiently low frequency" in any bounded time interval. We present simulation results in a power-grid example that corroborate the technical findings.

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Perception-Based Sampled-Data Optimization of Dynamical Systems

Motivated by perception-based control problems in autonomous systems, this paper addresses the problem of developing feedback controllers to regulate the inputs and the states of a dynamical system to optimal solutions of an optimization problem when one has no access to exact measurements of the system states. In particular, we consider the case where the states need to be estimated from high-dimensional sensory data received only at discrete time intervals. We develop a sampled-data feedback controller that is based on adaptations of a projected gradient descent method, and that includes neural networks as integral components to estimate the state of the system from perceptual information. We derive sufficient conditions to guarantee (local) input-to-state stability of the control loop. Moreover, we show that the interconnected system tracks the solution trajectory of the underlying optimization problem up to an error that depends on the approximation errors of the neural network and on the time-variability of the optimization problem; the latter originates from time-varying safety and performance objectives, input constraints, and unknown disturbances. As a representative application, we illustrate our results with numerical simulations for vision-based autonomous driving.

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Renewable-Based Charging in Green Ride-Sharing

Governments, regulatory bodies, and manufacturers are proposing plans to accelerate the adoption of electric vehicles (EVs), with the goal of reducing the impact of greenhouse gases and pollutants from internal combustion engines on human health and climate change. In this context, the paper considers a scenario where ride-sharing enterprises utilize a 100%-electrified fleet of vehicles, and seeks responses to the following key question: How can renewable-based EV charging be maximized without disrupting the quality of the ride-sharing services? We propose a new mechanism to promote EV charging during hours of high renewable generation, and we introduce the concept of charge request, which is issued by a power utility company. Our mechanism is inspired by a game-theoretic approach where the power utility company proposes incentives and the ride-sharing platform assigns vehicles to both ride and charge requests; the bargaining mechanism leads to prices and EV assignments that are aligned with the notion of Nash equilibria. Numerical results show that it is possible to shift the EV charging during periods of high renewable generation and adapt to intermittent generation while minimizing the impact on the quality of service. The paper also investigates how the users' willingness to ride-share affects the charging strategy and the quality of service.

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Online Optimization of Dynamical Systems with Deep Learning Perception

This paper considers the problem of controlling a dynamical system when the state cannot be directly measured and the control performance metrics are unknown or partially known. In particular, we focus on the design of data-driven controllers to regulate a dynamical system to the solution of a constrained convex optimization problem where: i) the state must be estimated from nonlinear and possibly high-dimensional data; and, ii) the cost of the optimization problem -- which models control objectives associated with inputs and states of the system -- is not available and must be learned from data. We propose a data-driven feedback controller that is based on adaptations of a projected gradient-flow method; the controller includes neural networks as integral components for the estimation of the unknown functions. Leveraging stability theory for perturbed systems, we derive sufficient conditions to guarantee exponential input-to-state stability (ISS) of the control loop. In particular, we show that the interconnected system is ISS with respect to the approximation errors of the neural network and unknown disturbances affecting the system. The transient bounds combine the universal approximation property of deep neural networks with the ISS characterization. Illustrative numerical results are presented in the context of control of robotics and epidemics.

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Data-Driven Exact Pole Placement for Linear Systems

The exact pole placement problem concerns computing a feedback gain that will assign the poles of a system, controlled via static state feedback, at a set of pre-specified locations. This is a classic problem in feedback control and numerous methodologies have been proposed in the literature for cases where a model of the system to control is available. In this paper, we study the problem of computing feedback gains for pole placement (and, more generally, eigenstructure assignment) directly from experimental data. Interestingly, we show that the closed-loop poles can be placed exactly at arbitrary locations without relying on any model description but by using only finite-length trajectories generated by the open-loop system. In turn, these findings imply that classical control objectives, such as feedback stabilization or meeting transient performance specifications, can be achieved without first identifying a system model. Numerical experiments demonstrate the benefits of the data-driven pole-placement approach as compared to its model-based counterpart.

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Data-Enabled Gradient Flow as Feedback Controller: Regulation of Linear Dynamical Systems to Minimizers of Unknown Functions

This paper considers the problem of regulating a linear dynamical system to the solution of a convex optimization problem with an unknown or partially-known cost. We design a data-driven feedback controller - based on gradient flow dynamics - that (i) is augmented with learning methods to estimate the cost function based on infrequent (and possibly noisy) functional evaluations; and, concurrently, (ii) is designed to drive the inputs and outputs of the dynamical system to the optimizer of the problem. We derive sufficient conditions on the learning error and the controller gain to ensure that the error between the optimizer of the problem and the state of the closed-loop system is ultimately bounded; the error bound accounts for the functional estimation errors and the temporal variability of the unknown disturbance affecting the linear dynamical system. Our results directly lead to exponential input-to-state stability of the closed-loop system. The proposed method and the theoretical bounds are validated numerically.

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On matrix-SIR Arino models with linear birth rate, loss of immunity, disease and vaccination fatalities, and their approximations

In this work we study the stability properties of the equilibrium points of deterministic epidemic models with nonconstant population size. Models with nonconstant population have been studied in the past only in particular cases, two of which we review and combine. Our main result shows that for simple "matrix epidemic models" introduced in [1], an explicit general formula for the reproduction number and the corresponding "weak stability alternative" still holds, under small modifications, for models with nonconstant population size, and even when the model allows for vaccination and loss of immunity. The importance of this result is clear once we note that the models of [1] include a large number of viral and bacterial models of epidemic propagation, including for example the totality of homogeneous COVID-19 models. To better understand the nature of the result, we emphasize that the models proposed in [1] and considered here are extensions of the SIR-PH model, which is essentially characterized by a phase-type distribution that models transitions between the "disease/infectious compartments". In these cases, the reproduction number and a certain Lyapunov function for the disease free equilibrium are explicitly expressible. Not surprisingly, accounting for varying demography, loss of immunity, and vaccinations lead to several challenges. One of the most important is that a varying population size leads to multiple endemic equilibrium points: this is in contrast with "classic models" which in general admit unique disease-free and endemic equilibria. As a special case of our analysis, we consider a "first approximation" (FA) of our model, which coincides with the constant-demography model often studied in the literature, and for which more explicit results are available. Furthermore, we propose a second heuristic approximation named "intermediate approximation" (IA).

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