arXiv subjects

Gianluca Bianchin

Publications and source records attributed to Gianluca Bianchin.

29 records · Page 2Linked to original sources

arXiv2022

Online Optimization of Switched LTI Systems Using Continuous-Time and Hybrid Accelerated Gradient Flows

This paper studies the design of feedback controllers to steer a switching linear time-invariant dynamical system towards the solution trajectory of a time-varying convex optimization problem. We propose two types of controllers: (i) a continuous controller inspired by the online gradient descent method, and (ii) a hybrid controller that can be interpreted as an online version of Nesterov's accelerated gradient method with restarts of the state variables. By design, the controllers continuously steer the system towards the time-varying optimizer without requiring knowledge of exogenous disturbances affecting the system. For cost functions that are smooth and satisfy the Polyak-Łojasiewicz inequality, we demonstrate that the online gradient-flow controller ensures uniform global exponential stability when the time scales of the system and controller are sufficiently separated and the switching signal of the system varies slowly on average. For cost functions that are strongly convex, we show that the hybrid accelerated controller outperforms the continuous gradient descent method. When the cost function is not strongly convex, we show that the the hybrid accelerated method guarantees global practical asymptotic stability.

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arXiv2022

Stability analysis of an eight parameter SIR-type model including loss of immunity, and disease and vaccination fatalities

We revisit here a landmark five parameter SIR-type model of [DvdD93, Sec. 4], which is maybe the simplest example where a complete picture of all cases, including non-trivial bistability behavior, may be obtained using simple tools. We also generalize it by adding essential vaccination and vaccination-induced death parameters, with the aim of revealing the role of vaccination and its possible failure. The main result is Theorem 5, which describes the stability behavior of our model in all possible cases.

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arXiv2021

Online Projected Gradient Descent for Stochastic Optimization with Decision-Dependent Distributions

This paper investigates the problem of tracking solutions of stochastic optimization problems with time-varying costs that depend on random variables with decision-dependent distributions. In this context, we propose the use of an online stochastic gradient descent method to solve the optimization, and we provide explicit bounds in expectation and in high probability for the distance between the optimizers and the points generated by the algorithm. In particular, we show that when the gradient error due to sampling is modeled as a sub-Weibull random variable, then the tracking error is ultimately bounded in expectation and in high probability. The theoretical findings are validated via numerical simulations in the context of charging optimization of a fleet of electric vehicles.

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arXiv2021

Planning a Return to Normal after the COVID-19 Pandemic: Identifying Safe Contact Levels via Online Optimization

Since the early months of 2020, non-pharmaceutical interventions (NPIs) -- implemented at varying levels of severity and based on widely-divergent perspectives of risk tolerance -- have been the primary means to control SARS-CoV-2 transmission. We seek to identify how risk tolerance and vaccination rates impact the rate at which a population can return to pre-pandemic contact behavior. To this end, we develop a novel feedback control method for data-driven decision-making to identify optimal levels of NPIs across geographical regions in order to guarantee that hospitalizations will not exceed a given risk tolerance. Results are shown for the state of Colorado, and they suggest that: coordination in decision-making across regions is essential to maintain the daily number of hospitalizations below the desired limits; increasing risk tolerance can decrease the number of days required to discontinue NPIs, at the cost of an increased number of deaths; and if vaccination uptake is less than 70\%, at most levels of risk tolerance, return to pre-pandemic contact behaviors before the early months of 2022 may newly jeopardize the healthcare system.

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arXiv2021

Time-Varying Optimization of LTI Systems via Projected Primal-Dual Gradient Flows

This paper investigates the problem of regulating in real time a linear dynamical system to the solution trajectory of a time-varying constrained convex optimization problem. The proposed feedback controller is based on an adaptation of the saddle-flow dynamics, modified to take into account projections on constraint sets and output-feedback from the plant. We derive sufficient conditions on the tunable parameters of the controller (inherently related to the time-scale separation between plant and controller dynamics) to guarantee exponential and input-to-state stability of the closed-loop system. The analysis is tailored to the case of time-varying strongly convex cost functions and polytopic output constraints. The theoretical results are further validated in a ramp metering control problem in a network of traffic highways.

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arXiv2021

Data-Driven Synthesis of Optimization-Based Controllers for Regulation of Unknown Linear Systems

This paper proposes a data-driven framework to solve time-varying optimization problems associated with unknown linear dynamical systems. Making online control decisions to regulate a dynamical system to the solution of an optimization problem is a central goal in many modern engineering applications. Yet, the available methods critically rely on a precise knowledge of the system dynamics, thus mandating a preliminary system identification phase before a controller can be designed. In this work, we leverage results from behavioral theory to show that the steady-state transfer function of a linear system can be computed from data samples without any knowledge or estimation of the system model. We then use this data-driven representation to design a controller, inspired by a gradient-descent optimization method, that regulates the system to the solution of a convex optimization problem, without requiring any knowledge of the time-varying disturbances affecting the model equation. Results are tailored to cost functions satisfy the Polyak-Łojasiewicz inequality.

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arXiv2021

Online Stochastic Optimization for Unknown Linear Systems: Data-Driven Synthesis and Controller Analysis

This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available methods critically rely on a precise knowledge of the system dynamics (thus requiring off-line system identification and model refinement). To this aim, in this paper we first show that the steady-state transfer function of a linear system can be computed directly from control experiments, bypassing explicit model identification. Then, we leverage the estimated transfer function to design a controller -- which is inspired by stochastic gradient descent methods -- that regulates the system to the solution of the prescribed optimization problem. A distinguishing feature of our methods is that they do not require any knowledge of the system dynamics, disturbance terms, or their distributions. Our technical analysis combines concepts and tools from behavioral system theory, stochastic optimization with decision-dependent distributions, and stability analysis. We illustrate the applicability of the framework on a case study for mobility-on-demand ride service scheduling in Manhattan, NY.

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arXiv2019

Secure Trajectory Planning Against Undetectable Spoofing Attacks

This paper studies, for the first time, the trajectory planning problem in adversarial environments, where the objective is to design the trajectory of a robot to reach a desired final state despite the unknown and arbitrary action of an attacker. In particular, we consider a robot moving in a two-dimensional space and equipped with two sensors, namely, a Global Navigation Satellite System (GNSS) sensor and a Radio Signal Strength Indicator (RSSI) sensor. The attacker can arbitrarily spoof the readings of the GNSS sensor and the robot control input so as to maximally deviate his trajectory from the nominal precomputed path. We derive explicit and constructive conditions for the existence of undetectable attacks, through which the attacker deviates the robot trajectory in a stealthy way. Conversely, we characterize the existence of secure trajectories, which guarantee that the robot either moves along the nominal trajectory or that the attack remains detectable. We show that secure trajectories can only exist between a subset of states, and provide a numerical mechanism to compute them. We illustrate our findings through several numerical studies, and discuss that our methods are applicable to different models of robot dynamics, including unicycles. More generally, our results show how control design affects security in systems with nonlinear dynamics.

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arXiv2019

Resilience of Traffic Networks with Partially Controlled Routing

This paper investigates the use of Infrastructure-To-Vehicle (I2V) communication to generate routing suggestions for drivers in transportation systems, with the goal of optimizing a measure of overall network congestion. We define link-wise levels of trust to tolerate the non-cooperative behavior of part of the driver population, and we propose a real-time optimization mechanism that adapts to the instantaneous network conditions and to sudden changes in the levels of trust. Our framework allows us to quantify the improvement in travel time in relation to the degree at which drivers follow the routing suggestions. We then study the resilience of the system, measured as the smallest change in routing choices that results in roads reaching their maximum capacity. Interestingly, our findings suggest that fluctuations in the extent to which drivers follow the provided routing suggestions can cause failures of certain links. These results imply that the benefits of using Infrastructure-To-Vehicle communication come at the cost of new fragilities, that should be appropriately addressed in order to guarantee the reliable operation of the infrastructure.

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arXiv2018

Gramian-Based Optimization for the Analysis and Control of Traffic Networks

This paper proposes a simplified version of classical models for urban transportation networks, and studies the problem of controlling intersections with the goal of optimizing network-wide congestion. Differently from traditional approaches to control traffic signaling, a simplified framework allows for a more tractable analysis of the network overall dynamics, and enables the design of critical parameters while considering network-wide measures of efficiency. Motivated by the increasing availability of real-time high-resolution traffic data, we cast an optimization problem that formalizes the goal of minimizing the overall network congestion by optimally controlling the durations of green lights at intersections. Our formulation allows us to relate congestion objectives with the problem of optimizing a metric of controllability of an associated dynamical network. We then provide a technique to efficiently solve the optimization by parallelizing the computation among a group of distributed agents. Lastly, we assess the benefits of the proposed modeling and optimization framework through microscopic simulations on typical traffic commute scenarios for the area of Manhattan. The optimization framework proposed in this study is made available online on a Sumo microscopic simulator based interface [1].

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arXiv2016

The Observability Radius of Networks

This paper studies the observability radius of network systems, which measures the robustness of a network to perturbations of the edges. We consider linear networks, where the dynamics are described by a weighted adjacency matrix, and dedicated sensors are positioned at a subset of nodes. We allow for perturbations of certain edge weights, with the objective of preventing observability of some modes of the network dynamics. To comply with the network setting, our work considers perturbations with a desired sparsity structure, thus extending the classic literature on the observability radius of linear systems. The paper proposes two sets of results. First, we propose an optimization framework to determine a perturbation with smallest Frobenius norm that renders a desired mode unobservable from the existing sensor nodes. Second, we study the expected observability radius of networks with given structure and random edge weights. We provide fundamental robustness bounds dependent on the connectivity properties of the network and we analytically characterize optimal perturbations of line and star networks, showing that line networks are inherently more robust than star networks.

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