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James Anderson

Publications and source records attributed to James Anderson.

At least 55 records · Page 3Linked to original sources

Improved Communication Efficiency in Federated Natural Policy Gradient via ADMM-based Gradient Updates

Federated reinforcement learning (FedRL) enables agents to collaboratively train a global policy without sharing their individual data. However, high communication overhead remains a critical bottleneck, particularly for natural policy gradient (NPG) methods, which are second-order. To address this issue, we propose the FedNPG-ADMM framework, which leverages the alternating direction method of multipliers (ADMM) to approximate global NPG directions efficiently. We theoretically demonstrate that using ADMM-based gradient updates reduces communication complexity from ${O}({d^{2}})$ to ${O}({d})$ at each iteration, where $d$ is the number of model parameters. Furthermore, we show that achieving an $ε$-error stationary convergence requires ${O}(\frac{1}{(1-γ)^{2}ε})$ iterations for discount factor $γ$, demonstrating that FedNPG-ADMM maintains the same convergence rate as the standard FedNPG. Through evaluation of the proposed algorithms in MuJoCo environments, we demonstrate that FedNPG-ADMM maintains the reward performance of standard FedNPG, and that its convergence rate improves when the number of federated agents increases.

cs.LG↗

Oracle Complexity Reduction for Model-free LQR: A Stochastic Variance-Reduced Policy Gradient Approach

We investigate the problem of learning an $ε$-approximate solution for the discrete-time Linear Quadratic Regulator (LQR) problem via a Stochastic Variance-Reduced Policy Gradient (SVRPG) approach. Whilst policy gradient methods have proven to converge linearly to the optimal solution of the model-free LQR problem, the substantial requirement for two-point cost queries in gradient estimations may be intractable, particularly in applications where obtaining cost function evaluations at two distinct control input configurations is exceptionally costly. To this end, we propose an oracle-efficient approach. Our method combines both one-point and two-point estimations in a dual-loop variance-reduced algorithm. It achieves an approximate optimal solution with only $O\left(\log\left(1/ε\right)^β\right)$ two-point cost information for $β\in (0,1)$.

math.OC↗

Learning Personalized Models with Clustered System Identification

We address the problem of learning linear system models from observing multiple trajectories from different system dynamics. This framework encompasses a collaborative scenario where several systems seeking to estimate their dynamics are partitioned into clusters according to their system similarity. Thus, the systems within the same cluster can benefit from the observations made by the others. Considering this framework, we present an algorithm where each system alternately estimates its cluster identity and performs an estimation of its dynamics. This is then aggregated to update the model of each cluster. We show that under mild assumptions, our algorithm correctly estimates the cluster identities and achieves an approximate sample complexity that scales inversely with the number of systems in the cluster, thus facilitating a more efficient and personalized system identification process.

math.OC↗

Mitigation-Aware Bidding Strategies in Electricity Markets

Market power exercise in the electricity markets distorts market prices and diminishes social welfare. Many markets have implemented market power mitigation processes to eliminate the impact of such behavior. The design of mitigation mechanisms has a direct influence on investors' profitability and thus mid-/long-term resource adequacy. In order to evaluate the effectiveness of the existing market power mitigation mechanisms, this paper proposes a mitigation-aware strategic bidding model and studies the bidding strategies of the market participants under current practice. The proposed bidding model has a bilevel structure with strategic participant's profit maximization problem in the upper level and the dispatch problem for market operators in the lower level. In particular, the consideration of potential offer mitigation is incorporated as upper-level constraints based on the conduct and impact tests. This bilevel problem is reduced to a single-level mixed-integer linear program using the KKT optimality conditions, duality theory, and linearization. Numerical results illustrate how a strategic player can exercise market power to achieve a higher profit even under the current market power mitigation process and we analyze the social impact that the market power exercise results.

math.OC↗

A Roadmap For Scientific Ballooning 2020-2030

From 2018 to 2020, the Scientific Balloon Roadmap Program Analysis Group (Balloon Roadmap PAG) served as an community-based, interdisciplinary forum for soliciting and coordinating community analysis and input in support of the NASA Scientific Balloon Program. The Balloon Roadmap PAG was tasked with articulating and prioritizing the key science drivers and needed capabilities of the Balloon Program for the next decade. Additionally, the Balloon Roadmap PAG was asked to evaluate the potential for achieving science goals and maturing technologies of the Science Mission Directorate, evaluate the Balloon Program goals towards community outreach, and asses commercial balloon launch opportunities. The culmination of this work has been a written report submitted to the NASA Astrophysics Division Director.

astro-ph.IM↗

Identification of Intraday False Data Injection Attack on DER Dispatch Signals

The urgent need for the decarbonization of power girds has accelerated the integration of renewable energy. Concurrently the increasing distributed energy resources (DER) and advanced metering infrastructures (AMI) have transformed the power grids into a more sophisticated cyber-physical system with numerous communication devices. While these transitions provide economic and environmental value, they also impose increased risk of cyber attacks and operational challenges. This paper investigates the vulnerability of the power grids with high renewable penetration against an intraday false data injection (FDI) attack on DER dispatch signals and proposes a kernel support vector regression (SVR) based detection model as a countermeasure. The intraday FDI attack scenario and the detection model are demonstrated in a numerical experiment using the HCE 187-bus test system.

eess.SY↗

Distributionally Robust Decision Making Leveraging Conditional Distributions

Distributionally robust optimization (DRO) is a powerful tool for decision making under uncertainty. It is particularly appealing because of its ability to leverage existing data. However, many practical problems call for decision-making with some auxiliary information, and DRO in the context of conditional distribution is not straightforward. We propose a conditional kernel distributionally robust optimization (CKDRO) method that enables robust decision making under conditional distributions through kernel DRO and the conditional mean operator in the reproducing kernel Hilbert space (RKHS). In particular, we consider problems where there is a correlation between the unknown variable y and an auxiliary observable variable x. Given past data of the two variables and a queried auxiliary variable, CKDRO represents the conditional distribution P(y|x) as the conditional mean operator in the RKHS space and quantifies the ambiguity set in the RKHS as well, which depends on the size of the dataset as well as the query point. To justify the use of RKHS, we demonstrate that the ambiguity set defined in RKHS can be viewed as a ball under a metric that is similar to the Wasserstein metric. The DRO is then dualized and solved via a finite dimensional convex program. The proposed CKDRO approach is applied to a generation scheduling problem and shows that the result of CKDRO is superior to common benchmarks in terms of quality and robustness.

math.OC↗

FedADMM: A Federated Primal-Dual Algorithm Allowing Partial Participation

Federated learning is a framework for distributed optimization that places emphasis on communication efficiency. In particular, it follows a client-server broadcast model and is particularly appealing because of its ability to accommodate heterogeneity in client compute and storage resources, non-i.i.d. data assumptions, and data privacy. Our contribution is to offer a new federated learning algorithm, FedADMM, for solving non-convex composite optimization problems with non-smooth regularizers. We prove converges of FedADMM for the case when not all clients are able to participate in a given communication round under a very general sampling model.

cs.LG↗

Distributed and Localized Model Predictive Control. Part I: Synthesis and Implementation

The increasing presence of large-scale distributed systems highlights the need for scalable control strategies where only local communication is required. Moreover, in safety-critical systems it is imperative that such control strategies handle constraints in the presence of disturbances. In response to this need, we present the Distributed and Localized Model Predictive Control (DLMPC) algorithm for large-scale linear systems. DLMPC is a distributed closed-loop model predictive control (MPC) scheme wherein only local state and model information needs to be exchanged between subsystems for the computation and implementation of control actions. We use the System Level Synthesis (SLS) framework to reformulate the centralized MPC problem, and show that this allows us to naturally impose localized communication constraints between sub-controllers. The structure of the resulting problem can be exploited to develop an Alternating Direction Method of Multipliers (ADMM) based algorithm that allows for distributed and localized computation of closed-loop control policies. We demonstrate that computational complexity of the subproblems solved by each subsystem in DLMPC is independent of the size of the global system. To the best of our knowledge, DLMPC is the first MPC algorithm that allows for the scalable distributed computation as well as implementation of distributed closed-loop control policies, and seemingly deals with additive disturbances. In our companion paper, we show that this approach enjoys recursive feasibility and asymptotic stability.

math.OC↗

Distributed and Localized Model Predictive Control. Part II: Theoretical Guarantees

Engineered cyberphysical systems are growing increasingly large and complex. These systems require scalable controllers that robustly satisfy state and input constraints in the presence of additive noise -- such controllers should also be accompanied by theoretical guarantees on feasibility and stability. In our companion paper, we introduced Distributed and Localized Model Predictive Control (DLMPC) for large-scale linear systems; DLMPC is a scalable closed-loop MPC scheme in which subsystems need only exchange local information in order to synthesize and implement local controllers. In this paper, we provide recursive feasibility and asymptotic stability guarantees for DLMPC. We leverage the System Level Synthesis framework to express the maximal positive robust invariant set for the closed-loop system and its corresponding Lyapunov function, both in terms of the closed-loop system responses. We use the invariant set as the terminal set for DLMPC, and show that this guarantees feasibility with minimal conservatism. We use the Lyapunov function as the terminal cost, and show that this guarantees stability. We provide fully distributed and localized algorithms to compute the terminal set offline, and also provide necessary additions to the online DLMPC algorithm to accommodate coupled terminal constraint and cost. In all algorithms, only local information exchanges are necessary, and computational complexity is independent of the global system size -- we demonstrate this analytically and experimentally. This is the first distributed MPC approach that provides minimally conservative yet fully distributed guarantees for recursive feasibility and asymptotic stability, for both nominal and robust settings.

eess.SY↗

Coloring graphs with forbidden bipartite subgraphs

A conjecture of Alon, Krivelevich, and Sudakov states that, for any graph $F$, there is a constant $c_F > 0$ such that if $G$ is an $F$-free graph of maximum degree $Δ$, then $χ(G) \leq c_F Δ/ \logΔ$. Alon, Krivelevich, and Sudakov verified this conjecture for a class of graphs $F$ that includes all bipartite graphs. Moreover, it follows from recent work by Davies, Kang, Pirot, and Sereni that if $G$ is $K_{t,t}$-free, then $χ(G) \leq (t + o(1)) Δ/ \logΔ$ as $Δ\to \infty$. We improve this bound to $(1+o(1)) Δ/\log Δ$, making the constant factor independent of $t$. We further extend our result to the DP-coloring setting (also known as correspondence coloring), introduced by Dvořák and Postle.

math.CO↗

SOSTOOLS Version 4.00 Sum of Squares Optimization Toolbox for MATLAB

The release of SOSTOOLS v4.00 comes as we approach the 20th anniversary of the original release of SOSTOOLS v1.00 back in April, 2002. SOSTOOLS was originally envisioned as a flexible tool for parsing and solving polynomial optimization problems, using the SOS tightening of polynomial positivity constraints, and capable of adapting to the ever-evolving fauna of applications of SOS. There are now a variety of SOS programming parsers beyond SOSTOOLS, including YALMIP, Gloptipoly, SumOfSquares, and others. We hope SOSTOOLS remains the most intuitive, robust and adaptable toolbox for SOS programming. Recent progress in Semidefinite programming has opened up new possibilities for solving large Sum of Squares programming problems, and we hope the next decade will be one where SOS methods will find wide application in different areas. In SOSTOOLS v4.00, we implement a parsing approach that reduces the computational and memory requirements of the parser below that of the SDP solver itself. We have re-developed the internal structure of our polynomial decision variables. Specifically, polynomial and SOS variable declarations made using sossosvar, sospolyvar, sosmatrixvar, etc now return a new polynomial structure, dpvar. This new polynomial structure, is documented in the enclosed dpvar guide, and isolates the scalar SDP decision variables in the SOS program from the independent variables used to construct the SOS program. As a result, the complexity of the parser scales almost linearly in the number of decision variables. As a result of these changes, almost all users will notice a significant increase in speed, with large-scaleproblems experiencing the most dramatic speedups. Parsing time is now always less than 10% of time spent in the SDP solver. Finally, SOSTOOLS now provides support for the MOSEK solver interface as well as the SeDuMi, SDPT3, CSDP, SDPNAL, SDPNAL+, and SDPA solvers.

math.OC↗

Learning Linear Models Using Distributed Iterative Hessian Sketching

This work considers the problem of learning the Markov parameters of a linear system from observed data. Recent non-asymptotic system identification results have characterized the sample complexity of this problem in the single and multi-rollout setting. In both instances, the number of samples required in order to obtain acceptable estimates can produce optimization problems with an intractably large number of decision variables for a second-order algorithm. We show that a randomized and distributed Newton algorithm based on Hessian-sketching can produce $ε$-optimal solutions and converges geometrically. Moreover, the algorithm is trivially parallelizable. Our results hold for a variety of sketching matrices and we illustrate the theory with numerical examples.

math.OC↗

Large-Scale System Identification Using a Randomized SVD

Learning a dynamical system from input/output data is a fundamental task in the control design pipeline. In the partially observed setting there are two components to identification: parameter estimation to learn the Markov parameters, and system realization to obtain a state space model. In both sub-problems it is implicitly assumed that standard numerical algorithms such as the singular value decomposition (SVD) can be easily and reliably computed. When trying to fit a high-dimensional model to data, for example in the cyber-physical system setting, even computing an SVD is intractable. In this work we show that an approximate matrix factorization obtained using randomized methods can replace the standard SVD in the realization algorithm while maintaining the non-asymptotic (in data-set size) performance and robustness guarantees of classical methods. Numerical examples illustrate that for large system models, this is the only method capable of producing a model.

math.OC↗

Synthesis to Deployment: Cyber-Physical Control Architectures

We consider the problem of how to deploy a controller to a (networked) cyber-physical system (CPS). Controlling a CPS is an involved task, and synthesizing a controller to respect sensing, actuation, and communication constraints is only part of the challenge. In addition to controller synthesis, one should also consider how the controller will be incorporated within the CPS. Put another way, the cyber layer and its interaction with the physical layer need to be taken into account. In this work, we aim to bridge the gap between theoretical controller synthesis and practical CPS deployment. We adopt the system level synthesis (SLS) framework to synthesize a controller, either state-feedback or output-feedback, and provide deployment architectures for the standard SLS controllers. Furthermore, we derive new controller realizations for open-loop stable systems and introduce different state-feedback and output-feedback architectures for deployment, ranging from fully centralized to fully distributed. Finally, we compare the trade-offs among them in terms of robustness, memory, computation, and communication overhead.

math.OC↗

Localized and Distributed H2 State Feedback Control

Distributed linear control design is crucial for large-scale cyber-physical systems. It is generally desirable to both impose information exchange (communication) constraints on the distributed controller, and to limit the propagation of disturbances to a local region without cascading to the global network (localization). Recently proposed System Level Synthesis (SLS) theory provides a framework where such communication and localization requirements can be tractably incorporated in controller design and implementation. In this work, we derive a solution to the localized and distributed H2 state feedback control problem without resorting to Finite Impulse Response (FIR) approximation. Our proposed synthesis algorithm allows a column-wise decomposition of the resulting convex program, and is therefore scalable to arbitrary large-scale networks. We demonstrate superior cost performance and computation time of the proposed procedure over previous methods via numerical simulation.

eess.SY↗

Robust Distributed and Localized Model Predictive Control

We present a robust Distributed and Localized Model Predictive Control (rDLMPC) framework for large-scale structured linear systems. The proposed algorithm uses the System Level Synthesis to provide a distributed closed-loop model predictive control scheme that is robust to exogenous disturbances. The resulting controllers require only local information exchange for both synthesis and implementation. We exploit the fact that for polytopic disturbance constraints, SLS- based distributed control problems have been shown to have structure amenable for distributed optimization techniques. We show that similar to the disturbance-free DLMPC algorithm, the computational complexity of rDLMPC is independent of the size of the global system. To the best of our knowledge, robust DLMPC is the first MPC algorithm that allows for the scalable distributed computation of distributed closed-loop control policies in the presence of additive disturbances.

math.OC↗

Deployment Architectures for Cyber-Physical Control Systems

We consider the problem of how to deploy a controller to a (networked) cyber-physical system (CPS). Controlling a CPS is an involved task, and synthesizing a controller to respect sensing, actuation, and communication constraints is only part of the challenge. In addition to controller synthesis, one should also consider how the controller will work in the CPS. Put another way, the cyber layer and its interaction with the physical layer need to be taken into account. In this work, we aim to bridge the gap between theoretical controller synthesis and practical CPS deployment. We adopt the system level synthesis (SLS) framework to synthesize a state-feedback controller and provide a deployment architecture for the standard SLS controller. Furthermore, we derive a new controller realization for open-loop stable systems and introduce four different architectures for deployment, ranging from fully centralized to fully distributed. Finally, we compare the trade-offs among them in terms of robustness, memory, computation, and communication overhead.

eess.SY↗