arXiv subjects

Jonathan E. Rowe

Publications and source records attributed to Jonathan E. Rowe.

7 recordsLinked to original sources

arXiv2021

A Sequential Learning Algorithm for Probabilistically Robust Controller Tuning

We introduce a sequential learning algorithm to address a robust controller tuning problem, which in effect, finds (with high probability) a candidate solution satisfying the internal performance constraint to a chance-constrained program which has black-box functions. The algorithm leverages ideas from the areas of randomised algorithms and ordinal optimisation, and also draws comparisons with the scenario approach; these have all been previously applied to finding approximate solutions for difficult design problems. By exploiting statistical correlations through black-box sampling, we formally prove that our algorithm yields a controller meeting the prescribed probabilistic performance specification. Additionally, we characterise the computational requirement of the algorithm with a probabilistic lower bound on the algorithm's stopping time. To validate our work, the algorithm is then demonstrated for tuning model predictive controllers on a diesel engine air-path across a fleet of vehicles. The algorithm successfully tuned a single controller to meet a desired tracking error performance, even in the presence of the plant uncertainty inherent across the fleet. Moreover, the algorithm was shown to exhibit a sample complexity comparable to the scenario approach.

math.OC↗

arXiv2021

Evolutionary Algorithms for Solving Unconstrained, Constrained and Multi-objective Noisy Combinatorial Optimisation Problems

We present an empirical study of a range of evolutionary algorithms applied to various noisy combinatorial optimisation problems. There are three sets of experiments. The first looks at several toy problems, such as OneMax and other linear problems. We find that UMDA and the Paired-Crossover Evolutionary Algorithm (PCEA) are the only ones able to cope robustly with noise, within a reasonable fixed time budget. In the second stage, UMDA and PCEA are then tested on more complex noisy problems: SubsetSum, Knapsack and SetCover. Both perform well under increasing levels of noise, with UMDA being the better of the two. In the third stage, we consider two noisy multi-objective problems (CountingOnesCountingZeros and a multi-objective formulation of SetCover). We compare several adaptations of UMDA for multi-objective problems with the Simple Evolutionary Multi-objective Optimiser (SEMO) and NSGA-II. We conclude that UMDA, and its variants, can be highly effective on a variety of noisy combinatorial optimisation, outperforming many other evolutionary algorithms.

cs.NE↗

arXiv2021

Ordinal Optimisation and the Offline Multiple Noisy Secretary Problem

We study the success probability for a variant of the secretary problem, with noisy observations and multiple offline selection. Our formulation emulates, and is motivated by, problems involving noisy selection arising in the disciplines of stochastic simulation and simulation-based optimisation. In addition, we employ the philosophy of ordinal optimisation - involving an ordinal selection rule, and a percentile notion of goal softening for the success probability. As a result, it is shown that the success probability only depends on the underlying copula of the problem. Other general properties for the success probability are also presented. Specialising to the case of Gaussian copulas, we also derive an analytic lower bound for the success probability, which may then be inverted to find sufficiently large sample sizes that guarantee a high success probability arbitrarily close to one.

math.OC↗

arXiv2021

Ordinal Optimisation for the Gaussian Copula Model

We present results on the estimation and evaluation of success probabilities for ordinal optimisation over uncountable sets (such as subsets of $\mathbb{R}^{d}$). Our formulation invokes an assumption of a Gaussian copula model, and we show that the success probability can be equivalently computed by assuming a special case of additive noise. We formally prove a lower bound on the success probability under the Gaussian copula model, and numerical experiments demonstrate that the lower bound yields a reasonable approximation to the actual success probability. Lastly, we showcase the utility of our results by guaranteeing high success probabilities with ordinal optimisation.

math.OC↗

arXiv2020

Active Learning for Linear Parameter-Varying System Identification

Active learning is proposed for selection of the next operating points in the design of experiments, for identifying linear parameter-varying systems. We extend existing approaches found in literature to multiple-input multiple-output systems with a multivariate scheduling parameter. Our approach is based on exploiting the probabilistic features of Gaussian process regression to quantify the overall model uncertainty across locally identified models. This results in a flexible framework which accommodates for various techniques to be applied for estimation of local linear models and their corresponding uncertainty. We perform active learning in application to the identification of a diesel engine air-path model, and demonstrate that measures of model uncertainty can be successfully reduced using the proposed framework.

eess.SY↗

arXiv2015

A Polynomial Time Bounded-error Quantum Algorithm for Boolean Satisfiability

The aim of the paper is to answer a long-standing open problem on the relationship between NP and BQP. The paper shows that BQP contains NP by proposing a BQP quantum algorithm for the MAX-E3-SAT problem which is a fundamental NP-hard problem. Given an E3-CNF Boolean formula, the aim of the MAX-E3-SAT problem is to find the variable assignment that maximizes the number of satisfied clauses. The proposed algorithm runs in $O(m^2)$ for an E3-CNF Boolean formula with $m$ clauses and in the worst case runs in $O(n^6)$ for an E3-CNF Boolean formula with $n$ inputs. The proposed algorithm maximizes the set of satisfied clauses using a novel iterative partial negation and partial measurement technique. The algorithm is shown to achieve an arbitrary high probability of success of $1-ε$ for small $ε>0$ using a polynomial resources. In addition to solving the MAX-E3-SAT problem, the proposed algorithm can also be used to decide if an E3-CNF Boolean formula is satisfiable or not, which is an NP-complete problem, based on the maximum number of satisfied clauses.

cs.CC↗

arXiv2008

Tight Bounds for Blind Search on the Integers

We analyze a simple random process in which a token is moved in the interval $A=\{0,...,n\$: Fix a probability distribution $μ$ over $\{1,...,n\$. Initially, the token is placed in a random position in $A$. In round $t$, a random value $d$ is chosen according to $μ$. If the token is in position $a\geq d$, then it is moved to position $a-d$. Otherwise it stays put. Let $T$ be the number of rounds until the token reaches position 0. We show tight bounds for the expectation of $T$ for the optimal distribution $μ$. More precisely, we show that $\min_μ\{E_μ(T)\=Θ((\log n)^2)$. For the proof, a novel potential function argument is introduced. The research is motivated by the problem of approximating the minimum of a continuous function over $[0,1]$ with a ``blind'' optimization strategy.

cs.DS↗