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Michael Cummins

Publications and source records attributed to Michael Cummins.

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A New Duality-Free Framework for Convex Optimisation with Superlinear Convergence and Effective Warm-Starting

Modern second order solvers for convex optimisation, such as interior point methods, rely on primal dual information and are difficult to warm start, limiting their applicability in real time control. We propose the PVM, a duality free framework that reformulates the constrained problem as the unconstrained minimisation of a value function. The resulting problem always has a solution, yields a certificate of infeasibility and is amenable to warm starting. We develop a second order algorithm for Quadratic Programming based on the PPA and semismooth Newton methods, and establish sufficient conditions for superlinear convergence to an arbitrarily small neighbourhood of the solution. Numerical experiments on a MPC problem demonstrate competitive performance with state of the art solvers from a cold start and up to 70\% reduction in Newton iterations when warm starting.

math.OC

DeePC-Hunt: Data-enabled Predictive Control Hyperparameter Tuning via Differentiable Optimization

This paper introduces Data-enabled Predictive Control Hyperparameter Tuning via Differentiable Optimization (DeePC-Hunt), a backpropagation-based method for automatic hyperparameter tuning of the DeePC algorithm. The necessity for such a method arises from the importance of hyperparameter selection to achieve satisfactory closed-loop DeePC performance. The standard methods for hyperparameter selection are to either optimize the open-loop performance, or use manual guess-and-check. Optimizing the open-loop performance can result in unacceptable closed-loop behavior, while manual guess-and-check can pose safety challenges. DeePC-Hunt provides an alternative method for hyperparameter tuning which uses an approximate model of the system dynamics and backpropagation to directly optimize hyperparameters for the closed-loop DeePC performance. Numerical simulations demonstrate the effectiveness of DeePC in combination with DeePC-Hunt in a complex stabilization task for a nonlinear system and its superiority over model-based control strategies in terms of robustness to model misspecifications.

math.OC

Controlling Participation in Federated Learning with Feedback

We address the problem of client participation in federated learning, where traditional methods typically rely on a random selection of a small subset of clients for each training round. In contrast, we propose FedBack, a deterministic approach that leverages control-theoretic principles to manage client participation in ADMM-based federated learning. FedBack models client participation as a discrete-time dynamical system and employs an integral feedback controller to adjust each client's participation rate individually, based on the client's optimization dynamics. We provide global convergence guarantees for our approach by building on the recent federated learning research. Numerical experiments on federated image classification demonstrate that FedBack achieves up to 50\% improvement in communication and computational efficiency over algorithms that rely on a random selection of clients.

cs.LG