arXiv subjects

Michael M. Zavlanos

Publications and source records attributed to Michael M. Zavlanos.

At least 73 records · Page 4Linked to original sources

arXiv2019

VarNet: Variational Neural Networks for the Solution of Partial Differential Equations

In this paper we propose a new model-based unsupervised learning method, called VarNet, for the solution of partial differential equations (PDEs) using deep neural networks (NNs). Particularly, we propose a novel loss function that relies on the variational (integral) form of PDEs as apposed to their differential form which is commonly used in the literature. Our loss function is discretization-free, highly parallelizable, and more effective in capturing the solution of PDEs since it employs lower-order derivatives and trains over measure non-zero regions of space-time. Given this loss function, we also propose an approach to optimally select the space-time samples, used to train the NN, that is based on the feedback provided from the PDE residual. The models obtained using VarNet are smooth and do not require interpolation. They are also easily differentiable and can directly be used for control and optimization of PDEs. Finally, VarNet can straight-forwardly incorporate parametric PDE models making it a natural tool for model order reduction (MOR) of PDEs. We demonstrate the performance of our method through extensive numerical experiments for the advection-diffusion PDE as an important case-study.

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arXiv2019

A Distributed Online Convex Optimization Algorithm with Improved Dynamic Regret

In this paper, we consider the problem of distributed online convex optimization, where a network of local agents aim to jointly optimize a convex function over a period of multiple time steps. The agents do not have any information about the future. Existing algorithms have established dynamic regret bounds that have explicit dependence on the number of time steps. In this work, we show that we can remove this dependence assuming that the local objective functions are strongly convex. More precisely, we propose a gradient tracking algorithm where agents jointly communicate and descend based on corrected gradient steps. We verify our theoretical results through numerical experiments.

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arXiv2019

Augmented Lagrangian Optimization under Fixed-Point Arithmetic

In this paper, we propose an inexact Augmented Lagrangian Method (ALM) for the optimization of convex and nonsmooth objective functions subject to linear equality constraints and box constraints where errors are due to fixed-point data. To prevent data overflow we also introduce a projection operation in the multiplier update. We analyze theoretically the proposed algorithm and provide convergence rate results and bounds on the accuracy of the optimal solution. Since iterative methods are often needed to solve the primal subproblem in ALM, we also propose an early stopping criterion that is simple to implement on embedded platforms, can be used for problems that are not strongly convex, and guarantees the precision of the primal update. To the best of our knowledge, this is the first fixed-point ALM that can handle non-smooth problems, data overflow, and can efficiently and systematically utilize iterative solvers in the primal update. Numerical simulation studies on a utility maximization problem are presented that illustrate the proposed method.

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arXiv2019

Distributed off-Policy Actor-Critic Reinforcement Learning with Policy Consensus

In this paper, we propose a distributed off-policy actor critic method to solve multi-agent reinforcement learning problems. Specifically, we assume that all agents keep local estimates of the global optimal policy parameter and update their local value function estimates independently. Then, we introduce an additional consensus step to let all the agents asymptotically achieve agreement on the global optimal policy function. The convergence analysis of the proposed algorithm is provided and the effectiveness of the proposed algorithm is validated using a distributed resource allocation example. Compared to relevant distributed actor critic methods, here the agents do not share information about their local tasks, but instead they coordinate to estimate the global policy function.

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arXiv2019

Distributed Constrained Online Learning

In this paper, we consider groups of agents in a network that select actions in order to satisfy a set of constraints that vary arbitrarily over time and minimize a time-varying function of which they have only local observations. The selection of actions, also called a strategy, is causal and decentralized, i.e., the dynamical system that determines the actions of a given agent depends only on the constraints at the current time and on its own actions and those of its neighbors. To determine such a strategy, we propose a decentralized saddle point algorithm and show that the corresponding global fit and regret are bounded by functions of the order of $\sqrt{T}$. Specifically, we define the global fit of a strategy as a vector that integrates over time the global constraint violations as seen by a given node. The fit is a performance loss associated with online operation as opposed to offline clairvoyant operation which can always select an action if one exists, that satisfies the constraints at all times. If this fit grows sublinearly with the time horizon it suggests that the strategy approaches the feasible set of actions. Likewise, we define the regret of a strategy as the difference between its accumulated cost and that of the best fixed action that one could select knowing beforehand the time evolution of the objective function. Numerical examples support the theoretical conclusions.

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arXiv2018

Model-Based Active Source Identification in Complex Environments

We consider the problem of Active Source Identification (ASI) in steady-state Advection-Diffusion (AD) transport systems. Unlike existing bio-inspired heuristic methods, we propose a model-based method that employs the AD-PDE to capture the transport phenomenon. Specifically, we formulate the Source Identification (SI) problem as a PDE-constrained optimization problem in function spaces. To obtain a tractable solution, we reduce the dimension of the concentration field using Proper Orthogonal Decomposition and approximate the unknown source field using nonlinear basis functions, drastically decreasing the number of unknowns. Moreover, to collect the concentration measurements, we control a robot sensor through a sequence of waypoints that maximize the smallest eigenvalue of the Fisher Information matrix of the unknown source parameters. Specifically, after every new measurement, a SI problem is solved to obtain a source estimate that is used to determine the next waypoint. We show that our algorithm can efficiently identify sources in complex AD systems and non-convex domains, in simulation and experimentally. This is the first time that PDEs are used for robotic SI in practice.

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arXiv2018

Control of Magnetic Microrobot Teams for Temporal Micromanipulation Tasks

In this paper, we present a control framework that allows magnetic microrobot teams to accomplish complex micromanipulation tasks captured by global Linear Temporal Logic (LTL) formulas. To address this problem, we propose an optimal control synthesis method that constructs discrete plans for the robots that satisfy both the assigned tasks as well as proximity constraints between the robots due to the physics of the problem. Our proposed algorithm relies on an existing optimal control synthesis approach combined with a novel sampling-based technique to reduce the state-space of the product automaton that is associated with the LTL specifications. The synthesized discrete plans are executed by the microrobots independently using local magnetic fields. Simulation studies show that the proposed algorithm can address large-scale planning problems that cannot be solved using existing optimal control synthesis approaches. Moreover, we present experimental results that also illustrate the potential of our method in practice. To the best of our knowledge, this is the first control framework that allows independent control of teams of magnetic microrobots for temporal micromanipulation tasks.

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arXiv2018

Distributed State Estimation Using Intermittently Connected Robot Networks

This paper considers the problem of distributed state estimation using multi-robot systems. The robots have limited communication capabilities and, therefore, communicate their measurements intermittently only when they are physically close to each other. To decrease the distance that the robots need to travel only to communicate, we divide them into small teams that can communicate at different locations to share information and update their beliefs. Then, we propose a new distributed scheme that combines (i) communication schedules that ensure that the network is intermittently connected, and (ii) sampling-based motion planning for the robots in every team with the objective to collect optimal measurements and decide a location for those robots to communicate. To the best of our knowledge, this is the first distributed state estimation framework that relaxes all network connectivity assumptions, and controls intermittent communication events so that the estimation uncertainty is minimized. We present simulation results that demonstrate significant improvement in estimation accuracy compared to methods that maintain an end-to-end connected network for all time.

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arXiv2018

Temporal Logic Task Planning and Intermittent Connectivity Control of Mobile Robot Networks

In this paper, we develop a distributed intermittent communication and task planning framework for mobile robot teams. The goal of the robots is to accomplish complex tasks, captured by local Linear Temporal Logic formulas, and share the collected information with all other robots and possibly also with a user. Specifically, we consider situations where the robot communication capabilities are not sufficient to form reliable and connected networks while the robots move to accomplish their tasks. In this case, intermittent communication protocols are necessary that allow the robots to temporarily disconnect from the network in order to accomplish their tasks free of communication constraints. We assume that the robots can only communicate with each other when they meet at common locations in space. Our distributed control framework jointly determines local plans that allow all robots fulfill their assigned temporal tasks, sequences of communication events that guarantee information exchange infinitely often, and optimal communication locations that minimize a desired distance metric. Simulation results verify the efficacy of the proposed controllers.

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arXiv2018

Sampling-Based Optimal Control Synthesis for Multi-Robot Systems under Global Temporal Tasks

This paper proposes a new optimal control synthesis algorithm for multi-robot systems under global temporal logic tasks. Existing planning approaches under global temporal goals rely on graph search techniques applied to a product automaton constructed among the robots. In this paper, we propose a new sampling-based algorithm that builds incrementally trees that approximate the state-space and transitions of the synchronous product automaton. By approximating the product automaton by a tree rather than representing it explicitly, we require much fewer memory resources to store it and motion plans can be found by tracing sequences of parent nodes without the need for sophisticated graph search methods. This significantly increases the scalability of our algorithm compared to existing optimal control synthesis methods. We also show that the proposed algorithm is probabilistically complete and asymptotically optimal. Finally, we present numerical experiments showing that our approach can synthesize optimal plans from product automata with billions of states, which is not possible using standard optimal control synthesis algorithms or off-the-shelf model checkers.

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arXiv2018

Approximate Projection Methods for Decentralized Optimization with Functional Constraints

We consider distributed convex optimization problems that involve a separable objective function and nontrivial functional constraints, such as Linear Matrix Inequalities (LMIs). We propose a decentralized and computationally inexpensive algorithm which is based on the concept of approximate projections. Our algorithm is one of the consensus based methods in that, at every iteration, each agent performs a consensus update of its decision variables followed by an optimization step of its local objective function and local constraints. Unlike other methods, the last step of our method is not an Euclidean projection onto the feasible set, but instead a subgradient step in the direction that minimizes the local constraint violation. We propose two different averaging schemes to mitigate the disagreements among the agents' local estimates. We show that the algorithms converge almost surely, i.e., every agent agrees on the same optimal solution, under the assumption that the objective functions and constraint functions are nondifferentiable and their subgradients are bounded. We provide simulation results on a decentralized optimal gossip averaging problem, which involves SDP constraints, to complement our theoretical results.

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arXiv2018

Complexity Certification of a Distributed Augmented Lagrangian Method

In this paper we present complexity certification results for a distributed Augmented Lagrangian (AL) algorithm used to solve convex optimization problems involving globally coupled linear constraints. Our method relies on the Accelerated Distributed Augmented Lagrangian (ADAL) algorithm, which can handle the coupled linear constraints in a distributed manner based on local estimates of the AL. We show that the theoretical complexity of ADAL to reach an $ε$-optimal solution both in terms of suboptimality and infeasibility is $O(\frac{1}ε)$ iterations. Moreover, we provide a valid upper bound for the optimal dual multiplier which enables us to explicitly specify these complexity bounds. We also show how to choose the stepsize parameter to minimize the bounds on the convergence rates. Finally, we discuss a motivating example, a model predictive control (MPC) problem, involving a finite number of subsystems which interact with each other via a general network.

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arXiv2018

Distributed Active State Estimation with User-Specified Accuracy

In this paper, we address the problem of controlling a network of mobile sensors so that a set of hidden states are estimated up to a user-specified accuracy. The sensors take measurements and fuse them online using an Information Consensus Filter (ICF). At the same time, the local estimates guide the sensors to their next best configuration. This leads to an LMI-constrained optimization problem that we solve by means of a new distributed random approximate projections method. The new method is robust to the state disagreement errors that exist among the robots as the ICF fuses the collected measurements. Assuming that the noise corrupting the measurements is zero-mean and Gaussian and that the robots are self localized in the environment, the integrated system converges to the next best positions from where new observations will be taken. This process is repeated with the robots taking a sequence of observations until the hidden states are estimated up to the desired user-specified accuracy. We present simulations of sparse landmark localization, where the robotic team achieves the desired estimation tolerances while exhibiting interesting emergent behavior.

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arXiv2018

Distributed Hierarchical Control for State Estimation With Robotic Sensor Networks

This paper addresses active state estimation with a team of robotic sensors. The states to be estimated are represented by spatially distributed, uncorrelated, stationary vectors. Given a prior belief on the geographic locations of the states, we cluster the states in moderately sized groups and propose a new hierarchical Dynamic Programming (DP) framework to compute optimal sensing policies for each cluster that mitigates the computational cost of planning optimal policies in the combined belief space. Then, we develop a decentralized assignment algorithm that dynamically allocates clusters to robots based on the pre-computed optimal policies at each cluster. The integrated distributed state estimation framework is optimal at the cluster level but also scales very well to large numbers of states and robot sensors. We demonstrate efficiency of the proposed method in both simulations and real-world experiments using stereoscopic vision sensors.

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arXiv2018

Controlling a Robotic Stereo Camera Under Image Quantization Noise

In this paper, we address the problem of controlling a mobile stereo camera under image quantization noise. Assuming that a pair of images of a set of targets is available, the camera moves through a sequence of Next-Best-Views (NBVs), i.e., a sequence of views that minimize the trace of the targets' cumulative state covariance, constructed using a realistic model of the stereo rig that captures image quantization noise and a Kalman Filter (KF) that fuses the observation history with new information. The proposed algorithm decomposes control into two stages: first the NBV is computed in the camera relative coordinates, and then the camera moves to realize this view in the fixed global coordinate frame. This decomposition allows the camera to drive to a new pose that effectively realizes the NBV in camera coordinates while satisfying Field-of-View constraints in global coordinates, a task that is particularly challenging using complex sensing models. We provide simulations and real experiments that illustrate the ability of the proposed mobile camera system to accurately localize sets of targets. We also propose a novel data-driven technique to characterize unmodeled uncertainty, such as calibration errors, at the pixel level and show that this method ensures stability of the KF.

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arXiv2017

Multi-Robot Data Gathering Under Buffer Constraints and Intermittent Communication

We consider a team of heterogeneous robots which are deployed within a common workspace to gather different types of data. The robots have different roles due to different capabilities: some gather data from the workspace (source robots) and others receive data from source robots and upload them to a data center (relay robots). The data-gathering tasks are specified locally to each source robot as high-level Linear Temporal Logic (LTL) formulas, that capture the different types of data that need to be gathered at different regions of interest. All robots have a limited buffer to store the data. Thus the data gathered by source robots should be transferred to relay robots before their buffers overflow, respecting at the same time limited communication range for all robots. The main contribution of this work is a distributed motion coordination and intermittent communication scheme that guarantees the satisfaction of all local tasks, while obeying the above constraints. The robot motion and inter-robot communication are closely coupled and coordinated during run time by scheduling intermittent meeting events to facilitate the local plan execution. We present both numerical simulations and experimental studies to demonstrate the advantages of the proposed method over existing approaches that predominantly require all-time network connectivity.

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arXiv2017

Probabilistic Motion Planning under Temporal Tasks and Soft Constraints

This paper studies motion planning of a mobile robot under uncertainty. The control objective is to synthesize a {finite-memory} control policy, such that a high-level task specified as a Linear Temporal Logic (LTL) formula is satisfied with a desired high probability. Uncertainty is considered in the workspace properties, robot actions, and task outcomes, giving rise to a Markov Decision Process (MDP) that models the proposed system. Different from most existing methods, we consider cost optimization both in the prefix and suffix of the system trajectory. We also analyze the potential trade-off between reducing the mean total cost and maximizing the probability that the task is satisfied. The proposed solution is based on formulating two coupled Linear Programs, for the prefix and suffix, respectively, and combining them into a multi-objective optimization problem, which provides provable guarantees on the probabilistic satisfiability and the total cost optimality. We show that our method outperforms relevant approaches that employ Round-Robin policies in the trajectory suffix. Furthermore, we propose a new control synthesis algorithm to minimize the frequency of reaching a bad state when the probability of satisfying the tasks is zero, in which case most existing methods return no solution. We validate the above schemes via both numerical simulations and experimental studies.

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arXiv2017

On the Sublinear Regret of Distributed Primal-Dual Algorithms for Online Constrained Optimization

This paper introduces consensus-based primal-dual methods for distributed online optimization where the time-varying system objective function $f_t(\mathbf{x})$ is given as the sum of local agents' objective functions, i.e., $f_t(\mathbf{x}) = \sum_i f_{i,t}(\mathbf{x}_i)$, and the system constraint function $\mathbf{g}(\mathbf{x})$ is given as the sum of local agents' constraint functions, i.e., $\mathbf{g}(\mathbf{x}) = \sum_i \mathbf{g}_i (\mathbf{x}_i) \preceq \mathbf{0}$. At each stage, each agent commits to an adaptive decision pertaining only to the past and locally available information, and incurs a new cost function reflecting the change in the environment. Our algorithm uses weighted averaging of the iterates for each agent to keep local estimates of the global constraints and dual variables. We show that the algorithm achieves a regret of order $O(\sqrt{T})$ with the time horizon $T$, in scenarios when the underlying communication topology is time-varying and jointly-connected. The regret is measured in regard to the cost function value as well as the constraint violation. Numerical results for online routing in wireless multi-hop networks with uncertain channel rates are provided to illustrate the performance of the proposed algorithm.

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