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Sonia Martínez

Publications and source records attributed to Sonia Martínez.

At least 19 recordsLinked to original sources

Multiscale distributed MPC for Optimal Transport

In this paper, we present a novel multiscale formulation for the Optimal Transport (OT) of large swarms. The scheme is divided in two levels, a top-level OT formulation with a terminal penalty cost to handle time-varying densities, and a low-level, Model Predictive Controller (MPC) that allows agents to track the nominal velocity under control affine dynamics and rejects external disturbances. We show that the terminal-penalty dynamic formulation reduces to a regularized static dual, which agents solve in a distributed way to compute the nominal velocity.We also prove distributional input-to-state stability in the $1$-Wasserstein metric of the density flow with respect to the mismatch that the low-level and the target motion introduce, so that the tracking error only perturbs the macroscopic flow by a bounded, quantifiable amount. Finally, we demonstrate via simulations the effectiveness of the proposed method handling time-varying targets and state perturbations.

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Accelerated Safe Gradient Flow

This letter introduces an accelerated safe gradient flow (A-SGF) for strongly convex constrained optimization problems. The A-SGF filters a nominal second-order accelerated flow through a second-order control barrier function quadratic program. We establish conditions for strict feasibility and local Lipschitz continuity of the resulting vector field, prove forward invariance of a lifted safe set, and show that its unique equilibrium is the constrained minimizer. A variational Lyapunov analysis isolates the effect of the safety correction and gives explicit conditions on the barrier gains under which A-SGF retains the same convergence rate as the unconstrained Nesterov accelerated method. A nonlinear 2D example demonstrate anytime feasibility and faster convergence of the algorithm.

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Distributionally Robust Nash Equilibrium Seeking with Partial Observations and Distributed Communication

In this work, we study stochastic one-shot games where agents' utilities depend on the collective strategy profiles of other agents as well as on some well-behaved randomness. While each decision-maker is agnostic to the random variable's underlying distribution, they have access to finitely many i.i.d. samples generated from it. We consider two cases: one where samples are shared; and another, more special one, where samples are individually accessible. To hedge against the unknown uncertainty, each agent plays a distributionally robust game and aims to maximize the worst-case expected utility over a Wasserstein ball around the sample average distribution. In this setting, we provide conditions under which the game has a non-empty set of distributionally robust Nash equilibria (DRoNE) and then characterize the closeness of the DRoNE set to the Nash equilibria (NE) of the associated stochastic game. We then propose an inertial, supported, better response, ascending supergradient dynamics ISBRAG that seeks the DRoNE's when the distributionally robust game possesses what we term as amicable supergradients. This forms the basis of a distributed version (d-ISBRAG) where agents estimate others' strategies by means of a dynamic consensus subroutine over a directed communication network. While initially the distributed algorithm works in the case where agents have individual samples, we later extend this to the case of shared observations under certain simplifying assumptions. This involves analyzing a tractable reformulation of the distributionally robust optimization problem and solving it in a distributed manner to compute the required supergradients. Simulations illustrate our results.

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Input-to-State Stability of Gradient Flows in Distributional Space

This paper proposes a new notion of distributional Input-to-State Stability (dISS) for dynamic systems evolving in probability spaces over a domain. Unlike other norm-based ISS concepts, we rely on the Wasserstein metric, which captures more precisely the effects of the disturbances on atomic and non-atomic measures. We show how dISS unifies both ISS and Noise to State Stability (NSS) over compact domains for particle dynamics, while extending the classical notions to sets of probability distributions. We then apply the dISS framework to study the robustness of various Wasserstein gradient flows with respect to perturbations. In particular, we establish dISS for gradient flows defined by a class of $l$-smooth and $λ$-convex functionals subject to bounded disturbances, such as those induced by entropy in optimal transport. Further, we study the dISS robustness of the large-scale algorithms when using Kernel and sample-based approximations. This results into a characterization of the error incurred when using a finite number of agents, which can guide the selection of the swarm size to achieve a mean-field objective with prescribed accuracy and stability guarantees.

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A Distributed Bilevel Framework for the Macroscopic Optimization of Multi-Agent Systems

In this paper, we propose a novel distributed algorithm to optimize the emergent macroscopic behavior of large-scale multi-agent systems via microscopic actions. We cast this task as a bilevel optimization problem, where the upper level formalizes the desired macroscopic target behavior through a suitable performance criterion, which is shaped in the lower level by leveraging a compressed aggregate representation estimating the macroscopic state. More precisely, the macroscopic state is parametrized by an exponential-family of distributions and constructed from the multi-agent microscopic configuration. The proposed algorithm integrates a distributed estimation mechanism, through which each agent reconstructs the macroscopic state locally, with a hypergradient-based update of the microscopic states aimed at improving the collective macroscopic behavior. We prove convergence to the set of stationary points of the bilevel problem via timescale separation arguments. Numerical simulations validate the effectiveness of the proposed method.

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Enhancing network resilience through topological switching

This work studies how to preemptively increase the resilience of a network by means of time-varying topological actuation. To do this, we focus on linear dynamical systems that are compatible with a given network, and consider policies that switch periodically between the given one and an alternative, topologically-compatible dynamics. In particular, we seek to solve design problems aimed at finding a) the optimal switching schedule between two preselected topologies, and b) an optimal topology and optimal switching schedule. By imposing periodicity, we first provide a metric of resilience in terms of the spectral abscissa of the averaged linear time-invariant dynamics. By restricting our policies to commutative networks, we then show how the optimal scheduling problem reduces to a convex optimization, providing a bound on the net resilience that can be achieved. After this, we find that the optimal, sparse commutative network to switch with is fully disconnected and allocates the spectral sum among the nodes of the network equally. We then impose additional restrictions on topology edge selection, which leads to a biconvex optimization for which certain matrix rank conditions guide the choice of weighting parameters to obtain desirable solutions. Finally, we provide two methods to solve this problem efficiently (based on a McCormick relaxation, and alternating minimization), and illustrate the results in simulations.

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Banach Control Barrier Functions for Large-Scale Swarm Control

This paper studies the safe control of very large multi-agent systems via a generalized framework that employs so-called Banach Control Barrier Functions (B-CBFs). Modeling a large swarm as probability distribution over a spatial domain, we show how B-CBFs can be used to appropriately capture a variety of macroscopic constraints that can integrate with large-scale swarm objectives. Leveraging this framework, we define stable and filtered gradient flows for large swarms, paying special attention to optimal transport algorithms. Further, we show how to derive agent-level, microscopical algorithms that are consistent with macroscopic counterparts in the large-scale limit. We then identify conditions for which a group of agents can compute a distributed solution that only requires local information from other agents within a communication range. Finally, we showcase the theoretical results over swarm systems in the simulations section.

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Visibility in Polygonal Environments with Holes: Finding Best Spots for Hiding and Surveillance

Visibility plays an important role for decision making in cluttered, uncertain environments. This paper considers the problem of identifying optimal hiding spots for an agent against line-of-sight detection by an adversary whose location is unknown. We consider environments modeled as polygons with holes. We develop a set of mathematical tools for reasoning about visibility as a function of position and rely on non-smooth analysis to formally characterize the regularity properties of various visibility-based metrics. These metrics are non-smooth and non-convex, so off-the-shelf optimization algorithms can only guarantee convergence to Clarke critical points. To address this, the proposed Normalized Descent algorithm leverages the structure of non-smooth points in visibility problems and introduces randomness to escape saddle points. Our technical analysis allows for the non-monotonic decrease in the visibility metric and strengthens the algorithm guarantees, ensuring convergence to local minima with high probability. Simulations on two hide-and-seek scenarios showcase the effectiveness of the proposed approach.

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Gradient sampling algorithm for subsmooth functions

This paper considers non-smooth optimization problems where we seek to minimize the pointwise maximum of a continuously parameterized family of functions. Since the objective function is given as the solution to a maximization problem, neither its values nor its gradients are available in closed form, which calls for approximation. Our approach hinges upon extending the so-called gradient sampling algorithm, which approximates the Clarke generalized gradient of the objective function at a point by sampling its derivative at nearby locations. This allows us to select descent directions around points where the function may fail to be differentiable and establish algorithm convergence to a stationary point from any initial condition. Our key contribution is to prove this convergence by alleviating the requirement on continuous differentiability of the objective function on an open set of full measure. We further provide assumptions under which a desired convex subset of the decision space is rendered attractive for the iterates of the algorithm.

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Behaviorally Heterogeneous Multi-Agent Exploration Using Distributed Task Allocation

We study a problem of multi-agent exploration with behaviorally heterogeneous robots. Each robot maps its surroundings using SLAM and identifies a set of areas of interest (AoIs) or frontiers that are the most informative to explore next. The robots assess the utility of going to a frontier using Behavioral Entropy (BE) and then determine which frontier to go to via a distributed task assignment scheme. We convert the task assignment problem into a non-cooperative game and use a distributed algorithm (d-PBRAG) to converge to the Nash equilibrium (which we show is the optimal task allocation solution). For unknown utility cases, we provide robust bounds using approximate rewards. We test our algorithm (which has less communication cost and fast convergence) in simulation, where we explore the effect of sensing radii, sensing accuracy, and heterogeneity among robotic teams with respect to the time taken to complete exploration and path traveled. We observe that having a team of agents with heterogeneous behaviors is beneficial.

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Multi-Topic Projected Opinion Dynamics for Resource Allocation

We propose a model of opinion formation on resource allocation among multiple topics by multiple agents, who are subject to hard budget constraints. We define a utility function for each agent and then derive a projected dynamical system model of opinion evolution assuming that each agent myopically seeks to maximize its utility subject to its constraints. Inter-agent coupling arises from an undirected social network, while inter-topic coupling arises from resource constraints. We show that opinions always converge to the equilibrium set. For special networks with very weak antagonistic relations, the opinions converge to a unique equilibrium point. We further show that the underlying opinion formation game is a potential game. We relate the equilibria of the dynamics and the Nash equilibria of the game and characterize the unique Nash equilibrium for networks with no antagonistic relations. Finally, simulations illustrate our findings.

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Opinion Dynamics for Utility Maximizing Agents: Exploring the Impact of the Resource Penalty

We propose a continuous-time nonlinear model of opinion dynamics with utility-maximizing agents connected via a social influence network. A distinguishing feature of the proposed model is the inclusion of an opinion-dependent resource-penalty term in the utilities, which limits the agents from holding opinions of large magnitude. This model is applicable in scenarios where the opinions pertain to the usage of resources, such as money, time, computational resources etc. Each agent myopically seeks to maximize its utility by revising its opinion in the gradient ascent direction of its utility function, thus leading to the proposed opinion dynamics. We show that, for any arbitrary social influence network, opinions are ultimately bounded. For networks with weak antagonistic relations, we show that there exists a globally exponentially stable equilibrium using contraction theory. We establish conditions for the existence of consensus equilibrium and analyze the relative dominance of the agents at consensus. We also conduct a game-theoretic analysis of the underlying opinion formation game, including on Nash equilibria and on prices of anarchy in terms of satisfaction ratios. Additionally, we also investigate the oscillatory behavior of opinions in a two-agent scenario. Finally, simulations illustrate our findings.

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Distributed Online Optimization for Multi-Agent Optimal Transport

We propose a scalable, distributed algorithm for the optimal transport of large-scale multi-agent systems. We formulate the problem as one of steering the collective towards a target probability measure while minimizing the total cost of transport, with the additional constraint of distributed implementation. Using optimal transport theory, we realize the solution as an iterative transport based on a proximal descent scheme. At each stage of the transport, the agents implement an online, distributed primal-dual algorithm to obtain local estimates of the Kantorovich potential for optimal transport from the current distribution of the collective to the target distribution. Using these estimates as their local objective functions, the agents then implement the transport by proximal descent. This two-step process is carried out recursively by the agents to converge asymptotically to the target distribution. We rigorously establish the underlying theoretical framework for the algorithm and test its behavior via numerical experiments.

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Distributed Task Allocation for Self-Interested Agents with Partially Unknown Rewards

This paper provides a novel solution to a task allocation problem, by which a group of agents decides on the assignment of a discrete set of tasks in a distributed manner. In this setting, heterogeneous agents have individual preferences and associated rewards for doing each task; however, these rewards are only known asymptotically. We start by formulating the assignment problem by means of a combinatorial partition game for known rewards, with no constraints on number of tasks per agent. We relax this into a weight game, which together with the former, are shown to contain the optimal task allocation in the corresponding set of Nash Equilibria (NE). We then propose a projected, best-response, ascending gradient dynamics (PBRAG) that converges to a NE in finite time. This forms the basis of a distributed online version that can deal with a converging sequence of rewards by means of an agreement sub-routine. We present simulations that support our results

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Parallel Quantum Rapidly-Exploring Random Trees

In this paper, we present the Parallel Quantum Rapidly-Exploring Random Tree (Pq-RRT) algorithm, a parallel version of the Quantum Rapidly-Exploring Random Trees (q-RRT) algorithm. Parallel Quantum RRT is a parallel quantum algorithm formulation of a sampling-based motion planner that uses Quantum Amplitude Amplification to search databases of reachable states for addition to a tree. In this work we investigate how parallel quantum devices can more efficiently search a database, as the quantum measurement process involves the collapse of the superposition to a base state, erasing probability information and therefore the ability to efficiently find multiple solutions. Pq-RRT uses a manager/parallel-quantum-workers formulation, inspired by traditional parallel motion planning, to perform simultaneous quantum searches of a feasible state database. We present results regarding likelihoods of multiple parallel units finding any and all solutions contained with a shared database, with and without reachability errors, allowing efficiency predictions to be made. We offer simulations in dense obstacle environments showing efficiency, density/heatmap, and speed comparisons for Pq-RRT against q-RRT, classical RRT, and classical parallel RRT. We then present Quantum Database Annealing, a database construction strategy for Pq-RRT and q-RRT that uses a temperature construct to define database creation over time for balancing exploration and exploitation.

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Quantum Search Approaches to Sampling-Based Motion Planning

In this paper, we present a novel formulation of traditional sampling-based motion planners as database-oracle structures that can be solved via quantum search algorithms. We consider two complementary scenarios: for simpler sparse environments, we formulate the Quantum Full Path Search Algorithm (q-FPS), which creates a superposition of full random path solutions, manipulates probability amplitudes with Quantum Amplitude Amplification (QAA), and quantum measures a single obstacle free full path solution. For dense unstructured environments, we formulate the Quantum Rapidly Exploring Random Tree algorithm, q-RRT, that creates quantum superpositions of possible parent-child connections, manipulates probability amplitudes with QAA, and quantum measures a single reachable state, which is added to a tree. As performance depends on the number of oracle calls and the probability of measuring good quantum states, we quantify how these errors factor into the probabilistic completeness properties of the algorithm. We then numerically estimate the expected number of database solutions to provide an approximation of the optimal number of oracle calls in the algorithm. We compare the q-RRT algorithm with a classical implementation and verify quadratic run-time speedup in the largest connected component of a 2D dense random lattice. We conclude by evaluating a proposed approach to limit the expected number of database solutions and thus limit the optimal number of oracle calls to a given number.

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A Multiscale Analysis of Multi-Agent Coverage Control Algorithms

This paper presents a theoretical framework for the design and analysis of gradient descent-based algorithms for coverage control tasks involving robot swarms. We adopt a multiscale approach to analysis and design to ensure consistency of the algorithms in the large-scale limit. First, we represent the macroscopic configuration of the swarm as a probability measure and formulate the macroscopic coverage task as the minimization of a convex objective function over probability measures. We then construct a macroscopic dynamics for swarm coverage, which takes the form of a proximal descent scheme in the $L^2$-Wasserstein space. Our analysis exploits the generalized geodesic convexity of the coverage objective function, proving convergence in the $L^2$-Wasserstein sense to the target probability measure. We then obtain a consistent gradient descent algorithm in the Euclidean space that is implementable by a finite collection of agents, via a "variational" discretization of the macroscopic coverage objective function. We establish the convergence properties of the gradient descent and its behavior in the continuous-time and large-scale limits. Furthermore, we establish a connection with well-known Lloyd-based algorithms, seen as a particular class of algorithms within our framework, and demonstrate our results via numerical experiments.

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A Numerical Verification Framework for Differential Privacy in Estimation

This work proposes an algorithmic method to verify differential privacy for estimation mechanisms with performance guarantees. Differential privacy makes it hard to distinguish outputs of a mechanism produced by adjacent inputs. While obtaining theoretical conditions that guarantee differential privacy may be possible, evaluating these conditions in practice can be hard. This is especially true for estimation mechanisms that take values in continuous spaces, as this requires checking for an infinite set of inequalities. Instead, our verification approach consists of testing the differential privacy condition for a suitably chosen finite collection of events at the expense of some information loss. More precisely, our data-driven, test framework for continuous range mechanisms first finds a highly-likely, compact event set, as well as a partition of this event, and then evaluates differential privacy wrt this partition. This results into a type of differential privacy with high confidence, which we are able to quantify precisely. This approach is then used to evaluate the differential-privacy properties of the recently proposed $W_2$ Moving Horizon Estimator. We confirm its properties, while comparing its performance with alternative approaches in simulation.

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