arXiv subjects

Sophie M. Fosson

Publications and source records attributed to Sophie M. Fosson.

At least 19 recordsLinked to original sources

arXiv2026

Sparsity in control problems: Recent trends and open challenges

As in all fields of engineering, control engineers constantly face a dichotomy between achieving high performance and the limited availability of resources for sensing, actuation, and control. This tension often translates into formalizing design problems with sparsity constraints; that is, the design involves decision variables whose number, spatial reach, temporal spread, or other physical expressions are much smaller than in the ideal scenario of unconstrained optimization of a task-related performance metric. Even though this fundamental limitation underlines a plethora of methodological approaches and application domains, the control literature is fragmented into several lines of work tailored to specific scenarios. This survey fills the gap by bringing together several lines of work on handling sparsity in relevant control problems such as actuator scheduling, minimal-energy controllability, maximum hands-off control, and online convex optimization, and weaving a red thread through theoretical foundations and algorithms. Beyond establishing a coherent, structured narrative of problems and solutions for handling sparsity in control scenarios, we discuss open areas and relevant directions for future research, motivated by the growing complexity of control systems and their relations with key domains such as pervasive computing, distributed learning, cyberphysical security, and ecological footprint.

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arXiv2026

Online sparse observers for cyber-physical systems under sensor bias

The design of state observers for cyber-physical systems under sparse sensor biases, faults, or attacks has drawn substantial attention in recent years. While sparsity-based batch approaches, which collect multiple measurements and run offline, are relatively mature, online secure state estimation, for real-time state/attack recovery, is still an open problem. Although some algorithms have been proposed, convergence guarantees remain limited, even for the case of constant attacks. As a first step toward addressing this gap, we focus on constant attacks. We analyze the observability of this setting and we study several online sparse observers, derived from different methodological frameworks such as online sparse optimization and block Bregman methods. Some of the proposed observers are adaptations of existing algorithms to the secure state-estimation setting, while others constitute novel algorithmic contributions. The goal of this paper is to provide a unified overview of practically implementable, online sparse observers, discuss their convergence properties, and compare their performance through numerical experiments.

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arXiv2026

Global Convergence of Control-Based Lagrangian Flows for Non-Convex Optimization

This paper studies the continuous-time dynamics generated by control-theoretic Lagrangian methods for equality-constrained optimization. In particular, we consider dynamics induced by proportional-integral and feedback linearization controllers, which have recently been proposed as alternatives to primal-dual gradient methods. Unlike global convergence results for these dynamics, which rely on strong convexity of the objective function or boundedness assumptions, we exploit the geometric structure induced by the constraints. Specifically, we show global exponential convergence for non-convex problems that satisfy a suitable convexity property when restricted to the constraint manifold.

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arXiv2025

A constrained optimization approach to nonlinear system identification through simulation error minimization

This paper introduces a novel approach to system identification for nonlinear input-output models that minimizes the simulation error and frames the problem as a constrained optimization task. The proposed method addresses vanishing gradient issues, enabling faster convergence than traditional gradient-based techniques. We present an algorithm based on feedback linearization control of Lagrange multipliers and conduct a theoretical analysis of its performance. We prove that the algorithm converges to a local minimum, and it enhances computational efficiency by exploiting the problem's structure. Numerical experiments demonstrate that our approach outperforms gradient-based methods in both computational effort and estimation accuracy.

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arXiv2025

Real-Time Single-Iteration Model Predictive Control for Wave Energy Converters

This paper proposes a novel real-time algorithm for controlling wave energy converters (WECs). We begin with the economic model predictive control (MPC) problem formulation and apply a novel, first-order optimization algorithm inspired by recently developed control-based algorithms for constrained optimization to define the controller dynamics according to the single-iteration MPC approach. We theoretically analyse the convergence of the employed algorithm and the computational complexity of the obtained controller. Results from simulations using a benchmark WEC system indicate that the proposed approach significantly outperforms standard MPC, thanks to the inherent ability to handle faster sampling rates.

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arXiv2025

Set-membership identification of continuous-time MIMO systems via Tustin discretization

In this paper, we deal with the identification of continuous-time systems from sampled data corrupted by unknown but bounded errors. A significant challenge in continuous-time identification is the estimation of the input and output data derivatives. In this paper, we propose a novel method based on set-membership techniques and Tustin discretization, which overcomes the derivative measurement problem and the presence of bounded errors affecting all the measured signals. First, we derive the proposed method and prove that it becomes an affordable polynomial optimization problem. Then, we present some numerical results based on simulation and experimental data to explore the effectiveness of the proposed method.

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arXiv2025

Fast sparse optimization via adaptive shrinkage

The need for fast sparse optimization is emerging, e.g., to deal with large-dimensional data-driven problems and to track time-varying systems. In the framework of linear sparse optimization, the iterative shrinkage-thresholding algorithm is a valuable method to solve Lasso, which is particularly appreciated for its ease of implementation. Nevertheless, it converges slowly. In this paper, we develop a proximal method, based on logarithmic regularization, which turns out to be an iterative shrinkage-thresholding algorithm with adaptive shrinkage hyperparameter. This adaptivity substantially enhances the trajectory of the algorithm, in a way that yields faster convergence, while keeping the simplicity of the original method. Our contribution is twofold: on the one hand, we derive and analyze the proposed algorithm; on the other hand, we validate its fast convergence via numerical experiments and we discuss the performance with respect to state-of-the-art algorithms.

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arXiv2025

Playing the Lottery With Concave Regularizers for Sparse Trainable Neural Networks

The design of sparse neural networks, i.e., of networks with a reduced number of parameters, has been attracting increasing research attention in the last few years. The use of sparse models may significantly reduce the computational and storage footprint in the inference phase. In this context, the lottery ticket hypothesis (LTH) constitutes a breakthrough result, that addresses not only the performance of the inference phase, but also of the training phase. It states that it is possible to extract effective sparse subnetworks, called winning tickets, that can be trained in isolation. The development of effective methods to play the lottery, i.e., to find winning tickets, is still an open problem. In this article, we propose a novel class of methods to play the lottery. The key point is the use of concave regularization to promote the sparsity of a relaxed binary mask, which represents the network topology. We theoretically analyze the effectiveness of the proposed method in the convex framework. Then, we propose extended numerical tests on various datasets and architectures, that show that the proposed method can improve the performance of state-of-the-art algorithms.

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arXiv2024

Lasso-based state estimation for cyber-physical systems under sensor attacks

The development of algorithms for secure state estimation in vulnerable cyber-physical systems has been gaining attention in the last years. A consolidated assumption is that an adversary can tamper a relatively small number of sensors. In the literature, block-sparsity methods exploit this prior information to recover the attack locations and the state of the system. In this paper, we propose an alternative, Lasso-based approach and we analyse its effectiveness. In particular, we theoretically derive conditions that guarantee successful attack/state recovery, independently of established time sparsity patterns. Furthermore, we develop a sparse state observer, by starting from the iterative soft thresholding algorithm for Lasso, to perform online estimation. Through several numerical experiments, we compare the proposed methods to the state-of-the-art algorithms.

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arXiv2021

A convex optimization approach to online set-membership EIV identification of LTV systems

This paper addresses the problem of recursive set-membership identification for linear time varying (LTV) systems when both input and output measurements are affected by bounded additive noise. First we formulate the problem of online computation of the parameter uncertainty intervals (PUIs) in terms of nonconvex polynomial optimization. Then, we propose a convex relaxation approach based on McCormick envelopes to solve the formulated problem to the global optimum by means of linear programming. The effectiveness of the proposed identification scheme is demonstrated by means of two simulation examples.

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arXiv2020

Binary input reconstruction for linear systems: a performance analysis

Recovering the digital input of a time-discrete linear system from its (noisy) output is a significant challenge in the fields of data transmission, deconvolution, channel equalization, and inverse modeling. A variety of algorithms have been developed for this purpose in the last decades, addressed to different models and performance/complexity requirements. In this paper, we implement a straightforward algorithm to reconstruct the binary input of a one-dimensional linear system with known probabilistic properties. Although suboptimal, this algorithm presents two main advantages: it works online (given the current output measurement, it decodes the current input bit) and has very low complexity. Moreover, we can theoretically analyze its performance: using results on convergence of probability measures, Markov Processes, and Iterated Random Functions we evaluate its long-time behavior in terms of mean square error.

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arXiv2020

Centralized and distributed online learning for sparse time-varying optimization

The development of online algorithms to track time-varying systems has drawn a lot of attention in the last years, in particular in the framework of online convex optimization. Meanwhile, sparse time-varying optimization has emerged as a powerful tool to deal with widespread applications, ranging from dynamic compressed sensing to parsimonious system identification. In most of the literature on sparse time-varying problems, some prior information on the system's evolution is assumed to be available. In contrast, in this paper, we propose an online learning approach, which does not employ a given model and is suitable for adversarial frameworks. Specifically, we develop centralized and distributed algorithms, and we theoretically analyze them in terms of dynamic regret, in an online learning perspective. Further, we propose numerical experiments that illustrate their practical effectiveness.

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arXiv2019

Sparse linear regression with compressed and low-precision data via concave quadratic programming

We consider the problem of the recovery of a k-sparse vector from compressed linear measurements when data are corrupted by a quantization noise. When the number of measurements is not sufficiently large, different $k$-sparse solutions may be present in the feasible set, and the classical l1 approach may be unsuccessful. For this motivation, we propose a non-convex quadratic programming method, which exploits prior information on the magnitude of the non-zero parameters. This results in a more efficient support recovery. We provide sufficient conditions for successful recovery and numerical simulations to illustrate the practical feasibility of the proposed method.

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arXiv2019

Recovery of binary sparse signals from compressed linear measurements via polynomial optimization

The recovery of signals with finite-valued components from few linear measurements is a problem with widespread applications and interesting mathematical characteristics. In the compressed sensing framework, tailored methods have been recently proposed to deal with the case of finite-valued sparse signals. In this work, we focus on binary sparse signals and we propose a novel formulation, based on polynomial optimization. This approach is analyzed and compared to the state-of-the-art binary compressed sensing methods.

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arXiv2019

A linear programming approach to sparse linear regression with quantized data

The sparse linear regression problem is difficult to handle with usual sparse optimization models when both predictors and measurements are either quantized or represented in low-precision, due to non-convexity. In this paper, we provide a novel linear programming approach, which is effective to tackle this problem. In particular, we prove theoretical guarantees of robustness, and we present numerical results that show improved performance with respect to the state-of-the-art methods.

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arXiv2018

A biconvex analysis for Lasso l1 reweighting

l1 reweighting algorithms are very popular in sparse signal recovery and compressed sensing, since in the practice they have been observed to outperform classical l1 methods. Nevertheless, the theoretical analysis of their convergence is a critical point, and generally is limited to the convergence of the functional to a local minimum or to subsequence convergence. In this letter, we propose a new convergence analysis of a Lasso l1 reweighting method, based on the observation that the algorithm is an alternated convex search for a biconvex problem. Based on that, we are able to prove the numerical convergence of the sequence of the iterates generated by the algorithm. This is not yet the convergence of the sequence, but it is close enough for practical and numerical purposes. Furthermore, we propose an alternative iterative soft thresholding procedure, which is faster than the main algorithm.

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arXiv2018

Non-convex Lasso-kind approach to compressed sensing for finite-valued signals

In this paper, we bring together two trends that have recently emerged in sparse signal recovery: the problem of sparse signals that stem from finite alphabets and the techniques that introduce concave penalties. Specifically, we show that using a minimax concave penalty (MCP) the recovery of finite-valued sparse signals is enhanced with respect to classical Lasso, in terms of estimation accuracy, number of necessary measurements, and run time. We focus on problems where sparse signals can be recovered from few linear measurements, as stated in compressed sensing theory. We start by proposing a Lasso-kind functional with MCP, whose minimum is the desired signal in the noise-free case, under null space conditions. We analyze its robustness to noise as well. We then propose an efficient ADMM-based algorithm to search the minimum. The algorithm is proved to converge to the set of stationary points, and its performance is evaluated through numerical experiments, both on randomly generated data and on a real localization problem. Furthermore, in the noise-free case, it is possible to check the exactness of the solution, and we test a version of the algorithm that exploits this fact to look for the right signal.

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arXiv2018

Non-convex approach to binary compressed sensing

We propose a new approach to the recovery of binary signals in compressed sensing, based on the local minimization of a non-convex cost functional. The desired signal is proved to be a local minimum of the functional under mild conditions on the sensing matrix and on the number of measurements. We develop a procedure to achieve the desired local minimum, and, finally, we propose numerical experiments that show the improvement obtained by the proposed approach with respect to the classical convex approach, i.e., Lasso.

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