arXiv subjects

Soummya Kar

Publications and source records attributed to Soummya Kar.

At least 91 records · Page 5Linked to original sources

arXiv2019

Resilient Distributed Recovery of Large Fields

This paper studies the resilient distributed recovery of large fields under measurement attacks, by a team of agents, where each measures a small subset of the components of a large spatially distributed field. An adversary corrupts some of the measurements. The agents collaborate to process their measurements, and each is interested in recovering only a fraction of the field. We present a field recovery consensus+innovations type distributed algorithm that is resilient to measurement attacks, where an agent maintains and updates a local state based on its neighbors states and its own measurement. Under sufficient conditions on the attacker and the connectivity of the communication network, each agent's state, even those with compromised measurements, converges to the true value of the field components that it is interested in recovering. Finally, we illustrate the performance of our algorithm through numerical examples.

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arXiv2019

Regular Potential Games

A fundamental problem with the Nash equilibrium concept is the existence of certain "structurally deficient" equilibria that (i) lack fundamental robustness properties, and (ii) are difficult to analyze. The notion of a "regular" Nash equilibrium was introduced by Harsanyi. Such equilibria are isolated, highly robust, and relatively simple to analyze. A game is said to be regular if all equilibria in the game are regular. In this paper it is shown that almost all potential games are regular. That is, except for a closed subset with Lebesgue measure zero, all potential games are regular. As an immediate consequence of this, the paper also proves an oddness result for potential games: in almost all potential games, the number of Nash equilibrium strategies is finite and odd. Specialized results are given for weighted potential games, exact potential games, and games with identical payoffs. Applications of the results to game-theoretic learning are discussed.

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arXiv2019

Distributed Global Optimization by Annealing

The paper considers a distributed algorithm for global minimization of a nonconvex function. The algorithm is a first-order consensus + innovations type algorithm that incorporates decaying additive Gaussian noise for annealing, converging to the set of global minima under certain technical assumptions. The paper presents simple methods for verifying that the required technical assumptions hold and illustrates it with a distributed target-localization application.

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arXiv2019

Resilient Distributed Parameter Estimation with Heterogeneous Data

This paper studies resilient distributed estimation under measurement attacks. A set of agents each makes successive local, linear, noisy measurements of an unknown vector field collected in a vector parameter. The local measurement models are heterogeneous across agents and may be locally unobservable for the unknown parameter. An adversary compromises some of the measurement streams and changes their values arbitrarily. The agents' goal is to cooperate over a peer-to-peer communication network to process their (possibly compromised) local measurements and estimate the value of the unknown vector parameter. We present SAGE, the Saturating Adaptive Gain Estimator, a distributed, recursive, consensus+innovations estimator that is resilient to measurement attacks. We demonstrate that, as long as the number of compromised measurement streams is below a particular bound, then, SAGE guarantees that all of the agents' local estimates converge almost surely to the value of the parameter. The resilience of the estimator -- i.e., the number of compromised measurement streams it can tolerate -- does not depend on the topology of the inter-agent communication network. Finally, we illustrate the performance of SAGE through numerical examples.

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arXiv2019

Coded Elastic Computing

Cloud providers have recently introduced new offerings whereby spare computing resources are accessible at discounts compared to on-demand computing. Exploiting such opportunity is challenging inasmuch as such resources are accessed with low-priority and therefore can elastically leave (through preemption) and join the computation at any time. In this paper, we design a new technique called coded elastic computing, enabling distributed computations over elastic resources. The proposed technique allows machines to leave the computation without sacrificing the algorithm-level performance, and, at the same time, adaptively reduce the workload at existing machines when new ones join the computation. Leveraging coded redundancy, our approach can achieve similar computational cost as the original (noiseless) method when all machines are present; the cost gracefully increases when machines are preempted and reduces when machines join. The performance of the proposed technique is evaluated on matrix-vector multiplication and linear regression tasks. In experimental validations, it can achieve exactly the same numerical result as the noiseless computation, while reducing the computation time by 46% when compared to non-adaptive coding schemes.

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arXiv2019

Distributed stochastic optimization with gradient tracking over strongly-connected networks

In this paper, we study distributed stochastic optimization to minimize a sum of smooth and strongly-convex local cost functions over a network of agents, communicating over a strongly-connected graph. Assuming that each agent has access to a stochastic first-order oracle ($\mathcal{SFO}$), we propose a novel distributed method, called $\mathcal{S}$-$\mathcal{AB}$, where each agent uses an auxiliary variable to asymptotically track the gradient of the global cost in expectation. The $\mathcal{S}$-$\mathcal{AB}$ algorithm employs row- and column-stochastic weights simultaneously to ensure both consensus and optimality. Since doubly-stochastic weights are not used, $\mathcal{S}$-$\mathcal{AB}$ is applicable to arbitrary strongly-connected graphs. We show that under a sufficiently small constant step-size, $\mathcal{S}$-$\mathcal{AB}$ converges linearly (in expected mean-square sense) to a neighborhood of the global minimizer. We present numerical simulations based on real-world data sets to illustrate the theoretical results.

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arXiv2019

Selective Strong Structural Minimum Cost Resilient Co-Design for Regular Descriptor Linear Systems

This paper addresses the problem of minimum cost resilient actuation-sensing-communication co-design for regular descriptor systems while ensuring selective strong structural system's properties. More specifically, the problem consists of determining the minimum cost deployment of actuation and sensing technology, as well as communication between the these, such that decentralized control approaches are viable for an arbitrary realization of regular descriptor systems satisfying a pre-specified selective structure, i.e., some entries can be zero, nonzero, or either zero/nonzero. Towards this goal, we rely on strong structural systems theory and extend it to cope with the selective structure that casts resiliency/robustness properties and uncertainty properties of system's model. Upon such framework, we introduce the notion of selective strong structural fixed modes as a characterization of the feasibility of decentralized control laws. Also, we provide necessary and sufficient conditions for this property to hold, and show how these conditions can be leveraged to determine the minimum cost resilient placement of actuation-sensing-communication technology ensuring feasible solutions. In particular, we study the minimum cost resilient actuation and sensing placement, upon which we construct the solution to our problem. Finally, we illustrate the applicability the main results of this paper on an electric power grid example.

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arXiv2019

Annealing for Distributed Global Optimization

The paper proves convergence to global optima for a class of distributed algorithms for nonconvex optimization in network-based multi-agent settings. Agents are permitted to communicate over a time-varying undirected graph. Each agent is assumed to possess a local objective function (assumed to be smooth, but possibly nonconvex). The paper considers algorithms for optimizing the sum function. A distributed algorithm of the consensus+innovations type is proposed which relies on first-order information at the agent level. Under appropriate conditions on network connectivity and the cost objective, convergence to the set of global optima is achieved by an annealing-type approach, with decaying Gaussian noise independently added into each agent's update step. It is shown that the proposed algorithm converges in probability to the set of global minima of the sum function.

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arXiv2019

Towards Gradient Free and Projection Free Stochastic Optimization

This paper focuses on the problem of \emph{constrained} \emph{stochastic} optimization. A zeroth order Frank-Wolfe algorithm is proposed, which in addition to the projection-free nature of the vanilla Frank-Wolfe algorithm makes it gradient free. Under convexity and smoothness assumption, we show that the proposed algorithm converges to the optimal objective function at a rate $O\left(1/T^{1/3}\right)$, where $T$ denotes the iteration count. In particular, the primal sub-optimality gap is shown to have a dimension dependence of $O\left(d^{1/3}\right)$, which is the best known dimension dependence among all zeroth order optimization algorithms with one directional derivative per iteration. For non-convex functions, we obtain the \emph{Frank-Wolfe} gap to be $O\left(d^{1/3}T^{-1/4}\right)$. Experiments on black-box optimization setups demonstrate the efficacy of the proposed algorithm.

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arXiv2019

Sensor Placement for Outage Identifiability in Power Distribution Networks

Accurate topology information is critical for effective operation of power distribution networks. Line outages change the operational topology of a distribution network. Hence, outage detection is an important task. Power distribution networks are operated as radial trees and are recently adopting the integration of advanced sensors to monitor the network in real time. In this paper, a dynamic-programming-based minimum cost sensor placement solution is proposed for outage identifiability. We propose a novel formulation of the sensor placement as a cost optimization problem involving binary placement decisions, and then provide an algorithm based on dynamic programming to solve it in polynomial time. The advantage of the proposed placement strategy is that it incorporates various types of sensors, is independent of time varying load statistics, has a polynomial execution time and is cost effective. Numerical results illustrating the proposed sensor placement solution are presented for multiple feeder models including standard IEEE test feeders.

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arXiv2019

Optimal Sensor Placement for Topology Identification in Smart Power Grids

Accurate network topology information is critical for secure operation of smart power distribution systems. Line outages can change the operational topology of a distribution network. As a result, topology identification by detecting outages is an important task to avoid mismatch between the {topology that the operator believes is present and the actual topology}. Power distribution systems are operated as radial trees and are recently adopting the integration of sensors to monitor the network in real time. In this paper, an optimal sensor placement solution is proposed that enables outage detection through statistical tests based on sensor measurements. Using two types of sensors, node sensors and line sensors, we propose a novel formulation for the optimal sensor placement as a cost optimization problem with binary decision variables, i.e., {to place or not place a sensor at each bus/line}. The advantage of the proposed placement strategy for outage detection is that it incorporates various types of sensors, is independent of load forecast statistics and is cost effective. Numerical results illustrating the placement solution are presented.

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arXiv2019

Clustering with Distributed Data

We consider $K$-means clustering in networked environments (e.g., internet of things (IoT) and sensor networks) where data is inherently distributed across nodes and processing power at each node may be limited. We consider a clustering algorithm referred to as networked $K$-means, or $NK$-means, which relies only on local neighborhood information exchange. Information exchange is limited to low-dimensional statistics and not raw data at the agents. The proposed approach develops a parametric family of multi-agent clustering objectives (parameterized by $ρ$) and associated distributed $NK$-means algorithms (also parameterized by $ρ$). The $NK$-means algorithm with parameter $ρ$ converges to a set of fixed points relative to the associated multi-agent objective (designated as `generalized minima'). By appropriate choice of $ρ$, the set of generalized minima may be brought arbitrarily close to the set of Lloyd's minima. Thus, the $NK$-means algorithm may be used to compute Lloyd's minima of the collective dataset up to arbitrary accuracy.

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arXiv2018

Spatiotemporal Arbitrage of Large-Scale Portable Energy Storage for Grid Congestion Relief

Energy storage has great potential in grid congestion relief. By making large-scale energy storage portable through trucking, its capability to address grid congestion can be greatly enhanced. This paper explores a business model of large-scale portable energy storage for spatiotemporal arbitrage over nodes with congestion. We propose a spatiotemporal arbitrage model to determine the optimal operation and transportation schedules of portable storage. To validate the business model, we simulate the schedules of a Tesla Semi full of Tesla Powerpack doing arbitrage over two nodes in California with local transmission congestion. The results indicate that the contributions of portable storage to congestion relief are much greater than that of stationary storage, and that trucking storage can bring net profit in energy arbitrage applications.

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arXiv2018

Compressive Sensing and Morphology Singular Entropy-Based Real-time Secondary Voltage Control of Multi-area Power Systems

This paper presents an improved secondary voltage control (SVC) methodology incorporating compressive sensing (CS) for a multi-area power system. SVC minimizes the voltage deviation of the load buses while CS deals with the problem of the limited bandwidth capacity of the communication channel by reducing the size of massive data output from phasor measurement unit (PMU) based monitoring system. The proposed strategy further incorporates the application of a Morphological Median Filter (MMF) to reduce noise from the output of the PMUs. To keep the control area secure and protected locally, Mathematical Singular Entropy (MSE) based fault identification approach is utilized for fast discovery of faults in the control area. Simulation results with 27-bus and 486-bus power systems show that CS can reduce the data size up to 1/10th while the MSE based fault identification technique can accurately distinguish between fault and steady state conditions.

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arXiv2018

Communication-Efficient Distributed Strongly Convex Stochastic Optimization: Non-Asymptotic Rates

We examine fundamental tradeoffs in iterative distributed zeroth and first order stochastic optimization in multi-agent networks in terms of \emph{communication cost} (number of per-node transmissions) and \emph{computational cost}, measured by the number of per-node noisy function (respectively, gradient) evaluations with zeroth order (respectively, first order) methods. Specifically, we develop novel distributed stochastic optimization methods for zeroth and first order strongly convex optimization by utilizing a probabilistic inter-agent communication protocol that increasingly sparsifies communications among agents as time progresses. Under standard assumptions on the cost functions and the noise statistics, we establish with the proposed method the $O(1/(C_{\mathrm{comm}})^{4/3-ζ})$ and $O(1/(C_{\mathrm{comm}})^{8/9-ζ})$ mean square error convergence rates, for the first and zeroth order optimization, respectively, where $C_{\mathrm{comm}}$ is the expected number of network communications and $ζ>0$ is arbitrarily small. The methods are shown to achieve order-optimal convergence rates in terms of computational cost~$C_{\mathrm{comp}}$, $O(1/C_{\mathrm{comp}})$ (first order optimization) and $O(1/(C_{\mathrm{comp}})^{2/3})$ (zeroth order optimization), while achieving the order-optimal convergence rates in terms of iterations. Experiments on real-life datasets illustrate the efficacy of the proposed algorithms.

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arXiv2018

Revisiting Normalized Gradient Descent: Fast Evasion of Saddle Points

The note considers normalized gradient descent (NGD), a natural modification of classical gradient descent (GD) in optimization problems. A serious shortcoming of GD in non-convex problems is that GD may take arbitrarily long to escape from the neighborhood of a saddle point. This issue can make the convergence of GD arbitrarily slow, particularly in high-dimensional non-convex problems where the relative number of saddle points is often large. The paper focuses on continuous-time descent. It is shown that, contrary to standard GD, NGD escapes saddle points `quickly.' In particular, it is shown that (i) NGD `almost never' converges to saddle points and (ii) the time required for NGD to escape from a ball of radius $r$ about a saddle point $x^*$ is at most $5\sqrtκr$, where $κ$ is the condition number of the Hessian of $f$ at $x^*$. As an application of this result, a global convergence-time bound is established for NGD under mild assumptions.

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arXiv2018

Fully Distributed Cooperative Charging for Plug-in Electric Vehicles in Constrained Power Networks

Plug-in Electric Vehicles (PEVs) play a pivotal role in transportation electrification. The flexible nature of PEVs' charging demand can be utilized for reducing charging cost as well as optimizing the operating cost of power and transportation networks. Utilizing charging flexibilities of geographically spread PEVs requires design and implementation of efficient optimization algorithms. To this end, we propose a fully distributed algorithm to solve the PEVs' Cooperative Charging with Power constraints (PEV-CCP). Our solution considers the electric power limits that originate from physical characteristics of charging station, such as on-site transformer capacity limit, and allows for containing charging burden of PEVs on the electric distribution network. Our approach is also motivated by the increasing load demand at the distribution level due to additional PEV charging demand. Our proposed approach distributes computation among agents (PEVs) to solve the PEV-CCP problem in a distributed fashion through an iterative interaction between neighboring agents. The structure of each agent's update functions ensures an agreement on a price signal while enforcing individual PEV constraints. In addition to converging towards the globally-optimum solution, our algorithm ensures the feasibility of each PEV's decision at each iteration. We have tested performance of the proposed approach using a fleet of PEVs.

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arXiv2018

Resilient Distributed Estimation: Sensor Attacks

This paper studies multi-agent distributed estimation under sensor attacks. Individual agents make sensor measurements of an unknown parameter belonging to a compact set, and, at every time step, a fraction of the agents' sensor measurements may fall under attack and take arbitrary values. We present the Saturated Innovation Update ($\mathcal{SIU}$) algorithm for distributed estimation resilient to sensor attacks. Under the iterative $\mathcal{SIU}$ algorithm, if less than one half of the agent sensors fall under attack, then, all of the agents' estimates converge at a polynomial rate (with respect to the number of iterations) to the true parameter. The resilience of $\mathcal{SIU}$ to sensor attacks does not depend on the topology of the inter-agent communication network, as long as it remains connected. We demonstrate the performance of $\mathcal{SIU}$ with numerical examples.

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