arXiv subjects

Sriram Sankaranarayanan

Publications and source records attributed to Sriram Sankaranarayanan.

52 records · Page 3Linked to original sources

arXiv2019

Can cut generating functions be good and efficient?

Making cut generating functions (CGFs) computationally viable is a central question in modern integer programming research. One would like to find CGFs that are simultaneously good, i.e., there are good guarantees for the cutting planes they generate, and efficient, meaning that the values of the CGFs can be computed cheaply (with procedures that have some hope of being implemented in current solvers). We investigate in this paper to what extent this balance can be struck. We propose a family of CGFs which, in a sense, achieves this harmony between good and efficient. In particular, we provide a parameterized family of $b+\Z^n$ free sets to derive CGFs from and show that our proposed CGFs give a good approximation of the closure given by CGFs obtained from all maximal $b+\Z^n$ free sets and their so-called trivial liftings, and simultaneously, show that these CGFs can be computed with explicit, efficient procedures. We provide a constructive framework to identify these sets as well as computing their trivial lifting. We follow it up with computational experiments to demonstrate this and to evaluate their practical use. Our proposed family of cuts seem to give some tangible improvement on randomly generated instances compared to GMI cuts; however, in MIPLIB 3.0 instances, and vertex cover and stable problems on random graph instances, their performance is poor.

math.OC↗

arXiv2018

Mixed-integer bilevel representability

We study the representability of sets that admit extended formulations using mixed-integer bilevel programs. We show that feasible regions modeled by continuous bilevel constraints (with no integer variables), complementarity constraints, and polyhedral reverse convex constraints are all finite unions of polyhedra. Conversely, any finite union of polyhedra can be represented using any one of these three paradigms. We then prove that the feasible region of bilevel problems with integer constraints exclusively in the upper level is a finite union of sets representable by mixed-integer programs and vice versa. Further, we prove that, up to topological closures, we do not get additional modeling power by allowing integer variables in the lower level as well. To establish the last statement, we prove that the family of sets that are finite unions of mixed-integer representable sets forms an algebra of sets (up to topological closures).

math.OC↗

arXiv2018

Path-Following through Control Funnel Functions

We present an approach to path following using so-called control funnel functions. Synthesizing controllers to "robustly" follow a reference trajectory is a fundamental problem for autonomous vehicles. Robustness, in this context, requires our controllers to handle a specified amount of deviation from the desired trajectory. Our approach considers a timing law that describes how fast to move along a given reference trajectory and a control feedback law for reducing deviations from the reference. We synthesize both feedback laws using "control funnel functions" that jointly encode the control law as well as its correctness argument over a mathematical model of the vehicle dynamics. We adapt a previously described demonstration-based learning algorithm to synthesize a control funnel function as well as the associated feedback law. We implement this law on top of a 1/8th scale autonomous vehicle called the Parkour car. We compare the performance of our path following approach against a trajectory tracking approach by specifying trajectories of varying lengths and curvatures. Our experiments demonstrate the improved robustness obtained from the use of control funnel functions.

cs.RO↗

arXiv2017

A Class of Control Certificates to Ensure Reach-While-Stay for Switched Systems

In this article, we consider the problem of synthesizing switching controllers for temporal properties through the composition of simple primitive reach-while-stay (RWS) properties. Reach-while-stay properties specify that the system states starting from an initial set I, must reach a goal (target) set G in finite time, while remaining inside a safe set S. Our approach synthesizes switched controllers that select between finitely many modes to satisfy the given RWS specification. To do so, we consider control certificates, which are Lyapunov-like functions that represent control strategies to achieve the desired specification. However, for RWS problems, a control Lyapunov-like function is often hard to synthesize in a simple polynomial form. Therefore, we combine control barrier and Lyapunov functions with an additional compatibility condition between them. Using this approach, the controller synthesis problem reduces to one of solving quantified nonlinear constrained problems that are handled using a combination of SMT solvers. The synthesis of controllers is demonstrated through a set of interesting numerical examples drawn from the related work, and compared with the state-of-the-art tool SCOTS. Our evaluation suggests that our approach is computationally feasible, and adds to the growing body of formal approaches to controller synthesis.

eess.SY↗

arXiv2017

Sensitivity and Covariance in Stochastic Complementarity Problems with an Application to Natural Gas Markets

We provide an efficient method to approximate the covariance between decision variables and uncertain parameters in solutions to a general class of stochastic nonlinear complementarity problems. We also develop a sensitivity metric to quantify the uncertainty propagation in the problem by determining the change in the variance of the output variables due to a change in the variance of an input parameter. The covariance matrix of the solution variables quantifies the uncertainty in the output and pairs correlated variables and parameters. The sensitivity metric helps in identifying the parameters that cause maximum fluctuations in the output. The method developed in this paper optimizes the use of gradients and matrix multiplications which makes it particularly useful for large-scale problems. Having developed this method, we extend the deterministic version of the North American Natural Gas Model (NANGAM) to incorporate effects due to uncertainty in the parameters of the demand function, supply function, tariffs, and investment costs. We then use the sensitivity metrics to identify the parameters that impact the equilibrium the most.

math.OC↗

arXiv2017

Learning Lyapunov (Potential) Functions from Counterexamples and Demonstrations

We present a technique for learning control Lyapunov (potential) functions, which are used in turn to synthesize controllers for nonlinear dynamical systems. The learning framework uses a demonstrator that implements a black-box, untrusted strategy presumed to solve the problem of interest, a learner that poses finitely many queries to the demonstrator to infer a candidate function and a verifier that checks whether the current candidate is a valid control Lyapunov function. The overall learning framework is iterative, eliminating a set of candidates on each iteration using the counterexamples discovered by the verifier and the demonstrations over these counterexamples. We prove its convergence using ellipsoidal approximation techniques from convex optimization. We also implement this scheme using nonlinear MPC controllers to serve as demonstrators for a set of state and trajectory stabilization problems for nonlinear dynamical systems. Our approach is able to synthesize relatively simple polynomial control Lyapunov functions, and in that process replace the MPC using a guaranteed and computationally less expensive controller.

eess.SY↗

arXiv2017

Discriminating Traces with Time

What properties about the internals of a program explain the possible differences in its overall running time for different inputs? In this paper, we propose a formal framework for considering this question we dub trace-set discrimination. We show that even though the algorithmic problem of computing maximum likelihood discriminants is NP-hard, approaches based on integer linear programming (ILP) and decision tree learning can be useful in zeroing-in on the program internals. On a set of Java benchmarks, we find that compactly-represented decision trees scalably discriminate with high accuracy---more scalably than maximum likelihood discriminants and with comparable accuracy. We demonstrate on three larger case studies how decision-tree discriminants produced by our tool are useful for debugging timing side-channel vulnerabilities (i.e., where a malicious observer infers secrets simply from passively watching execution times) and availability vulnerabilities.

cs.PL↗

arXiv2016

A Counter-Example Guided Framework for Robust Synthesis of Switched Systems Using Control Certificates

In this article, the problem of synthesizing switching controllers is considered through the synthesis of a "control certificate". Control certificates include control barrier and Lyapunov functions, which represent control strategies, and allow for automatic controller synthesis. Our approach encodes the controller synthesis problem as quantified nonlinear constraints. We extend an approach called Counterexample Guided Inductive Synthesis (CEGIS), originally proposed for program synthesis problems, to solve the resulting constraints. The CEGIS procedure involves the use of satisfiability-modulo theory (SMT) solvers to automate the problem of synthesizing control certificates. In this paper, we examine generalizations of CEGIS to attempt a richer class of specifications, including reach-while-stay with obstacles and control under disturbances. We demonstrate the ability of our approach to handle systems with nonpolynomial dynamics as well. The abilities of our general framework are demonstrated through a set of interesting examples. Our evaluation suggests that our approach is computationally feasible, and adds to the growing body of formal approaches to controller synthesis.

eess.SY↗

arXiv2015

Counterexample Guided Synthesis of Switched Controllers for Reach-While-Stay Properties

We introduce a counter-example guided inductive synthesis (CEGIS) framework for synthesizing continuous-time switching controllers that guarantee reach while stay (RWS) properties of the closed loop system. The solution is based on synthesizing specially defined class of control Lyapunov functions (CLFs) for switched systems, that yield switching controllers with a guaranteed minimum dwell time in each mode. Next, we use a CEGIS-based approach to iteratively solve the resulting quantified exists-forall constraints, and find a CLF. We introduce relaxations to guarantee termination, as well as heuristics to increase convergence speed. Finally, we evaluate our approach on a set of benchmarks ranging from two to six state variables. Our evaluation includes a preliminary comparison with related tools. The proposed approach shows the promise of nonlinear SMT solvers for the synthesis of provably correct switching control laws.

eess.SY↗

arXiv2015

Counter-Example Guided Synthesis of Control Lyapunov Functions for Switched Systems

We investigate the problem of synthesizing switching controllers for stabilizing continuous-time plants. First, we introduce a class of control Lyapunov functions (CLFs) for switched systems along with a switching strategy that yields a closed loop system with a guaranteed minimum dwell time in each switching mode. However, the challenge lies in automatically synthesizing appropriate CLFs. Assuming a given fixed form for the CLF with unknown coefficients, we derive quantified nonlinear constraints whose feasible solutions (if any) correspond to CLFs for the original system. However, solving quantified nonlinear constraints pose a challenge to most LMI/BMI-based relaxations. Therefore, we investigate a general approach called Counter-Example Guided Inductive Synthesis (CEGIS), that has been widely used in the emerging area of automatic program synthesis. We show how a LMI-based relaxation can be formulated within the CEGIS framework for synthesizing CLFs. We also evaluate our approach on a number of interesting benchmarks, and compare the performance of the new approach with our previous work that uses off-the-shelf nonlinear constraint solvers instead of the LMI relaxation. The results shows synthesizing CLFs by using LMI solvers inside a CEGIS framework can be a computational feasible approach to synthesizing CLFs.

eess.SY↗

arXiv2015

Bernstein Polynomial Relaxations for Polynomial Optimization Problems

In this paper, we examine linear programming (LP) relaxations based on Bernstein polynomials for polynomial optimization problems (POPs). We present a progression of increasingly more precise LP relaxations based on expressing the given polynomial in its Bernstein form, as a linear combination of Bernstein polynomials. The well-known bounds on Bernstein polynomials over the unit box combined with linear inter-relationships between Bernstein polynomials help us formulate "Bernstein inequalities" which yield tighter lower bounds for POPs in bounded rectangular domains. The results can be easily extended to optimization over polyhedral and semi-algebraic domains. We also examine techniques to increase the precision of these relaxations by considering higher degree relaxations, and a branch-and-cut scheme

math.OC↗

arXiv2015

Stabilization of polynomial dynamical systems using linear programming based on Bernstein polynomials

In this paper, we deal with the problem of synthesizing static output feedback controllers for stabilizing polynomial systems. Our approach jointly synthesizes a Lyapunov function and a static output feedback controller that stabilizes the system over a given subset of the state-space. Specifically, our approach is simultaneously targeted towards two goals: (a) asymptotic Lyapunov stability of the system, and (b) invariance of a box containing the equilibrium. Our approach uses Bernstein polynomials to build a linear relaxation of polynomial optimization problems, and the use of a so-called "policy iteration" approach to deal with bilinear optimization problems. Our approach can be naturally extended to synthesizing hybrid feedback control laws through a combination of state-space decomposition and Bernstein polynomials. We demonstrate the effectiveness of our approach on a series of numerical benchmark examples.

math.OC↗

arXiv2014

On the Minimal Revision Problem of Specification Automata

As robots are being integrated into our daily lives, it becomes necessary to provide guarantees on the safe and provably correct operation. Such guarantees can be provided using automata theoretic task and mission planning where the requirements are expressed as temporal logic specifications. However, in real-life scenarios, it is to be expected that not all user task requirements can be realized by the robot. In such cases, the robot must provide feedback to the user on why it cannot accomplish a given task. Moreover, the robot should indicate what tasks it can accomplish which are as "close" as possible to the initial user intent. This paper establishes that the latter problem, which is referred to as the minimal specification revision problem, is NP complete. A heuristic algorithm is presented that can compute good approximations to the Minimal Revision Problem (MRP) in polynomial time. The experimental study of the algorithm demonstrates that in most problem instances the heuristic algorithm actually returns the optimal solution. Finally, some cases where the algorithm does not return the optimal solution are presented.

eess.SY↗

arXiv2014

Linear Relaxations of Polynomial Positivity for Polynomial Lyapunov Function Synthesis

In this paper, we examine linear programming (LP) based relaxations for synthesizing polynomial Lyapunov functions to prove the stability of polynomial ODEs. A common approach to Lyapunov function synthesis starts from a desired parametric polynomial form of the polynomial Lyapunov function. Subsequently, we encode the positive-definiteness of the function, and the negative-definiteness of its derivative over the domain of interest. Therefore, the key primitives for this encoding include: (a) proving that a given polynomial is positive definite over a domain of interest, and (b) encoding the positive definiteness of a given parametric polynomial, as a constraint on the unknown parameters. We first examine two classes of relaxations for proving polynomial positivity: relaxations by sum-of-squares (SOS) programs, against relaxations that produce linear programs. We compare both types of relaxations by examining the class of polynomials that can be shown to be positive in each case. Next, we present a progression of increasingly more powerful LP relaxations based on expressing the given polynomial in its Bernstein form, as a linear combination of Bernstein polynomials. The well-known bounds on Bernstein polynomials over the unit box help us formulate increasingly precise LP relaxations that help us establish the positive definiteness of a polynomial over a bounded domain. Subsequently, we show how these LP relaxations can be used to search for Lyapunov functions for polynomial ODEs by formulating LP instances. We compare our approaches to synthesizing Lyapunov functions with approaches based on SOS programming relaxations.

math.DS↗

arXiv2014

Abstract Acceleration of General Linear Loops

We present abstract acceleration techniques for computing loop invariants for numerical programs with linear assignments and conditionals. Whereas abstract interpretation techniques typically over-approximate the set of reachable states iteratively, abstract acceleration captures the effect of the loop with a single, non-iterative transfer function applied to the initial states at the loop head. In contrast to previous acceleration techniques, our approach applies to any linear loop without restrictions. Its novelty lies in the use of the Jordan normal form decomposition of the loop body to derive symbolic expressions for the entries of the matrix modeling the effect of n>=0 iterations of the loop. The entries of such a matrix depend on $n$ through complex polynomial, exponential and trigonometric functions. Therefore, we introduces an abstract domain for matrices that captures the linear inequality relations between these complex expressions. This results in an abstract matrix for describing the fixpoint semantics of the loop. Our approach integrates smoothly into standard abstract interpreters and can handle programs with nested loops and loops containing conditional branches. We evaluate it over small but complex loops that are commonly found in control software, comparing it with other tools for computing linear loop invariants. The loops in our benchmarks typically exhibit polynomial, exponential and oscillatory behaviors that present challenges to existing approaches. Our approach finds non-trivial invariants to prove useful bounds on the values of variables for such loops, clearly outperforming the existing approaches in terms of precision while exhibiting good performance.

cs.PL↗

arXiv2012

Change-Of-Bases Abstractions for Non-Linear Systems

We present abstraction techniques that transform a given non-linear dynamical system into a linear system or an algebraic system described by polynomials of bounded degree, such that, invariant properties of the resulting abstraction can be used to infer invariants for the original system. The abstraction techniques rely on a change-of-basis transformation that associates each state variable of the abstract system with a function involving the state variables of the original system. We present conditions under which a given change of basis transformation for a non-linear system can define an abstraction. Furthermore, the techniques developed here apply to continuous systems defined by Ordinary Differential Equations (ODEs), discrete systems defined by transition systems and hybrid systems that combine continuous as well as discrete subsystems. The techniques presented here allow us to discover, given a non-linear system, if a change of bases transformation involving degree-bounded polynomials yielding an algebraic abstraction exists. If so, our technique yields the resulting abstract system, as well. This approach is further extended to search for a change of bases transformation that abstracts a given non-linear system into a system of linear differential inclusions. Our techniques enable the use of analysis techniques for linear systems to infer invariants for non-linear systems. We present preliminary evidence of the practical feasibility of our ideas using a prototype implementation.

cs.SC↗