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Tamás Keviczky

Publications and source records attributed to Tamás Keviczky.

10 recordsLinked to original sources

Benign Geometry and Distributional Robustness of $\mathcal{H}_2$ Synthesis

In this paper, we study standard and distributionally robust $\mathcal{H}_2$ synthesis problem of a stabilizing state-feedback controller for discrete-time linear time-invariant systems. Without requiring a nonsingular disturbance controllability Gramian or a positive-definite control penalty, we establish that stationarity of a stabilizing gain in standard $\mathcal{H}_2$ synthesis is equivalent to global optimality and derive an exact Pythagorean identity for the performance difference. We then generalize the $\mathcal{H}_2$ synthesis problem by considering i.i.d. disturbances with zero mean and uniformly bounded second moments, and extend the stationarity-optimality equivalence to the corresponding distributionally robust $\mathcal{H}_2$ synthesis. Moreover, we show that every standard $\mathcal{H}_2$-optimal gain is simultaneously optimal for every such distributionally robust problem. Finally, we specialize the framework to Frobenius, Kullback--Leibler, and Wasserstein-2 ambiguity sets and obtain explicit characterizations of their worst-case covariances, which, in turn, provide performance certificates for a common optimal controller.

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Mixed-integer flow formulations for motion planning and decision-making of networked multi-agent systems

This work investigates the use of flow-based connectivity maintenance constraints in mixed-integer linear programming (MILP) trajectory planning and decision-making models for networked multi-agent systems (MAS). We integrate flow-based encodings for standard and k-hop connectivity into MILP multi-vehicle maneuvering models that are widely used alongside receding horizon planning strategies. Their necessity and sufficiency is demonstrated, guaranteeing full coverage of potential network topologies. The flow formulation for standard connectivity decreases the growth of the required inequality constraints from exponential to polynomial w.r.t. the size of the MAS when compared to the state-of-the-art subtour elimination (SEC) method. The flow-based k-hop connectivity constraints decrease the number of required binary variables and decouple its growth from the number of hops. However, the impact of these formulations in performance is not straightforward due to the introduction of a substantial number of continuous flow optimization variables and, in the case of k-hop connectivity, additional inequality constraints. We investigate this trade-off through a statistical evaluation of costs and optimization times using a conventional branch-and-bound commercial solver and trials performed with randomized environments for increasingly larger MAS. The results show that the flow formulation outperforms SEC in standard connectivity problems, enabling the solutions to be computed for larger MAS considering the imposed optimization time limit. The reduction in number of binary variables enabled by the k-hop flow formulations decreases the theoretical worst-case number of iterations required by the branch-and-bound algorithm to compute the global optimal solution. Our results show that this advantage did not translate into improvements in the average performance when compared to the baseline.

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Data-Driven Fault Isolation in Linear Time-Invariant Systems: A Subspace Classification Approach

We study the problem of fault isolation in linear systems with actuator and sensor faults within a data-driven framework. We propose a nullspace-based filter that uses solely fault-free input-output data collected under process and measurement noises. By reparameterizing the problem within a behavioral framework, we achieve a direct fault isolation filter design that is independent of any explicit system model. The underlying classification problem is approached from a geometric perspective, enabling a characterization of mutual fault discernibility in terms of fundamental system properties given a noise-free setting. In addition, the provided conditions can be evaluated using only the available data. Finally, a simulation study is conducted to demonstrate the effectiveness of the proposed method.

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Economic Nonlinear Model Predictive Control of Prosumer District Heating Networks: The Extended Version

In this paper, we propose an economic nonlinear model predictive control (MPC) algorithm for district heating networks (DHNs). The proposed method features prosumers, multiple producers, and storage systems, which are essential components of 4th generation DHNs. These networks are characterized by their ability to optimize their operations, aiming to reduce supply temperatures, accommodate distributed heat sources, and leverage the flexibility provided by thermal inertia and storage, all crucial for achieving a fossil-fuel-free energy supply. Developing a smart energy management system to accomplish these goals requires detailed models of highly complex nonlinear systems and computational algorithms able to handle large-scale optimization problems. To address this, we introduce a graph-based optimization-oriented model that efficiently integrates distributed producers, prosumers, storage buffers, and bidirectional pipe flows, such that it can be implemented in a real-time MPC setting. Furthermore, we conduct several numerical experiments to evaluate the performance of the proposed algorithms in closed-loop. Our findings demonstrate that the MPC methods achieved up to 9% cost improvement over traditional rule-based controllers while better maintaining system constraints.

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Receding Horizon Re-ordering of Multi-Agent Execution Schedules

The trajectory planning for a fleet of Automated Guided Vehicles (AGVs) on a roadmap is commonly referred to as the Multi-Agent Path Finding (MAPF) problem, the solution to which dictates each AGV's spatial and temporal location until it reaches it's goal without collision. When executing MAPF plans in dynamic workspaces, AGVs can be frequently delayed, e.g., due to encounters with humans or third-party vehicles. If the remainder of the AGVs keeps following their individual plans, synchrony of the fleet is lost and some AGVs may pass through roadmap intersections in a different order than originally planned. Although this could reduce the cumulative route completion time of the AGVs, generally, a change in the original ordering can cause conflicts such as deadlocks. In practice, synchrony is therefore often enforced by using a MAPF execution policy employing, e.g., an Action Dependency Graph (ADG) to maintain ordering. To safely re-order without introducing deadlocks, we present the concept of the Switchable Action Dependency Graph (SADG). Using the SADG, we formulate a comparatively low-dimensional Mixed-Integer Linear Program (MILP) that repeatedly re-orders AGVs in a recursively feasible manner, thus maintaining deadlock-free guarantees, while dynamically minimizing the cumulative route completion time of all AGVs. Various simulations validate the efficiency of our approach when compared to the original ADG method as well as robust MAPF solution approaches.

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Continuous-Time Accelerated Methods via a Hybrid Control Lens

Treating optimization methods as dynamical systems can be traced back centuries ago in order to comprehend the notions and behaviors of optimization methods. Lately, this mind set has become the driving force to design new optimization methods. Inspired by the recent dynamical system viewpoint of Nesterov's fast method, we propose two classes of fast methods, formulated as hybrid control systems, to obtain pre-specified exponential convergence rate. Alternative to the existing fast methods which are parametric-in-time second order differential equations, we dynamically synthesize feedback controls in a state-dependent manner. Namely, in the first class the damping term is viewed as the control input, while in the second class the amplitude with which the gradient of the objective function impacts the dynamics serves as the controller. The objective function requires to satisfy the so-called Polyak--Łojasiewicz inequality which effectively implies no local optima and a certain gradient-domination property. Moreover, we establish that both hybrid structures possess Zeno-free solution trajectories. We finally provide a mechanism to determine the discretization step size to attain an exponential convergence rate.

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Regression-based Inverter Control for Decentralized Optimal Power Flow and Voltage Regulation

Electronic power inverters are capable of quickly delivering reactive power to maintain customer voltages within operating tolerances and to reduce system losses in distribution grids. This paper proposes a systematic and data-driven approach to determine reactive power inverter output as a function of local measurements in a manner that obtains near optimal results. First, we use a network model and historic load and generation data and do optimal power flow to compute globally optimal reactive power injections for all controllable inverters in the network. Subsequently, we use regression to find a function for each inverter that maps its local historical data to an approximation of its optimal reactive power injection. The resulting functions then serve as decentralized controllers in the participating inverters to predict the optimal injection based on a new local measurements. The method achieves near-optimal results when performing voltage- and capacity-constrained loss minimization and voltage flattening, and allows for an efficient volt-VAR optimization (VVO) scheme in which legacy control equipment collaborates with existing inverters to facilitate safe operation of distribution networks with higher levels of distributed generation.

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A hierarchical time-splitting approach for solving finite-time optimal control problems

We present a hierarchical computation approach for solving finite-time optimal control problems using operator splitting methods. The first split is performed over the time index and leads to as many subproblems as the length of the prediction horizon. Each subproblem is solved in parallel and further split into three by separating the objective from the equality and inequality constraints respectively, such that an analytic solution can be achieved for each subproblem. The proposed solution approach leads to a nested decomposition scheme, which is highly parallelizable. We present a numerical comparison with standard state-of-the-art solvers, and provide analytic solutions to several elements of the algorithm, which enhances its applicability in fast large-scale applications.

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A distributed accelerated gradient algorithm for distributed model predictive control of a hydro power valley

A distributed model predictive control (DMPC) approach based on distributed optimization is applied to the power reference tracking problem of a hydro power valley (HPV) system. The applied optimization algorithm is based on accelerated gradient methods and achieves a convergence rate of O(1/k^2), where k is the iteration number. Major challenges in the control of the HPV include a nonlinear and large-scale model, nonsmoothness in the power-production functions, and a globally coupled cost function that prevents distributed schemes to be applied directly. We propose a linearization and approximation approach that accommodates the proposed the DMPC framework and provides very similar performance compared to a centralized solution in simulations. The provided numerical studies also suggest that for the sparsely interconnected system at hand, the distributed algorithm we propose is faster than a centralized state-of-the-art solver such as CPLEX.

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A distributed optimization-based approach for hierarchical model predictive control of large-scale systems with coupled dynamics and constraints

We present a hierarchical model predictive control approach for large-scale systems based on dual decomposition. The proposed scheme allows coupling in both dynamics and constraints between the subsystems and generates a primal feasible solution within a finite number of iterations, using primal averaging and a constraint tightening approach. The primal update is performed in a distributed way and does not require exact solutions, while the dual problem uses an approximate subgradient method. Stability of the scheme is established using bounded suboptimality.

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