arXiv subjects

Yanfang Mo

Publications and source records attributed to Yanfang Mo.

10 recordsLinked to original sources

arXiv2026

Extremum Seeking Nonovershooting Control of Strict-Feedback Systems Under Unknown Control Direction

This paper addresses the nonovershooting control problem for strict-feedback nonlinear systems with unknown control direction. We propose a method that integrates extremum seeking with Lie bracket-based design to achieve approximately nonovershooting tracking. The approach ensures that arbitrary reference trajectories can be tracked from below for any initial condition, with the overshoot reducible to arbitrarily small levels through parameter tuning. The method further provides a mechanism for enforcing high-relative-degree nonovershooting constraints in safety-critical scenarios involving unknown control directions.

eess.SY↗

arXiv2024

Probabilistic Reduced-Dimensional Vector Autoregressive Modeling with Oblique Projections

In this paper, we propose a probabilistic reduced-dimensional vector autoregressive (PredVAR) model to extract low-dimensional dynamics from high-dimensional noisy data. The model utilizes an oblique projection to partition the measurement space into a subspace that accommodates the reduced-dimensional dynamics and a complementary static subspace. An optimal oblique decomposition is derived for the best predictability regarding prediction error covariance. Building on this, we develop an iterative PredVAR algorithm using maximum likelihood and the expectation-maximization (EM) framework. This algorithm alternately updates the estimates of the latent dynamics and optimal oblique projection, yielding dynamic latent variables with rank-ordered predictability and an explicit latent VAR model that is consistent with the outer projection model. The superior performance and efficiency of the proposed approach are demonstrated using data sets from a synthesized Lorenz system and an industrial process from Eastman Chemical.

stat.ML↗

arXiv2023

Latent Dynamic Networked System Identification with High-Dimensional Networked Data

Networked dynamic systems are ubiquitous in various domains, such as industrial processes, social networks, and biological systems. These systems produce high-dimensional data that reflect the complex interactions among the network nodes with rich sensor measurements. In this paper, we propose a novel algorithm for latent dynamic networked system identification that leverages the network structure and performs dimension reduction for each node via dynamic latent variables (DLVs). The algorithm assumes that the DLVs of each node have an auto-regressive model with exogenous input and interactions from other nodes. The DLVs of each node are extracted to capture the most predictable latent variables in the high dimensional data, while the residual factors are not predictable. The advantage of the proposed framework is demonstrated on an industrial process network for system identification and dynamic data analytics.

eess.SY↗

arXiv2023

Probabilistic Reduced-Dimensional Vector Autoregressive Modeling for Dynamics Prediction and Reconstruction with Oblique Projections

In this paper, we propose a probabilistic reduced-dimensional vector autoregressive (PredVAR) model with oblique projections. This model partitions the measurement space into a dynamic subspace and a static subspace that do not need to be orthogonal. The partition allows us to apply an oblique projection to extract dynamic latent variables (DLVs) from high-dimensional data with maximized predictability. We develop an alternating iterative PredVAR algorithm that exploits the interaction between updating the latent VAR dynamics and estimating the oblique projection, using expectation maximization (EM) and a statistical constraint. In addition, the noise covariance matrices are estimated as a natural outcome of the EM method. A simulation case study of the nonlinear Lorenz oscillation system illustrates the advantages of the proposed approach over two alternatives.

math.OC↗

arXiv2022

Optimal $(0,1)$-Matrix Completion with Majorization Ordered Objectives (To the memory of Pravin Varaiya)

We propose and examine two optimal $(0,1)$-matrix completion problems with majorization ordered objectives. They elevate the seminal study by Gale and Ryser from feasibility to optimality in partial order programming (POP), referring to optimization with partially ordered objectives. We showcase their applications in electric vehicle charging, portfolio optimization, and secure data storage. Solving such integer POP (iPOP) problems is challenging because of the possible non-comparability among objective values and the integer requirements. Nevertheless, we prove the essential uniqueness of all optimal objective values and identify two particular ones for each of the two inherently symmetric iPOP problems. Furthermore, for every optimal objective value, we decompose the construction of an associated optimal~$(0,1)$-matrix into a series of sorting processes, respectively agreeing with the rule of thumb "peak shaving" or "valley filling." We show that the resulting algorithms have linear time complexities and verify their empirical efficiency via numerical simulations compared to the standard order-preserving method for POP.

eess.SY↗

arXiv2022

Competitive Online Optimization with Multiple Inventories: A Divide-and-Conquer Approach

We study a competitive online optimization problem with multiple inventories. In the problem, an online decision maker seeks to optimize the allocation of multiple capacity-limited inventories over a slotted horizon, while the allocation constraints and revenue function come online at each slot. The problem is challenging as we need to allocate limited inventories under adversarial revenue functions and allocation constraints, while our decisions are coupled among multiple inventories and different slots. We propose a divide-and-conquer approach that allows us to decompose the problem into several single inventory problems and solve it in a two-step manner with almost no optimality loss in terms of competitive ratio (CR). Our approach provides new angles, insights and results to the problem, which differs from the widely-adopted primal-and-dual framework. Specifically, when the gradients of the revenue functions are bounded in a positive range, we show that our approach can achieve a tight CR that is optimal when the number of inventories is small, which is better than all existing ones. For an arbitrary number of inventories, the CR we achieve is within an additive constant of one to a lower bound of the best possible CR among all online algorithms for the problem. We further characterize a general condition for generalizing our approach to different applications. For example, for a generalized one-way trading problem with price elasticity, where no previous results are available, our approach obtains an online algorithm that achieves the optimal CR up to a constant factor.

cs.PF↗

arXiv2021

Optimal Online Algorithms for Peak-Demand Reduction Maximization with Energy Storage

The high proportions of demand charges in electric bills motivate large-power customers to leverage energy storage for reducing the peak procurement from the outer grid. Given limited energy storage, we expect to maximize the peak-demand reduction in an online fashion, challenged by the highly uncertain demands and renewable injections, the non-cumulative nature of peak consumption, and the coupling of online decisions. In this paper, we propose an optimal online algorithm that achieves the best competitive ratio, following the idea of maintaining a constant ratio between the online and the optimal offline peak-reduction performance. We further show that the optimal competitive ratio can be computed by solving a linear number of linear-fractional programs. Moreover, we extend the algorithm to adaptively maintain the best competitive ratio given the revealed inputs and actions at each decision-making round. The adaptive algorithm retains the optimal worst-case guarantee and attains improved average-case performance. We evaluate our proposed algorithms using real-world traces and show that they obtain up to 81% peak reduction of the optimal offline benchmark. Additionally, the adaptive algorithm achieves at least 20% more peak reduction against baseline alternatives.

eess.SY↗

arXiv2021

Optimal Online Peak Minimization Using Energy Storage

The significant presence of demand charges in electric bills motivates large-load customers to utilize energy storage to reduce the peak procurement from the grid. We herein study the problem of energy storage allocation for peak minimization, under the online setting where irrevocable decisions are sequentially made without knowing future demands. The problem is uniquely challenging due to (i) the coupling of online decisions across time imposed by the inventory constraints and (ii) the noncumulative nature of the peak procurement. We apply the CR-Pursuit framework and address the challenges unique to our minimization problem to design an online algorithm achieving the optimal competitive ratio (CR) among all online algorithms. We show that the optimal CR can be computed in polynomial time by solving a linear number of linear-fractional problems. More importantly, we generalize our approach to develop an \emph{anytime-optimal} online algorithm that achieves the best possible CR at any epoch, given the inputs and online decisions so far. The algorithm retains the optimal worst-case performance and attains adaptive average-case performance. Trace-driven simulations show that our algorithm can decrease the peak demand by an extra 19% compared to baseline alternatives under typical settings.

cs.DS↗

arXiv2019

Market Implementation of Multiple-Arrival Multiple-Deadline Differentiated Energy Services

An increasing concern in power systems is how to elicit flexibilities in demand, which leads to nontraditional electricity products for accommodating loads of different flexibility levels. We have proposed Multiple-Arrival Multiple-Deadline (MAMD) differentiated energy services for the flexible loads which require constant power for specified durations. Such loads are indifferent to the actual power delivery time as long as the duration requirements are satisfied between the specified arrival times and deadlines. The focus of this paper is the market implementation of such services. In a forward market, we establish the existence of an efficient competitive equilibrium to verify the economic feasibility, which implies that selfish market participants can attain the maximum social welfare in a distributed manner. We also show the strengths of the MAMD services by simulation.

eess.SY↗

arXiv2019

A Structure-Tensor Approach to Integer Matrix Completion with Applications to Differentiated Energy Services

Efficient resource allocation is one of the main driving forces of human civilizations. Of the many existing approaches to resource allocation, matrix completion is one that is frequently applied. In this paper, we investigate a special type of matrix completion problem concerning the class of $(0,1)$-matrices with given row/column sums and certain zeros prespecified. We provide a necessary and sufficient condition under which such a class is nonempty. The condition is stated in the form of the nonnegativity of a structure tensor constructed from the information regarding the given row/column sums and fixed zeros. Moreover, we show that a more general matrix completion problem can be studied in a similar manner, namely that involving the class of nonnegative integer matrices with prescribed row/column sums, predetermined zeros, and different bounds across the rows. To illustrate the utility of our results, we apply them to demand response applications in smart grids. Specifically, we address two adequacy problems in differentiated energy services, namely, the problems of supply/demand matching and minimum purchase profile.

eess.SY↗