We propose novel iterative learning control algorithms to track a reference trajectory in resource-constrained control systems. In many applications, there are constraints on the number of control actions, delivered to the actuator from the controller, due to the limited bandwidth of communication channels or battery-operated sensors and actuators. We devise iterative learning techniques that create sparse control sequences with reduced communication and actuation instances while providing sensible reference tracking precision. Numerical simulations are provided to demonstrate the effectiveness of the proposed control method.
Motivated by the minimax concave penalty based variable selection in high-dimensional linear regression, we introduce a simple scheme to construct structured semiconvex sparsity promoting functions from convex sparsity promoting functions and their Moreau envelopes. Properties of these functions are developed by leveraging their structure. In particular, we provide sparsity guarantees for the general family of functions. We further study the behavior of the proximity operators of several special functions including indicator functions of closed convex sets, piecewise quadratic functions, and t…
Sparsity-promoting terms are incorporated into the objective functions of optimal control problems in order to ensure that optimal controls vanish on large parts of the underlying domain. Typical candidates for those terms are integral functions on Lebesgue spaces based on the $\ell_p$-metric for $p\in[0,1)$ which are nonconvex as well as non-Lipschitz and, thus, variationally challenging. In this paper, we derive exact formulas for the Fréchet, limiting, and singular subdifferential of these functionals. These generalized derivatives can be used for the derivation of necessary optimality cond…
In this paper we theoretically study exact recovery of sparse vectors from compressed measurements by minimizing a general nonconvex function that can be decomposed into the sum of single variable functions belonging to a class of smooth nonconvex sparsity promoting functions. Null space property (NSP) and restricted isometry property (RIP) are used as key theoretical tools. The notion of \emph{scale function} associated to a sparsity promoting function is introduced to generalize the state-of-the-art analysis technique of the $l_p$ minimization problem. The analysis is used to derive an upper…
This paper introduces a computational framework to incorporate flexible regularization techniques in ensemble Kalman methods for nonlinear inverse problems. The proposed methodology approximates the maximum a posteriori (MAP) estimate of a hierarchical Bayesian model characterized by a conditionally Gaussian prior and generalized gamma hyperpriors. Suitable choices of hyperparameters yield sparsity-promoting regularization. We propose an iterative algorithm for MAP estimation, which alternates between updating the unknown with an ensemble Kalman method and updating the hyperparameters in the r…
Sparsity promoting functions (SPFs) are commonly used in optimization problems to find solutions which are assumed or desired to be sparse in some basis. For example, the l1-regularized variation model and the Rudin-Osher-Fatemi total variation (ROF-TV) model are some of the most well-known variational models for signal and image denoising, respectively. However, recent work demonstrates that convexity is not always desirable in sparsity promoting functions. In this paper, we replace convex SPFs with their induced nonconvex SPFs and develop algorithms for the resulting model by exploring the i…
Estimators based on non-convex sparsity-promoting penalties were shown to yield state-of-the-art solutions to the magneto-/electroencephalography (M/EEG) brain source localization problem. In this paper we tackle the model selection problem of these estimators: we propose to use a proxy of the Stein's Unbiased Risk Estimator (SURE) to automatically select their regularization parameters. The effectiveness of the method is demonstrated on realistic simulations and $30$ subjects from the Cam-CAN dataset. To our knowledge, this is the first time that sparsity promoting estimators are automaticall…
In this paper, we propose a sparsity-promoting feedback control design for stochastic linear systems with multiplicative noise. The objective is to identify a sparse control architecture that optimizes the closed-loop performance while stabilizing the system in the mean-square sense. The proposed approach approximates the nonconvex combinatorial optimization problem by minimizing various matrix norms subject to the Linear Matrix Inequality (LMI) stability condition. We present two design problems to reduce the number of actuators via the static state-feedback and a low-dimensional output. A re…
One way to understand time-series data is to identify the underlying dynamical system which generates it. This task can be done by selecting an appropriate model and a set of parameters which best fits the dynamics while providing the simplest representation (i.e. the smallest amount of terms). One such approach is the sparse identification of nonlinear dynamics framework [6] which uses a sparsity-promoting algorithm that iterates between a partial least-squares fit and a thresholding (sparsity-promoting) step. In this work, we provide some theoretical results on the behavior and convergence o…
We propose a simple modification to the iterative hard thresholding (IHT) algorithm, which recovers asymptotically sparser solutions as a function of the condition number. When aiming to minimize a convex function $f(x)$ with condition number $κ$ subject to $x$ being an $s$-sparse vector, the standard IHT guarantee is a solution with relaxed sparsity $O(sκ^2)$, while our proposed algorithm, regularized IHT, returns a solution with sparsity $O(sκ)$. Our algorithm significantly improves over ARHT which also finds a solution of sparsity $O(sκ)$, as it does not require re-optimization in each iter…
Institute of Natural Sciences（自然科学研究院）；Shanghai Jiao Tong University（上海交通大学）；University of Bath（巴斯大学）
Sparsity promoting regularizers are widely used to impose low-complexity structure (e.g. l1-norm for sparsity) to the regression coefficients of supervised learning. In the realm of deterministic optimization, the sequence generated by iterative algorithms (such as proximal gradient descent) exhibit "finite activity identification", namely, they can identify the low-complexity structure in a finite number of iterations. However, most online algorithms (such as proximal stochastic gradient descent) do not have the property owing to the vanishing step-size and non-vanishing variance. In this pap…
Preconditioning PDE-constrained optimization with $\rm L^1$-sparsity and control constraints
Università degli Studi di Firenze（佛罗伦萨大学）；Università di Bologna（博洛尼亚大学）；Max Planck Institute for Dynamics of Complex Technical Systems（马克斯·普朗克复杂技术系统动力学研究所）
We address the problem of sparsity-promoting optimal control of cyber-physical systems with feedback delays. The delays are categorized into two classes - namely, intra-layer delay, and inter-layer delay between the cyber and the physical layers. Our objective is to minimize the H2-norm of the closed-loop system by designing an optimal combination of these two delays along with a sparse state-feedback controller, while respecting a given bandwidth constraint. We propose a two-loop optimization algorithm for this. The inner loop, based on alternating directions method of multipliers (ADMM), han…
