In this letter, we propose a data-driven warm start approach, empowered by artificial neural networks, to boost the efficiency of convex relaxations in optimal gas flow. Case studies show that this approach significantly decreases the number of iterations for the convex-concave procedure algorithm, and optimality and feasibility of the solution can still be guaranteed.
In hybrid Model Predictive Control (MPC), a Mixed-Integer Quadratic Program (MIQP) is solved at each sampling time to compute the optimal control action. Although these optimizations are generally very demanding, in MPC we expect consecutive problem instances to be nearly identical. This paper addresses the question of how computations performed at one time step can be reused to accelerate (warm start) the solution of subsequent MIQPs. Reoptimization is not a rare practice in integer programming: for small variations of certain problem data, the branch-and-bound algorithm allows an efficient r…
Norwegian University of Science and Technology (NTNU)(挪威科技大学)
We consider warm-started optimized trajectory planning for autonomous surface vehicles (ASVs) by combining the advantages of two types of planners: an A* implementation that quickly finds the shortest piecewise linear path, and an optimal control-based trajectory planner. A nonlinear 3-degree-of-freedom underactuated model of an ASV is considered, along with an objective functional that promotes energy-efficient and readily observable maneuvers. The A* algorithm is guaranteed to find the shortest piecewise linear path to the goal position based on a uniformly decomposed map. Dynamic informatio…
A warm start method is developed for efficiently solving complex chance constrained optimal control problems. The warm start method addresses the computational challenges of solving chance constrained optimal control problems using biased kernel density estimators and Legendre-Gauss-Radau collocation with an $hp$ adaptive mesh refinement method. To address the computational challenges, the warm start method improves both the starting point for the chance constrained optimal control problem, as well as the efficiency of cycling through mesh refinement iterations. The improvement is accomplished…
Small-scale Mixed-Integer Quadratic Programming (MIQP) problems often arise in embedded control and estimation applications. Driven by the need for algorithmic simplicity to target computing platforms with limited memory and computing resources, this paper proposes a few approaches to solving MIQPs, either to optimality or suboptimally. We specialize an existing Accelerated Dual Gradient Projection (GPAD) algorithm to effectively solve the Quadratic Programming (QP) relaxation that arise during Branch and Bound (B&B) and propose a generic framework to warm-start the binary variables which redu…
First-order methods are widely used to solve convex quadratic programs (QPs) in real-time applications because of their low per-iteration cost. However, they can suffer from slow convergence to accurate solutions. In this paper, we present a framework which learns an effective warm-start for a popular first-order method in real-time applications, Douglas-Rachford (DR) splitting, across a family of parametric QPs. This framework consists of two modules: a feedforward neural network block, which takes as input the parameters of the QP and outputs a warm-start, and a block which performs a fixed …
Receding horizon optimal control problems compute the solution at each time step to operate the system on a near-optimal path. However, in many practical cases, the boundary conditions, such as external inputs, constraint equations, or the objective function, vary only marginally from one time step to the next. In this case, recomputing the optimal solution at each time represents a significant burden for real-time applications. This paper proposes a novel algorithm to approximately solve a perturbed constrained dynamic program that significantly improves the computational burden when the obje…
We present Newton-Krylov methods for efficient numerical solution of optimal control problems arising in model predictive control, where the optimal control is discontinuous. As in our earlier work, preconditioned GMRES practically results in an optimal $O(N)$ complexity, where $N$ is a discrete horizon length. Effects of a warm-start, shifting along the predictive horizon, are numerically investigated. The~method is tested on a classical double integrator example of a minimum-time problem with a known bang-bang optimal control.
Idiap Research Institute(Idiap研究所);EPFL(洛桑联邦理工学院);LAAS-CNRS(法国国家科学研究中心自动化系统实验室)
In this paper, we propose a framework to build a memory of motion for warm-starting an optimal control solver for the locomotion task of a humanoid robot. We use HPP Loco3D, a versatile locomotion planner, to generate offline a set of dynamically consistent whole-body trajectory to be stored as the memory of motion. The learning problem is formulated as a regression problem to predict a single-step motion given the desired contact locations, which is used as a building block for producing multi-step motions. The predicted motion is then used as a warm-start for the fast optimal control solver …
A large amount of data has been generated by grid operators solving AC optimal power flow (ACOPF) throughout the years, and we explore how leveraging this data can be used to help solve future ACOPF problems. We use this data to train a Random Forest to predict solutions of future ACOPF problems. To preserve correlations and relationships between predicted variables, we utilize a multi-target approach to learn approximate voltage and generation solutions to ACOPF problems directly by only using network loads, without the knowledge of other network parameters or the system topology. We explore …
Fast, Scalable, Warm-Start Semidefinite Programming with Spectral Bundling and Sketching
Manning College of Information and Computer Sciences, University of Massachusetts Amherst(马萨诸塞大学阿默斯特分校信息与计算机科学学院);University of Massachusetts Amherst(马萨诸塞大学阿默斯特分校)
Deconfounded Warm-Start Thompson Sampling with Applications to Precision Medicine
Daniels School of Business, Purdue University(普渡大学 Daniels 商学院);Mays Business School, Texas A&M University(德克萨斯农工大学 Mays 商学院);McCombs School of Business, University of Texas at Austin(德克萨斯大学奥斯汀分校 McCombs 商学院)