Mathematics

Formal power series products appear in nonlinear control theory when systems modeled by Chen-Fliess series are interconnected to form new systems. In fields like adaptive control and learning systems, the coefficients of these formal power series are estimated sequentially with real-time data. The main goal of the present article is to prove the continuity and analyticity of such products with respect to several natural (locally convex) topologies on spaces of locally convergent formal power series in order to establish foundational properties behind these technologies. In addition, it is shown that a transformation group central to describing the output feedback connection is in fact an analytic Lie group in this setting with certain regularity properties.

This article presents a state feedback control design strategy for the stabilization of a vehicle along a reference collision avoidance maneuver. The stabilization of the vehicle is achieved through a combination of steering, acceleration and braking. A Linear Parameter-Varying (LPV) model is obtained from the linearization of a non-linear model along the reference trajectory. A robust state feedback control law is computed for the LPV model. Finally, simulation results illustrate the stabilization of the vehicle along the reference trajectory.

We investigate, through a fractional mathematical model, the effects of physical distance on the SARS-CoV-2 virus transmission. Two controls are considered in our model for eradication of the spread of COVID-19: media education, through campaigns explaining the importance of social distancing, use of face masks, etc., towards all population, while the second one is quarantine social isolation of the exposed individuals. A general fractional order optimal control problem, and associated optimality conditions of Pontryagin type, are discussed, with the goal to minimize the number of susceptible and infected while maximizing the number of recovered. The extremals are then numerically obtained.

We study a property of dynamic optimization (DO) problems (as those encountered in model predictive control and moving horizon estimation) that is known as exponential decay of sensitivity (EDS). This property indicates that the sensitivity of the solution at stage i against a data perturbation at stage j decays exponentially with |i?�j| . {Building upon our previous results, we show that EDS holds under uniform boundedness of the Lagrangian Hessian, a uniform second order sufficiency condition (uSOSC), and a uniform linear independence constraint qualification (uLICQ). Furthermore, we prove that uSOSC and uLICQ can be obtained under uniform controllability and observability. Hence, we have that uniform controllability and observability imply EDS.} These results provide insights into how perturbations propagate along the horizon and enable the development of approximation and solution schemes. We illustrate the developments with numerical examples.

We introduce a variable metric proximal linearized ADMM (VMP-LADMM) algorithm with an over relaxation parameter β∈(0,2) in the multiplier update, and develop its theoretical analysis. The algorithm solves a broad class of linearly constrained nonconvex and nonsmooth minimization problems. Under mild assumption, we show that the sequence generated by VMP-LADMM is bounded. Based on the powerful {Łojasiewicz} and Kurdyka-{Łojasiewicz} properties we establish that the sequence is globally converges to a critical point and we derive convergence rates.

For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach is not necessarily guaranteed. This article analyses the convergence conditions for this fixed point approach, and reports numerical experiments including for large IEEE networks.

The main contributions of this paper are the proposition and the convergence analysis of a class of inertial projection-type algorithm for solving variational inequality problems in real Hilbert spaces where the underline operator is monotone and uniformly continuous. We carry out a unified analysis of the proposed method under very mild assumptions. In particular, weak convergence of the generated sequence is established and nonasymptotic O(1/n) rate of convergence is established, where n denotes the iteration counter. We also present some experimental results to illustrate the profits gained by introducing the inertial extrapolation steps.

Recent studies have provided both empirical and theoretical evidence illustrating that heavy tails can emerge in stochastic gradient descent (SGD) in various scenarios. Such heavy tails potentially result in iterates with diverging variance, which hinders the use of conventional convergence analysis techniques that rely on the existence of the second-order moments. In this paper, we provide convergence guarantees for SGD under a state-dependent and heavy-tailed noise with a potentially infinite variance, for a class of strongly convex objectives. In the case where the p -th moment of the noise exists for some p?�[1,2) , we first identify a condition on the Hessian, coined ' p -positive (semi-)definiteness', that leads to an interesting interpolation between positive semi-definite matrices ( p=2 ) and diagonally dominant matrices with non-negative diagonal entries ( p=1 ). Under this condition, we then provide a convergence rate for the distance to the global optimum in L p . Furthermore, we provide a generalized central limit theorem, which shows that the properly scaled Polyak-Ruppert averaging converges weakly to a multivariate α -stable random vector. Our results indicate that even under heavy-tailed noise with infinite variance, SGD can converge to the global optimum without necessitating any modification neither to the loss function or to the algorithm itself, as typically required in robust statistics. We demonstrate the implications of our results to applications such as linear regression and generalized linear models subject to heavy-tailed data.

We propose and analyze the convergence of a novel stochastic algorithm for solving monotone inclusions that are the sum of a maximal monotone operator and a monotone, Lipschitzian operator. The propose algorithm requires only unbiased estimations of the Lipschitzian operator. We obtain the rate O(log(n)/n) in expectation for the strongly monotone case, as well as almost sure convergence for the general case. Furthermore, in the context of application to convex-concave saddle point problems, we derive the rate of the primal-dual gap. In particular, we also obtain O(1/n) rate convergence of the primal-dual gap in the deterministic setting.

This paper studies convex Generalized Nash Equilibrium Problems (GNEPs) that are given by polynomials. We use rational and parametric expressions for Lagrange multipliers to formulate efficient polynomial optimization for computing Generalized Nash Equilibria (GNEs). The Moment-SOS hierarchy of semidefinite relaxations are used to solve the polynomial optimization. Under some general assumptions, we prove the method can find a GNE if there exists one, or detect nonexistence of GNEs. Numerical experiments are presented to show the efficiency of the method.