Optimization Methods for Inverse Problems

Optimization plays an important role in solving many inverse problems. Indeed, the task of inversion often either involves or is fully cast as a solution of an optimization problem. In this light, the mere non-linear, non-convex, and large-scale nature of many of these inversions gives rise to some very challenging optimization problems. The inverse problem community has long been developing various techniques for solving such optimization tasks. However, other, seemingly disjoint communities, such as that of machine learning, have developed, almost in parallel, interesting alternative methods which might have stayed under the radar of the inverse problem community. In this survey, we aim to change that. In doing so, we first discuss current state-of-the-art optimization methods widely used in inverse problems. We then survey recent related advances in addressing similar challenges in problems faced by the machine learning community, and discuss their potential advantages for solving inverse problems. By highlighting the similarities among the optimization challenges faced by the inverse problem and the machine learning communities, we hope that this survey can serve as a bridge in bringing together these two communities and encourage cross fertilization of ideas.Comment: 13 page

Data-driven computation of invariant sets of discrete time-invariant black-box systems

We consider the problem of computing the maximal invariant set of discrete-time black-box nonlinear systems without analytic dynamical models. Under the assumption that the system is asymptotically stable, the maximal invariant set coincides with the domain of attraction. A data-driven framework relying on the observation of trajectories is proposed to compute almost-invariant sets, which are invariant almost everywhere except a small subset. Based on these observations, scenario optimization problems are formulated and solved. We show that probabilistic invariance guarantees on the almost-invariant sets can be established. To get explicit expressions of such sets, a set identification procedure is designed with a verification step that provides inner and outer approximations in a probabilistic sense. The proposed data-driven framework is illustrated by several numerical examples.Comment: A shorter version with the title "Scenario-based set invariance verification for black-box nonlinear systems" is published in the IEEE Control Systems Letters (L-CSS

A Framework to Control Functional Connectivity in the Human Brain

In this paper, we propose a framework to control brain-wide functional connectivity by selectively acting on the brain's structure and parameters. Functional connectivity, which measures the degree of correlation between neural activities in different brain regions, can be used to distinguish between healthy and certain diseased brain dynamics and, possibly, as a control parameter to restore healthy functions. In this work, we use a collection of interconnected Kuramoto oscillators to model oscillatory neural activity, and show that functional connectivity is essentially regulated by the degree of synchronization between different clusters of oscillators. Then, we propose a minimally invasive method to correct the oscillators' interconnections and frequencies to enforce arbitrary and stable synchronization patterns among the oscillators and, consequently, a desired pattern of functional connectivity. Additionally, we show that our synchronization-based framework is robust to parameter mismatches and numerical inaccuracies, and validate it using a realistic neurovascular model to simulate neural activity and functional connectivity in the human brain.Comment: To appear in the proceedings of the 58th IEEE Conference on Decision and Contro

Efficient Constellation-Based Map-Merging for Semantic SLAM

Data association in SLAM is fundamentally challenging, and handling ambiguity well is crucial to achieve robust operation in real-world environments. When ambiguous measurements arise, conservatism often mandates that the measurement is discarded or a new landmark is initialized rather than risking an incorrect association. To address the inevitable `duplicate' landmarks that arise, we present an efficient map-merging framework to detect duplicate constellations of landmarks, providing a high-confidence loop-closure mechanism well-suited for object-level SLAM. This approach uses an incrementally-computable approximation of landmark uncertainty that only depends on local information in the SLAM graph, avoiding expensive recovery of the full system covariance matrix. This enables a search based on geometric consistency (GC) (rather than full joint compatibility (JC)) that inexpensively reduces the search space to a handful of `best' hypotheses. Furthermore, we reformulate the commonly-used interpretation tree to allow for more efficient integration of clique-based pairwise compatibility, accelerating the branch-and-bound max-cardinality search. Our method is demonstrated to match the performance of full JC methods at significantly-reduced computational cost, facilitating robust object-based loop-closure over large SLAM problems.Comment: Accepted to IEEE International Conference on Robotics and Automation (ICRA) 201

A scenario approach for non-convex control design

Randomized optimization is an established tool for control design with modulated robustness. While for uncertain convex programs there exist randomized approaches with efficient sampling, this is not the case for non-convex problems. Approaches based on statistical learning theory are applicable to non-convex problems, but they usually are conservative in terms of performance and require high sample complexity to achieve the desired probabilistic guarantees. In this paper, we derive a novel scenario approach for a wide class of random non-convex programs, with a sample complexity similar to that of uncertain convex programs and with probabilistic guarantees that hold not only for the optimal solution of the scenario program, but for all feasible solutions inside a set of a-priori chosen complexity. We also address measure-theoretic issues for uncertain convex and non-convex programs. Among the family of non-convex control- design problems that can be addressed via randomization, we apply our scenario approach to randomized Model Predictive Control for chance-constrained nonlinear control-affine systems.Comment: Submitted to IEEE Transactions on Automatic Contro