Topology design for stochastically-forced consensus networks

We study an optimal control problem aimed at achieving a desired tradeoff between the network coherence and communication requirements in the distributed controller. Our objective is to add a certain number of edges to an undirected network, with a known graph Laplacian, in order to optimally enhance closed-loop performance. To promote controller sparsity, we introduce $\ell_1$-regularization into the optimal ${\cal H}_2$ formulation and cast the design problem as a semidefinite program. We derive a Lagrange dual, provide interpretation of dual variables, and exploit structure of the optimality conditions for undirected networks to develop customized proximal gradient and Newton algorithms that are well-suited for large problems. We illustrate that our algorithms can solve the problems with more than million edges in the controller graph in a few minutes, on a PC. We also exploit structure of connected resistive networks to demonstrate how additional edges can be systematically added in order to minimize the ${\cal H}_2$ norm of the closed-loop system.Comment: 11 pages; 5 figure

Koopman Performance Analysis of Nonlinear Consensus Networks

Spectral decomposition of dynamical systems is a popular methodology to investigate the fundamental qualitative and quantitative properties of these systems and their solutions. In this chapter, we consider a class of nonlinear cooperative protocols, which consist of multiple agents that are coupled together via an undirected state-dependent graph. We develop a representation of the system solution by decomposing the nonlinear system utilizing ideas from the Koopman operator theory and its spectral analysis. We use recent results on the extensions of the well-known Hartman theorem for hyperbolic systems to establish a connection between the original nonlinear dynamics and the linearized dynamics in terms of Koopman spectral properties. The expected value of the output energy of the nonlinear protocol, which is related to the notions of coherence and robustness in dynamical networks, is evaluated and characterized in terms of Koopman eigenvalues, eigenfunctions, and modes. Spectral representation of the performance measure enables us to develop algorithmic methods to assess the performance of this class of nonlinear dynamical networks as a function of their graph topology. Finally, we propose a scalable computational method for approximation of the components of the Koopman mode decomposition, which is necessary to evaluate the systemic performance measure of the nonlinear dynamic network.Comment: Submitted as a chapter to the book "Introduction to Koopman Operator Theory", Revised Versio

Abstraction of Linear Consensus Networks with Guaranteed Systemic Performance Measures

A proper abstraction of a large-scale linear consensus network with a dense coupling graph is one whose number of coupling links is proportional to its number of subsystems and its performance is comparable to the original network. Optimal design problems for an abstracted network are more amenable to efficient optimization algorithms. From the implementation point of view, maintaining such networks are usually more favorable and cost effective due to their reduced communication requirements across a network. Therefore, approximating a given dense linear consensus network by a suitable abstract network is an important analysis and synthesis problem. In this paper, we develop a framework to compute an abstraction of a given large-scale linear consensus network with guaranteed performance bounds using a nearly-linear time algorithm. First, the existence of abstractions of a given network is proven. Then, we present an efficient and fast algorithm for computing a proper abstraction of a given network. Finally, we illustrate the effectiveness of our theoretical findings via several numerical simulations

Performance Improvement in Noisy Linear Consensus Networks with Time-Delay

We analyze performance of a class of time-delay first-order consensus networks from a graph topological perspective and present methods to improve it. The performance is measured by network's square of H-2 norm and it is shown that it is a convex function of Laplacian eigenvalues and the coupling weights of the underlying graph of the network. First, we propose a tight convex, but simple, approximation of the performance measure in order to achieve lower complexity in our design problems by eliminating the need for eigen-decomposition. The effect of time-delay reincarnates itself in the form of non-monotonicity, which results in nonintuitive behaviors of the performance as a function of graph topology. Next, we present three methods to improve the performance by growing, re-weighting, or sparsifying the underlying graph of the network. It is shown that our suggested algorithms provide near-optimal solutions with lower complexity with respect to existing methods in literature.Comment: 16 pages, 11 figure

Growing Linear Consensus Networks Endowed by Spectral Systemic Performance Measures

We propose an axiomatic approach for design and performance analysis of noisy linear consensus networks by introducing a notion of systemic performance measure. This class of measures are spectral functions of Laplacian eigenvalues of the network that are monotone, convex, and orthogonally invariant with respect to the Laplacian matrix of the network. It is shown that several existing gold-standard and widely used performance measures in the literature belong to this new class of measures. We build upon this new notion and investigate a general form of combinatorial problem of growing a linear consensus network via minimizing a given systemic performance measure. Two efficient polynomial-time approximation algorithms are devised to tackle this network synthesis problem: a linearization-based method and a simple greedy algorithm based on rank-one updates. Several theoretical fundamental limits on the best achievable performance for the combinatorial problem is derived that assist us to evaluate optimality gaps of our proposed algorithms. A detailed complexity analysis confirms the effectiveness and viability of our algorithms to handle large-scale consensus networks