Large-Scale Multi-Agent Transport: Theory, Algorithms and Analysis

The problem of transport of multi-agent systems has received much attention in a wide range of engineering and biological contexts, such as spatial coverage optimization, collective migration, estimation and mapping of unknown environments. In particular, the emphasis has been on the search for scalable decentralized algorithms that are applicable to large-scale multi-agent systems.For large multi-agent collectives, it is appropriate to describe the configuration of the collective and its evolution using macroscopic quantities, while actuation rests at the microscopic scale at the level of individual agents. Moreover, the control problem faces a multitude of information constraints imposed by the multi-agent setting, such as limitations in sensing, communication and localization. Viewed in this way, the problem naturally extends across scales and this motivates a search for algorithms that respect information constraints at the microscopic level while guaranteeing performance at the macroscopic level.We address the above concerns in this dissertation on three fronts: theory, algorithms and analysis. We begin with the development of a multiscale theory of gradient descent-based multi-agent transport that bridges the microscopic and macroscopic perspectives and sets out a general framework for the design and analysis of decentralized algorithms for transport. We then consider the problem of optimal transport of multi-agent systems, wherein the objective is the minimization of the net cost of transport under constraints of distributed computation. This is followed by a treatment of multi-agent transport under constraints on sensing and communication, in the absence of location information, where we study the problem of self-organization in swarms of agents. Motivated by the problem of multi-agent navigation and tracking of moving targets, we then present a study of moving-horizon estimation of nonlinear systems viewed as a transport of probability measures. Finally, we investigate the robustness of multi-agent networks to agent failure, via the problem of identifying critical nodes in large-scale networks

Convergence Analysis of Mixed Timescale Cross-Layer Stochastic Optimization

This paper considers a cross-layer optimization problem driven by multi-timescale stochastic exogenous processes in wireless communication networks. Due to the hierarchical information structure in a wireless network, a mixed timescale stochastic iterative algorithm is proposed to track the time-varying optimal solution of the cross-layer optimization problem, where the variables are partitioned into short-term controls updated in a faster timescale, and long-term controls updated in a slower timescale. We focus on establishing a convergence analysis framework for such multi-timescale algorithms, which is difficult due to the timescale separation of the algorithm and the time-varying nature of the exogenous processes. To cope with this challenge, we model the algorithm dynamics using stochastic differential equations (SDEs) and show that the study of the algorithm convergence is equivalent to the study of the stochastic stability of a virtual stochastic dynamic system (VSDS). Leveraging the techniques of Lyapunov stability, we derive a sufficient condition for the algorithm stability and a tracking error bound in terms of the parameters of the multi-timescale exogenous processes. Based on these results, an adaptive compensation algorithm is proposed to enhance the tracking performance. Finally, we illustrate the framework by an application example in wireless heterogeneous network

Limited-Communication Distributed Model Predictive Control for HVAC Systems

This dissertation proposes a Limited-Communication Distributed Model Predictive Control algorithm for networks with constrained discrete-time linear processes as local subsystems. The introduced algorithm has an iterative and cooperative framework with neighbor-to-neighbor communication structure. Convergence to a centralized solution is guaranteed by requiring coupled subsystems with local information to cooperate only. During an iteration, a local controller exchanges its predicted effects with local neighbors (which are treated as measured input disturbances in local dynamics) and receives the neighbor sensitivities for these effects at next iteration. Then the controller minimizes a local cost function that counts for the future effects to neighbors weighted by the received sensitivity information. Distributed observers are employed to estimate local states through local input-output signals. Closed-loop stability is proved for sufficiently long horizons. To reduce the computational loads associated with large horizons, local decisions are parametrized by Laguerre functions. A local agent can also reduce the communication burden by parametrizing the communicated data with Laguerre sequences. So far, convergence and closed-loop stability of the algorithm are proven under the assumptions of accessing all subsystem dynamics and cost functions information by a centralized monitor and sufficient number of iterations per sampling. However, these are not mild assumptions for many applications. To design a local convergence condition or a global condition that requires less information, tools from dissipativity theory are used. Although they are conservative conditions, the algorithm convergence can now be ensured either by requiring a distributed subsystem to show dissipativity in the local information dynamic inputs-outputs with gain less than unity or solving a global dissipative inequality with subsystem dissipativity gains and network topology only. Free variables are added to the local problems with the object of having freedom to design such convergence conditions. However, these new variables will result into a suboptimal algorithm that affects the proposed closed-loop stability. To ensure local MPC stability, therefore, a distributed synthesis, which considers the system interactions, of stabilizing terminal costs is introduced. Finally, to illustrate the aspects of the algorithm, coupled tank process and building HVAC system are used as application examples

Numerical Methods for Nonlinear Optimal Control Problems and Their Applications in Indoor Climate Control

Efficiency, comfort, and convenience are three major aspects in the design of control systems for residential Heating, Ventilation, and Air Conditioning (HVAC) units. In this dissertation, we study optimization-based algorithms for HVAC control that minimizes energy consumption while maintaining a desired temperature, or even human comfort in a room. Our algorithm uses a Computer Fluid Dynamics (CFD) model, mathematically formulated using Partial Differential Equations (PDEs), to describe the interactions between temperature, pressure, and air flow. Our model allows us to naturally formulate problems such as controlling the temperature of a small region of interest within a room, or to control the speed of the air flow at the vents, which are hard to describe using finite-dimensional Ordinary Partial Differential (ODE) models. Our results show that our HVAC control algorithms produce significant energy savings without a decrease in comfort. Also, we formulate a gradient-based estimation algorithm capable of reconstructing the states of doors in a building, as well as its temperature distribution, based on a floor plan and a set of thermostats. The estimation algorithm solves in real time a convection-diffusion CFD model for the air flow in the building as a function of its geometric configuration. We formulate the estimation algorithm as an optimization problem, and we solve it by computing the adjoint equations of our CFD model, which we then use to obtain the gradients of the cost function with respect to the flow’s temperature and door states. We evaluate the performance of our method using simulations of a real apartment in the St. Louis area. Our results show that the estimation method is both efficient and accurate, establishing its potential for the design of smarter control schemes in the operation of high-performance buildings. The optimization problems we generate for HVAC system\u27s control and estimation are large-scale optimal control problem. While some optimal control problems can be efficiently solved using algebraic or convex methods, most general forms of optimal control must be solved using memory-expensive numerical methods. In this dissertation we present theoretical formulations and corresponding numerical algorithms that can find optimal inputs for general dynamical systems by using direct methods. The results show these algorithms\u27 performance and potentials to be applied to solve large-scale nonlinear optimal control problem in real time