1,259 research outputs found
Design of Optimal Sparse Feedback Gains via the Alternating Direction Method of Multipliers
We design sparse and block sparse feedback gains that minimize the variance
amplification (i.e., the norm) of distributed systems. Our approach
consists of two steps. First, we identify sparsity patterns of feedback gains
by incorporating sparsity-promoting penalty functions into the optimal control
problem, where the added terms penalize the number of communication links in
the distributed controller. Second, we optimize feedback gains subject to
structural constraints determined by the identified sparsity patterns. In the
first step, the sparsity structure of feedback gains is identified using the
alternating direction method of multipliers, which is a powerful algorithm
well-suited to large optimization problems. This method alternates between
promoting the sparsity of the controller and optimizing the closed-loop
performance, which allows us to exploit the structure of the corresponding
objective functions. In particular, we take advantage of the separability of
the sparsity-promoting penalty functions to decompose the minimization problem
into sub-problems that can be solved analytically. Several examples are
provided to illustrate the effectiveness of the developed approach.Comment: To appear in IEEE Trans. Automat. Contro
Distributed Robust Set-Invariance for Interconnected Linear Systems
We introduce a class of distributed control policies for networks of
discrete-time linear systems with polytopic additive disturbances. The
objective is to restrict the network-level state and controls to user-specified
polyhedral sets for all times. This problem arises in many safety-critical
applications. We consider two problems. First, given a communication graph
characterizing the structure of the information flow in the network, we find
the optimal distributed control policy by solving a single linear program.
Second, we find the sparsest communication graph required for the existence of
a distributed invariance-inducing control policy. Illustrative examples,
including one on platooning, are presented.Comment: 8 Pages. Submitted to American Control Conference (ACC), 201
A Fast Algorithm for Sparse Controller Design
We consider the task of designing sparse control laws for large-scale systems
by directly minimizing an infinite horizon quadratic cost with an
penalty on the feedback controller gains. Our focus is on an improved algorithm
that allows us to scale to large systems (i.e. those where sparsity is most
useful) with convergence times that are several orders of magnitude faster than
existing algorithms. In particular, we develop an efficient proximal Newton
method which minimizes per-iteration cost with a coordinate descent active set
approach and fast numerical solutions to the Lyapunov equations. Experimentally
we demonstrate the appeal of this approach on synthetic examples and real power
networks significantly larger than those previously considered in the
literature
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