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

A general framework of multi-population methods with clustering in undetectable dynamic environments

Copyright @ 2011 IEEETo solve dynamic optimization problems, multiple population methods are used to enhance the population diversity for an algorithm with the aim of maintaining multiple populations in different sub-areas in the fitness landscape. Many experimental studies have shown that locating and tracking multiple relatively good optima rather than a single global optimum is an effective idea in dynamic environments. However, several challenges need to be addressed when multi-population methods are applied, e.g., how to create multiple populations, how to maintain them in different sub-areas, and how to deal with the situation where changes can not be detected or predicted. To address these issues, this paper investigates a hierarchical clustering method to locate and track multiple optima for dynamic optimization problems. To deal with undetectable dynamic environments, this paper applies the random immigrants method without change detection based on a mechanism that can automatically reduce redundant individuals in the search space throughout the run. These methods are implemented into several research areas, including particle swarm optimization, genetic algorithm, and differential evolution. An experimental study is conducted based on the moving peaks benchmark to test the performance with several other algorithms from the literature. The experimental results show the efficiency of the clustering method for locating and tracking multiple optima in comparison with other algorithms based on multi-population methods on the moving peaks benchmark

Effective Target Aware Visual Navigation for UAVs

In this paper we propose an effective vision-based navigation method that allows a multirotor vehicle to simultaneously reach a desired goal pose in the environment while constantly facing a target object or landmark. Standard techniques such as Position-Based Visual Servoing (PBVS) and Image-Based Visual Servoing (IBVS) in some cases (e.g., while the multirotor is performing fast maneuvers) do not allow to constantly maintain the line of sight with a target of interest. Instead, we compute the optimal trajectory by solving a non-linear optimization problem that minimizes the target re-projection error while meeting the UAV's dynamic constraints. The desired trajectory is then tracked by means of a real-time Non-linear Model Predictive Controller (NMPC): this implicitly allows the multirotor to satisfy both the required constraints. We successfully evaluate the proposed approach in many real and simulated experiments, making an exhaustive comparison with a standard approach.Comment: Conference paper at "European Conference on Mobile Robotics" (ECMR) 201

FollowMe: Efficient Online Min-Cost Flow Tracking with Bounded Memory and Computation

One of the most popular approaches to multi-target tracking is tracking-by-detection. Current min-cost flow algorithms which solve the data association problem optimally have three main drawbacks: they are computationally expensive, they assume that the whole video is given as a batch, and they scale badly in memory and computation with the length of the video sequence. In this paper, we address each of these issues, resulting in a computationally and memory-bounded solution. First, we introduce a dynamic version of the successive shortest-path algorithm which solves the data association problem optimally while reusing computation, resulting in significantly faster inference than standard solvers. Second, we address the optimal solution to the data association problem when dealing with an incoming stream of data (i.e., online setting). Finally, we present our main contribution which is an approximate online solution with bounded memory and computation which is capable of handling videos of arbitrarily length while performing tracking in real time. We demonstrate the effectiveness of our algorithms on the KITTI and PETS2009 benchmarks and show state-of-the-art performance, while being significantly faster than existing solvers

A distributed accelerated gradient algorithm for distributed model predictive control of a hydro power valley

A distributed model predictive control (DMPC) approach based on distributed optimization is applied to the power reference tracking problem of a hydro power valley (HPV) system. The applied optimization algorithm is based on accelerated gradient methods and achieves a convergence rate of O(1/k^2), where k is the iteration number. Major challenges in the control of the HPV include a nonlinear and large-scale model, nonsmoothness in the power-production functions, and a globally coupled cost function that prevents distributed schemes to be applied directly. We propose a linearization and approximation approach that accommodates the proposed the DMPC framework and provides very similar performance compared to a centralized solution in simulations. The provided numerical studies also suggest that for the sparsely interconnected system at hand, the distributed algorithm we propose is faster than a centralized state-of-the-art solver such as CPLEX