PIETOOLS: A Matlab Toolbox for Manipulation and Optimization of Partial Integral Operators

In this paper, we present PIETOOLS, a MATLAB toolbox for the construction and handling of Partial Integral (PI) operators. The toolbox introduces a new class of MATLAB object, opvar, for which standard MATLAB matrix operation syntax (e.g. +, *, ' e tc.) is defined. PI operators are a generalization of bounded linear operators on infinite-dimensional spaces that form a *-subalgebra with two binary operations (addition and composition) on the space RxL2. These operators frequently appear in analysis and control of infinite-dimensional systems such as Partial Differential equations (PDE) and Time-delay systems (TDS). Furthermore, PIETOOLS can: declare opvar decision variables, add operator positivity constraints, declare an objective function, and solve the resulting optimization problem using a syntax similar to the sdpvar class in YALMIP. Use of the resulting Linear Operator Inequalities (LOIs) are demonstrated on several examples, including stability analysis of a PDE, bounding operator norms, and verifying integral inequalities. The result is that PIETOOLS, packaged with SOSTOOLS and MULTIPOLY, offers a scalable, user-friendly and computationally efficient toolbox for parsing, performing algebraic operations, setting up and solving convex optimization problems on PI operators

A Variation on a Random Coordinate Minimization Method for Constrained Polynomial Optimization

In this paper, an algorithm is proposed for solving constrained and unconstrained polynomial minimization problems. The algorithm is a variation on random coordinate descent, in which transverse steps are seldom taken. Differently from other methods available in the literature, the proposed technique is guaranteed to converge in probability to the global solution of the minimization problem, even when the objective polynomial is nonconvex. The theoretical results are corroborated by a complexity analysis and by numerical tests that validate its efficiency

Operator-Theoretic Characterization of Eventually Monotone Systems

Monotone systems are dynamical systems whose solutions preserve a partial order in the initial condition for all positive times. It stands to reason that some systems may preserve a partial order only after some initial transient. These systems are usually called eventually monotone. While monotone systems have a characterization in terms of their vector fields (i.e. Kamke-Muller condition), eventually monotone systems have not been characterized in such an explicit manner. In order to provide a characterization, we drew inspiration from the results for linear systems, where eventually monotone (positive) systems are studied using the spectral properties of the system (i.e. Perron-Frobenius property). In the case of nonlinear systems, this spectral characterization is not straightforward, a fact that explains why the class of eventually monotone systems has received little attention to date. In this paper, we show that a spectral characterization of nonlinear eventually monotone systems can be obtained through the Koopman operator framework. We consider a number of biologically inspired examples to illustrate the potential applicability of eventual monotonicity.Comment: 13 page

Towards Scalable Synthesis of Stochastic Control Systems

Formal control synthesis approaches over stochastic systems have received significant attention in the past few years, in view of their ability to provide provably correct controllers for complex logical specifications in an automated fashion. Examples of complex specifications of interest include properties expressed as formulae in linear temporal logic (LTL) or as automata on infinite strings. A general methodology to synthesize controllers for such properties resorts to symbolic abstractions of the given stochastic systems. Symbolic models are discrete abstractions of the given concrete systems with the property that a controller designed on the abstraction can be refined (or implemented) into a controller on the original system. Although the recent development of techniques for the construction of symbolic models has been quite encouraging, the general goal of formal synthesis over stochastic control systems is by no means solved. A fundamental issue with the existing techniques is the known "curse of dimensionality," which is due to the need to discretize state and input sets and that results in an exponential complexity over the number of state and input variables in the concrete system. In this work we propose a novel abstraction technique for incrementally stable stochastic control systems, which does not require state-space discretization but only input set discretization, and that can be potentially more efficient (and thus scalable) than existing approaches. We elucidate the effectiveness of the proposed approach by synthesizing a schedule for the coordination of two traffic lights under some safety and fairness requirements for a road traffic model. Further we argue that this 5-dimensional linear stochastic control system cannot be studied with existing approaches based on state-space discretization due to the very large number of generated discrete states.Comment: 22 pages, 3 figures. arXiv admin note: text overlap with arXiv:1407.273