A Fast Active Set Block Coordinate Descent Algorithm for ℓ1\ell_1-regularized least squares

The problem of finding sparse solutions to underdetermined systems of linear equations arises in several applications (e.g. signal and image processing, compressive sensing, statistical inference). A standard tool for dealing with sparse recovery is the $\ell_1$-regularized least-squares approach that has been recently attracting the attention of many researchers. In this paper, we describe an active set estimate (i.e. an estimate of the indices of the zero variables in the optimal solution) for the considered problem that tries to quickly identify as many active variables as possible at a given point, while guaranteeing that some approximate optimality conditions are satisfied. A relevant feature of the estimate is that it gives a significant reduction of the objective function when setting to zero all those variables estimated active. This enables to easily embed it into a given globally converging algorithmic framework. In particular, we include our estimate into a block coordinate descent algorithm for $\ell_1$-regularized least squares, analyze the convergence properties of this new active set method, and prove that its basic version converges with linear rate. Finally, we report some numerical results showing the effectiveness of the approach.Comment: 28 pages, 5 figure

An Active-Set Algorithmic Framework for Non-Convex Optimization Problems over the Simplex

In this paper, we describe a new active-set algorithmic framework for minimizing a non-convex function over the unit simplex. At each iteration, the method makes use of a rule for identifying active variables (i.e., variables that are zero at a stationary point) and specific directions (that we name active-set gradient related directions) satisfying a new "nonorthogonality" type of condition. We prove global convergence to stationary points when using an Armijo line search in the given framework. We further describe three different examples of active-set gradient related directions that guarantee linear convergence rate (under suitable assumptions). Finally, we report numerical experiments showing the effectiveness of the approach.Comment: 29 pages, 3 figure

A derivative-free approach for a simulation-based optimization problem in healthcare

Hospitals have been challenged in recent years to deliver high quality care with limited resources. Given the pressure to contain costs,developing procedures for optimal resource allocation becomes more and more critical in this context. Indeed, under/overutilization of emergency room and ward resources can either compromise a hospital's ability to provide the best possible care, or result in precious funding going toward underutilized resources. Simulation--based optimization tools then help facilitating the planning and management of hospital services, by maximizing/minimizing some specific indices (e.g. net profit) subject to given clinical and economical constraints. In this work, we develop a simulation--based optimization approach for the resource planning of a specific hospital ward. At each step, we first consider a suitably chosen resource setting and evaluate both efficiency and satisfaction of the restrictions by means of a discrete--event simulation model. Then, taking into account the information obtained by the simulation process, we use a derivative--free optimization algorithm to modify the given setting. We report results for a real--world problem coming from the obstetrics ward of an Italian hospital showing both the effectiveness and the efficiency of the proposed approach

A Comparative Study for Control of Quadrotor UAVs

Modeling and controlling highly nonlinear, multivariable, unstable, coupled and underactuated systems are challenging problems to which a unique solution does not exist. Modeling and control of Unmanned Aerial Vehicles (UAVs) with four rotors fall into that category of problems. In this paper, a nonlinear quadrotor UAV dynamical model is developed with the Newton–Euler method, and a control architecture is proposed for 3D trajectory tracking. The controller design is decoupled into two parts: an inner loop for attitude stabilization and an outer loop for trajectory tracking. A few attitude stabilization methods are discussed, implemented and compared, considering the following control approaches: Proportional–Integral–Derivative (PID), Linear–Quadratic Regulator (LQR), Model Predictive Control (MPC), Feedback Linearization (FL) and Sliding Mode Control (SMC). This paper is intended to serve as a guideline work for selecting quadcopters’ control strategies, both in terms of quantitative and qualitative considerations. PID and LQR controllers are designed, exploiting the model linearized about the hovering condition, while MPC, FL and SMC directly exploit the nonlinear model, with minor simplifications. The fast dynamics ensured by the SMC-based controller together with its robustness and the limited estimated command effort of the controller make it the most promising controller for quadrotor attitude stabilization. The outer loop consists of three independent PID controllers: one for altitude control and the other two, together with a dynamics’ inversion, are entitled to the computation of the reference attitude for the inner loop. The capability of the controlled closed-loop system of executing complex trajectories is demonstrated by means of simulations in MATLAB/Simulink®

A derivative-free approach to constrained multiobjective nonsmooth optimization

open3noopenLiuzzi, G.; Lucidi, S.; Rinaldi, F.Liuzzi, G.; Lucidi, S.; Rinaldi, Francesc

Solving non-monotone equilibrium problems via a DIRECT-type approach

A global optimization approach for solving non-monotone equilibrium problems (EPs) is proposed. The class of (regularized) gap functions is used to reformulate any EP as a constrained global optimization program and some bounds on the Lipschitz constant of such functions are provided. The proposed global optimization approach is a combination of an improved version of the \texttt{DIRECT} algorithm, which exploits local bounds of the Lipschitz constant of the objective function, with local minimizations. Unlike most existing solution methods for EPs, no monotonicity-type condition is assumed in this paper. Preliminary numerical results on several classes of EPs show the effectiveness of the approach.Comment: Technical Report of Department of Computer Science, University of Pisa, Ital

Auction-based Task Allocation for Safe and Energy Efficient UAS Parcel Transportation

In this paper, two greedy auction-based algorithms are proposed for the allocation of heterogeneous tasks to a heterogeneous fleet of UAVs. The tasks set is composed of parcel delivery tasks and charge tasks, the latter to guarantee service persistency. An optimization problem is solved by each agent to determine its bid for each task. When considering delivery tasks, the bidder aims at minimizing the energy consumption, while the minimization of the flight time is adopted for charge tasks bids. The algorithms include a path planner that computes the minimum risk path for each task-UAV bid exploiting a 2D risk map of the operational area, defined in an urban environment. Each solution approach is implemented by means of two auction strategies: single-item and multiple-item. Considerations about complexity and efficiency of the algorithms are drawn from Monte Carlo simulations

Derivative-free methods for mixed-integer nonsmooth constrained optimization

In this paper, we consider mixed-integer nonsmooth constrained optimization problems whose objective/constraint functions are available only as the output of a black-box zeroth-order oracle (i.e., an oracle that does not provide derivative information) and we propose a new derivative-free linesearch-based algorithmic framework to suitably handle those problems. We first describe a scheme for bound constrained problems that combines a dense sequence of directions (to handle the nonsmoothness of the objective function) with primitive directions (to handle discrete variables). Then, we embed an exact penalty approach in the scheme to suitably manage nonlinear (possibly nonsmooth) constraints. We analyze the global convergence properties of the proposed algorithms toward stationary points and we report the results of an extensive numerical experience on a set of mixed-integer test problems