An efficient approach for nonconvex semidefinite optimization via customized alternating direction method of multipliers

We investigate a class of general combinatorial graph problems, including MAX-CUT and community detection, reformulated as quadratic objectives over nonconvex constraints and solved via the alternating direction method of multipliers (ADMM). We propose two reformulations: one using vector variables and a binary constraint, and the other further reformulating the Burer-Monteiro form for simpler subproblems. Despite the nonconvex constraint, we prove the ADMM iterates converge to a stationary point in both formulations, under mild assumptions. Additionally, recent work suggests that in this latter form, when the matrix factors are wide enough, local optimum with high probability is also the global optimum. To demonstrate the scalability of our algorithm, we include results for MAX-CUT, community detection, and image segmentation benchmark and simulated examples.Comment: arXiv admin note: text overlap with arXiv:1805.1067

Wasserstein Distributionally Robust Control Barrier Function using Conditional Value-at-Risk with Differentiable Convex Programming

Control Barrier functions (CBFs) have attracted extensive attention for designing safe controllers for their deployment in real-world safety-critical systems. However, the perception of the surrounding environment is often subject to stochasticity and further distributional shift from the nominal one. In this paper, we present distributional robust CBF (DR-CBF) to achieve resilience under distributional shift while keeping the advantages of CBF, such as computational efficacy and forward invariance. To achieve this goal, we first propose a single-level convex reformulation to estimate the conditional value at risk (CVaR) of the safety constraints under distributional shift measured by a Wasserstein metric, which is by nature tri-level programming. Moreover, to construct a control barrier condition to enforce the forward invariance of the CVaR, the technique of differentiable convex programming is applied to enable differentiation through the optimization layer of CVaR estimation. We also provide an approximate variant of DR-CBF for higher-order systems. Simulation results are presented to validate the chance-constrained safety guarantee under the distributional shift in both first and second-order systems

Scaling Up Multiagent Reinforcement Learning for Robotic Systems: Learn an Adaptive Sparse Communication Graph

The complexity of multiagent reinforcement learning (MARL) in multiagent systems increases exponentially with respect to the agent number. This scalability issue prevents MARL from being applied in large-scale multiagent systems. However, one critical feature in MARL that is often neglected is that the interactions between agents are quite sparse. Without exploiting this sparsity structure, existing works aggregate information from all of the agents and thus have a high sample complexity. To address this issue, we propose an adaptive sparse attention mechanism by generalizing a sparsity-inducing activation function. Then a sparse communication graph in MARL is learned by graph neural networks based on this new attention mechanism. Through this sparsity structure, the agents can communicate in an effective as well as efficient way via only selectively attending to agents that matter the most and thus the scale of the MARL problem is reduced with little optimality compromised. Comparative results show that our algorithm can learn an interpretable sparse structure and outperforms previous works by a significant margin on applications involving a large-scale multiagent system

Joint Estimation of OD Demands and Cost Functions in Transportation Networks from Data

Existing work has tackled the problem of estimating Origin-Destination (OD) demands and recovering travel latency functions in transportation networks under the Wardropian assumption. The ultimate objective is to derive an accurate predictive model of the network to enable optimization and control. However, these two problems are typically treated separately and estimation is based on parametric models. In this paper, we propose a method to jointly recover nonparametric travel latency cost functions and estimate OD demands using traffic flow data. We formulate the problem as a bilevel optimization problem and develop an iterative first-order optimization algorithm to solve it. A numerical example using the Braess Network is presented to demonstrate the effectiveness of our method.Comment: To appear at the Proceedings of the 58th IEEE Conference on Decision and Contro

Optimal composition of heterogeneous multi-agent teams for coverage problems with performance bound guarantees

First author draf