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Register a new userMerits of the Incremental Method for modeling Piecewise Linear functions
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Several techniques were proposed to model the Piecewise linear (PWL) functions, including convex combination, incremental and multiple choice methods. Although the incremental method was proved to be very efficient, the attention of the authors in this field was drawn to the convex combination method, especially for discontinuous PWL functions. In this work, we modify the incremental method to make it suitable for discontinuous functions. The numerical results indicate that the modified incremental method could have considerable reduction in computational time, mainly due to the reduction in the number of the required variables. Further, we propose a tighter formulation for optimization problems over separable univariate PWL functions with binary indicators by using the incremental method.
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Piecewise-Linear in Rates (PWLR) Lyapunov functions are introduced for a class of Chemical Reaction Networks (CRNs). In addition to their simple structure, these functions are robust with respect to arbitrary monotone reaction rates, of which mass-action is a special case. The existence of such functions ensures the convergence of trajectories towards equilibria, and guarantee their asymptotic stability with respect to the corresponding stoichiometric compatibility class. We give the definition of these Lyapunov functions, prove their basic properties, and provide algorithms for constructing them. Examples are provided, relationship with consensus dynamics are discussed, and future directions are elaborated.
Computing the closed convex envelope or biconjugate is the core operation that bridges the domain of nonconvex with convex analysis. We focus here on computing the conjugate of a bivariate piecewise quadratic function defined over a polytope. First, we compute the convex envelope of each piece, which is characterized by a polyhedral subdivision such that over each member of the subdivision, it has a rational form (square of a linear function over a linear function). Then we compute the conjugate of all such rational functions. It is observed that the conjugate has a parabolic subdivision such that over each member of its subdivision, it has a fractional form (linear function over square root of a linear function). This computation of the conjugate is performed with a worst-case linear time complexity algorithm. Our results are an important step toward computing the conjugate of a piecewise quadratic function, and further in obtaining explicit formulas for the convex envelope of piecewise rational functions.
Motivated by a growing list of nontraditional statistical estimation problems of the piecewise kind, this paper provides a survey of known results supplemented with new results for the class of piecewise linear-quadratic programs. These are linearly constrained optimization problems with piecewise linear-quadratic (PLQ) objective functions. Starting from a study of the representation of such a function in terms of a family of elementary functions consisting of squared affine functions, squared plus-composite-affine functions, and affine functions themselves, we summarize some local properties of a PLQ function in terms of their first and second-order directional derivatives. We extend some well-known necessary and sufficient second-order conditions for local optimality of a quadratic program to a PLQ program and provide a dozen such equivalent conditions for strong, strict, and isolated local optimality, showing in particular that a PLQ program has the same characterizations for local minimality as a standard quadratic program. As a consequence of one such condition, we show that the number of strong, strict, or isolated local minima of a PLQ program is finite; this result supplements a recent result about the finite number of directional stationary objective values. Interestingly, these finiteness results can be uncovered by invoking a very powerful property of subanalytic functions; our proof is fairly elementary, however. We discuss applications of PLQ programs in some modern statistical estimation problems. These problems lead to a special class of unconstrained composite programs involving the non-differentiable $ell_1$-function, for which we show that the task of verifying the second-order stationary condition can be converted to the problem of checking the copositivity of certain Schur complement on the nonnegative orthant.
Many separable nonlinear optimization problems can be approximated by their nonlinear objective functions with piecewise linear functions. A natural question arising from applying this approach is how to break the interval of interest into subintervals (pieces) to achieve a good approximation. We present formulations to optimize the location of the knots. We apply a sequential quadratic programming method and a spectral projected gradient method to solve the problem. We report numerical experiments to show the effectiveness of the proposed approaches.
We propose a learning-based method for Lyapunov stability analysis of piecewise affine dynamical systems in feedback with piecewise affine neural network controllers. The proposed method consists of an iterative interaction between a learner and a verifier, where in each iteration, the learner uses a collection of samples of the closed-loop system to propose a Lyapunov function candidate as the solution to a convex program. The learner then queries the verifier, which solves a mixed-integer program to either validate the proposed Lyapunov function candidate or reject it with a counterexample, i.e., a state where the stability condition fails. This counterexample is then added to the sample set of the learner to refine the set of Lyapunov function candidates. We design the learner and the verifier based on the analytic center cutting-plane method, in which the verifier acts as the cutting-plane oracle to refine the set of Lyapunov function candidates. We show that when the set of Lyapunov functions is full-dimensional in the parameter space, the overall procedure finds a Lyapunov function in a finite number of iterations. We demonstrate the utility of the proposed method in searching for quadratic and piecewise quadratic Lyapunov functions.
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