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Register a new userConvex Optimization of the Basic Reproduction Number
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Added by
Kevin Smith
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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The basic reproduction number $R_0$ is a fundamental quantity in epidemiological modeling, reflecting the typical number of secondary infections that arise from a single infected individual. While $R_0$ is widely known to scientists, policymakers, and the general public, it has received comparatively little attention in the controls community. This note provides two novel characterizations of $R_0$: a stability characterization and a geometric program characterization. The geometric program characterization allows us to write $R_0$-constrained and budget-constrained optimal resource allocation problems as geometric programs, which are easily transformed into convex optimization problems. We apply these programs to a case study of allocating vaccines and antidotes, finding that targeting $R_0$ instead of the spectral abscissa of the Jacobian matrix (a common target in the controls literature) leads to qualitatively different solutions.
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In this paper, we propose a new approach to design globally convergent reduced-order observers for nonlinear control systems via contraction analysis and convex optimization. Despite the fact that contraction is a concept naturally suitable for state estimation, the existing solutions are either local or relatively conservative when applying to physical systems. To address this, we show that this problem can be translated into an off-line search for a coordinate transformation after which the dynamics is (transversely) contracting. The obtained sufficient condition consists of some easily verifiable differential inequalities, which, on one hand, identify a very general class of detectable nonlinear systems, and on the other hand, can be expressed as computationally efficient convex optimization, making the design procedure more systematic. Connections with some well-established approaches and concepts are also clarified in the paper. Finally, we illustrate the proposed method with several numerical and physical examples, including polynomial, mechanical, electromechanical and biochemical systems.
We propose a framework to use Nesterovs accelerated method for constrained convex optimization problems. Our approach consists of first reformulating the original problem as an unconstrained optimization problem using a continuously differentiable exact penalty function. This reformulation is based on replacing the Lagrange multipliers in the augmented Lagrangian of the original problem by Lagrange multiplier functions. The expressions of these Lagrange multiplier functions, which depend upon the gradients of the objective function and the constraints, can make the unconstrained penalty function non-convex in general even if the original problem is convex. We establish sufficient conditions on the objective function and the constraints of the original problem under which the unconstrained penalty function is convex. This enables us to use Nesterovs accelerated gradient method for unconstrained convex optimization and achieve a guaranteed rate of convergence which is better than the state-of-the-art first-order algorithms for constrained convex optimization. Simulations illustrate our results.
This paper considers the problem of designing accelerated gradient-based algorithms for optimization and saddle-point problems. The class of objective functions is defined by a generalized sector condition. This class of functions contains strongly convex functions with Lipschitz gradients but also non-convex functions, which allows not only to address optimization problems but also saddle-point problems. The proposed design procedure relies on a suitable class of Lyapunov functions and on convex semi-definite programming. The proposed synthesis allows the design of algorithms that reach the performance of state-of-the-art accelerated gradient methods and beyond.
Optimized Pulse Patterns (OPPs) are gaining increasing popularity in the power electronics community over the well-studied pulse width modulation due to their inherent ability to provide the switching instances that optimize current harmonic distortions. In particular, the OPP problem minimizes current harmonic distortions under a cardinality constraint on the number of switching instances per fundamental wave period. The OPP problem is, however, non-convex involving both polynomials and trigonometric functions. In the existing literature, the OPP problem is solved using off-the-shelf solvers with local convergence guarantees. To obtain guarantees of global optimality, we employ and extend techniques from polynomial optimization literature and provide a solution with a global convergence guarantee. Specifically, we propose a polynomial approximation to the OPP problem to then utilize well-studied globally convergent convex relaxation hierarchies, namely, semi-definite programming and relative entropy relaxations. The resulting hierarchy is proven to converge to the global optimal solution. Our method exhibits a strong performance for OPP problems up to 50 switching instances per quarter wave.
Optimal power flow (OPF) is the fundamental mathematical model in power system operations. Improving the solution quality of OPF provide huge economic and engineering benefits. The convex reformulation of the original nonconvex alternating current OPF (ACOPF) model gives an efficient way to find the global optimal solution of ACOPF but suffers from the relaxation gaps. The existence of relaxation gaps hinders the practical application of convex OPF due to the AC-infeasibility problem. We evaluate and improve the tightness of the convex ACOPF model in this paper. Various power networks and nodal loads are considered in the evaluation. A unified evaluation framework is implemented in Julia programming language. This evaluation shows the sensitivity of the relaxation gap and helps to benchmark the proposed tightness reinforcement approach (TRA). The proposed TRA is based on the penalty function method which penalizes the power loss relaxation in the objective function of the convex ACOPF model. A heuristic penalty algorithm is proposed to find the proper penalty parameter of the TRA. Numerical results show relaxation gaps exist in test cases especially for large-scale power networks under low nodal power loads. TRA is effective to reduce the relaxation gap of the convex ACOPF model.
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