We provide a full characterization of the oblique projector $U(VU)^+V$ in the general case where the range of $U$ and the null space of $V$ are not complementary subspaces. We discuss the new result in the context of constrained least squares minimization.
We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe an algori
thmic framework based on a subproblem constructed from a linearized approximation to the objective and a regularization term. Properties of local solutions of this subproblem underlie both a global convergence result and an identification property of the active manifold containing the solution of the original problem. Preliminary computational results on both convex and nonconvex examples are promising.
Large graphs abound in machine learning, data mining, and several related areas. A useful step towards analyzing such graphs is that of obtaining certain summary statistics - e.g., or the expected length of a shortest path between two nodes, or the e
xpected weight of a minimum spanning tree of the graph, etc. These statistics provide insight into the structure of a graph, and they can help predict global properties of a graph. Motivated thus, we propose to study statistical properties of structured subgraphs (of a given graph), in particular, to estimate the expected objective function value of a combinatorial optimization problem over these subgraphs. The general task is very difficult, if not unsolvable; so for concreteness we describe a more specific statistical estimation problem based on spanning trees. We hope that our position paper encourages others to also study other types of graphical structures for which one can prove nontrivial statistical estimates.
We present an alternative encapsulated formulation of the Selective Frequency Damping method for finding unstable equilibria of dynamical systems, which is particularly useful when analysing the stability of fluid flows. The formulation makes use of
splitting methods, which means that it can be wrapped around an existing time-stepping code as a black box. The method is first applied to a scalar problem in order to analyse its stability and highlight the roles of the control coefficient $chi$ and the filter width $Delta$ in the convergence (or not) towards the steady-state. Then the steady-state of the incompressible flow past a two-dimensional cylinder at $Re=100$, obtained with a code which implements the spectral/hp element method, is presented.
Graph matching is a challenging problem with very important applications in a wide range of fields, from image and video analysis to biological and biomedical problems. We propose a robust graph matching algorithm inspired in sparsity-related techniq
ues. We cast the problem, resembling group or collaborative sparsity formulations, as a non-smooth convex optimization problem that can be efficiently solved using augmented Lagrangian techniques. The method can deal with weighted or unweighted graphs, as well as multimodal data, where different graphs represent different types of data. The proposed approach is also naturally integrated with collaborative graph inference techniques, solving general network inference problems where the observed variables, possibly coming from different modalities, are not in correspondence. The algorithm is tested and compared with state-of-the-art graph matching techniques in both synthetic and real graphs. We also present results on multimodal graphs and applications to collaborative inference of brain connectivity from alignment-free functional magnetic resonance imaging (fMRI) data. The code is publicly available.
High-voltage direct current (HVDC) is a commonly used technology for long-distance power transmission, due to its low resistive losses and low costs. In this paper, a novel distributed controller for multi-terminal HVDC (MTDC) systems is proposed. Un
der certain conditions on the controller gains, it is shown to stabilize the MTDC system. The controller is shown to always keep the voltages close to the nominal voltage, while assuring that the injected power is shared fairly among the converters. The theoretical results are validated by simulations, where the affect of communication time-delays is also studied.
In this paper, we study a class of generalized monotone variational inequality (GMVI) problems whose operators are not necessarily monotone (e.g., pseudo-monotone). We present non-Euclidean extragradient (N-EG) methods for computing approximate stron
g solutions of these problems, and demonstrate how their iteration complexities depend on the global Lipschitz or H{o}lder continuity properties for their operators and the smoothness properties for the distance generating function used in the N-EG algorithms. We also introduce a variant of this algorithm by incorporating a simple line-search procedure to deal with problems with more general continuous operators. Numerical studies are conducted to illustrate the significant advantages of the developed algorithms over the existing ones for solving large-scale GMVI problems.
This paper considers a distributed PI-controller for networked dynamical systems. Sufficient conditions for when the controller is able to stabilize a general linear system and eliminate static control errors are presented. The proposed controller is
applied to frequency control of power transmission systems. Sufficient stability criteria are derived, and it is shown that the controller parameters can always be chosen so that the frequencies in the closed loop converge to nominal operational frequency. We show that the load sharing property of the generators is maintained, i.e., the input power of the generators is proportional to a controller parameter. The controller is evaluated by simulation on the IEEE 30 bus test network, where its effectiveness is demonstrated.
Recently two approximate Newton methods were proposed for the optimisation of Markov Decision Processes. While these methods were shown to have desirable properties, such as a guarantee that the preconditioner is negative-semidefinite when the policy
is $log$-concave with respect to the policy parameters, and were demonstrated to have strong empirical performance in challenging domains, such as the game of Tetris, no convergence analysis was provided. The purpose of this paper is to provide such an analysis. We start by providing a detailed analysis of the Hessian of a Markov Decision Process, which is formed of a negative-semidefinite component, a positive-semidefinite component and a remainder term. The first part of our analysis details how the negative-semidefinite and positive-semidefinite components relate to each other, and how these two terms contribute to the Hessian. The next part of our analysis shows that under certain conditions, relating to the richness of the policy class, the remainder term in the Hessian vanishes in the vicinity of a local optimum. Finally, we bound the behaviour of this remainder term in terms of the mixing time of the Markov chain induced by the policy parameters, where this part of the analysis is applicable over the entire parameter space. Given this analysis of the Hessian we then provide our local convergence analysis of the approximate Newton framework.
In this paper, a flexible optimization-based framework for intentional islanding is presented. The decision is made of which transmission lines to switch in order to split the network while minimizing disruption, the amount of load shed, or grouping
coherent generators. The approach uses a piecewise linear model of AC power flow, which allows the voltage and reactive power to be considered directly when designing the islands. Demonstrations on standard test networks show that solution of the problem provides islands that are balanced in real and reactive power, satisfy AC power flow laws, and have a healthy voltage profile.
