Solving indefinite quadratic programs by dynamical systems: Preliminary investigations

Powerful results from the theory of integer programming have recently led to substantial advances in parameterized complexity. However, our perception is that, except for Lenstra's algorithm for solving integer linear programming in fixed dimension, there is still little understanding in the parameterized complexity community of the strengths and limitations of the available tools. This is understandable: it is often difficult to infer exact runtimes or even the distinction between FPT and XP algorithms, and some knowledge is simply unwritten folklore in a different community. We wish to make a step in remedying this situation. To that end, we first provide an easy to navigate quick reference guide of integer programming algorithms from the perspective of parameterized complexity. Then, we show their applications in three case studies, obtaining FPT algorithms with runtime f(k) poly(n). We focus on: - Modeling: since the algorithmic results follow by applying existing algorithms to new models, we shift the focus from the complexity result to the modeling result, highlighting common patterns and tricks which are used. - Optimality program: after giving an FPT algorithm, we are interested in reducing the dependence on the parameter; we show which algorithms and tricks are often useful for speed-ups. - Minding the poly(n): reducing f(k) often has the unintended consequence of increasing poly(n); so we highlight the common trade-offs and show how to get the best of both worlds. Specifically, we consider graphs of bounded neighborhood diversity which are in a sense the simplest of dense graphs, and we show several FPT algorithms for Capacitated Dominating Set, Sum Coloring, and Max-q-Cut by modeling them as convex programs in fixed dimension, n-fold integer programs, bounded dual treewidth programs, and indefinite quadratic programs in fixed dimension.

This paper describes a new technique for generating convex, strictly concave and indefinite (bilinear or not) quadratic programming problems. These problems have a number of properties that make them useful for test purposes. For example, strictly concave quadratic problems with their global maximum in the interior of the feasible domain and with an exponential number of local minima with distinct function values and indefinite and jointly constrained bilinear problems with nonextreme global minima, can be generated. Unlike most existing methods our construction technique does not require the solution of any subproblems or systems of equations. In addition, the authors know of no other technique for generating jointly constrained bilinear programming problems.

It is known that the design of optimal transmit beamforming vectors for cognitive radio multicast transmission can be formulated as indefinite quadratic optimization programs. Given the challenges of such nonconvex problems, the conventional approach in literature is to recast them as convex semidefinite programs (SDPs) together with rank-one constraints. Then, these nonconvex and discontinuous constraints are dropped allowing for the realization of a pool of relaxed candidate solutions, from which various randomization techniques are utilized with the hope to recover the optimal solutions. However, it has been shown that such approach fails to deliver satisfactory outcomes in many practical settings, wherein the determined solutions are found to be unacceptably far from the actual optimality. On the contrary, we in this contribution tackle the aforementioned optimal beamforming problems differently by representing them as SDPs with additional reverse convex (but continuous) constraints. Nonsmooth optimization algorithms are then proposed to locate the optimal solutions of such design problems in an efficient manner. Our thorough numerical examples verify that the proposed algorithms offer almost global optimality whilst requiring relatively low computational load.

The optimal location and capacity of distributed generation (DG) is essential for electric power systems especially to satisfy the load demand. This paper proposed the hybrid optimization method to obtain optimal location and capacity of DG considering energy storage in dynamic systems. Artificial bee colony (ABC) algorithm and quadratic programming (QP) is applied. The objective functions of the proposed method minimize the cost of distribution line losses and load shedding. ABC algorithm is used to find the optimal location and capacity of DG. Then, objective functions are calculated using QP with dynamic condition of the load profile for 24 hours. Load shedding is generated based on power generation which can’t satisfy the load demand. The proposed method has been implemented in a modified IEEE 30 bus.

Review of <i>Environmental and Hydrological Systems Modeling</i> by A. W. JayawardenaCRC Press Taylor &amp; Francis Group, Boca Raton, FL 33487; 2014; ISBN 978-0-415-46532-8; 516 pp.; $99.95.

Timed reach-avoid specifications, a subset of Signal Temporal Logic (STL), provide an expressive framework for specifying complex tasks in dynamic systems. This letter introduces a novel framework that encodes these specifications into a quadratic programming (QP) controller using backup control barrier functions (backup CBFs). Unlike existing approaches that rely on predefined safe sets, we utilize a backup control strategy within a prediction horizon to construct time-varying implicit sets online. Specifically, we address the limitation of standard backup CBFs regarding finite-time convergence by introducing contractive implicit sets. Rigorous analysis of the time-varying properties confirms that backup CBFs enforce system forward invariance within these contractive sets, driving real-time trajectories to satisfy given specifications. Our method unifies high-level planning with continuous control, while does not require explicit safe set computation for Eventually formulas or predefined performance functions. Numerical simulations validate the performance of our approach in safe planning and control of mobile robots.

This technical note proposes a quadratic programming (QP)-based method for identification of finite impulse response (FIR) dynamic systems from quantized or binary data. The main idea of the proposed method is to reformulate this identification problem, usually viewed as a nonlinear estimation problem with discontinuous nonlinearities, in the form of a standard QP problem, which is a convex optimization problem and can be solved efficiently. The so-called complete input conditions to ensure the unique solution of the QP problem are developed, and the consistency of the estimated parameters is established under the complete input conditions. Numerical examples demonstrate the effectiveness of the proposed method.

In order to further improve the control ability of dynamic positioning ship or platform under complex sea conditions, the controller and thrust allocation system of dynamic positioning are designed. A simplified three-degree-of-freedom MMG mathematical model is established for the pod full-rotation propeller used in most dynamic positioning ships. On the basis of retaining the advantages of active disturbance rejection control, the sliding mode variable structure control method is adopted to design the control law. The objective function and constraints of thrust allocation are designed based on the lowest energy consumption, and the sequential quadratic programming algorithm is used to calculate the real-time thrust allocation of each propeller. The simulation results of the ship dynamic positioning system in MATLAB show that the controller can maintain the stability and robustness of the system under the condition of external environment disturbance, and the results of the thrust allocation are reasonable, which has a certain reference value for the further study of the ship dynamic positioning control system.KeywordsSliding mode controlDynamic positioning systemThrust allocationSequential quadratic programming

We propose a sampling-based approach to learn Lyapunov functions for a class of discrete-time autonomous hybrid systems that admit a mixed-integer representation. Such systems include autonomous piecewise affine systems, closed-loop dynamics of linear systems with model predictive controllers, piecewise affine/linear complementarity/mixed-logical dynamical systems in feedback with a ReLU neural network controller, etc. The proposed method comprises an alternation between a learner and a verifier to search for a Lyapunov function from a family of parameterized Lyapunov function candidates. In each iteration, the learner uses a collection of state samples to select a Lyapunov function candidate through a convex program in the parameter space. The verifier then solves a nonconvex mixed-integer quadratic program in the state space to either validate the proposed Lyapunov function candidate or reject it with a counterexample, i.e., a state where the Lyapunov condition fails. This counterexample is then added to the sample set of the learner to refine the set of Lyapunov function candidates in the next iteration. By designing the learner and the verifier according to the analytic center cutting-plane method from convex optimization, we show that when the set of Lyapunov functions is full-dimensional in the parameter space, our method finds a Lyapunov function in a finite number of steps. We demonstrate our stability analysis method on closed-loop MPC dynamical systems and a ReLU neural network controlled PWA system.

Ensemble-based method for the inverse Frobenius–Perron operator problem: Data-driven global analysis from spatiotemporal “Movie” data

Quadratic programs (QP) with an indefinite Hessian matrix arise naturally in some direct optimal control methods, e.g., as subproblems in a sequential quadratic programming scheme. Typically, the Hessian is approximated with a positive definite matrix to ensure having a unique solution; such a procedure is called regularization. We present a novel regularization method tailored for QPs with optimal control structure. Our approach exhibits three main advantages. First, when the QP satisfies a second order sufficient condition for optimality, the primal solution of the original and the regularized problem are equal. In addition, the algorithm recovers the dual solution in a convenient way. Second, and more importantly, the regularized Hessian bears the same sparsity structure as the original one. This allows for the use of efficient structure-exploiting QP solvers. As a third advantage, the regularization can be performed with a computational complexity that scales linearly in the length of the control horizon. We showcase the properties of our regularization algorithm on a numerical example for nonlinear optimal control. The results are compared to other sparsity preserving regularization methods.

In this paper we prove a sufficient condition that a strong local minimizer of a bounded quadratic program is the unique global minimizer. This sufficient condition can be verified computationally by solving a linear and a convex quadratic program and can be used as a quality test for local minimizers found by standard indefinite quadratic programming routines.

Hybrid system analysis and control via mixed integer optimization

Numerically stable algorithms for quadratic programming are discussed. A new algorithm is described for indefinite quadratic programming which utilizes methods for updating positivedefinite factorizations only. Consequently all the updating procedures required are common to algorithms for linearly-constrained optimization. The new algorithm can be used for the positive-definite case without loss of efficiency.

In continuous variable, smooth, nonconvex nonlinear programming, we analyze the complexity of checking whether We construct a special class of indefinite quadratic programs, with simple constraints and integer data, and show that checking (a) or (b) on this class is NP-complete. As a corollary, we show that checking whether a given integer square matrix is not copositive, is NP-complete.