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Human trafficking, the commercial exploitation of individuals, is a gross violation of human rights and harms societies, economies, health and development. The related disciplines of Operations Management (OM), Analytics, and Operations Research (OR) are uniquely positioned to support trafficking prevention and intervention efforts by efficiently evaluating a plethora of decision alternatives, and providing quantitative, actionable insights. As operations and analytical efforts in the counter-trafficking field emerge, it is imperative to grasp subtle yet distinctive nuances associated with human trafficking. This note is intended to inform those practitioners working in the field by highlighting key features of human trafficking activity. We grouped nine themes around three broad categories: (1) representation of human trafficking, (2) consideration of survivors and communities, and (3) analytics related. These insights are derived from our collective experience in working in this area and substantiated by domain expertise.

We introduce an extension to local principal component analysis for learning symmetric manifolds. In particular, we use a spectral method to approximate the Lie algebra corresponding to the symmetry group of the underlying manifold. We derive the sample complexity of our method for a variety of manifolds before applying it to various data sets for improved density estimation.

Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each iteration step of both algorithms, we first test the feasibility of a given test solution for each and every constraint associated with the sampled optimisation at hand, while also identifying those constraints that are violated. Subsequently, an optimisation problem is constructed with a constraint set consisting of the current basis -- namely, the smallest set of constraints that fully specifies the current test solution -- as well as constraints related to a limited number of the identified violating samples. We show that both algorithms exhibit finite-time convergence towards the optimal solution. Algorithm 2 features a neural network classifier that notably improves the computational performance compared to Algorithm 1. We quantitatively establish these algorithms' efficacy through three numerical tests: robust optimal power flow, robust unit commitment, and robust random mixed-integer linear program.

The massive increase of data traffic, the widespread proliferation of wireless applications and the full-scale deployment of 5G and the IoT, imply a steep increase in cellular networks energy use, resulting in a significant carbon footprint. This paper presents a comprehensive model to show the interaction between the networking and energy features of the problem and study the economical and technical viability of green networking. Solar equipment, cell zooming, energy management and dynamic user allocation are considered in the upgrading network planning process. We propose a mixed-integer optimization model to minimize long-term capital costs and operational energy expenditures in a heterogeneous on-grid cellular network with different types of base station, including solar. Based on eight scenarios where realistic costs of solar panels, batteries, and inverters were considered, we first found that solar base stations are currently not economically interesting for cellular operators. We next studied the impact of a significant and progressive carbon tax on reducing greenhouse gas emissions (GHG). We found that, at current energy and equipment prices, a carbon tax ten-fold the current value is the only element that could make green base stations economically viable., Comment: 25 pages, 12 figures, 51 references, journal paper to ieee transaciton green communications and networks

We consider distributed optimization methods for problems where forming the Hessian is computationally challenging and communication is a significant bottleneck. We leverage randomized sketches for reducing the problem dimensions as well as preserving privacy and improving straggler resilience in asynchronous distributed systems. We derive novel approximation guarantees for classical sketching methods and establish tight concentration results that serve as both upper and lower bounds on the error. We then extend our analysis to the accuracy of parameter averaging for distributed sketches. Furthermore, we develop unbiased parameter averaging methods for randomized second order optimization for regularized problems that employ sketching of the Hessian. Existing works do not take the bias of the estimators into consideration, which limits their application to massively parallel computation. We provide closed-form formulas for regularization parameters and step sizes that provably minimize the bias for sketched Newton directions. Additionally, we demonstrate the implications of our theoretical findings via large scale experiments on a serverless cloud computing platform., arXiv admin note: text overlap with arXiv:2002.06540

We study a tropical linear regression problem consisting in finding the best approximation of a set of points by a tropical hyperplane. We establish a strong duality theorem, showing that the value of this problem coincides with the maximal radius of a Hilbert's ball included in a tropical polyhedron. We also show that this regression problem is polynomial-time equivalent to mean payoff games. We illustrate our results by solving an inverse problem from auction theory. In this setting, a tropical hyperplane represents the set of equilibrium prices. Tropical linear regression allows us to quantify the distance of a market to the set of equilibria, and infer secret preferences of a decision maker.

In this work we consider stochastic gradient descent (SGD) for solving linear inverse problems in Banach spaces. SGD and its variants have been established as one of the most successful optimisation methods in machine learning, imaging and signal processing, etc. At each iteration SGD uses a single datum, or a small subset of data, resulting in highly scalable methods that are very attractive for large-scale inverse problems. Nonetheless, the theoretical analysis of SGD-based approaches for inverse problems has thus far been largely limited to Euclidean and Hilbert spaces. In this work we present a novel convergence analysis of SGD for linear inverse problems in general Banach spaces: we show the almost sure convergence of the iterates to the minimum norm solution and establish the regularising property for suitable a priori stopping criteria. Numerical results are also presented to illustrate features of the approach.

Electric vehicles (EVs) are being rapidly adopted due to their economic and societal benefits. Autonomous mobility-on-demand (AMoD) systems also embrace this trend. However, the long charging time and high recharging frequency of EVs pose challenges to efficiently managing EV AMoD systems. The complicated dynamic charging and mobility process of EV AMoD systems makes the demand and supply uncertainties significant when designing vehicle balancing algorithms. In this work, we design a data-driven distributionally robust optimization (DRO) approach to balance EVs for both the mobility service and the charging process. The optimization goal is to minimize the worst-case expected cost under both passenger mobility demand uncertainties and EV supply uncertainties. We then propose a novel distributional uncertainty sets construction algorithm that guarantees the produced parameters are contained in desired confidence regions with a given probability. To solve the proposed DRO AMoD EV balancing problem, we derive an equivalent computationally tractable convex optimization problem. Based on real-world EV data of a taxi system, we show that with our solution the average total balancing cost is reduced by 14.49%, and the average mobility fairness and charging fairness are improved by 15.78% and 34.51%, respectively, compared to solutions that do not consider uncertainties., 16 pages

In the past few years, Online Convex Optimization (OCO) has received notable attention in the control literature thanks to its flexible real-time nature and powerful performance guarantees. In this paper, we propose new step-size rules and OCO algorithms that simultaneously exploit gradient predictions, function predictions and dynamics, features particularly pertinent to control applications. The proposed algorithms enjoy static and dynamic regret bounds in terms of the dynamics of the reference action sequence, gradient prediction error, and function prediction error, which are generalizations of known regularity measures from the literature. We present results for both convex and strongly convex costs. We validate the performance of the proposed algorithms in a trajectory tracking case study, as well as portfolio optimization using real-world datasets.

This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and constraint functions. At each round, each agent selects a decision from the decision set, and then only a portion of the loss function and a coordinate block of the constraint function at this round are privately revealed to this agent. The goal of the network is to minimize the network-wide loss accumulated over time. Two distributed online algorithms with full-information and bandit feedback are proposed. Both dynamic and static network regret bounds are analyzed for the proposed algorithms, and network cumulative constraint violation is used to measure constraint violation, which excludes the situation that strictly feasible constraints can compensate the effects of violated constraints. In particular, we show that the proposed algorithms achieve $\mathcal{O}(T^{\max\{\kappa,1-\kappa\}})$ static network regret and $\mathcal{O}(T^{1-\kappa/2})$ network cumulative constraint violation, where $T$ is the time horizon and $\kappa\in(0,1)$ is a user-defined trade-off parameter. Moreover, if the loss functions are strongly convex, then the static network regret bound can be reduced to $\mathcal{O}(T^{\kappa})$. Finally, numerical simulations are provided to illustrate the effectiveness of the theoretical results.

It is known that the generalized Nash equilibrium problem can be reformulated as a quasivariational inequality. Our aim in this work is to introduce a variational approach to study the existence of solutions for generalized ordinal Nash games, that is, generalized games where the player preferences are binary relations that do not necessarily admit a utility representation., Comment: 7 pages

Consider a two-person zero-sum search game between a hider and a searcher. The hider hides among $n$ discrete locations, and the searcher successively visits individual locations until finding the hider. Known to both players, a search at location $i$ takes $t_i$ time units and detects the hider -- if hidden there -- independently with probability $q_i$, for $i=1,\ldots,n$. The hider aims to maximize the expected time until detection, while the searcher aims to minimize it. We prove the existence of an optimal strategy for each player. In particular, the hider's optimal mixed strategy hides in each location with a nonzero probability, and the searcher's optimal mixed strategy can be constructed with up to $n$ simple search sequences. We develop an algorithm to compute an optimal strategy for each player, and compare the optimal hiding strategy with the simple hiding strategy which gives the searcher no location preference at the beginning of the search., Comment: 55 pages, 2 figures

This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and demonstrates that naively combining reinforcement learning with the fixed-point approach in classical MFGs yields unstable algorithms. It then proposes value-based and policy-based reinforcement learning algorithms (GMF-V and GMF-P, respectively) with smoothed policies, with analysis of their convergence properties and computational complexities. Experiments on an equilibrium product pricing problem demonstrate that GMF-V-Q and GMF-P-TRPO, two specific instantiations of GMF-V and GMF-P, respectively, with Q-learning and TRPO, are both efficient and robust in the GMFG setting. Moreover, their performance is superior in convergence speed, accuracy, and stability when compared with existing algorithms for multi-agent reinforcement learning in the $N$-player setting., Published in Mathematics of Operations Research

Mirror descent (MD) is a powerful first-order optimization technique that subsumes several optimization algorithms including gradient descent (GD). In this work, we develop a semi-definite programming (SDP) framework to analyze the convergence rate of MD in centralized and distributed settings under both strongly convex and non-strongly convex assumptions. We view MD with a dynamical system lens and leverage quadratic constraints (QCs) to provide explicit convergence rates based on Lyapunov stability. For centralized MD under strongly convex assumption, we develop a SDP that certifies exponential convergence rates. We prove that the SDP always has a feasible solution that recovers the optimal GD rate as a special case. We complement our analysis by providing the $O(1/k)$ convergence rate for convex problems. Next, we analyze the convergence of distributed MD and characterize the rate using SDP. To the best of our knowledge, the numerical rate of distributed MD has not been previously reported in the literature. We further prove an $O(1/k)$ convergence rate for distributed MD in the convex setting. Our numerical experiments on strongly convex problems indicate that our framework certifies superior convergence rates compared to the existing rates for distributed GD.

The problem of community detection with two equal-sized communities is closely related to the minimum graph bisection problem over certain random graph models. In the stochastic block model distribution over networks with community structure, a well-known semidefinite programming (SDP) relaxation of the minimum bisection problem recovers the underlying communities whenever possible. Motivated by their superior scalability, we study the theoretical performance of linear programming (LP) relaxations of the minimum bisection problem for the same random models. We show that unlike the SDP relaxation that undergoes a phase transition in the logarithmic average-degree regime, the LP relaxation exhibits a transition from recovery to non-recovery in the linear average-degree regime. We show that in the logarithmic average-degree regime, the LP relaxation fails in recovering the planted bisection with high probability., 32 pages, 3 figures; includes revisions for print version

We develop a probabilistic control algorithm, $\texttt{GTLProCo}$, for swarms of agents with heterogeneous dynamics and objectives, subject to high-level task specifications. The resulting algorithm not only achieves decentralized control of the swarm but also significantly improves scalability over state-of-the-art existing algorithms. Specifically, we study a setting in which the agents move along the nodes of a graph, and the high-level task specifications for the swarm are expressed in a recently-proposed language called graph temporal logic (GTL). By constraining the distribution of the swarm over the nodes of the graph, GTL can specify a wide range of properties, including safety, progress, and response. $\texttt{GTLProCo}$, agnostic to the number of agents comprising the swarm, controls the density distribution of the swarm in a decentralized and probabilistic manner. To this end, it synthesizes a time-varying Markov chain modeling the time evolution of the density distribution under the GTL constraints. We first identify a subset of GTL, namely reach-avoid specifications, for which we can reduce the synthesis of such a Markov chain to either linear or semi-definite programs. Then, in the general case, we formulate the synthesis of the Markov chain as a mixed-integer nonlinear program (MINLP). We exploit the structure of the problem to provide an efficient sequential mixed-integer linear programming scheme with trust regions to solve the MINLP. We empirically demonstrate that our sequential scheme is at least three orders of magnitude faster than off-the-shelf MINLP solvers and illustrate the effectiveness of $\texttt{GTLProCo}$ in several swarm scenarios., Comment: Initial submission to TAC

The problem of finding the unique low dimensional decomposition of a given matrix has been a fundamental and recurrent problem in many areas. In this paper, we study the problem of seeking a unique decomposition of a low rank matrix $Y\in \mathbb{R}^{p\times n}$ that admits a sparse representation. Specifically, we consider $Y = A X\in \mathbb{R}^{p\times n}$ where the matrix $A\in \mathbb{R}^{p\times r}$ has full column rank, with $r < \min\{n,p\}$, and the matrix $X\in \mathbb{R}^{r\times n}$ is element-wise sparse. We prove that this sparse decomposition of $Y$ can be uniquely identified, up to some intrinsic signed permutation. Our approach relies on solving a nonconvex optimization problem constrained over the unit sphere. Our geometric analysis for the nonconvex optimization landscape shows that any {\em strict} local solution is close to the ground truth solution, and can be recovered by a simple data-driven initialization followed with any second order descent algorithm. At last, we corroborate these theoretical results with numerical experiments., Accepted by 2021 Neurips, in IEEE Transactions on Information Theory, 2022

Distributed linear algebraic equation over networks, where nodes hold a part of problem data and cooperatively solve the equation via node-to-node communications, is a basic distributed computation task receiving an increasing research attention. Communications over a network have a stochastic nature, with both temporal and spatial dependence due to link failures, packet dropouts or node recreation, etc. In this paper, we study the convergence and convergence rate of distributed linear equation protocols over a $\ast$-mixing random network, where the temporal and spatial dependencies between the node-to-node communications are allowed. When the network linear equation admits exact solutions, we prove the mean-squared exponential convergence rate of the distributed projection consensus algorithm, while the lower and upper bound estimations of the convergence rate are also given for independent and identically distributed (i.i.d.) random graphs. Motivated by the randomized Kaczmarz algorithm, we also propose a distributed randomized projection consensus algorithm, where each node randomly selects one row of local linear equations for projection per iteration, and establish an exponential convergence rate. When the network linear equation admits no exact solution, we prove that a distributed gradient-descent-like algorithm with diminishing step-sizes can drive all nodes' states to a least-squares solution at a sublinear rate. These results collectively illustrate that distributed computations may overcome communication correlations if the prototype algorithms enjoy certain contractive properties or are designed with suitable parameters., 17 pages

This paper studies the adaptive optimal stationary control of continuous-time linear stochastic systems with both additive and multiplicative noises, using reinforcement learning techniques. Based on policy iteration, a novel off-policy reinforcement learning algorithm, named optimistic least-squares-based policy iteration, is proposed which is able to find iteratively near-optimal policies of the adaptive optimal stationary control problem directly from input/state data without explicitly identifying any system matrices, starting from an initial admissible control policy. The solutions given by the proposed optimistic least-squares-based policy iteration are proved to converge to a small neighborhood of the optimal solution with probability one, under mild conditions. The application of the proposed algorithm to a triple inverted pendulum example validates its feasibility and effectiveness., Comment: 10 pages, 3 figures

This paper is a survey of methods for solving smooth (strongly) monotone stochastic variational inequalities. To begin with, we give the deterministic foundation from which the stochastic methods eventually evolved. Then we review methods for the general stochastic formulation, and look at the finite sum setup. The last parts of the paper are devoted to various recent (not necessarily stochastic) advances in algorithms for variational inequalities., Comment: 12 pages

We consider the problem of computing the \emph{distance-based representative skyline} in the plane, a problem introduced by Tao, Ding, Lin and Pei [Proc. 25th IEEE International Conference on Data Engineering (ICDE), 2009] and independently considered by Dupin, Nielsen and Talbi [Optimization and Learning - Third International Conference, OLA 2020] in the context of multi-objective optimization. Given a set $P$ of $n$ points in the plane and a parameter $k$, the task is to select $k$ points of the skyline defined by $P$ (also known as Pareto front for $P$) to minimize the maximum distance from the points of the skyline to the selected points. We show that the problem can be solved in $O(n\log h)$ time, where $h$ is the number of points in the skyline of $P$. We also show that the decision problem can be solved in $O(n\log k)$ time and the optimization problem can be solved in $O(n \log k + n \operatorname{loglog} n)$ time. This improves previous algorithms and is optimal for a large range of values of $k$., 25 pages

We consider unconstrained stochastic optimization problems with no available gradient information. Such problems arise in settings from derivative-free simulation optimization to reinforcement learning. We propose an adaptive sampling quasi-Newton method where we estimate the gradients of a stochastic function using finite differences within a common random number framework. We develop modified versions of a norm test and an inner product quasi-Newton test to control the sample sizes used in the stochastic approximations and provide global convergence results to the neighborhood of the optimal solution. We present numerical experiments on simulation optimization problems to illustrate the performance of the proposed algorithm. When compared with classical zeroth-order stochastic gradient methods, we observe that our strategies of adapting the sample sizes significantly improve performance in terms of the number of stochastic function evaluations required.

In increasingly different contexts, it happens that a human player has to interact with artificial players who make decisions following decision-making algorithms. How should the human player play against these algorithms to maximize his utility? Does anything change if he faces one or more artificial players? The main goal of the paper is to answer these two questions. Consider n-player games in normal form repeated over time, where we call the human player optimizer, and the (n -- 1) artificial players, learners. We assume that learners play no-regret algorithms, a class of algorithms widely used in online learning and decision-making. In these games, we consider the concept of Stackelberg equilibrium. In a recent paper, Deng, Schneider, and Sivan have shown that in a 2-player game the optimizer can always guarantee an expected cumulative utility of at least the Stackelberg value per round. In our first result, we show, with counterexamples, that this result is no longer true if the optimizer has to face more than one player. Therefore, we generalize the definition of Stackelberg equilibrium introducing the concept of correlated Stackelberg equilibrium. Finally, in the main result, we prove that the optimizer can guarantee at least the correlated Stackelberg value per round. Moreover, using a version of the strong law of large numbers, we show that our result is also true almost surely for the optimizer utility instead of the optimizer's expected utility.

For decision making under uncertainty, min-max regret has been established as a popular methodology to find robust solutions. In this approach, we compare the performance of our solution against the best possible performance had we known the true scenario in advance. We introduce a generalization of this setting which allows us to compare against solutions that are also affected by uncertainty, which we call balanced regret. Using budgeted uncertainty sets, this allows for a wider range of possible alternatives the decision maker may choose from. We analyze this approach for general combinatorial problems, providing an iterative solution method and insights into solution properties. We then consider a type of selection problem in more detail and show that, while the classic regret setting with budgeted uncertainty sets can be solved in polynomial time, the balanced regret problem becomes NP-hard. In computational experiments using random and real-world data, we show that balanced regret solutions provide a useful trade-off for the performance in classic performance measures.

Downtime of industrial assets such as wind turbines and medical imaging devices comes at a sharp cost. To avoid such downtime costs, companies seek to initiate maintenance just before failure. Unfortunately, this is challenging for the following two reasons: On the one hand, because asset failures are notoriously difficult to predict, even in the presence of real-time monitoring devices which signal early degradation. On the other hand, because the available resources to serve a network of geographically dispersed assets are typically limited. In this paper, we propose a novel model referred to as the dynamic traveling maintainer problem with alerts that incorporates these two challenges and we provide three solution approaches on how to dispatch the limited resources. Namely, we propose: (i) Greedy heuristic approaches that rank assets on urgency, proximity and economic risk; (ii) A novel traveling maintainer heuristic approach that optimizes short-term costs; and (iii) A deep reinforcement learning (DRL) approach that optimizes long-term costs. Each approach has different requirements concerning the available alert information. Experiments with small asset networks show that all methods can approximate the optimal policy when given access to complete condition information. For larger networks, the proposed methods yield competitive policies, with DRL consistently achieving the lowest costs.

In this paper, we study accelerating a Laplacian-based dynamic average consensus algorithm by splitting the conventional delay-free disagreement feedback into weighted summation of a current and an outdated term. We determine for what weighted sum there exists a range of time delay that results in the higher rate of convergence for the algorithm. For such weights, using the Lambert W function, we obtain the rate increasing range of the time delay, the maximum reachable rate and comment on the value of the corresponding maximizer delay. We also study the effect of use of outdated feedback on the control effort of the agents and show that only for some specific affine combination of the immediate and outdated feedback the control effort of the agents does not go beyond that of the delay-free algorithm. Additionally, we demonstrate that using outdated feedback does not increase the steady state tracking error of the average consensus algorithm. Lastly, we determine the optimum combination of the current and the outdated feedback weights to achieve the maximum increase in the rate of convergence without increasing the control effort of the agents. We demonstrate our results through a numerical example.

Existing frameworks for transfer learning are incomplete from a systems theoretic perspective. They place emphasis on notions of domain and task, and neglect notions of structure and behavior. In doing so, they limit the extent to which formalism can be carried through into the elaboration of their frameworks. Herein, we use Mesarovician systems theory to define transfer learning as a relation on sets and subsequently characterize the general nature of transfer learning as a mathematical construct. We interpret existing frameworks in terms of ours and go beyond existing frameworks to define notions of transferability, transfer roughness, and transfer distance. Importantly, despite its formalism, our framework avoids the detailed mathematics of learning theory or machine learning solution methods without excluding their consideration. As such, we provide a formal, general systems framework for modeling transfer learning that offers a rigorous foundation for system design and analysis.

Convergence (virtual) bidding is an important part of two-settlement electric power markets as it can effectively reduce discrepancies between the day-ahead and real-time markets. Consequently, there is extensive research into the bidding strategies of virtual participants aiming to obtain optimal bids to submit to the day-ahead market. In this paper, we introduce a price-based general stochastic optimization framework to obtain optimal convergence bid curves. Within this framework, we develop a computationally tractable linear programming-based optimization model, which produces bid prices and volumes simultaneously. We also show that different approximations and simplifications in the general model lead naturally to state-of-the-art convergence bidding approaches, such as self-scheduling and opportunistic approaches. Our general framework also provides a straightforward way to compare the performance of these models, which is demonstrated by numerical experiments on the California (CAISO) market.

The decision making and management of many engineering networks involves multiple parties with conflicting interests, while each party is constituted with multiple agents. Such problems can be casted as a multi-cluster game. Each cluster is treated as a self-interested player in a non-cooperative game where agents in the same cluster cooperate together to optimize the payoff function of the cluster. In a large-scale network, the information of agents in a cluster can not be available immediately for agents beyond this cluster, which raise challenges to the existing Nash equilibrium seeking algorithms. Hence, we consider a partial-decision information scenario in generalized Nash equilibrium seeking for multi-cluster games in a distributed manner. We reformulate the problem as finding zeros of the sum of preconditioned monotone operators by the primal-dual analysis and graph Laplacian matrix. Then a distributed generalized Nash equilibrium seeking algorithm is proposed without requiring fully awareness of its opponent clusters' decisions based on a forward-backward-forward method. With the algorithm, each agent estimates the strategies of all the other clusters by communicating with neighbors via an undirected network. We show that the derived operators can be monotone when the communication strength parameter is sufficiently large. We prove the algorithm convergence resorting to the fixed point theory by providing a sufficient condition. We discuss its potential application in Energy Internet with numerical studies.

The second-order cone (SOC) is a class of simple convex cones and optimizing over them can be done more efficiently than with semidefinite programming. It is interesting both in theory and in practice to investigate which convex cones admit a representation using SOCs, given that they have a strong expressive ability. In this paper, we prove constructively that the cone of sums of nonnegative circuits (SONC) admits a SOC representation. Based on this, we give a new algorithm for unconstrained polynomial optimization via SOC programming. We also provide a hybrid numeric-symbolic scheme which combines the numerical procedure with a rounding-projection algorithm to obtain exact nonnegativity certificates. Numerical experiments demonstrate the efficiency of our algorithm for polynomials with fairly large degree and number of variables., 29 pages, 7 tables, 6 figures, extended version of the article published in the proceedings of ISSAC 2020. arXiv admin note: text overlap with arXiv:1906.06179

We study a multi-agent reinforcement learning (MARL) problem where the agents interact over a given network. The goal of the agents is to cooperatively maximize the average of their entropy-regularized long-term rewards. To overcome the curse of dimensionality and to reduce communication, we propose a Localized Policy Iteration (LPI) algorithm that provably learns a near-globally-optimal policy using only local information. In particular, we show that, despite restricting each agent's attention to only its $\kappa$-hop neighborhood, the agents are able to learn a policy with an optimality gap that decays polynomially in $\kappa$. In addition, we show the finite-sample convergence of LPI to the global optimal policy, which explicitly captures the trade-off between optimality and computational complexity in choosing $\kappa$. Numerical simulations demonstrate the effectiveness of LPI.

One of the major challenges associated with applying operations research (OR) models to disrupting human trafficking networks is the limited amount of reliable data sources readily available for public use, since operations are intentionally hidden to prevent detection, and data from known operations are often incomplete. To help address this data gap, we propose a network generator for domestic sex trafficking networks by integrating OR concepts and qualitative research. Multiple sources regarding sex trafficking in the upper Midwest of the United States have been triangulated to ensure that networks produced by the generator are realistic, including law enforcement case file analysis, interviews with domain experts, and a survivor-centered advisory group with first-hand knowledge of sex trafficking. The output models the relationships between traffickers, so-called "bottoms", and victims. This generator allows operations researchers to access realistic sex trafficking network structures in a responsible manner that does not disclose identifiable details of the people involved. We demonstrate the use of output networks in exploring policy recommendations from max flow network interdiction with restructuring. To do so, we propose a novel conceptualization of flow as the ability of a trafficker to control their victims. Our results show the importance of understanding how sex traffickers react to disruptions, especially in terms of recruiting new victims.

We present the concept of a Generalized Feedback Nash Equilibrium (GFNE) in dynamic games, extending the Feedback Nash Equilibrium concept to games in which players are subject to state and input constraints. We formalize necessary and sufficient conditions for (local) GFNE solutions at the trajectory level, which enable the development of efficient numerical methods for their computation. Specifically, we propose a Newton-style method for finding game trajectories which satisfy necessary conditions for an equilibrium, which can then be checked against sufficiency conditions. We show that the evaluation of the necessary conditions in general requires computing a series of nested, implicitly-defined derivatives, which quickly becomes intractable. To this end, we introduce an approximation to the necessary conditions which is amenable to efficient evaluation, and in turn, computation of solutions. We term the solutions to the approximate necessary conditions Generalized Feedback Quasi-Nash Equilibria (GFQNE), and we introduce numerical methods for their computation. In particular, we develop a Sequential Linear-Quadratic Game approach, in which a LQ local approximation of the game is solved at each iteration. The development of this method relies on the ability to compute a GFNE to inequality- and equality-constrained LQ games, and therefore specific methods for the solution of these special cases are developed in detail. We demonstrate the effectiveness of the proposed solution approach on a dynamic game arising in an autonomous driving application.

Facet-defining inequalities of the symmetric traveling salesman problem (TSP) polytope play a prominent role in both polyhedral TSP research and state-of-the-art TSP solvers. In this paper, we introduce a new class of facet-defining inequalities, the circlet inequalities. These inequalities were first conjectured in Gutekunst and Williamson [Gutekunst SC, Williamson DP (2019) Characterizing the integrality gap of the subtour LP for the circulant traveling salesman problem. SIAM J. Discrete Math. 33(4):2452–2478] when studying the circulant TSP, and they provide a bridge between polyhedral TSP research and number-theoretic investigations of Hamiltonian cycles stemming from a conjecture from Marco Buratti in 2007. The circlet inequalities exhibit circulant symmetry by placing the same weight on all edges of a given length; our main proof exploits this symmetry to prove the validity of the circlet inequalities. We then show that the circlet inequalities are facet-defining and compute their strength following Goemans [Goemans MX (1995) Worst-case comparison of valid inequalities for the TSP. Math. Programming 69:335–349]; they achieve the same worst case strength as the similarly circulant crown inequalities of Naddef and Rinaldi [Naddef D, Rinaldi G (1992) The crown inequalities for the symmetric traveling salesman polytope. Math. Oper. Res. 17(2):308–326] but are generally stronger. Funding: This material is based upon work supported by the National Science Foundation Graduate Research Fellowship Program [Grant DGE-1650441] and by the National Science Foundation Division of Computing and Communications Foundations [Grant CCF-1908517].

We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward function and transition kernel possess a linear structure. Both the offline and online settings of the problems are considered. In the offline setting, we control both players and aim to find the Nash Equilibrium by minimizing the duality gap. In the online setting, we control a single player playing against an arbitrary opponent and aim to minimize the regret. For both settings, we propose an optimistic variant of the least-squares minimax value iteration algorithm. We show that our algorithm is computationally efficient and provably achieves an $\tilde O(\sqrt{d^3 H^3 T} )$ upper bound on the duality gap and regret, where $d$ is the linear dimension, $H$ the horizon and $T$ the total number of timesteps. Our results do not require additional assumptions on the sampling model. Our setting requires overcoming several new challenges that are absent in Markov decision processes or turn-based Markov games. In particular, to achieve optimism with simultaneous moves, we construct both upper and lower confidence bounds of the value function, and then compute the optimistic policy by solving a general-sum matrix game with these bounds as the payoff matrices. As finding the Nash Equilibrium of a general-sum game is computationally hard, our algorithm instead solves for a Coarse Correlated Equilibrium (CCE), which can be obtained efficiently. To our best knowledge, such a CCE-based scheme for optimism has not appeared in the literature and might be of interest in its own right., Accepted for presentation at COLT 2020

The problem considered in this paper is the weighted obnoxious facility location in the convex hull of demand points. The objective function is to maximize the smallest weighted distance between a facility and a set of demand points. Three new optimal solution approaches are proposed. Two variants of the "Big Triangle Small Triangle" global optimization method, and a procedure based on intersection points between Apollonius circles. We also compared the results with a multi-start approach using the non-linear multi-purpose software SNOPT. Problems with 1,000 demand points are optimally solved in a fraction of a second of computer time., Comment: 25 pages, 8 figures

One of the essential elements in implementing a closed-loop irrigation system is soil moisture estimation based on a limited number of available sensors. One associated problem is the determination of the optimal locations to install the sensors such that good soil moisture estimation can be obtained. In our previous work, the modal degree of observability was employed to address the problem of optimal sensor placement for soil moisture estimation of agro-hydrological systems. It was demonstrated that the optimally placed sensors can improve the soil moisture estimation performance. However, it is unclear whether the optimal sensor placement can significantly improve the soil moisture estimation performance in actual applications. In this work, we investigate the impact of sensor placement in soil moisture estimation for an actual agricultural field in Lethbridge, Alberta, Canada. In an experiment on the studied field, 42 soil moisture sensors were installed at different depths to collect the soil moisture measurements for one growing season. A three-dimensional agro-hydrological model with heterogeneous soil parameters of the studied field is developed. The modal degree of observability is applied to the three-dimensional system to determine the optimal sensor locations. The extended Kalman filter (EKF) is chosen as the data assimilation tool to estimate the soil moisture content of the studied field. Soil moisture estimation results for different scenarios are obtained and analyzed to investigate the effects of sensor placement on the performance of soil moisture estimation in the actual applications.

The distance geometry problem asks to find a realization of a given simple edge-weighted graph in a Euclidean space of given dimension K, where the edges are realized as straight segments of lengths equal (or as close as possible) to the edge weights. The problem is often modelled as a mathematical programming formulation involving decision variables that determine the position of the vertices in the given Euclidean space. Solution algorithms are generally constructed using local or global nonlinear optimization techniques. We present a new modelling technique for this problem where, instead of deciding vertex positions, formulations decide the length of the segments representing the edges in each cycle in the graph, projected in every dimension. We propose an exact formulation and a relaxation based on a Eulerian cycle. We then compare computational results from protein conformation instances obtained with stochastic global optimization techniques on the new cycle-based formulation and on the existing edge-based formulation. While edge-based formulations take less time to reach termination, cycle-based formulations are generally better on solution quality measures.

In this paper, we investigate the architecture of an optimal controller that maximizes the convergence speed of a consensus protocol with single-integrator dynamics. Under the assumption that communication delays increase with the number of hops from which information is allowed to reach each agent, we address the optimal control design under delayed feedback and show that the optimal controller features, in general, a sparsely connected architecture., 6 pages, 7 figures; published on IEEE Control Systems Letters

Random feature methods have been successful in various machine learning tasks, are easy to compute, and come with theoretical accuracy bounds. They serve as an alternative approach to standard neural networks since they can represent similar function spaces without a costly training phase. However, for accuracy, random feature methods require more measurements than trainable parameters, limiting their use for data-scarce applications or problems in scientific machine learning. This paper introduces the sparse random feature expansion to obtain parsimonious random feature models. Specifically, we leverage ideas from compressive sensing to generate random feature expansions with theoretical guarantees even in the data-scarce setting. In particular, we provide generalization bounds for functions in a certain class (that is dense in a reproducing kernel Hilbert space) depending on the number of samples and the distribution of features. The generalization bounds improve with additional structural conditions, such as coordinate sparsity, compact clusters of the spectrum, or rapid spectral decay. In particular, by introducing sparse features, i.e. features with random sparse weights, we provide improved bounds for low order functions. We show that the sparse random feature expansions outperforms shallow networks in several scientific machine learning tasks.

Communication has been seen as a significant bottleneck in industrial applications over large-scale networks. To alleviate the communication burden, sign-based optimization algorithms have gained popularity recently in both industrial and academic communities, which is shown to be closely related to adaptive gradient methods, such as Adam. Along this line, this paper investigates faster convergence for a variant of sign-based gradient descent, called scaled signGD, in three cases: 1) the objective function is strongly convex; 2) the objective function is nonconvex but satisfies the Polyak-Lojasiewicz (PL) inequality; 3) the gradient is stochastic, called scaled signGD in this case. For the first two cases, it can be shown that the scaled signGD converges at a linear rate. For case 3), the algorithm is shown to converge linearly to a neighborhood of the optimal value when a constant learning rate is employed, and the algorithm converges at a rate of $O(1/k)$ when using a diminishing learning rate, where $k$ is the iteration number. The results are also extended to the distributed setting by majority vote in a parameter-server framework. Finally, numerical experiments on logistic regression are performed to corroborate the theoretical findings.

This paper proposes a novel CTA (Combine-Then-Adapt)-based decentralized algorithm for solving convex composite optimization problems over undirected and connected networks. The local loss function in these problems contains both smooth and nonsmooth terms. The proposed algorithm uses uncoordinated network-independent constant stepsizes and only needs to approximately solve a sequence of proximal mappings, which is advantageous for solving decentralized composite optimization problems where the proximal mappings of the nonsmooth loss functions may not have analytical solutions. For the general convex case, we prove an O(1/k) convergence rate of the proposed algorithm, which can be improved to o(1/k) if the proximal mappings are solved exactly. Furthermore, with metric subregularity, we establish a linear convergence rate for the proposed algorithm. Numerical experiments demonstrate the efficiency of the algorithm.

This paper presents a data-learned linear Koopman embedding of nonlinear networked dynamics and uses it to enable real-time model predictive emergency voltage control in a power network. The approach involves a novel data-driven ``basis-dictionary free" lifting of the system dynamics into a higher dimensional linear space over which an MPC (model predictive control) is exercised, making it both scalable and rapid for practical real-time implementation. A Koopman-inspired deep neural network (KDNN) encoder-decoder architecture for the linear embedding of the underlying dynamics under distributed controls is presented, in which the end-to-end components of the KDNN comprising of a triple of transforms is learned from the system trajectory data in one go: A Neural Network (NN)-based lifting to a higher dimension, a linear dynamics within that higher dimension, and an NN-based projection to the original space. This data-learned approach relieves the burden of the ad-hoc selection of the nonlinear basis functions (e.g., polynomial or radial) used in conventional approaches for lifting to higher dimensional linear space. We validate the efficacy and robustness of the approach via application to the standard IEEE 39-bus system.

Many robotic tasks, such as human-robot interactions or the handling of fragile objects, require tight control and limitation of appearing forces and moments alongside sensible motion control to achieve safe yet high-performance operation. We propose a learning-supported model predictive force and motion control scheme that provides stochastic safety guarantees while adapting to changing situations. Gaussian processes are used to learn the uncertain relations that map the robot's states to the forces and moments. The model predictive controller uses these Gaussian process models to achieve precise motion and force control under stochastic constraint satisfaction. As the uncertainty only occurs in the static model parts -- the output equations -- a computationally efficient stochastic MPC formulation is used. Analysis of recursive feasibility of the optimal control problem and convergence of the closed loop system for the static uncertainty case are given. Chance constraint formulation and back-offs are constructed based on the variance of the Gaussian process to guarantee safe operation. The approach is illustrated on a lightweight robot in simulations and experiments.

This paper studies the problem of controlling a multi-robot system to achieve a polygon formation in a self-organized manner. Different from the typical formation control strategies where robots are steered to satisfy the predefined control variables, such as pairwise distances, relative positions and bearings, the foremost idea of this paper is to achieve polygon formations by injecting control inputs randomly to a few robots (say, vertex robots) of the group, and the rest follow the simple principles of moving towards the midpoint of their two nearest neighbors in the ring graph without any external inputs. In our problem, a fleet of robots is initially distributed in the plane. The socalled vertex robots take the responsibility of determining the geometric shape of the entire formation and its overall size, while the others move so as to minimize the differences with two direct neighbors. In the first step, each vertex robot estimates the number of robots in its associated chain. Two types of control inputs that serve for the estimation are designed using the measurements from the latest and the last two time instants respectively. In the second step, the self-organized formation control law is proposed where only vertex robots receive external information. Comparisons between the two estimation strategies are carried out in terms of the convergence speed and robustness. The effectiveness of the whole control framework is further validated in both simulation and physical experiments.

In this paper, we consider distributed optimization problems where $n$ agents, each possessing a local cost function, collaboratively minimize the average of the local cost functions over a connected network. To solve the problem, we propose a distributed random reshuffling (D-RR) algorithm that invokes the random reshuffling (RR) update in each agent. We show that D-RR inherits favorable characteristics of RR for both smooth strongly convex and smooth nonconvex objective functions. In particular, for smooth strongly convex objective functions, D-RR achieves $\mathcal{O}(1/T^2)$ rate of convergence (where $T$ counts epoch number) in terms of the squared distance between the iterate and the global minimizer. When the objective function is assumed to be smooth nonconvex, we show that D-RR drives the squared norm of gradient to $0$ at a rate of $\mathcal{O}(1/T^{2/3})$. These convergence results match those of centralized RR (up to constant factors) and outperform the distributed stochastic gradient descent (DSGD) algorithm if we run a relatively large number of epochs. Finally, we conduct a set of numerical experiments to illustrate the efficiency of the proposed D-RR method on both strongly convex and nonconvex distributed optimization problems., 20 pages, 13 figures

We propose a distributed Quantum State Tomography (QST) protocol, named Local Stochastic Factored Gradient Descent (Local SFGD), to learn the low-rank factor of a density matrix over a set of local machines. QST is the canonical procedure to characterize the state of a quantum system, which we formulate as a stochastic nonconvex smooth optimization problem. Physically, the estimation of a low-rank density matrix helps characterizing the amount of noise introduced by quantum computation. Theoretically, we prove the local convergence of Local SFGD for a general class of restricted strongly convex/smooth loss functions, i.e., Local SFGD converges locally to a small neighborhood of the global optimum at a linear rate with a constant step size, while it locally converges exactly at a sub-linear rate with diminishing step sizes. With a proper initialization, local convergence results imply global convergence. We validate our theoretical findings with numerical simulations of QST on the Greenberger-Horne-Zeilinger (GHZ) state.

Robustness and stability of image-reconstruction algorithms have recently come under scrutiny. Their importance to medical imaging cannot be overstated. We review the known results for the topical variational regularization strategies ($\ell_2$ and $\ell_1$ regularization) and present novel stability results for $\ell_p$-regularized linear inverse problems for $p\in(1,\infty)$. Our results guarantee Lipschitz continuity for small $p$ and H\"{o}lder continuity for larger $p$. They generalize well to the $L_p(\Omega)$ function spaces., Comment: 11 pages, 6 figures, 1 appendix

Standard evolutionary optimization algorithms assume that the evaluation of the objective and constraint functions is straightforward and computationally cheap. However, in many real-world optimization problems, these evaluations involve computationally expensive numerical simulations or physical experiments. Surrogate-assisted evolutionary algorithms (SAEAs) have recently gained increased attention for their performance in solving these types of problems. The main idea of SAEAs is the integration of an evolutionary algorithm with a selected surrogate model that approximates the computationally expensive function. In this paper, we propose a surrogate model based on a Lipschitz underestimation and use it to develop a differential evolution-based algorithm. The algorithm, called Lipschitz Surrogate-assisted Differential Evolution (LSADE), utilizes the Lipschitz-based surrogate model, along with a standard radial basis function surrogate model and a local search procedure. The experimental results on seven benchmark functions of dimensions 30, 50, 100, and 200 show that the proposed LSADE algorithm is competitive compared with the state-of-the-art algorithms under a limited computational budget, being especially effective for the very complicated benchmark functions in high dimensions.

In the paper, we study a class of useful minimax problems on Riemanian manifolds and propose a class of effective Riemanian gradient-based methods to solve these minimax problems. Specifically, we propose an effective Riemannian gradient descent ascent (RGDA) algorithm for the deterministic minimax optimization. Moreover, we prove that our RGDA has a sample complexity of $O(\kappa^2\epsilon^{-2})$ for finding an $\epsilon$-stationary solution of the Geodesically-Nonconvex Strongly-Concave (GNSC) minimax problems, where $\kappa$ denotes the condition number. At the same time, we present an effective Riemannian stochastic gradient descent ascent (RSGDA) algorithm for the stochastic minimax optimization, which has a sample complexity of $O(\kappa^4\epsilon^{-4})$ for finding an $\epsilon$-stationary solution. To further reduce the sample complexity, we propose an accelerated Riemannian stochastic gradient descent ascent (Acc-RSGDA) algorithm based on the momentum-based variance-reduced technique. We prove that our Acc-RSGDA algorithm achieves a lower sample complexity of $\tilde{O}(\kappa^{4}\epsilon^{-3})$ in searching for an $\epsilon$-stationary solution of the GNSC minimax problems. Extensive experimental results on the robust distributional optimization and robust Deep Neural Networks (DNNs) training over Stiefel manifold demonstrate efficiency of our algorithms., Comment: This paper was accepted to IEEE Transactions on Pattern Analysis and Machine Intelligence