17 results on '"Calafiore, P"'
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2. Aiding Global Convergence in Federated Learning via Local Perturbation and Mutual Similarity Information
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Buttaci, Emanuel and Calafiore, Giuseppe Carlo
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Computer Science - Machine Learning ,Mathematics - Optimization and Control - Abstract
Federated learning has emerged in the last decade as a distributed optimization paradigm due to the rapidly increasing number of portable devices able to support the heavy computational needs related to the training of machine learning models. Federated learning utilizes gradient-based optimization to minimize a loss objective shared across participating agents. To the best of our knowledge, the literature mostly lacks elegant solutions that naturally harness the reciprocal statistical similarity between clients to redesign the optimization procedure. To address this gap, by conceiving the federated network as a similarity graph, we propose a novel modified framework wherein each client locally performs a perturbed gradient step leveraging prior information about other statistically affine clients. We theoretically prove that our procedure, due to a suitably introduced adaptation in the update rule, achieves a quantifiable speedup concerning the exponential contraction factor in the strongly convex case compared with popular algorithms FedAvg and FedProx, here analyzed as baselines. Lastly, we legitimize our conclusions through experimental results on the CIFAR10 and FEMNIST datasets, where we show that our algorithm speeds convergence up to a margin of 30 global rounds compared with FedAvg while modestly improving generalization on unseen data in heterogeneous settings.
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- 2024
3. Optimizing electric vehicles charging through smart energy allocation and cost-saving
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Ambrosino, Luca, Calafiore, Giuseppe, Nguyen, Khai Manh, Zorgati, Riadh, Nguyen-Ngoc, Doanh, and Ghaoui, Laurent El
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Mathematics - Optimization and Control ,Electrical Engineering and Systems Science - Systems and Control - Abstract
As the global focus on combating environmental pollution intensifies, the transition to sustainable energy sources, particularly in the form of electric vehicles (EVs), has become paramount. This paper addresses the pressing need for Smart Charging for EVs by developing a comprehensive mathematical model aimed at optimizing charging station management. The model aims to efficiently allocate the power from charging sockets to EVs, prioritizing cost minimization and avoiding energy waste. Computational simulations demonstrate the efficacy of the mathematical optimization model, which can unleash its full potential when the number of EVs at the charging station is high., Comment: Paper submitted and accepted to ESCC 2024 - "11th International Conference on Energy, Sustainability and Climate Crisis August 26 - 30, 2024, Corfu, Greece"
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- 2024
4. Equilibrium Selection in Replicator Equations Using Adaptive-Gain Control
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Zino, Lorenzo, Ye, Mengbin, Calafiore, Giuseppe Carlo, and Rizzo, Alessandro
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Electrical Engineering and Systems Science - Systems and Control ,Mathematics - Dynamical Systems ,Mathematics - Optimization and Control - Abstract
In this paper, we deal with the equilibrium selection problem, which amounts to steering a population of individuals engaged in strategic game-theoretic interactions to a desired collective behavior. In the literature, this problem has been typically tackled by means of open-loop strategies, whose applicability is however limited by the need of accurate a priori information on the game and scarce robustness to uncertainty and noise. Here, we overcome these limitations by adopting a closed-loop approach using an adaptive-gain control scheme within a replicator equation -a nonlinear ordinary differential equation that models the evolution of the collective behavior of the population. For most classes of 2-action matrix games we establish sufficient conditions to design a controller that guarantees convergence of the replicator equation to the desired equilibrium, requiring limited a-priori information on the game. Numerical simulations corroborate and expand our theoretical findings., Comment: Under Review
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- 2024
5. A Joint Optimization Approach for Power-Efficient Heterogeneous OFDMA Radio Access Networks
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Ferreira, Gabriel O., Zanella, André F., Bakirtzis, Stefanos, Ravazzi, Chiara, Dabbene, Fabrizio, Calafiore, Giuseppe C., Wassel, Ian, Zhang, Jie, and Fiore, Marco
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Mathematics - Optimization and Control - Abstract
Heterogeneous networks have emerged as a popular solution for accommodating the growing number of connected devices and increasing traffic demands in cellular networks. While offering broader coverage, higher capacity, and lower latency, the escalating energy consumption poses sustainability challenges. In this paper a novel optimization approach for OFDMA heterogeneous networks is proposed to minimize transmission power while respecting individual users throughput constraints. The problem is formulated as a mixed integer geometric program, and optimizes at once multiple system variables such as user association, working bandwidth, and base stations transmission powers. Crucially, the proposed approach becomes a convex optimization problem when user-base station associations are provided. Evaluations in multiple realistic scenarios from the production mobile network of a major European operator and based on precise channel gains and throughput requirements from measured data validate the effectiveness of the proposed approach. Overall, our original solution paves the road for greener connectivity by reducing the energy footprint of heterogeneous mobile networks, hence fostering more sustainable communication systems.
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- 2024
6. Default Resilience and Worst-Case Effects in Financial Networks
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Calafiore, Giuseppe, Fracastoro, Giulia, and Proskurnikov, Anton
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Quantitative Finance - Risk Management ,Computer Science - Computational Engineering, Finance, and Science ,Mathematics - Optimization and Control ,Quantitative Finance - Mathematical Finance - Abstract
In this paper we analyze the resilience of a network of banks to joint price fluctuations of the external assets in which they have shared exposures, and evaluate the worst-case effects of the possible default contagion. Indeed, when the prices of certain external assets either decrease or increase, all banks exposed to them experience varying degrees of simultaneous shocks to their balance sheets. These coordinated and structured shocks have the potential to exacerbate the likelihood of defaults. In this context, we introduce first a concept of {default resilience margin}, $\epsilon^*$, i.e., the maximum amplitude of asset prices fluctuations that the network can tolerate without generating defaults. Such threshold value is computed by considering two different measures of price fluctuations, one based on the maximum individual variation of each asset, and the other based on the sum of all the asset's absolute variations. For any price perturbation having amplitude no larger than $\epsilon^*$, the network absorbs the shocks remaining default free. When the perturbation amplitude goes beyond $\epsilon^*$, however, defaults may occur. In this case we find the worst-case systemic loss, that is, the total unpaid debt under the most severe price variation of given magnitude. Computation of both the threshold level $\epsilon^*$ and of the worst-case loss and of a corresponding worst-case asset price scenario, amounts to solving suitable linear programming problems.}
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- 2024
7. On Adaptive-Gain Control of Replicator Dynamics in Population Games
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Zino, Lorenzo, Ye, Mengbin, Rizzo, Alessandro, and Calafiore, Giuseppe Carlo
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Electrical Engineering and Systems Science - Systems and Control ,Mathematics - Dynamical Systems ,Mathematics - Optimization and Control - Abstract
Controlling evolutionary game-theoretic dynamics is a problem of paramount importance for the systems and control community, with several applications spanning from social science to engineering. Here, we study a population of individuals who play a generic 2-action matrix game, and whose actions evolve according to a replicator equation -- a nonlinear ordinary differential equation that captures salient features of the collective behavior of the population. Our objective is to steer such a population to a specified equilibrium that represents a desired collective behavior -- e.g., to promote cooperation in the prisoner's dilemma. To this aim, we devise an adaptive-gain controller, which regulates the system dynamics by adaptively changing the entries of the payoff matrix of the game. The adaptive-gain controller is tailored according to distinctive features of the game, and conditions to guarantee global convergence to the desired equilibrium are established., Comment: 6 pages, Accepted for presentation at the 2023 IEEE CDC
- Published
- 2023
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8. Control of Dynamic Financial Networks (The Extended Version)
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Calafiore, Giuseppe, Fracastoro, Giulia, and Proskurnikov, Anton V.
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Mathematics - Optimization and Control ,Computer Science - Computational Engineering, Finance, and Science ,Electrical Engineering and Systems Science - Systems and Control ,Quantitative Finance - Risk Management - Abstract
The current global financial system forms a highly interconnected network where a default in one of its nodes can propagate to many other nodes, causing a catastrophic avalanche effect. In this paper we consider the problem of reducing the financial contagion by introducing some targeted interventions that can mitigate the cascaded failure effects. We consider a multi-step dynamic model of clearing payments and introduce an external control term that represents corrective cash injections made by a ruling authority. The proposed control model can be cast and efficiently solved as a linear program. We show via numerical examples that the proposed approach can significantly reduce the default propagation by applying small targeted cash injections.
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- 2022
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9. A barrier function approach to constrained Pontryagin-based Nonlinear Model Predictive Control
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Pagone, Michele, Boggio, Mattia, Novara, Carlo, Proskurnikov, Anton, and Calafiore, Giuseppe C.
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Mathematics - Optimization and Control ,Electrical Engineering and Systems Science - Systems and Control - Abstract
A Pontryagin-based approach to solve a class of constrained Nonlinear Model Predictive Control problems is proposed which employs the method of barrier functions for dealing with the state constraints. Unlike the existing works in literature the proposed method is able to cope with nonlinear input and state constraints without any significant modification of the optimization algorithm. A stability analysis of the closed-loop system is carried out by using the L-2 norm of the predicted state tracking error as a Lyapunov function. Theoretical results are tested and confirmed by numerical simulations on the Lotka-Volterra prey/predator system., Comment: 11 pages, 5 figures
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- 2022
10. Clearing Payments in Dynamic Financial Networks
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Calafiore, Giuseppe C., Fracastoro, Giulia, and Proskurnikov, Anton V.
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Mathematics - Optimization and Control ,Computer Science - Computational Engineering, Finance, and Science ,Electrical Engineering and Systems Science - Systems and Control ,Quantitative Finance - Mathematical Finance ,Quantitative Finance - Risk Management - Abstract
This paper proposes a novel dynamical model for determining clearing payments in financial networks. We extend the classical Eisenberg-Noe model of financial contagion to multiple time periods, allowing financial operations to continue after possible initial pseudo defaults, thus permitting nodes to recover and eventually fulfil their liabilities. Optimal clearing payments in our model are computed by solving a suitable linear program, both in the full matrix payments case and in the pro-rata constrained case. We prove that the proposed model obeys the \emph{priority of debt claims} requirement, that is, each node at every step either pays its liabilities in full, or it pays out all its balance. In the pro-rata case, the optimal dynamic clearing payments are unique, and can be determined via a time-decoupled sequential optimization approach.
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- 2022
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11. Delay Robustness of Consensus Algorithms: Beyond The Uniform Connectivity (Extended Version)
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Proskurnikov, Anton V. and Calafiore, Giuseppe Carlo
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Mathematics - Optimization and Control ,Computer Science - Multiagent Systems ,Electrical Engineering and Systems Science - Systems and Control ,Mathematics - Dynamical Systems ,Nonlinear Sciences - Adaptation and Self-Organizing Systems - Abstract
Consensus of autonomous agents is a benchmark problem in multi-agent control. In this paper, we consider continuous-time averaging consensus policies (or Laplacian flows) and their discrete-time counterparts over time-varying graphs in presence of unknown but bounded communication delays. It is known that consensus is established (no matter how large the delays are) if the graph is periodically, or uniformly quasi-strongly connected (UQSC). The UQSC condition is often believed to be the weakest sufficient condition under which consensus can be proved. We show that the UQSC condition can actually be substantially relaxed and replaced by a condition that we call aperiodic quasi-strong connectivity (AQSC), which, in some sense, proves to be very close to the necessary condition of integral connectivity. Furthermore, in some special situations such as undirected or type-symmetric graph, we find a necessary and sufficient condition for consensus in presence of bounded delay; the relevant results have been previously proved only in the undelayed case. The consensus criteria established in this paper generalize a number of results known in the literature., Comment: a shortened version is submitted to IEEE TAC
- Published
- 2021
12. Optimal Clearing Payments in a Financial Contagion Model
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Calafiore, Giuseppe, Fracastoro, Giulia, and Proskurnikov, Anton V.
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Mathematics - Optimization and Control ,Computer Science - Computational Engineering, Finance, and Science ,Quantitative Finance - Mathematical Finance ,Quantitative Finance - Risk Management - Abstract
Financial networks are characterized by complex structures of mutual obligations. These obligations are fulfilled entirely or in part (when defaults occur) via a mechanism called clearing, which determines a set of payments that settle the claims by respecting rules such as limited liability, absolute priority, and proportionality (pro-rated payments). In the presence of shocks on the financial system, however, the clearing mechanism may lead to cascaded defaults and eventually to financial disaster. In this paper, we first study the clearing model under pro-rated payments of Eisenberg and Noe, and we derive novel necessary and sufficient conditions for the uniqueness of the clearing payments, valid for an arbitrary topology of the financial network. Then, we argue that the proportionality rule is one of the factors responsible for cascaded defaults, and that the overall system loss can be reduced if this rule is lifted. The proposed approach thus shifts the focus from the individual interest to the overall system's interest to control and contain adverse effects of cascaded failures, and we show that clearing payments in this setting can be computed by solving suitable convex optimization problems.
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- 2021
13. New Results on Delay Robustness of Consensus Algorithms
- Author
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Proskurnikov, Anton V. and Calafiore, Guiseppe
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Electrical Engineering and Systems Science - Systems and Control ,Computer Science - Multiagent Systems ,Mathematics - Optimization and Control - Abstract
Consensus of autonomous agents is a benchmark problem in cooperative control. In this paper, we consider standard continuous-time averaging consensus policies (or Laplacian flows) over time-varying graphs and focus on robustness of consensus against communication delays. Such a robustness has been proved under the assumption of uniform quasi-strong connectivity of the graph. It is known, however, that the uniform connectivity is not necessary for consensus. For instance, in the case of undirected graph and undelayed communication consensus requires a much weaker condition of integral connectivity. In this paper, we show that the latter results remain valid in presence of unknown but bounded communication delays, furthermore, the condition of undirected graph can be substantially relaxed and replaced by the conditions of non-instantaneous type-symmetry. Furthermore, consensus can be proved for any feasible solution of the delay differential inequalities associated to the consensus algorithm. Such inequalities naturally arise in problems of containment control, distributed optimization and models of social dynamics., Comment: An extended version of a conference paper to be presented on IEEE Conference on Decision and Control 2020
- Published
- 2020
14. Recurrent Averaging Inequalities in Multi-Agent Control and Social Dynamics Modeling
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Proskurnikov, Anton V., Calafiore, Giuseppe, and Cao, Ming
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Electrical Engineering and Systems Science - Systems and Control ,Computer Science - Social and Information Networks ,Mathematics - Optimization and Control ,Physics - Physics and Society - Abstract
Many multi-agent control algorithms and dynamic agent-based models arising in natural and social sciences are based on the principle of iterative averaging. Each agent is associated to a value of interest, which may represent, for instance, the opinion of an individual in a social group, the velocity vector of a mobile robot in a flock, or the measurement of a sensor within a sensor network. This value is updated, at each iteration, to a weighted average of itself and of the values of the adjacent agents. It is well known that, under natural assumptions on the network's graph connectivity, this local averaging procedure eventually leads to global consensus, or synchronization of the values at all nodes. Applications of iterative averaging include, but are not limited to, algorithms for distributed optimization, for solution of linear and nonlinear equations, for multi-robot coordination and for opinion formation in social groups. Although these algorithms have similar structures, the mathematical techniques used for their analysis are diverse, and conditions for their convergence and differ from case to case. In this paper, we review many of these algorithms and we show that their properties can be analyzed in a unified way by using a novel tool based on recurrent averaging inequalities (RAIs). We develop a theory of RAIs and apply it to the analysis of several important multi-agent algorithms recently proposed in the literature.
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- 2019
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15. Lagrangian Duality in 3D SLAM: Verification Techniques and Optimal Solutions
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Carlone, Luca, Rosen, David, Calafiore, Giuseppe, Leonard, John, and Dellaert, Frank
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Computer Science - Robotics ,Mathematics - Optimization and Control ,68W01, 68W40, 68W25, 49K30 ,I.2.9 ,G.1.6 - Abstract
State-of-the-art techniques for simultaneous localization and mapping (SLAM) employ iterative nonlinear optimization methods to compute an estimate for robot poses. While these techniques often work well in practice, they do not provide guarantees on the quality of the estimate. This paper shows that Lagrangian duality is a powerful tool to assess the quality of a given candidate solution. Our contribution is threefold. First, we discuss a revised formulation of the SLAM inference problem. We show that this formulation is probabilistically grounded and has the advantage of leading to an optimization problem with quadratic objective. The second contribution is the derivation of the corresponding Lagrangian dual problem. The SLAM dual problem is a (convex) semidefinite program, which can be solved reliably and globally by off-the-shelf solvers. The third contribution is to discuss the relation between the original SLAM problem and its dual. We show that from the dual problem, one can evaluate the quality (i.e., the suboptimality gap) of a candidate SLAM solution, and ultimately provide a certificate of optimality. Moreover, when the duality gap is zero, one can compute a guaranteed optimal SLAM solution from the dual problem, circumventing non-convex optimization. We present extensive (real and simulated) experiments supporting our claims and discuss practical relevance and open problems., Comment: 10 pages, 4 figures
- Published
- 2015
16. Distributed Random Convex Programming via Constraints Consensus
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Carlone, Luca, Srivastava, Vaibhav, Bullo, Francesco, and Calafiore, Giuseppe
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Mathematics - Optimization and Control - Abstract
This paper discusses distributed approaches for the solution of random convex programs (RCP). RCPs are convex optimization problems with a (usually large) number N of randomly extracted constraints; they arise in several applicative areas, especially in the context of decision under uncertainty, see [2],[3]. We here consider a setup in which instances of the random constraints (the scenario) are not held by a single centralized processing unit, but are distributed among different nodes of a network. Each node "sees" only a small subset of the constraints, and may communicate with neighbors. The objective is to make all nodes converge to the same solution as the centralized RCP problem. To this end, we develop two distributed algorithms that are variants of the constraints consensus algorithm [4],[5]: the active constraints consensus (ACC) algorithm, and the vertex constraints consensus (VCC) algorithm. We show that the ACC algorithm computes the overall optimal solution in finite time, and with almost surely bounded communication at each iteration. The VCC algorithm is instead tailored for the special case in which the constraint functions are convex also w.r.t. the uncertain parameters, and it computes the solution in a number of iterations bounded by the diameter of the communication graph. We further devise a variant of the VCC algorithm, namely quantized vertex constraints consensus (qVCC), to cope with the case in which communication bandwidth among processors is bounded. We discuss several applications of the proposed distributed techniques, including estimation, classification, and random model predictive control, and we present a numerical analysis of the performance of the proposed methods. As a complementary numerical result, we show that the parallel computation of the scenario solution using ACC algorithm significantly outperforms its centralized equivalent.
- Published
- 2012
17. Robust Model Predictive Control via Scenario Optimization
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Calafiore, Giuseppe C. and Fagiano, Lorenzo
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Computer Science - Systems and Control ,Mathematics - Optimization and Control - Abstract
This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based on the iterated solution, at each step, of a finite-horizon optimal control problem (FHOCP) that takes into account a suitable number of randomly extracted scenarios of uncertainty and disturbances, followed by a specific command selection rule implemented in a receding horizon fashion. The scenario FHOCP is always convex, also when the uncertain parameters and disturbance belong to non-convex sets, and irrespective of how the model uncertainty influences the system's matrices. Moreover, the computational complexity of the proposed approach does not depend on the uncertainty/disturbance dimensions, and scales quadratically with the control horizon. The main result in this paper is related to the analysis of the closed loop system under receding-horizon implementation of the scenario FHOCP, and essentially states that the devised control law guarantees constraint satisfaction at each step with some a-priori assigned probability p, while the system's state reaches the target set either asymptotically, or in finite time with probability at least p. The proposed method may be a valid alternative when other existing techniques, either deterministic or stochastic, are not directly usable due to excessive conservatism or to numerical intractability caused by lack of convexity of the robust or chance-constrained optimization problem., Comment: This manuscript is a preprint of a paper accepted for publication in the IEEE Transactions on Automatic Control, with DOI: 10.1109/TAC.2012.2203054, and is subject to IEEE copyright. The copy of record will be available at http://ieeexplore.ieee.org
- Published
- 2012
- Full Text
- View/download PDF
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