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The proximal augmented Lagrangian method for distributed and embedded nonsmooth composite optimization

用于分布式嵌入式非光滑复合优化的近端增广拉格朗日方法

基本信息

批准号：
1809833
负责人：
Mihailo Jovanovic
金额：
$ 36万
依托单位：
University of Southern California
依托单位国家：
美国
项目类别：
Standard Grant
财政年份：
2018
资助国家：
美国
起止时间：
2018-08-15 至 2022-07-31
项目状态：
已结题

来源：
https://www.nsf.gov/awardsearch/showAward?AWD_ID=1809833&HistoricalAwards=false
关键词：
proximal augmented Lagrangian method distributed

项目摘要

Large networks of dynamical systems that combine sensing, computing, and communication devices are ubiquitous in modern technology. One of the major challenges in networked systems is the development of fast and scalable methods for their analysis and design. Such systems involve large-scale interconnections of components, have rapidly-evolving structure and limitations on communication/processing power, and require real-time distributed control actions. These requirements make control strategies that rely on centralized information processing infeasible and motivate new classes of optimal control problems. In these, standard performance metrics are augmented with typically nonsmooth regularizers to promote desired structural features (e.g., low communication requirements) in the optimal controller. The broader impacts of the proposed work range from improved performance and reliability of power grid to systematic design of combination drug therapies for HIV treatment. The educational part of the proposal focuses on the development of new nonlinear and distributed systems curricula. The PI will develop new introductory courses aimed at attracting students from diverse engineering departments at senior undergraduate and first year graduate levels. The courses will emphasize practical applications, physical interpretations, structural features, and common themes in analysis and design of nonlinear and networked systems. The intellectual merit lies in the development of theory and techniques for distributed and embedded nonsmooth composite optimization. Structured optimal control and inverse problems, that arise especially when trying to identify and control dynamical representations of rapidly evolving systems in real-time, typically lead to optimization of functionals consisting of a sum of a smooth term and a nonsmooth regularizer. The PI's recent research will be leveraged to develop theoretical foundation and methods for solving these problems efficiently and reliably. The cornerstone of this proposal is the proximal augmented Lagrangian, a continuously differentiable function of primal and dual variables that enables the development of variety of first and second order methods for nonsmooth composite optimization. The PI will utilize structure of proximal operators associated with nonsmooth regularizers to develop efficient algorithms for large-scale distributed and embedded optimization and employ control-theoretic tools to establish their convergence rates. The proposed effort will furnish new classes of first and second order primal-dual algorithms for nonsmooth composite optimization, lead to significant advances in control-oriented and physically-viable modeling, and enable real-time distributed control of large-scale networks of dynamical systems.This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

结合了感测、计算和通信设备的联合收割机的大型动态系统网络在现代技术中无处不在。网络系统的主要挑战之一是开发快速和可扩展的分析和设计方法。这样的系统涉及大规模的组件互连，具有快速发展的结构和通信/处理能力的限制，并需要实时分布式控制动作。这些要求使得依赖于集中式信息处理的控制策略不可行，并激发了新的最优控制问题。在这些中，标准性能度量用典型的非平滑正则化器来增强，以促进期望的结构特征（例如，低通信要求）。拟议工作的更广泛影响范围从改善电网的性能和可靠性到艾滋病毒治疗的联合药物疗法的系统设计。该提案的教育部分侧重于开发新的非线性和分布式系统课程。PI将开发新的入门课程，旨在吸引来自不同工程系的高年级本科生和一年级研究生的学生。课程将强调实际应用，物理解释，结构特征，以及非线性和网络系统的分析和设计中的共同主题。智力价值在于分布式和嵌入式非光滑复合优化的理论和技术的发展。结构化的最优控制和逆问题，特别是当试图识别和控制快速发展的系统的动态表示在实时出现，通常会导致优化的泛函组成的一个光滑项和一个非光滑正则化。PI最近的研究将被用来开发有效和可靠地解决这些问题的理论基础和方法。这个建议的基石是近端增广拉格朗日，一个连续微分函数的原始和对偶变量，使各种一阶和二阶方法的发展非光滑复合优化。PI将利用与非光滑正则化相关的邻近算子的结构来开发用于大规模分布式和嵌入式优化的有效算法，并采用控制理论工具来确定其收敛速度。所提出的努力将为非光滑复合优化提供新的一类一阶和二阶原始对偶算法，导致面向控制和物理可行建模的重大进展，实现对大型设备的实时分布式控制，该奖项反映了NSF的法定使命，并通过使用基金会的知识价值和更广泛的影响审查进行评估，被认为值得支持的搜索.