Closing the gap: Improved bounds on optimal POMDP solutions

POMDP algorithms have made significant progress in recent years by allowing practitioners to find good solutions to increasingly large problems. Most approaches (including point-based and policy iteration techniques) operate by refining a lower bound of the optimal value function. Several approaches (e.g., HSVI2, SARSOP, grid-based approaches and online forward search) also refine an upper bound. However, approximating the optimal value function by an upper bound is computationally expensive and therefore tightness is often sacrificed to improve efficiency (e.g., sawtooth approximation). In this paper, we describe a new approach to efficiently compute tighter bounds by i) conducting a prioritized breadth first search over the reachable beliefs, ii) propagating upper bound improvements with an augmented POMDP and iii) using exact linear programming (instead of the sawtooth approximation) for upper bound interpolation. As a result, we can represent the bounds more compactly and significantly reduce the gap between upper and lower bounds on several benchmark problems. Copyright © 2011, Association for the Advancement of Artificial Intelligence. All rights reserved.

Comparison of stochastic methods for control in air traffic management

This paper provides a direct comparison of two stochastic optimisation techniques (Markov Chain Monte Carlo and Sequential Monte Carlo) when applied to the problem of conflict resolution and aircraft trajectory control in air traffic management. The two methods are then also compared to another existing technique of Mixed-Integer Linear Programming which is also popular in distributed control. © 2011 IFAC.

Continuous dynamical systems that realize discrete optimization on the hypercube

We study the problem of finding a local minimum of a multilinear function E over the discrete set {0,1}n. The search is achieved by a gradient-like system in [0,1]n with cost function E. Under mild restrictions on the metric, the stable attractors of the gradient-like system are shown to produce solutions of the problem, even when they are not in the vicinity of the discrete set {0,1}n. Moreover, the gradient-like system connects with interior point methods for linear programming and with the analog neural network studied by Vidyasagar (IEEE Trans. Automat. Control 40 (8) (1995) 1359), in the same context. © 2004 Elsevier B.V. All rights reserved.

Parallel implementation of Multilevel BDDC

In application of the Balancing Domain Decomposition by Constraints (BDDC) to a case with many substructures, solving the coarse problem exactly becomes the bottleneck which spoils scalability of the solver. However, it is straightforward for BDDC to substitute the exact solution of the coarse problem by another step of BDDC method with subdomains playing the role of elements. In this way, the algorithm of three-level BDDC method is obtained. If this approach is applied recursively, multilevel BDDC method is derived. We present a detailed description of a recently developed parallel implementation of this algorithm. The implementation is applied to an engineering problem of linear elasticity and a benchmark problem of Stokes flow in a cavity. Results by the multilevel approach are compared to those by the standard (two-level) BDDC method.

Output disturbance rejection using parallel model predictive control

The solution time of the online optimization problems inherent to Model Predictive Control (MPC) can become a critical limitation when working in embedded systems. One proposed approach to reduce the solution time is to split the optimization problem into a number of reduced order problems, solve such reduced order problems in parallel and selecting the solution which minimises a global cost function. This approach is known as Parallel MPC. The potential capabilities of disturbance rejection are introduced using a simulation example. The algorithm is implemented in a linearised model of a Boeing 747-200 under nominal flight conditions and with an induced wind disturbance. Under significant output disturbances Parallel MPC provides a significant improvement in performance when compared to Multiplexed MPC (MMPC) and Linear Quadratic Synchronous MPC (SMPC). © 2013 IEEE.