Sei Zhen Khong

Chao Chen, Sei Zhen Khong, Rodolphe Sepulchre

This article presents input-output stability analysis of nonlinear feedback systems based on the notion of soft and hard scaled relative graphs (SRGs). The soft and hard SRGs acknowledge the distinction between incremental positivity and incremental passivity and reconcile them from a graphical perspective. The essence of our proposed analysis is that the separation of soft SRGs or hard SRGs of two open-loop systems on the complex plane guarantees closed-loop stability. The main results generalize an existing soft SRG separation theorem for bounded open-loop systems which was proved based on interconnection properties of soft SRGs under a chordal assumption. By comparison, our analysis does not require this chordal assumption and applies to possibly unbounded open-loop systems based on their hard SRGs.

Neil K. Dhingra, Sei Zhen Khong, Mihailo R. Jovanović

We study a class of optimization problems in which the objective function is given by the sum of a differentiable but possibly nonconvex component and a nondifferentiable convex regularization term. We introduce an auxiliary variable to separate the objective function components and utilize the Moreau envelope of the regularization term to derive the proximal augmented Lagrangian $-$ a continuously differentiable function obtained by constraining the augmented Lagrangian to the manifold that corresponds to the explicit minimization over the variable in the nonsmooth term. The continuous differentiability of this function with respect to both primal and dual variables allows us to leverage the method of multipliers (MM) to compute optimal primal-dual pairs by solving a sequence of differentiable problems. The MM algorithm is applicable to a broader class of problems than proximal gradient methods and it has stronger convergence guarantees and a more refined step-size update rules than the alternating direction method of multipliers. These features make it an attractive option for solving structured optimal control problems. We also develop an algorithm based on the primal-descent dual-ascent gradient method and prove global (exponential) asymptotic stability when the differentiable component of the objective function is (strongly) convex and the regularization term is convex. Finally, we identify classes of problems for which the primal-dual gradient flow dynamics are convenient for distributed implementation and compare/contrast our framework to the existing approaches.

Di Zhao, Sei Zhen Khong, Li Qiu

A networked control system (NCS) consisting of cascaded two-port communication channels between the plant and controller is modeled and analyzed. Towards this end, the robust stability of a standard closed-loop system in the presence of conelike perturbations on the system graphs is investigated. The underlying geometric insights are then exploited to analyze the two-port NCS. It is shown that the robust stability of the two-port NCS can be guaranteed when the nonlinear uncertainties in the transmission matrices are sufficiently small in norm. The stability condition, given in the form of "arcsin" of the uncertainty bounds, is both necessary and sufficient.

Yanfang Mo, Wei Chen, Sei Zhen Khong et al.

Efficient resource allocation is one of the main driving forces of human civilizations. Of the many existing approaches to resource allocation, matrix completion is one that is frequently applied. In this paper, we investigate a special type of matrix completion problem concerning the class of $(0,1)$-matrices with given row/column sums and certain zeros prespecified. We provide a necessary and sufficient condition under which such a class is nonempty. The condition is stated in the form of the nonnegativity of a structure tensor constructed from the information regarding the given row/column sums and fixed zeros. Moreover, we show that a more general matrix completion problem can be studied in a similar manner, namely that involving the class of nonnegative integer matrices with prescribed row/column sums, predetermined zeros, and different bounds across the rows. To illustrate the utility of our results, we apply them to demand response applications in smart grids. Specifically, we address two adequacy problems in differentiated energy services, namely, the problems of supply/demand matching and minimum purchase profile.

Yongkang Su, Sei Zhen Khong, Lanlan Su

This paper investigates output consensus in heterogeneous dynamical networks within a plug-and-play framework. The networks are interconnected through nonlinear diffusive couplings and operate in the presence of measurement and communication noise. Focusing on systems that are input feedforward passive (IFP), we propose a passivity-compensation approach that exploits the surplus passivity of coupling links to locally offset shortages of passivity at the nodes. This mechanism enables subnetworks to be interconnected without requiring global reanalysis, thereby preserving modularity. Specifically, we derive locally verifiable interface conditions, expressed in terms of passivity indices and coupling gains, to guarantee that consensus properties of individual subnetworks are preserved when forming larger networks.

Wei Chen, Dan Wang, Sei Zhen Khong et al.

In this paper, we introduce a definition of phase response for a class of multi-input multi-output (MIMO) linear time-invariant (LTI) systems, the frequency responses of which are cramped at all frequencies. This phase concept generalizes the notions of positive realness and negative imaginariness. We also define the half-cramped systems and provide a time-domain interpretation. As a starting point in an endeavour to develop a comprehensive phase theory for MIMO systems, we establish a small phase theorem for feedback stability, which complements the well-known small gain theorem. In addition, we derive a sectored real lemma for phase-bounded systems as a natural counterpart of the bounded real lemma.

Neil K. Dhingra, Sei Zhen Khong, Mihailo R. Jovanović

We develop a second order primal-dual method for optimization problems in which the objective function is given by the sum of a strongly convex twice differentiable term and a possibly nondifferentiable convex regularizer. After introducing an auxiliary variable, we utilize the proximal operator of the nonsmooth regularizer to transform the associated augmented Lagrangian into a function that is once, but not twice, continuously differentiable. The saddle point of this function corresponds to the solution of the original optimization problem. We employ a generalization of the Hessian to define second order updates on this function and prove global exponential stability of the corresponding differential inclusion. Furthermore, we develop a globally convergent customized algorithm that utilizes the primal-dual augmented Lagrangian as a merit function. We show that the search direction can be computed efficiently and prove quadratic/superlinear asymptotic convergence. We use the $\ell_1$-regularized model predictive control problem and the problem of designing a distributed controller for a spatially-invariant system to demonstrate the merits and the effectiveness of our method.

Sei Zhen Khong, Ian R. Petersen, Anders Rantzer

Sufficient and necessary conditions for the stability of positive feedback interconnections of negative imaginary systems are derived via an integral quadratic constraint (IQC) approach. The IQC framework accommodates distributed-parameter systems with irrational transfer function representations, while generalising existing results in the literature and allowing exploitation of flexibility at zero and infinite frequencies to reduce conservatism in the analysis. The main results manifest the important property that the negative imaginariness of systems gives rise to a certain form of IQCs on positive frequencies that are bounded away from zero and infinity. Two additional sets of IQCs on the DC and instantaneous gains of the systems are shown to be sufficient and necessary for closed-loop stability along a homotopy of systems.

Sei Zhen Khong, Corentin Briat, Anders Rantzer

Closed-loop positivity of feedback interconnections of positive monotone nonlinear systems is investigated. It is shown that an instantaneous gain condition on the open-loop systems which implies feedback well-posedness also guarantees feedback positivity. Furthermore, the notion of integral linear constraints (ILC) is utilised as a tool to characterise uncertainty in positive feedback systems. Robustness analysis of positive linear time-varying and nonlinear feedback systems is studied using ILC, paralleling the well-known results based on integral quadratic constraints.