Sergio Grammatico

Sergio Grammatico

We address the problem to control a population of noncooperative heterogeneous agents, each with convex cost function depending on the average population state, and all sharing a convex constraint, towards an aggregative equilibrium. We assume an information structure through which a central coordinator has access to the average population state and can broadcast control signals for steering the decentralized optimal responses of the agents. We design a dynamic control law that, based on operator theoretic arguments, ensures global convergence to an equilibrium independently on the problem data, that are the cost functions and the constraints, local and global, of the agents. We illustrate the proposed method in two application domains: network congestion control and demand side management.

Giuseppe Belgioioso, Sergio Grammatico

We show that projected-gradient methods for the distributed computation of generalized Nash equilibria in aggregative games are preconditioned forward-backward splitting methods applied to the KKT operator of the game. Specifically, we adopt the preconditioned forward-backward design, recently conceived by Yi and Pavel in the manuscript "A distributed primal-dual algorithm for computation of generalized Nash equilibria via operator splitting methods" for generalized Nash equilibrium seeking in aggregative games. Consequently, we notice that two projected-gradient methods recently proposed in the literature are preconditioned forward-backward methods. More generally, we provide a unifying operator-theoretic ground to design projected-gradient methods for generalized equilibrium seeking in aggregative games.

Carlo Cenedese, Yu Kawano, Sergio Grammatico et al.

Distributed decision making in multi-agent networks has recently attracted significant research attention thanks to its wide applicability, e.g. in the management and optimization of computer networks, power systems, robotic teams, sensor networks and consumer markets. Distributed decision-making problems can be modeled as inter-dependent optimization problems, i.e., multi-agent game-equilibrium seeking problems, where noncooperative agents seek an equilibrium by communicating over a network. To achieve a network equilibrium, the agents may decide to update their decision variables via proximal dynamics, driven by the decision variables of the neighboring agents. In this paper, we provide an operator-theoretic characterization of convergence with a time-invariant communication network. For the time-varying case, we consider adjacency matrices that may switch subject to a dwell time. We illustrate our investigations using a distributed robotic exploration example.

Giuseppe Belgioioso, Filippo Fabiani, Franco Blanchini et al.

We adopt an operator-theoretic perspective to study convergence of linear fixed-point iterations and discrete- time linear systems. We mainly focus on the so-called Krasnoselskij-Mann iteration x(k+1) = ( 1 - α(k) ) x(k) + α(k) A x(k), which is relevant for distributed computation in optimization and game theory, when A is not available in a centralized way. We show that convergence to a vector in the kernel of (I-A) is equivalent to strict pseudocontractiveness of the linear operator x -> Ax. We also characterize some relevant operator-theoretic properties of linear operators via eigenvalue location and linear matrix inequalities. We apply the convergence conditions to multi-agent linear systems with vanishing step sizes, in particular, to linear consensus dynamics and equilibrium seeking in monotone linear-quadratic games.

Filippo Fabiani, Giuseppe Belgioioso, Franco Blanchini et al.

State convergence is essential in several scientific areas, e.g. multi-agent consensus/disagreement, distributed optimization, monotone game theory, multi-agent learning over time-varying networks. This paper is the first on state convergence in both continuous- and discrete-time linear systems affected by polytopic uncertainty. First, we characterize state convergence in linear time invariant systems via equivalent necessary and sufficient conditions. In the presence of uncertainty, we complement the canonical definition of (weak) convergence with a stronger notion of convergence, which requires the existence of a common kernel among the generator matrices of the difference/differential inclusion (strong convergence). We investigate under which conditions the two definitions are equivalent. Then, we characterize weak and strong convergence by means of Lyapunov and LaSalle arguments, (linear) matrix inequalities and separability of the eigenvalues of the generator matrices. We also show that, unlike asymptotic stability, state convergence lacks of duality.

Claudio De Persis, Sergio Grammatico

In this paper, we consider continuous-time semi-decentralized dynamics for the equilibrium computation in a class of aggregative games. Specifically, we propose a scheme where decentralized projected-gradient dynamics are driven by an integral control law. To prove global exponential convergence of the proposed dynamics to an aggregative equilibrium, we adopt a quadratic Lyapunov function argument. We derive a sufficient condition for global convergence that we position within the recent literature on aggregative games, and in particular we show that it improves on established results.

Claudio De Persis, Sergio Grammatico

We consider continuous-time equilibrium seeking in monotone aggregative games with coupling constraints. We propose semi-decentralized integral dynamics and prove their global convergence to a variational generalized aggregative or Nash equilibrium. The proof is based on Lyapunov arguments and invariance techniques for differential inclusions.

Filippo Fabiani, Sergio Grammatico

We propose a hybrid decision-making framework for safe and efficient autonomous driving of selfish vehicles on highways. Specifically, we model the dynamics of each vehicle as a Mixed-Logical-Dynamical system and propose simple driving rules to prevent potential sources of conflict among neighboring vehicles. We formalize the coordination problem as a generalized mixed-integer potential game, where an equilibrium solution generates a sequence of mixed-integer decisions for the vehicles that trade off individual optimality and overall safety.

Franco Blanchini, Filippo Fabiani, Sergio Grammatico

Merging two Control Lyapunov Functions (CLFs) means creating a single "new-born" CLF by starting from two parents functions. Specifically, given a "father" function, shaped by the state constraints, and a "mother" function, designed with some optimality criterion, the merging CLF should be similar to the father close to the constraints and similar to the mother close to the origin. To successfully merge two CLFs, the control-sharing condition is crucial: the two functions must have a common control law that makes both Lyapunov derivatives simultaneously negative. Unfortunately, it is difficult to guarantee this property a-priori, i.e., while computing the two parents functions. In this paper, we propose a technique to create a constraint-shaped "father" function that has the control-sharing property with the "mother" function. To this end, we introduce a partial control-sharing, namely, the control-sharing only in the regions where the constraints are active. We show that imposing partial control-sharing is a convex optimization problem. Finally, we show how to apply the partial control-sharing for merging constraint-shaped functions and the Riccati-optimal functions, thus generating a CLF with bounded complexity that solves the constrained linear-quadratic stabilization problem with local optimality.

Georgios Pantazis, Nicola Mignoni, Raffaele Carli et al.

We propose an optimization model where a parking lot manager (PLM) can aggregate parked EV batteries to provide virtual energy storage services that are provably robust under uncertain EV departures and state-of-charge caps. Our formulation yields a data-driven convex optimization problem where a prosumer community agrees on a contract with the PLM for the provision of storage services over a finite horizon. Leveraging recent results in the scenario approach, we certify out-of-sample constraint safety. Furthermore, we enable a tunable profit-risk trade-off through scenario relaxation and extend our model to account for robustness to adversarial perturbations and distributional shifts over Wasserstein-based ambiguity sets. All the approaches are accompanied by tight finite-sample certificates. Numerical studies demonstrate the out-of-sample and out-of-distribution constraint satisfaction of our proposed model compared to the developed theoretical guarantees, showing their effectiveness and potential in robust and efficient virtual energy services.

Sergio Grammatico, Gabriele Pannocchia

Polyhedral control Lyapunov functions (PCLFs) are exploited in finite-horizon linear model predictive control formulations in order to guarantee the maximal domain of attraction (DoA), in contrast to traditional formulations based on quadratic control Lyapunov functions. In particular, the terminal region is chosen as the largest DoA, namely the entire controllable set, which is parametrized by a level set of a suitable PCLF. Closed-loop stability of the origin is guaranteed either by using an "inflated" PCLF as terminal cost or by adding a contraction constraint for the PCLF evaluated at the current state. Two variants of the formulation based on the inflated PCLF terminal cost are also presented. In all proposed formulations, the guaranteed DoA is always the entire controllable set, independently of the chosen finite horizon. Closed-loop inherent robustness with respect to arbitrary, sufficiently small perturbations is also established. Moreover, all proposed schemes can be formulated as Quadratic Programming problems. Numerical examples show the main benefits and achievements of the proposed formulations.

Reza Rahimi Baghbadorani, Emilio Benenati, Sergio Grammatico

This paper considers constrained linear dynamic games with quadratic objective functions, which can be cast as affine variational inequalities. By leveraging the problem structure, we apply the Douglas-Rachford splitting, which generates a solution algorithm with linear convergence rate. The fast convergence of the method enables receding-horizon control architectures. Furthermore, we demonstrate that {the associated VI admits a closed-form solution within a neighborhood of the attractor, thus allowing for a further reduction in computation time.} Finally, we benchmark the proposed method via numerical experiments in an automated driving application.

Zifan Wang, Georgios Pantazis, Sergio Grammatico et al.

We study a class of distributionally robust games where agents are allowed to heterogeneously choose their risk aversion with respect to distributional shifts of the uncertainty. In our formulation, heterogeneous Wasserstein ball constraints on each distribution are enforced through a penalty function leveraging a Lagrangian formulation. We then formulate the distributionally robust Nash equilibrium problem and show that under certain assumptions it is equivalent to a finite-dimensional variational inequality problem with a strongly monotone mapping. We then design an approximate Nash equilibrium seeking algorithm and prove convergence of the average regret to a quantity that diminishes with the number of iterations, thus learning the desired equilibrium up to an a priori specified accuracy. Numerical simulations corroborate our theoretical findings.

Mattia Bianchi, Sergio Grammatico

Distributed decision problems features a group of agents that can only communicate over a peer-to-peer network, without a central memory. In applications such as network control and data ranking, each agent is only affected by a small portion of the decision vector: this sparsity is typically ignored in distributed algorithms, while it could be leveraged to improve efficiency and scalability. To address this issue, our recent paper introduces Estimation Network Design (END), a graph theoretical language for the analysis and design of distributed iterations. END algorithms can be tuned to exploit the sparsity of specific problem instances, reducing communication overhead and minimizing redundancy, yet without requiring case-by-case convergence analysis. In this paper, we showcase the flexility of END in the context of distributed optimization. In particular, we study the sparsity-aware version of many established methods, including ADMM, AugDGM and Push-Sum DGD. Simulations on an estimation problem in sensor networks demonstrate that END algorithms can boost convergence speed and greatly reduce the communication and memory cost.

Barbara Franci, Sergio Grammatico

Generative adversarial networks (GANs) are a class of generative models with two antagonistic neural networks: a generator and a discriminator. These two neural networks compete against each other through an adversarial process that can be modeled as a stochastic Nash equilibrium problem. Since the associated training process is challenging, it is fundamental to design reliable algorithms to compute an equilibrium. In this paper, we propose a stochastic relaxed forward-backward (SRFB) algorithm for GANs and we show convergence to an exact solution when an increasing number of data is available. We also show convergence of an averaged variant of the SRFB algorithm to a neighborhood of the solution when only few samples are available. In both cases, convergence is guaranteed when the pseudogradient mapping of the game is monotone. This assumption is among the weakest known in the literature. Moreover, we apply our algorithm to the image generation problem.

Barbara Franci, Sergio Grammatico

Generative adversarial networks (GANs) are a class of generative models, known for producing accurate samples. The key feature of GANs is that there are two antagonistic neural networks: the generator and the discriminator. The main bottleneck for their implementation is that the neural networks are very hard to train. One way to improve their performance is to design reliable algorithms for the adversarial process. Since the training can be cast as a stochastic Nash equilibrium problem, we rewrite it as a variational inequality and introduce an algorithm to compute an approximate solution. Specifically, we propose a stochastic relaxed forward-backward algorithm for GANs. We prove that when the pseudogradient mapping of the game is monotone, we have convergence to an exact solution or in a neighbourhood of it.

Giuseppe Belgioioso, Sergio Grammatico

We address the generalized aggregative equilibrium seeking problem for noncooperative agents playing average aggregative games with affine coupling constraints. First, we use operator theory to characterize the generalized aggregative equilibria of the game as the zeros of a monotone set-valued operator. Then, we massage the Douglas-Rachford splitting to solve the monotone inclusion problem and derive a single layer, semi-decentralized algorithm whose global convergence is guaranteed under mild assumptions. The potential of the proposed Douglas-Rachford algorithm is shown on a simplified resource allocation game, where we observe faster convergence with respect to forward-backward algorithms.

Xiaojing Zhang, Sergio Grammatico, Georg Schildbach et al.

The "scenario approach" provides an intuitive method to address chance constrained problems arising in control design for uncertain systems. It addresses these problems by replacing the chance constraint with a finite number of sampled constraints (scenarios). The sample size critically depends on Helly's dimension, a quantity always upper bounded by the number of decision variables. However, this standard bound can lead to computationally expensive programs whose solutions are conservative in terms of cost and violation probability. We derive improved bounds of Helly's dimension for problems where the chance constraint has certain structural properties. The improved bounds lower the number of scenarios required for these problems, leading both to improved objective value and reduced computational complexity. Our results are generally applicable to Randomized Model Predictive Control of chance constrained linear systems with additive uncertainty and affine disturbance feedback. The efficacy of the proposed bound is demonstrated on an inventory management example.

Francesca Parise, Sergio Grammatico, Basilio Gentile et al.

We consider network aggregative games to model and study multi-agent populations in which each rational agent is influenced by the aggregate behavior of its neighbors, as specified by an underlying network. Specifically, we examine systems where each agent minimizes a quadratic cost function, that depends on its own strategy and on a convex combination of the strategies of its neighbors, and is subject to personalized convex constraints. We analyze the best response dynamics and we propose alternative distributed algorithms to steer the strategies of the rational agents to a Nash equilibrium configuration. The convergence of these schemes is guaranteed under different sufficient conditions, depending on the matrices defining the cost and on the network. Additionally, we propose an extension to the network aggregative game setting that allows for multiple rounds of communications among the agents, and we illustrate how it can be combined with consensus theory to recover a solution to the mean field control problem in a distributed fashion, that is, without requiring the presence of a central coordinator. Finally, we apply our theoretical findings to study a novel multi-dimensional, convex-constrained model of opinion dynamics and a hierarchical demand-response scheme for energy management in smart buildings, extending literature results.

Sergio Grammatico, Francesca Parise, Marcello Colombino et al.

This paper considers decentralized control and optimization methodologies for large populations of systems, consisting of several agents with different individual behaviors, constraints and interests, and affected by the aggregate behavior of the overall population. For such large-scale systems, the theory of aggregative and mean field games has been established and successfully applied in various scientific disciplines. While the existing literature addresses the case of unconstrained agents, we formulate deterministic mean field control problems in the presence of heterogeneous convex constraints for the individual agents, for instance arising from agents with linear dynamics subject to convex state and control constraints. We propose several model-free feedback iterations to compute in a decentralized fashion a mean field Nash equilibrium in the limit of infinite population size. We apply our methods to the constrained linear quadratic deterministic mean field control problem and to the constrained mean field charging control problem for large populations of plug-in electric vehicles.