In the immersed boundary (IB) approach to fluid-structure interaction modeling, the coupling between the fluid and structure variables is mediated using a regularized version of Dirac delta function. In the IB literature, the regularized delta functions, also referred to IB kernel functions, are either derived analytically from a set of postulates or computed numerically using the moving least squares (MLS) approach. Whereas the analytical derivations typically assume a regular Cartesian grid, the MLS method is a meshless technique that can be used to generate kernel functions on complex domains and unstructured meshes. In this note we take a viewpoint that IB kernel generation, either analytically or via MLS, is a constrained quadratic minimization problem. The extremization of a constrained quadratic function is a broader concept than kernel generation, and there are well-established numerical optimization techniques to solve this problem. For example, we show that the constrained quadratic minimization technique can be used to generate one-sided (anisotropic) IB kernels and/or to bound their values.
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We introduce a numerical technique for controlling the location and stability properties of Hopf bifurcations in dynamical systems. The algorithm consists of solving an optimization problem constrained by an extended system of nonlinear partial differential equations that characterizes Hopf bifurcation points. The flexibility and robustness of the method allows us to advance or delay a Hopf bifurcation to a target value of the bifurcation parameter, as well as controlling the oscillation frequency with respect to a parameter of the system or the shape of the domain on which solutions are defined. Numerical applications are presented in systems arising from biology and fluid dynamics, such as the FitzHugh-Nagumo model, Ginzburg-Landau equation, Rayleigh-B\'enard convection problem, and Navier-Stokes equations, where the control of the location and oscillation frequency of periodic solutions is of high interest.
We present differentiable predictive control (DPC), a method for learning constrained neural control policies for linear systems with probabilistic performance guarantees. We employ automatic differentiation to obtain direct policy gradients by backpropagating the model predictive control (MPC) loss function and constraints penalties through a differentiable closed-loop system dynamics model. We demonstrate that the proposed method can learn parametric constrained control policies to stabilize systems with unstable dynamics, track time-varying references, and satisfy nonlinear state and input constraints. In contrast with imitation learning-based approaches, our method does not depend on a supervisory controller. Most importantly, we demonstrate that, without losing performance, our method is scalable and computationally more efficient than implicit, explicit, and approximate MPC. Under review at IEEE Transactions on Automatic Control.
Functional constrained optimization is becoming more and more important in machine learning and operations research. Such problems have potential applications in risk-averse machine learning, semisupervised learning, and robust optimization among others. In this paper, we first present a novel Constraint Extrapolation (ConEx) method for solving convex functional constrained problems, which utilizes linear approximations of the constraint functions to define the extrapolation (or acceleration) step. We show that this method is a unified algorithm that achieves the best-known rate of convergence for solving different functional constrained convex composite problems, including convex or strongly convex, and smooth or nonsmooth problems with a stochastic objective and/or stochastic constraints. Many of these rates of convergence were in fact obtained for the first time in the literature. In addition, ConEx is a single-loop algorithm that does not involve any penalty subproblems. Contrary to existing primal-dual methods, it does not require the projection of Lagrangian multipliers into a (possibly unknown) bounded set. Second, for nonconvex functional constrained problems, we introduce a new proximal point method that transforms the initial nonconvex problem into a sequence of convex problems by adding quadratic terms to both the objective and constraints. Under a certain MFCQ-type assumption, we establish the convergence and rate of convergence of this method to KKT points when the convex subproblems are solved exactly or inexactly. For large-scale and stochastic problems, we present a more practical proximal point method in which the approximate solutions of the subproblems are computed by the aforementioned ConEx method. To the best of our knowledge, most of these convergence and complexity results of the proximal point method for nonconvex problems also seem to be new in the literature.
In this paper, we study the problem of relaying a single bit of information across a series of binary symmetric channels, and the associated trade-off between the number of hops $m$, the transmission time $n$, and the error probability. We introduce a simple, efficient, and deterministic protocol that attains positive information velocity (i.e., a non-vanishing ratio $\frac{m}{n}$ and small error probability) and is significantly simpler than existing protocols that do so. In addition, we characterize the optimal low-noise and high-noise scaling laws of the information velocity, and we adapt our 1-bit protocol to transmit $k$ bits over $m$ hops with $O(m+k)$ transmission time.
A generalization of L{\"u}roth's theorem expresses that every transcendence degree 1 subfield of the rational function field is a simple extension. In this note we show that a classical proof of this theorem also holds to prove this generalization.
Although the theory of constrained least squares (CLS) estimation is well known, it is usually applied with the view that the constraints to be imposed are unavoidable. However, there are cases in which constraints are optional. For example, in camera color calibration, one of several possible color processing systems is obtained if a constraint on the row sums of a desired color correction matrix is imposed; in this example, it is not clear a priori whether imposing the constraint leads to better system performance. In this paper, we derive an exact expression connecting the constraint to the increase in fitting error obtained from imposing it. As another contribution, we show how to determine projection matrices that separate the measured data into two components: the first component drives up the fitting error due to imposing a constraint, and the second component is unaffected by the constraint. We demonstrate the use of these results in the color calibration problem.
We study constrained reinforcement learning (CRL) from a novel perspective by setting constraints directly on state density functions, rather than the value functions considered by previous works. State density has a clear physical and mathematical interpretation, and is able to express a wide variety of constraints such as resource limits and safety requirements. Density constraints can also avoid the time-consuming process of designing and tuning cost functions required by value function-based constraints to encode system specifications. We leverage the duality between density functions and Q functions to develop an effective algorithm to solve the density constrained RL problem optimally and the constrains are guaranteed to be satisfied. We prove that the proposed algorithm converges to a near-optimal solution with a bounded error even when the policy update is imperfect. We use a set of comprehensive experiments to demonstrate the advantages of our approach over state-of-the-art CRL methods, with a wide range of density constrained tasks as well as standard CRL benchmarks such as Safety-Gym.
In real world settings, numerous constraints are present which are hard to specify mathematically. However, for the real world deployment of reinforcement learning (RL), it is critical that RL agents are aware of these constraints, so that they can act safely. In this work, we consider the problem of learning constraints from demonstrations of a constraint-abiding agent's behavior. We experimentally validate our approach and show that our framework can successfully learn the most likely constraints that the agent respects. We further show that these learned constraints are \textit{transferable} to new agents that may have different morphologies and/or reward functions. Previous works in this regard have either mainly been restricted to tabular (discrete) settings, specific types of constraints or assume the environment's transition dynamics. In contrast, our framework is able to learn arbitrary \textit{Markovian} constraints in high-dimensions in a completely model-free setting. The code can be found it: \url{//github.com/shehryar-malik/icrl}.
Minimizing cross-entropy over the softmax scores of a linear map composed with a high-capacity encoder is arguably the most popular choice for training neural networks on supervised learning tasks. However, recent works show that one can directly optimize the encoder instead, to obtain equally (or even more) discriminative representations via a supervised variant of a contrastive objective. In this work, we address the question whether there are fundamental differences in the sought-for representation geometry in the output space of the encoder at minimal loss. Specifically, we prove, under mild assumptions, that both losses attain their minimum once the representations of each class collapse to the vertices of a regular simplex, inscribed in a hypersphere. We provide empirical evidence that this configuration is attained in practice and that reaching a close-to-optimal state typically indicates good generalization performance. Yet, the two losses show remarkably different optimization behavior. The number of iterations required to perfectly fit to data scales superlinearly with the amount of randomly flipped labels for the supervised contrastive loss. This is in contrast to the approximately linear scaling previously reported for networks trained with cross-entropy.
Weak supervision, e.g., in the form of partial labels or image tags, is currently attracting significant attention in CNN segmentation as it can mitigate the lack of full and laborious pixel/voxel annotations. Enforcing high-order (global) inequality constraints on the network output, for instance, on the size of the target region, can leverage unlabeled data, guiding training with domain-specific knowledge. Inequality constraints are very flexible because they do not assume exact prior knowledge. However,constrained Lagrangian dual optimization has been largely avoided in deep networks, mainly for computational tractability reasons.To the best of our knowledge, the method of Pathak et al. is the only prior work that addresses deep CNNs with linear constraints in weakly supervised segmentation. It uses the constraints to synthesize fully-labeled training masks (proposals)from weak labels, mimicking full supervision and facilitating dual optimization.We propose to introduce a differentiable term, which enforces inequality constraints directly in the loss function, avoiding expensive Lagrangian dual iterates and proposal generation. From constrained-optimization perspective, our simple approach is not optimal as there is no guarantee that the constraints are satisfied. However, surprisingly,it yields substantially better results than the proposal-based constrained CNNs, while reducing the computational demand for training.In the context of cardiac images, we reached a segmentation performance close to full supervision using a fraction (0.1%) of the full ground-truth labels and image-level tags.While our experiments focused on basic linear constraints such as the target-region size and image tags, our framework can be easily extended to other non-linear constraints.Therefore, it has the potential to close the gap between weakly and fully supervised learning in semantic image segmentation.
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