• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Data-Driven Learning Optimization of Dynamical System with Stochastic Uncertainty and Its Application

Research Project

Project/Area Number 19K15019
Research Category

Grant-in-Aid for Early-Career Scientists

Allocation TypeMulti-year Fund
Review Section Basic Section 21040:Control and system engineering-related
Research InstitutionTokyo Metropolitan University

Principal Investigator

Toyoda Mitsuru  東京都立大学, システムデザイン研究科, 助教 (40826939)

Project Period (FY) 2019-04-01 – 2023-03-31
Project Status Completed (Fiscal Year 2022)
Budget Amount *help
¥3,250,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥750,000)
Fiscal Year 2021: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2020: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2019: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Keywords制御理論 / 最適制御 / 確率論理システム / スパース最適化 / 制御工学 / 最適化アルゴリズム / ガウス過程回帰 / 確率ブーリアンネットワーク / 近接アルゴリズム / 学習制御 / 確率システム / 論理システム
Outline of Research at the Start

本研究では従来のモデルベースでの最適制御手法とは異なり,データ科学的知見に基づき計測されたデータをもとにダイナミクスや評価関数を学習しながら最適制御則を計算するアルゴリズムの研究に取り組む.理論研究では微分方程式・差分方程式として表現される連続値状態変数のシステム及び離散値をとる論理システムの最適制御問題の考察を実施する.さらに工学的問題への応用研究により提案手法の有用性を示す.

Outline of Final Research Achievements

This research addressed control and optimization problems related to the analysis of dynamical systems and focused on the development of new analysis framework based on the data science methodologies. In probabilistic Boolean networks, which is a class of discrete-valued systems taking into consideration the stochastic uncertainty, optimization algorithms in control and estimation problems were presented. Furthermore, optimization problems with the l1 norms for the regularization were considered in this study. Based on the sparse optimization method in statistic and machine learning re-search fields, multiple iterative methods were examined, and associated convergence analysis was performed.

Academic Significance and Societal Importance of the Research Achievements

離散値システムの表現として本研究で主に用いられた確率ブーリアンネットワークは汎用的な数学モデルであり,本研究で提案した最適化手法をはじめとする解析結果は広いクラスのシステムの研究に関連するものである.また,本研究における連続値システムの解析で主として扱ったスパース最適化手法もまた制御,最適化,機械学習など多くの分野で取り入れられている手法であり,こちらも他分野への適用といった更なる発展が期待される.

Report

(5 results)
  • 2022 Annual Research Report   Final Research Report ( PDF )
  • 2021 Research-status Report
  • 2020 Research-status Report
  • 2019 Research-status Report
  • Research Products

    (30 results)

All 2023 2022 2021 2020 2019 Other

All Int'l Joint Research (4 results) Journal Article (10 results) (of which Int'l Joint Research: 5 results,  Peer Reviewed: 10 results,  Open Access: 5 results) Presentation (16 results) (of which Int'l Joint Research: 6 results)

  • [Int'l Joint Research] 大連理工大学(中国)

    • Related Report
      2022 Annual Research Report
  • [Int'l Joint Research] 大連理工大学(中国)

    • Related Report
      2021 Research-status Report
  • [Int'l Joint Research] 大連理工大学(中国)

    • Related Report
      2020 Research-status Report
  • [Int'l Joint Research] 大連理工大学(中国)

    • Related Report
      2019 Research-status Report
  • [Journal Article] Efficient iterative method for SOAV minimization problem with linear equality and box constraints and its linear convergence2022

    • Author(s)
      Toyoda Mitsuru, Tanaka Mirai
    • Journal Title

      Journal of the Franklin Institute

      Volume: 359 Issue: 5 Pages: 2206-2228

    • DOI

      10.1016/j.jfranklin.2022.01.014

    • Related Report
      2021 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] An analysis of hot‐started ADMM for linear MPC2021

    • Author(s)
      Toyoda Mitsuru, Tanaka Mirai
    • Journal Title

      IET Control Theory and Applications

      Volume: 15 Issue: 15 Pages: 1999-2016

    • DOI

      10.1049/cth2.12174

    • Related Report
      2021 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Maximum-Likelihood State Estimators in Probabilistic Boolean Control Networks2021

    • Author(s)
      Toyoda Mitsuru, Wu Yuhu
    • Journal Title

      IEEE Transactions on Cybernetics

      Volume: Early Access Issue: 6 Pages: 1-14

    • DOI

      10.1109/tcyb.2021.3127880

    • Related Report
      2021 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Local R-linear convergence of ADMM-based algorithm for $\ell_{1}$-norm minimization with linear and box constraints2020

    • Author(s)
      Toyoda Mitsuru、Tanaka Mirai
    • Journal Title

      Systems & Control Letters

      Volume: 146 Pages: 104824-104824

    • DOI

      10.1016/j.sysconle.2020.104824

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Policy Iteration Approach to the Infinite Horizon Average Optimal Control of Probabilistic Boolean Networks2020

    • Author(s)
      Wu Yuhu、Guo Yuqian、Toyoda Mitsuru
    • Journal Title

      IEEE Transactions on Neural Networks and Learning Systems

      Volume: Early Access Issue: 7 Pages: 1-15

    • DOI

      10.1109/tnnls.2020.3008960

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] A congestion game framework for service chain composition in NFV with function benefit2020

    • Author(s)
      Le Shuting、Wu Yuhu、Toyoda Mitsuru
    • Journal Title

      Information Sciences

      Volume: 514 Pages: 512-522

    • DOI

      10.1016/j.ins.2019.11.015

    • Related Report
      2019 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] An Efficient Algorithm for an $\ell_{1}/\ell_{2}$ Mixed Optimal Control Problem with a Box Constraint and Parallelization2020

    • Author(s)
      Toyoda Mitsuru、Tanaka Mirai
    • Journal Title

      IEEE Control Systems Letters

      Volume: 4 Issue: 3 Pages: 584-589

    • DOI

      10.1109/lcsys.2020.2982511

    • Related Report
      2019 Research-status Report
    • Peer Reviewed
  • [Journal Article] Bayesian selection probability estimation for probabilistic Boolean networks2019

    • Author(s)
      Toyoda Mitsuru
    • Journal Title

      Asian Journal of Control

      Volume: 21 Issue: 6 Pages: 2513-2520

    • DOI

      10.1002/asjc.2166

    • Related Report
      2019 Research-status Report
    • Peer Reviewed
  • [Journal Article] On Optimal Time-Varying Feedback Controllability for Probabilistic Boolean Control Networks2019

    • Author(s)
      Toyoda Mitsuru、Wu Yuhu
    • Journal Title

      IEEE Transactions on Neural Networks and Learning Systems

      Volume: Early Access Issue: 6 Pages: 1-7

    • DOI

      10.1109/tnnls.2019.2927241

    • Related Report
      2019 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Mayer-Type Optimal Control of Probabilistic Boolean Control Network With Uncertain Selection Probabilities2019

    • Author(s)
      Toyoda Mitsuru、Wu Yuhu
    • Journal Title

      IEEE Transactions on Cybernetics

      Volume: Early Access Issue: 6 Pages: 1-14

    • DOI

      10.1109/tcyb.2019.2954849

    • Related Report
      2019 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Presentation] 繰り返し反復制御のためのガウシアンプロセスによるインパルス応答推定2023

    • Author(s)
      豊田充, 増田士朗, 小坂航太, 佐藤幸浩
    • Organizer
      第10回制御部門マルチシンポジウム (MSCS2023) 講演論文集
    • Related Report
      2022 Annual Research Report
  • [Presentation] Application of Projected Subgradient Method to LQ Optimal Control Problem with Sum-Of-$\ell_2$-Norms Regularization2022

    • Author(s)
      Mitsuru Toyoda and Mirai Tanaka
    • Organizer
      the 41st Chinese Control Conference
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 非リプシッツな関数を含む最適化問題に対する近接劣勾配法2022

    • Author(s)
      豊田充,田中未来
    • Organizer
      第9回制御部門マルチシンポジウム (MSCS2022) 講演論文集
    • Related Report
      2021 Research-status Report
  • [Presentation] 可変平滑化パラメータを用いた加速近接勾配法2022

    • Author(s)
      豊田充,田中未来
    • Organizer
      統計数理研究所 研究集会「最適化:モデリングとアルゴリズム」
    • Related Report
      2021 Research-status Report
  • [Presentation] Sum of $\ell_2$-Norms Based Modeling for Discrete-Valued Optimal Control2021

    • Author(s)
      Mitsuru Toyoda, Mirai Tanaka
    • Organizer
      Proceedings of 2021 60th Annual Conference of the Society of Instrument and Control Engineers of Japan (SICE)
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research
  • [Presentation] 正則化項をもつ線形モデル予測制御問題に対するADMMにおけるホットスタートの解析2021

    • Author(s)
      豊田充,田中未来
    • Organizer
      第7回制御部門マルチシンポジウム講演論文集
    • Related Report
      2020 Research-status Report
  • [Presentation] 箱型制約および線形等式制約をもつSOAV最小化問題に対する効率のよいアルゴリズムと線形収束性2021

    • Author(s)
      豊田充,田中未来
    • Organizer
      統計数理研究所 研究集会「最適化:モデリングとアルゴリズム」
    • Related Report
      2020 Research-status Report
  • [Presentation] A Maximum Likelihood State Estimator for Probabilistic Boolean Control Networks2020

    • Author(s)
      Mitsuru Toyoda and Yuhu Wu
    • Organizer
      Proceedings of the 39th Chinese Control Conference
    • Related Report
      2020 Research-status Report
    • Int'l Joint Research
  • [Presentation] Optimal Poster Session Organization Based on 0-1 Integer Programming2020

    • Author(s)
      Mitsuru Toyoda and Shiro Masuda
    • Organizer
      Proceedings of the SICE Annual Conference 2020
    • Related Report
      2020 Research-status Report
    • Int'l Joint Research
  • [Presentation] 最尤法による確率ブーリアンネットワークの状態推定2020

    • Author(s)
      豊田充,呉玉虎
    • Organizer
      第63回自動制御連合講演会講演論文集
    • Related Report
      2020 Research-status Report
  • [Presentation] 箱型制約および線形等式制約をもつSOAV最小化問題における効率のよいアルゴリズム2020

    • Author(s)
      豊田充,田中未来
    • Organizer
      第63回自動制御連合講演会講演論文集
    • Related Report
      2020 Research-status Report
  • [Presentation] ADMMによる線形等式制約および箱型制約付きl1最適化問題の計算方法と指数レートでの収束性2020

    • Author(s)
      豊田充
    • Organizer
      第7回制御部門マルチシンポジウム講演論文集
    • Related Report
      2019 Research-status Report
  • [Presentation] MCMC Based Transition Probability Estimation for Probabilistic Boolean Networks2019

    • Author(s)
      Mitsuru Toyoda
    • Organizer
      Proceedings of 12th Asian Control Conference (ASCC) 2019
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research
  • [Presentation] Terminal Cost Optimization of Probabilistic Boolean Control Network with Beta Distributed Selection Probabilities2019

    • Author(s)
      Mitsuru Toyoda
    • Organizer
      Proceedings of the 38th Chinese Control Conference
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research
  • [Presentation] HEVの最適エネルギマネジメント問題の近似解法2019

    • Author(s)
      豊田充
    • Organizer
      JSAE2019年春季大会学術講演会(横浜)講演予稿集
    • Related Report
      2019 Research-status Report
  • [Presentation] 箱型制約付き線形l1最適制御問題における効率のよい計算法と並列化2019

    • Author(s)
      豊田充
    • Organizer
      第62回自動制御連合講演会講演論文集
    • Related Report
      2019 Research-status Report

URL: 

Published: 2019-04-18   Modified: 2024-01-30  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi