There is, I think, something ethereal about i —the square root of minus one. I remember first hearing about it at school. It seemed an odd beast at that time—an intruder hovering on the edge of reality.

Usually familiarity dulls this sense of the bizarre, but in the case of i it was the reverse: over the years the sense of its surreal nature intensified. It seemed that it was impossible to write mathematics that described the real world in …

I and i

/pdf/convex-analysisnoer-san-nojin-zhan-nituite-5dl2rbmoyr.pdf

Convex Analysisの二,三の進展について

NUDGE: IMPROVING DECISIONS ABOUT HEALTH, WEALTH, AND HAPPINESS by Richard H. Thaler and Cass R. Sunstein Penguin Books, 2009, 312 pp, ISBN 978-0-14-311526-7This book is best described formally as a general explanation of and advocacy for libertarian paternalism, a term coined by the authors in earlier publications. Informally, it is about how leaders, systems, organizations, and governments can nudge people to do the things the nudgers want and need done for the betterment of the nudgees, or of society. It is paternalism in the sense that "it is legitimate for choice architects to try to influence people's behavior in order to make their lives longer, healthier, and better", (p. 5) It is libertarian in that "people should be free to do what they like - and to opt out of undesirable arrangements if they want to do so", (p. 5) The built-in possibility of opting out or making a different choice preserves freedom of choice even though people's behavior has been influenced by the nature of the presentation of the information or by the structure of the decisionmaking system. I had never heard of libertarian paternalism before reading this book, and I now find it fascinating.Written for a general audience, this book contains mostly social and behavioral science theory and models, but there is considerable discussion of structure and process that has roots in mathematical and quantitative modeling. One of the main applications of this social system is economic choice in investing, selecting and purchasing products and services, systems of taxes, banking (mortgages, borrowing, savings), and retirement systems. Other quantitative social choice systems discussed include environmental effects, health care plans, gambling, and organ donations. Softer issues that are also subject to a nudge-based approach are marriage, education, eating, drinking, smoking, influence, spread of information, and politics. There is something in this book for everyone.The basis for this libertarian paternalism concept is in the social theory called "science of choice", the study of the design and implementation of influence systems on various kinds of people. The terms Econs and Humans, are used to refer to people with either considerable or little rational decision-making talent, respectively. The various libertarian paternalism concepts and systems presented are tested and compared in light of these two types of people. Two foundational issues that this book has in common with another book, Network of Echoes: Imitation, Innovation and Invisible Leaders, that was also reviewed for this issue of the Journal are that 1 ) there are two modes of thinking (or components of the brain) - an automatic (intuitive) process and a reflective (rational) process and 2) the need for conformity and the desire for imitation are powerful forces in human behavior. …

Nudge: Improving Decisions about Health, Wealth, and Happiness

A survey of distributed optimization

Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems

This paper considers the economic dispatch problem for a group of generator units communicating over an arbitrary weight-balanced digraph. The objective of the individual units is to collectively generate power to satisfy a certain load while minimizing the total generation cost, which corresponds to the sum of individual arbitrary convex functions. We propose a class of distributed Laplacian-gradient dynamics that are guaranteed to asymptotically find the solution to the economic dispatch problem with and without generator constraints. The proposed coordination algorithms are anytime, meaning that its trajectories are feasible solutions at any time before convergence, and they become better solutions as time elapses. In addition, we design the provably correct determine feasible allocation strategy that handles generator initialization and the addition and deletion of units via a message passing routine over a spanning tree of the network. Our technical approach combines notions and tools from algebraic graph theory, distributed algorithms, nonsmooth analysis, set-valued dynamical systems, and penalty functions. Simulations illustrate our results.

/pdf/distributed-generator-coordination-for-initialization-and-16abqssdnh.pdf

Distributed Generator Coordination for Initialization and Anytime Optimization in Economic Dispatch

https://pure.rug.nl/ws/files/101941502/69914348_5097462_Automatica_14_0955_Cherukuri_Cortes_postprint.pdf

Initialization-free distributed coordination for economic dispatch under varying loads and generator commitment

http://carmenere.ucsd.edu/jorge/publications/data/2015_ChMaCo-scl.pdf

Asymptotic convergence of constrained primal-dual dynamics

This paper considers continuously differentiable functions of two vector variables that have (possibly a continuum of) min-max saddle points. We study the asymptotic convergence properties of the associated saddle-point dynamics (gradient descent in the first variable and gradient ascent in the second one). We identify a suite of complementary conditions under which the set of saddle points is asymptotically stable under the saddle-point dynamics. Our first set of results is based on the convexity-concavity of the function defining the saddle-point dynamics to establish the convergence guarantees. For functions that do not enjoy this feature, our second set of results relies on properties of the linearization of the dynamics, the function along the proximal normals to the saddle set, and the linearity of the function in one variable. We also provide global versions of the asymptotic convergence results. Various examples illustrate our discussion.

/pdf/saddle-point-dynamics-conditions-for-asymptotic-stability-of-nh6tj9anq4.pdf

Saddle-point dynamics: conditions for asymptotic stability of saddle points

This paper studies the asymptotic convergence properties of the primal-dual dynamics designed for solving constrained concave optimization problems using classical notions from stability analysis. We motivate the need for this study by providing an example that rules out the possibility of employing the invariance principle for hybrid automata to study asymptotic convergence. We understand the solutions of the primal-dual dynamics in the Caratheodory sense and characterize their existence, uniqueness, and continuity with respect to the initial condition. We use the invariance principle for discontinuous Caratheodory systems to establish that the primal-dual optimizers are globally asymptotically stable under the primal-dual dynamics and that each solution of the dynamics converges to an optimizer.

Ashish Cherukuri

Papers

Distributed Generator Coordination for Initialization and Anytime Optimization in Economic Dispatch

Initialization-free distributed coordination for economic dispatch under varying loads and generator commitment

Asymptotic convergence of constrained primal-dual dynamics

Saddle-point dynamics: conditions for asymptotic stability of saddle points

Asymptotic convergence of constrained primal-dual dynamics