Colin Jones - Academia.edu (original) (raw)

Papers by Colin Jones

Research paper thumbnail of Towards computational complexity certification for constrained MPC based on Lagrange Relaxation and the fast gradient method

This paper discusses the certification of Nesterov's fast gradient method for problems with a str... more This paper discusses the certification of Nesterov's fast gradient method for problems with a strongly convex quadratic objective and a feasible set given as the intersection of a parametrized affine set and a convex set. For this, we derive a lower iteration bound for the solution of the dual problem that is obtained from a partial Lagrange Relaxation and propose a new constant step-size rule that we prove to be optimal under mild assumptions. Finally, we apply the certification procedure to a constrained MPC problem and show that the new step-size rule improves performance significantly.

Research paper thumbnail of Stochastic model predictive control: Controlling the average number of constraint violations

2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 2012

This paper considers linear discrete-time systems with additive bounded disturbances subject to h... more This paper considers linear discrete-time systems with additive bounded disturbances subject to hard control input bounds and a stochastic requirement on the number of state-constraint violations averaged over time. This specification facilitates the exploitation of the information on the number of past constraint violations, and consequently enables a significant reduction in conservatism. For the type of constraint considered we develop a recursively feasible receding horizon scheme, and, as a simple modification of our approach, we show how a bound on the average number of violations can be enforced robustly. The computational complexity (online as well as offline) is comparable to existing model predictive control schemes. The effectiveness of the proposed methodology is demonstrated by means of a numerical example.

Research paper thumbnail of Cooperative distributed tracking MPC for constrained linear systems: Theory and synthesis

52nd IEEE Conference on Decision and Control, 2013

ABSTRACT This paper provides a framework for distributed tracking of piecewise constant reference... more ABSTRACT This paper provides a framework for distributed tracking of piecewise constant references for a network of constrained linear systems which act cooperatively. It is shown how the tracking problem can be posed as a distributed optimization problem and a method for distributed synthesis of the control law is presented. In particular, the notion of a distributed invariant set for tracking is introduced, by means of which a distributed constrained tracking controller with stability guarantee can be defined. A systematic procedure for the synthesis of ellipsoidal terminal sets for tracking is proposed, whereas all synthesis steps can be carried out by distributed optimization and hence without any central coordination. The proposed framework, as well as its functionality and performance, are illustrated by means of a numerical example.

Research paper thumbnail of Towards computational complexity certification for constrained MPC based on Lagrange Relaxation and the fast gradient method

IEEE Conference on Decision and Control and European Control Conference, 2011

Research paper thumbnail of On the Selection of the Most Appropriate MPC Problem Formulation for Buildings

Model Predictive Control (MPC) for buildings has gained a lot of attention recently. It has been ... more Model Predictive Control (MPC) for buildings has gained a lot of attention recently. It has been shown that MPC can achieve significant energy savings in the range between 15-30% compared to a conventional control strategy, e.g., to a rule-based controller. However, there exist several reports showing that the performance of MPC can be inferior to that of a well-tuned conventional controller. Possible reasons are at hand: i) minimization is typically not performed over energy but instead over some input quantity that has a different meaning ii) a model mismatch and inaccuracies in weather predictions can cause wrong predictions of future behavior which can result in undesirable behavior of the control signal (e.g. oscillations) and, as a consequence, in increase in energy consumption. This behavior has been observed when applying one of the widely used economic MPC formulation to the building of Czech Technical University in Prague. These oscillations are not an issue for buildings ...

Research paper thumbnail of Parametric Analysis of Controllers for Constrained Linear Systems

Proceedings of the 45th IEEE Conference on Decision and Control, 2006

We analyze properties of closed-loop systems based on explicit model predictive control (MPC) whe... more We analyze properties of closed-loop systems based on explicit model predictive control (MPC) when parameters of the controllers are changing. Formulation of the problem in the framework of MPC with a cost based on piecewise linear norms leads to the generalized multi-parametric linear program containing parameters both in the cost and in the constraints. The focus of the paper is on describing a novel simplex-based algorithm for solving such a class of problems. The algorithm uses the concept of lexicographic perturbation to resolve problems caused by degeneracy.

Research paper thumbnail of Urban Regeneration and Sustainable Markets

Urban Studies, 1996

The paper assesses the criteria for the success of British urban policy initiatives and concludes... more The paper assesses the criteria for the success of British urban policy initiatives and concludes that they are too short term. In the search for a long-term measure of success, the paper examines the process of development of new property markets. The concept of sustainable markets is proposed as the ultimate goal of urban policy. To explore the creation of sustainable markets, the paper charts the development of a city-centre housing market in Glasgow created by the Merchant City policy initiative instigated at the beginning of the 1980s. The establishment of new local markets is shown to be a long-term process requiring a period of sustained resale/reletting market activity. The conclusion drawn is that the government has underestimated both the funds required for and the time-dimension to sustainable urban regeneration.

Research paper thumbnail of Sisters of Charity and the Ailing Poor

Social History of Medicine, 1989

Research paper thumbnail of Certification aspects of the fast gradient method for solving the dual of parametric convex programs

Mathematical Methods of Operations Research, 2012

This page was generated automatically upon download from the ETH Zurich Research Collection. For ... more This page was generated automatically upon download from the ETH Zurich Research Collection. For more information, please consult the Terms of use.

Research paper thumbnail of Measuring local affordability: variations between housing market areas

International Journal of Housing Markets and Analysis, 2011

PurposeThe purpose of this paper is to address both the measurement of affordability and variatio... more PurposeThe purpose of this paper is to address both the measurement of affordability and variations in affordability between local housing market areas (HMAs).Design/methodology/approachThe practical data issues that arise from measuring local affordability are reviewed by reference to studies in the UK. The paper argues that local measures should relate to a functional geography of HMAs rather than simply local authority boundaries. This approach is shown to be more theoretically sound but faces data constraints. An empirical case study of the North West of England then follows as a demonstration based on a tiered geography of HMAs. It addresses the constraints on local income data by measuring affordability by reference to a particular household type and associated income.FindingsLocal UK affordability indicators are shown to be primarily about access to home ownership rather than a wider view of local house price structures on affordability. The paper also draws out the importanc...

Research paper thumbnail of The Organization of Conspiracy and Revolt in the Mémoires of the Cardinal de Retz

European Studies Review, 1981

A score of noble conspiracies and revolts, Richard Bonney has recently calculated, punctuated the... more A score of noble conspiracies and revolts, Richard Bonney has recently calculated, punctuated the era of nascent French absolutism in the first three-quarters of the seventeenth century.’ These endemic acts of organized resistance possessed, Bonney shows, a substantial dose of strategic and ideological precision. Intimidating and coercing the monarch constituted one of the few channels of political activity open to the nobility in a period in which representative assembles were progressively devalued. There was, moreover, a range of specific issues which aroused the resentment of the social elite and of much of the remainder of society too. The desire for an end to involvement in war was a stimulus in many conspiracies. The wide-ranging powers which the cardinalministers Richelieu and Mazarin enjoyed from the 1620s to the 1660s were also the subject of much hostility. Finally, there was the battery of unpopular policies high taxes, floods of venal offices, the Intendancies, a burgeoning and corrupt bureaucracy, a ruthlessly pragmatic financial policy for which the ministers bore

Research paper thumbnail of A Method for Input-to-state Stabilization of Low-Complexity Model Predictive Controllers for Linear Systems

Research paper thumbnail of System identification with missing data via nuclear norm regularization

2009 European Control Conference (ECC)

The application of nuclear norm regularization to system identification was recently shown to be ... more The application of nuclear norm regularization to system identification was recently shown to be a useful method for identifying low order linear models. In this paper, we consider nuclear norm regularization for identification of LTI systems from data sets with missing entries under a total squared error constraint. The missing data problem is of ongoing interest because the need to analyze incomplete data sets arises frequently in diverse fields such as chemistry, psychometrics and satellite imaging. By casting the system identification as a convex optimization problem, nuclear norm regularization can be applied to identify the system in one step, i.e., without imputation of the missing data. Our exploratory work makes use of experimental data sets taken from an open system identification database, DaISy, to compare the proposed method named NucID to the standard techniques N4SID, prediction error minimization and expectation conditional maximization via linear regression. NucID is found to consistently identify systems with missing data within the imposed error tolerance, a task at which the standard methods sometimes fail, and to be particularly effective when the data is missing with patterns, e.g., on multi-rate systems, where it clearly outperforms existing procedures.

Research paper thumbnail of Towards computational complexity certification for constrained MPC based on Lagrange Relaxation and the fast gradient method

This paper discusses the certification of Nesterov's fast gradient method for problems with a str... more This paper discusses the certification of Nesterov's fast gradient method for problems with a strongly convex quadratic objective and a feasible set given as the intersection of a parametrized affine set and a convex set. For this, we derive a lower iteration bound for the solution of the dual problem that is obtained from a partial Lagrange Relaxation and propose a new constant step-size rule that we prove to be optimal under mild assumptions. Finally, we apply the certification procedure to a constrained MPC problem and show that the new step-size rule improves performance significantly.

Research paper thumbnail of Stochastic model predictive control: Controlling the average number of constraint violations

2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 2012

This paper considers linear discrete-time systems with additive bounded disturbances subject to h... more This paper considers linear discrete-time systems with additive bounded disturbances subject to hard control input bounds and a stochastic requirement on the number of state-constraint violations averaged over time. This specification facilitates the exploitation of the information on the number of past constraint violations, and consequently enables a significant reduction in conservatism. For the type of constraint considered we develop a recursively feasible receding horizon scheme, and, as a simple modification of our approach, we show how a bound on the average number of violations can be enforced robustly. The computational complexity (online as well as offline) is comparable to existing model predictive control schemes. The effectiveness of the proposed methodology is demonstrated by means of a numerical example.

Research paper thumbnail of Cooperative distributed tracking MPC for constrained linear systems: Theory and synthesis

52nd IEEE Conference on Decision and Control, 2013

ABSTRACT This paper provides a framework for distributed tracking of piecewise constant reference... more ABSTRACT This paper provides a framework for distributed tracking of piecewise constant references for a network of constrained linear systems which act cooperatively. It is shown how the tracking problem can be posed as a distributed optimization problem and a method for distributed synthesis of the control law is presented. In particular, the notion of a distributed invariant set for tracking is introduced, by means of which a distributed constrained tracking controller with stability guarantee can be defined. A systematic procedure for the synthesis of ellipsoidal terminal sets for tracking is proposed, whereas all synthesis steps can be carried out by distributed optimization and hence without any central coordination. The proposed framework, as well as its functionality and performance, are illustrated by means of a numerical example.

Research paper thumbnail of Towards computational complexity certification for constrained MPC based on Lagrange Relaxation and the fast gradient method

IEEE Conference on Decision and Control and European Control Conference, 2011

Research paper thumbnail of On the Selection of the Most Appropriate MPC Problem Formulation for Buildings

Model Predictive Control (MPC) for buildings has gained a lot of attention recently. It has been ... more Model Predictive Control (MPC) for buildings has gained a lot of attention recently. It has been shown that MPC can achieve significant energy savings in the range between 15-30% compared to a conventional control strategy, e.g., to a rule-based controller. However, there exist several reports showing that the performance of MPC can be inferior to that of a well-tuned conventional controller. Possible reasons are at hand: i) minimization is typically not performed over energy but instead over some input quantity that has a different meaning ii) a model mismatch and inaccuracies in weather predictions can cause wrong predictions of future behavior which can result in undesirable behavior of the control signal (e.g. oscillations) and, as a consequence, in increase in energy consumption. This behavior has been observed when applying one of the widely used economic MPC formulation to the building of Czech Technical University in Prague. These oscillations are not an issue for buildings ...

Research paper thumbnail of Parametric Analysis of Controllers for Constrained Linear Systems

Proceedings of the 45th IEEE Conference on Decision and Control, 2006

We analyze properties of closed-loop systems based on explicit model predictive control (MPC) whe... more We analyze properties of closed-loop systems based on explicit model predictive control (MPC) when parameters of the controllers are changing. Formulation of the problem in the framework of MPC with a cost based on piecewise linear norms leads to the generalized multi-parametric linear program containing parameters both in the cost and in the constraints. The focus of the paper is on describing a novel simplex-based algorithm for solving such a class of problems. The algorithm uses the concept of lexicographic perturbation to resolve problems caused by degeneracy.

Research paper thumbnail of Urban Regeneration and Sustainable Markets

Urban Studies, 1996

The paper assesses the criteria for the success of British urban policy initiatives and concludes... more The paper assesses the criteria for the success of British urban policy initiatives and concludes that they are too short term. In the search for a long-term measure of success, the paper examines the process of development of new property markets. The concept of sustainable markets is proposed as the ultimate goal of urban policy. To explore the creation of sustainable markets, the paper charts the development of a city-centre housing market in Glasgow created by the Merchant City policy initiative instigated at the beginning of the 1980s. The establishment of new local markets is shown to be a long-term process requiring a period of sustained resale/reletting market activity. The conclusion drawn is that the government has underestimated both the funds required for and the time-dimension to sustainable urban regeneration.

Research paper thumbnail of Sisters of Charity and the Ailing Poor

Social History of Medicine, 1989

Research paper thumbnail of Certification aspects of the fast gradient method for solving the dual of parametric convex programs

Mathematical Methods of Operations Research, 2012

This page was generated automatically upon download from the ETH Zurich Research Collection. For ... more This page was generated automatically upon download from the ETH Zurich Research Collection. For more information, please consult the Terms of use.

Research paper thumbnail of Measuring local affordability: variations between housing market areas

International Journal of Housing Markets and Analysis, 2011

PurposeThe purpose of this paper is to address both the measurement of affordability and variatio... more PurposeThe purpose of this paper is to address both the measurement of affordability and variations in affordability between local housing market areas (HMAs).Design/methodology/approachThe practical data issues that arise from measuring local affordability are reviewed by reference to studies in the UK. The paper argues that local measures should relate to a functional geography of HMAs rather than simply local authority boundaries. This approach is shown to be more theoretically sound but faces data constraints. An empirical case study of the North West of England then follows as a demonstration based on a tiered geography of HMAs. It addresses the constraints on local income data by measuring affordability by reference to a particular household type and associated income.FindingsLocal UK affordability indicators are shown to be primarily about access to home ownership rather than a wider view of local house price structures on affordability. The paper also draws out the importanc...

Research paper thumbnail of The Organization of Conspiracy and Revolt in the Mémoires of the Cardinal de Retz

European Studies Review, 1981

A score of noble conspiracies and revolts, Richard Bonney has recently calculated, punctuated the... more A score of noble conspiracies and revolts, Richard Bonney has recently calculated, punctuated the era of nascent French absolutism in the first three-quarters of the seventeenth century.’ These endemic acts of organized resistance possessed, Bonney shows, a substantial dose of strategic and ideological precision. Intimidating and coercing the monarch constituted one of the few channels of political activity open to the nobility in a period in which representative assembles were progressively devalued. There was, moreover, a range of specific issues which aroused the resentment of the social elite and of much of the remainder of society too. The desire for an end to involvement in war was a stimulus in many conspiracies. The wide-ranging powers which the cardinalministers Richelieu and Mazarin enjoyed from the 1620s to the 1660s were also the subject of much hostility. Finally, there was the battery of unpopular policies high taxes, floods of venal offices, the Intendancies, a burgeoning and corrupt bureaucracy, a ruthlessly pragmatic financial policy for which the ministers bore

Research paper thumbnail of A Method for Input-to-state Stabilization of Low-Complexity Model Predictive Controllers for Linear Systems

Research paper thumbnail of System identification with missing data via nuclear norm regularization

2009 European Control Conference (ECC)

The application of nuclear norm regularization to system identification was recently shown to be ... more The application of nuclear norm regularization to system identification was recently shown to be a useful method for identifying low order linear models. In this paper, we consider nuclear norm regularization for identification of LTI systems from data sets with missing entries under a total squared error constraint. The missing data problem is of ongoing interest because the need to analyze incomplete data sets arises frequently in diverse fields such as chemistry, psychometrics and satellite imaging. By casting the system identification as a convex optimization problem, nuclear norm regularization can be applied to identify the system in one step, i.e., without imputation of the missing data. Our exploratory work makes use of experimental data sets taken from an open system identification database, DaISy, to compare the proposed method named NucID to the standard techniques N4SID, prediction error minimization and expectation conditional maximization via linear regression. NucID is found to consistently identify systems with missing data within the imposed error tolerance, a task at which the standard methods sometimes fail, and to be particularly effective when the data is missing with patterns, e.g., on multi-rate systems, where it clearly outperforms existing procedures.