Publications
Under review
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Convex co-design of control barrier functions and
safe feedback controllers under input constraints
H. Wang, K. Margellos, A. Papachristodoulou and C. De Persis
under review, Vol. , no. , 2024
@article{WMPP_TAC_2024, author = {{Wang}, H. and {Margellos}, K. and {Papachristodoulou}, A. and {De Persis}, C.}, journal = {under review}, title = {Convex co-design of control barrier functions and safe feedback controllers under input constraints}, year = {2024}, volume = {}, number = {}, pdf = {/assets/downloads/publications/journals/WMPP_TAC_2024.pdf} } -
Safe and Stable Filter Design Using a Relaxed Compatibitlity
Control Barrier – Lyapunov Condition
H. Wang, K. Margellos, and A. Papachristodoulou
under review, Vol. , no. , 2024
@article{AUT_WMP_2024, author = {{Wang}, H. and {Margellos}, K. and {Papachristodoulou}, A. }, journal = {under review}, title = {Safe and Stable Filter Design Using a Relaxed Compatibitlity Control Barrier – Lyapunov Condition}, year = {2024}, volume = {}, number = {}, pdf = {/assets/downloads/publications/journals/AUT_WMP_2024.pdf} } -
Finite sample learning of moving targets
N. Vertovec, K. Margellos, and M. Prandini
under review, Vol. , no. , 2024
@article{AUT_VMP_2024, author = {{Vertovec}, N. and {Margellos}, K. and {Prandini}, M. }, journal = {under review}, title = {Finite sample learning of moving targets}, year = {2024}, volume = {}, number = {}, pdf = {/assets/downloads/publications/journals/AUT_VMP_2024.pdf} } -
Data-Driven Neural Certificate Synthesis
L. Rickard, A. Abate, and K. Margellos
under review, Vol. , no. , 2025
@article{AUT_RAM_2025, author = {{Rickard}, L. and {Abate}, A. and {Margellos}, K.}, journal = {under review}, title = {Data-Driven Neural Certificate Synthesis}, year = {2025}, volume = {}, number = {}, pdf = {/assets/downloads/publications/journals/AUT_RAM_2025.pdf} } -
Continuous-time Data-driven Barrier Certificate Synthesis
L. Rickard, A. Abate, and K. Margellos
under review, Vol. , no. , 2025
@article{LCSS_RAM_2025, author = {{Rickard}, L. and {Abate}, A. and {Margellos}, K.}, journal = {under review}, title = {Continuous-time Data-driven Barrier Certificate Synthesis}, year = {2025}, volume = {}, number = {}, pdf = {/assets/downloads/publications/journals/LCSS_RAM_2025.pdf} } -
Constraint Horizon in Model Predictive Control
A. Andre do Nascimento, H. Wang, A. Papachristodoulou, and K. Margellos
under review, Vol. , no. , 2025
@article{LCSS_NWPM_2025, author = {{Andre do Nascimento}, A. and {Wang}, H. and {Papachristodoulou}, A. and {Margellos}, K.}, journal = {under review}, title = {Constraint Horizon in Model Predictive Control}, year = {2025}, volume = {}, number = {}, pdf = {/assets/downloads/publications/journals/LCSS_NWPM_2025.pdf} } -
Bridging Conformal Prediction and Scenario Optimization
N. O'Sullivan, L. Romao, and K. Margellos
under review, 2025
@article{ORM_CDC_2025, author = {{O'Sullivan}, N. and {Romao}, L. and {Margellos}, K.}, journal = {under review}, title = {Bridging Conformal Prediction and Scenario Optimization}, year = {2025}, volume = {}, number = {}, pdf = {/assets/downloads/publications/journals/ORM_CDC_2025.pdf} }
Journal Articles
2025
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Distributed safe control design and safety verification for multi-agent systems
H. Wang, A. Papachristodoulou and K. Margellos
Automatica (to appear), Vol. , no. , 2024
@article{AUT_WPM_2023, author = {{Wang}, H. and {Papachristodoulou}, A. and {Margellos}, K.}, journal = {Automatica (to appear)}, title = {Distributed safe control design and safety verification for multi-agent systems}, year = {2024}, volume = {}, number = {}, pdf = {/assets/downloads/publications/journals/AUT_WPM_2023.pdf} }
2024
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Distributed momentum based multi-agent optimization with different constraint sets
X. Zhou, Z. Ma, S. Zu and K. Margellos
IEEE Transactions on Automatic Control, Vol. 70, no. 2, pp. 963 - 978, 2024
@article{ZMZM_TAC_2022, author = {{Zhou}, X. and {Ma}, Z. and {Zu}, S. and {Margellos}, K.}, journal = {IEEE Transactions on Automatic Control (to appear)}, title = {Distributed momentum based multi-agent optimization with different constraint sets}, year = {2024}, volume = {70}, number = {2}, pages = {963 - 978}, pdf = {/assets/downloads/publications/journals/ZMZM_TAC_2022.pdf} } -
A priori data-driven robustness guarantees on strategic deviations from generalised Nash equilibria
G. Pantazis, F. Fele and K. Margellos
Automatica, Vol. 167, pp. 1-13, 2024
@article{AUT_PFM_2023, author = {Pantazis}, G. and {Fele}, F. and {Margellos}, K.}, journal = {Automatica}, title = {A priori data-driven robustness guarantees on strategic deviations from generalised Nash equilibria}, year = {2024}, volume = {167}, pages = {1-13}, pdf = {/assets/downloads/publications/journals/AUT_PFM_2023.pdf} } -
Tracking-based distributed equilibrium seeking for aggregative games
G. Carnevale, F. Fabiani, F. Fele, K. Margellos and G. Notarstefano
IEEE Transactions on Automatic Control, Vol. 69, no. 9, pp. 6026-6041, 2024
@article{CFFMN_TAC_2024, author = {{Carnevale}, G. and {Fabiani}, F. and {Fele}, F. and {Margellos}, K. and {Notarstefano}, G.}, journal = {IEEE Transactions on Automatic Control}, title = {Tracking-based distributed equilibrium seeking for aggregative games}, year = {2024}, volume = {69}, number = {9}, pages = {6026-6041}, pdf = {/assets/downloads/publications/journals/CFFMN_TAC_2024.pdf} } -
Safety-aware hybrid control of airborne wind energy systems
N. Vertovec, S. Ober-Blobaum, and K. Margellos
AIAA Journal of Guidance, Control, and Dynamics, Vol. 47, no. 2, 2024
@article{VOM_AIAA, author = {{Vertovec}, N. and {Ober-Blobaum}, S. and {Margellos}, K.}, journal = {AIAA Journal of Guidance, Control, and Dynamics}, title = {Safety-aware hybrid control of airborne wind energy systems}, year = {2024}, volume = {47}, number = {2}, pages = {1-13}, pdf = {/assets/downloads/publications/journals/AIAA_VOM_2022.pdf} }
2023
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State aggregation for distributed value iteration in dynamic programming
N. Vertovec and K. Margellos
IEEE Control Systems Letters, Vol. 7, no. 6, pp. 2269 - 2274, 2023
@article{VM23_LCSS, author = {{Vertovec}, N. and {Margellos}, K.}, journal = {IEEE Control Systems Letters}, title = {State aggregation for distributed value iteration in dynamic programming}, year = {2023}, volume = {7}, number = {6}, pages = {2269 - 2274}, pdf = {/assets/downloads/publications/journals/VM23_LCSS.pdf} } -
On the exact feasibility of convex scenario programs with discarded constraints
L. Romao, A. Papachristodoulou, and K. Margellos
IEEE Transactions on Automatic Control, Vol. 68, no. 4, pp. 1986-2001, 2023
@article{RomaoTAC, author = {{Romao}, L. and {Papachristodoulou}, A. and {Margellos}, K.}, journal = {IEEE Transactions on Automatic Control, to appear}, title = {On the exact feasibility of convex scenario programs with discarded constraints}, year = {2023}, volume = {68}, number = {4}, pages = {1986-2001}, pdf = {/assets/downloads/publications/journals/RPM_TAC_2022.pdf}, %url = {https://arxiv.org/abs/2003.13433} } -
Probabilistic feasibility guarantees for convex scenario programs with an arbitrary number of discarded constraints
L. Romao, K. Margellos, and A. Papachristodoulou
Automatica, Vol. 149, pp. 1-9, 2023
@article{RMP21_AUT, author = {{Romao}, L. and {Margellos}, K. and {Papachristodoulou}, A.}, journal = {Automatica, to appear}, title = {Probabilistic feasibility guarantees for convex scenario programs with an arbitrary number of discarded constraints}, year = {2023}, volume = {149}, number = {}, pages = {1-9}, pdf = {/assets/downloads/publications/journals/RMP21_AUT.pdf} } -
On the sensitivity of linear resource sharing problems to the arrival of new agents
A. Falsone, K. Margellos, J. Zizzo, M. Prandini, and S. Garatti
IEEE Transactions on Automatic Control, Vol. 68, no. 1, pp. 272-284, 2023
@article{FMZPG_TAC, author = {{Falsone}, A. and {Margellos}, K. and {Zizzo}, J. and {Prandini}, M. and {Garatti}, S.}, journal = {IEEE Transactions on Automatic Control}, title = {On the sensitivity of linear resource sharing problems to the arrival of new agents}, year = {2023}, volume = {68}, number = {1}, pages = {272-284}, pdf = {/assets/downloads/publications/journals/RandomLPs.pdf} } -
Multi-objective low-thrust spacecraft trajectory design using reachability analysis
N. Vertovec, S. Ober-Blobaum, and K. Margellos
European Journal of Control, Vol. 69, no. , pp. 1-11, 2023
@article{VOM_EJC_2022, author = {{Vertovec}, N. and {Ober-Blobaum}, S. and {Margellos}, K.}, journal = {European Journal of Control}, title = {Multi-objective low-thrust spacecraft trajectory design using reachability analysis}, year = {2023}, volume = {69}, number = {}, pages = {1-11}, pdf = {/assets/downloads/publications/journals/VOM_EJC_2022.pdf} }
2022
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Probabilistically robust stabilizing allocations in uncertain coalitional games
G. Pantazis, F. Fabiani, F. Fele, and K. Margellos
IEEE Control Systems Letters, Vol. 6, pp. 3128-3133, 2022
@article{PFFM_LCSS, author = {{Pantazis}, G. and {Fabiani}, F. and {Fele}, F. and {Margellos}, K.}, journal = {European Journal of Control}, title = {Probabilistically robust stabilizing allocations in uncertain cooalitional games}, year = {2022}, volume = {6}, pages = {3128-3133}, pdf = {/assets/downloads/publications/journals/PFFM_LCSS_2022.pdf} } -
A time-triggered dimension reduction algorithm for the task assignment problem
H. Wang, K. Margellos, and A. Papachristodoulou
European Journal of Control, Vol. 68, pp. 1-8, 2022
@inproceedings{WangECC22, author = {{Wang}, H. and {Margellos}, K. and {Papachristodoulou}, A.}, title = {A time-triggered dimension reduction algorithm for the task assignment problem}, journal = {European Journal of Control}, year = {2022}, volume = {68}, pages = {1-8}, number = {}, pdf = {/assets/downloads/publications/journals/WMP_EJC_2022.pdf} } -
Gradient-bounded dynamic programming for submodular and concave extensible value functions with probabilistic performance guarantees
D. Lebedev, P. Goulart, and K. Margellos
Automatica, Vol. 135, , pp. 1-12, 2022
@article{LebedevAUT, author = {{Lebedev}, D. and {Goulart}, P. and {Margellos}, K.}, journal = {Automatica}, title = {Gradient-bounded dynamic programming for submodular and concave extensible value functions with probabilistic performance guarantees}, year = {2022}, volume = {135}, number = {}, pages = {1-12}, pdf = {/assets/downloads/publications/journals/LGM_AUT_2022.pdf} } -
Probabilistic feasibility guarantees for solutions sets to uncertain variational inequalities
F. Fabiani, K. Margellos, and P. Goulart
Automatica, Vol. 137, pp. 1-8, 2022
@article{FabianiAUT, author = {{Fabiani}, F. and {Margellos}, K. and {Goulart}, P.}, journal = {Automatica}, title = {Probabilistic feasibility guarantees for solutions sets to uncertain variational inequalities}, year = {2022}, volume = {137}, number = {}, pages = {1-8}, pdf = {/assets/downloads/publications/journals/FMG_AUT_2021.pdf}, url = {https://arxiv.org/abs/2005.09420} } -
Analysis of approximate dynamic programming algorithms for revenue management in attended home delivery
D. Lebedev, K. Margellos, and P. Goulart
IEEE Transactions on Control Systems Technology, Vol. 30, no. 2, pp. 893-900, 2022
@article{LebedevTCST, author = {{Lebedev}, D. and {Margellos}, K. and {Goulart}, P.}, journal = {IEEE Transactions on Control Systems Technology}, title = {Analysis of approximate dynamic programming algorithms for revenue management in attended home delivery}, year = {2022}, volume = {30}, number = {2}, pages = {893-900}, pdf = {/assets/downloads/publications/journals/LMG_TCST_2022.pdf} } -
Locating parking hubs in free-floating ride share systems via data-driven optimization
A. Arif and K. Margellos
IEEE Transactions on Intelligent Transportation Systems, Vol. 23, no. 8, pp. 11621-11632, 2022
@article{ArifTITS, author = {{Arif}, A. and {Margellos}, K.}, journal = {IEEE Transactions on Intelligent Transportation Systems}, title = {Locating parking hubs in free-floating ride share systems via data-driven optimization}, year = {2022}, volume = {23}, number = {8}, pages = {11621-11632}, pdf = {/assets/downloads/publications/journals/TITS_AM_2022.pdf} } -
On the probabilistic feasibility of solutions in multi-agent optimization problems under uncertainty.
G. Pantazis, F. Fele, and K. Margellos
European Journal of Control, Vol. 63, no. , pp. 186-195, 2022
@article{PantazisEJC, author = {{Pantazis}, G. and {Fele}, F. and {Margellos}, K.}, journal = {European Journal of Control}, title = {On the probabilistic feasibility of solutions in multi-agent optimization problems under uncertainty.}, year = {2022}, volume = {63}, number = {}, pages = {186-195}, pdf = {/assets/downloads/publications/journals/PFM_EJC_2021.pdf}, url = {https://arxiv.org/abs/2009.02706} }
2021
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Subgradient averaging for multi-agent optimization with different constraint sets
L. Romao, K. Margellos, G. Notarstefano, and A. Papachristodoulou
Automatica, Vol. 131, no. , pp. 1-14, 2021
@article{RomaoAUT, author = {{Romao}, L. and {Margellos}, K. and {Notarstefano}, G. and {Papachristodoulou}, A.}, journal = {Automatica}, title = {Subgradient averaging for multi-agent optimization with different constraint sets}, year = {2021}, volume = {131}, number = {}, pages = {1-14}, pdf = {/assets/downloads/publications/journals/RMNP_AUT_2021.pdf} } -
Probabilistic stabilizability certificates for a class of black-box linear systems
F. Fabiani, K. Margellos, and P. Goulart
IEEE Control Systems Letters, Vol. 6, no. , pp. 584-589, 2021
@article{FMG21_LCSS, author = {{Fabiani}, F. and {Margellos}, K. and {Goulart}, P.}, journal = {IEEE Control Systems Letters}, title = {Probabilistic stabilizability certificates for a class of black-box linear systems}, year = {2021}, volume = {6}, number = {}, pages = {584-589}, pdf = {/assets/downloads/publications/journals/FMG21_LCSS.pdf} } -
Probably Approximately Correct Nash Equilibrium Learning
F. Fele and K. Margellos
IEEE Transactions on Automatic Control, Vol. 66, no. 9, pp. 4238-4245, 2021
@article{9222549, author = {{Fele}, F. and {Margellos}, K.}, journal = {IEEE Transactions on Automatic Control}, title = {Probably Approximately Correct Nash Equilibrium Learning}, year = {2021}, volume = {66}, number = {9}, pages = {4238-4245}, pdf = {/assets/downloads/publications/journals/FM_TAC_2021.pdf}, doi = {10.1109/TAC.2020.3030754} }
2020
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A dynamic programming framework for optimal delivery time slot pricing
D. Lebedev, P. Goulart, and K. Margellos
European Journal of Operational Research, Vol. 292, pp. 456-468, 2020
@article{LEBEDEV2020, title = {A dynamic programming framework for optimal delivery time slot pricing}, journal = {European Journal of Operational Research}, year = {2020}, volume = {292}, pages = {456-468}, issn = {0377-2217}, pdf = {/assets/downloads/publications/journals/LGM_EJOR_2020.pdf}, doi = {https://doi.org/10.1016/j.ejor.2020.11.010}, url = {http://www.sciencedirect.com/science/article/pii/S0377221720309565}, author = {Lebedev, Denis and Goulart, Paul and Margellos, Kostas}, keywords = {Dynamic programming, Revenue management, Discrete convex analysis} }We study the dynamic programming approach to revenue management in the context of attended home delivery. We draw on results from dynamic programming theory for Markov decision problems to show that the underlying Bellman operator has a unique fixed point. We then provide a closed-form expression for the resulting fixed point and show that it admits a natural interpretation. Moreover, we also show that – under certain technical assumptions – the value function, which has a discrete domain and a continuous codomain, admits a continuous extension, which is a finite-valued, concave function of its state variables, at every time step. Furthermore, we derive results on the monotonicity of prices with respect to the number of orders placed in our setting. These results open the road for achieving scalable implementations of the proposed formulation, as it allows making informed choices of basis functions in an approximate dynamic programming context. We illustrate our findings on a low-dimensional and an industry-sized numerical example using real-world data, for which we derive an approximately optimal pricing policy based on our theoretical results.
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Distributed optimization for structured programs and its application to energy management in a building district
F. Belluschi, A. Falsone, D. Ioli, K. Margellos, S. Garatti, and M. Prandini
Journal of Process Control, Vol. 89, pp. 11 - 21, 2020
@article{BELLUSCHI202011, title = {Distributed optimization for structured programs and its application to energy management in a building district}, journal = {Journal of Process Control}, volume = {89}, pages = {11 - 21}, year = {2020}, pdf = {/assets/downloads/publications/journals/J9.pdf}, issn = {0959-1524}, doi = {https://doi.org/10.1016/j.jprocont.2020.03.005}, url = {http://www.sciencedirect.com/science/article/pii/S0959152419301052}, author = {Belluschi, Fabio and Falsone, Alessandro and Ioli, Daniele and Margellos, Kostas and Garatti, Simone and Prandini, Maria}, keywords = {Distributed optimization, Proximal minimization, Energy management, Building control} }This paper deals with structured multi-agent optimization problems that involve coupled local and global decision variables. We propose an iterative distributed algorithm that explicitly accounts for this structure, and requires the agents to communicate only their tentative solutions for the global variables throughout iterations. Our approach extends to structured multi-agent optimization a proximal-based distributed methodology that has recently appeared in the literature. Privacy of local information is preserved and communication effort is reduced with respect to alternative distributed solutions where local and global optimization variables are grouped together and treated as a single decision vector. Multi-agent optimization problems with the considered structural properties appear in various contexts. In this paper, we apply our approach to energy management in a district where multiple buildings can communicate over a possibly time-varying network and aim at optimizing the use of shared and local resources. We illustrate the efficacy of the resulting distributed energy management algorithm by means of a detailed simulation study on a cooling problem.
2019
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A decentralized approach to multi-agent MILPs: Finite-time feasibility and performance guarantees
A. Falsone, K. Margellos, and M. Prandini
Automatica, Vol. 103, pp. 141 - 150, 2019
@article{FALSONE2019141, title = {A decentralized approach to multi-agent MILPs: Finite-time feasibility and performance guarantees}, journal = {Automatica}, volume = {103}, pages = {141 - 150}, year = {2019}, issn = {0005-1098}, pdf = {/assets/downloads/publications/journals/J11.pdf}, doi = {https://doi.org/10.1016/j.automatica.2019.01.009}, url = {http://www.sciencedirect.com/science/article/pii/S0005109819300093}, author = {Falsone, Alessandro and Margellos, Kostas and Prandini, Maria}, keywords = {MILP, Decentralized optimization, Multi-agent networks, Electric vehicles} }We address the optimization of a large scale multi-agent system where each agent has discrete and/or continuous decision variables that need to be set so as to optimize the sum of linear local cost functions, in presence of linear local and global constraints. The problem reduces to a Mixed Integer Linear Program (MILP) that is here addressed according to a decentralized iterative scheme based on dual decomposition, where each agent determines its decision vector by solving a smaller MILP involving its local cost function and constraint given some dual variable, whereas a central unit enforces the global coupling constraint by updating the dual variable based on the tentative primal solutions of all agents. An appropriate tightening of the coupling constraint through iterations allows to obtain a solution that is feasible for the original MILP. The proposed approach is inspired by a recent paper to the MILP approximate solution via dual decomposition and constraint tightening, but shows finite-time convergence to a feasible solution and provides sharper performance guarantees by means of an adaptive tightening. The two approaches are compared on a plug-in electric vehicles optimal charging problem.
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Regularized Jacobi Iteration for Decentralized Convex Quadratic Optimization With Separable Constraints
L. Deori, K. Margellos, and M. Prandini
IEEE Transactions on Control Systems Technology, Vol. 27, no. 4, pp. 1636-1644, 2019
@article{8350317, author = {{Deori}, L. and {Margellos}, K. and {Prandini}, M.}, journal = {IEEE Transactions on Control Systems Technology}, title = {Regularized Jacobi Iteration for Decentralized Convex Quadratic Optimization With Separable Constraints}, year = {2019}, volume = {27}, number = {4}, pages = {1636-1644}, pdf = {/assets/downloads/publications/journals/J10.pdf}, doi = {10.1109/TCST.2018.2827990} }
2018
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Price of anarchy in electric vehicle charging control games: When Nash equilibria achieve social welfare
L. Deori, K. Margellos, and M. Prandini
Automatica, Vol. 96, pp. 150 - 158, 2018
@article{DEORI2018150, title = {Price of anarchy in electric vehicle charging control games: When Nash equilibria achieve social welfare}, journal = {Automatica}, volume = {96}, pages = {150 - 158}, year = {2018}, pdf = {/assets/downloads/publications/journals/J15.pdf}, issn = {0005-1098}, doi = {https://doi.org/10.1016/j.automatica.2018.06.043}, url = {http://www.sciencedirect.com/science/article/pii/S0005109818303352}, author = {Deori, Luca and Margellos, Kostas and Prandini, Maria}, keywords = {Price of anarchy, Mean field games, Electric vehicles, Optimal charging control, Fixed-point theorems} }We consider the problem of optimal charging of plug-in electric vehicles (PEVs). We treat this problem as a multi-agent game, where vehicles/agents are heterogeneous since they are subject to possibly different constraints. Under the assumption that electricity price is affine in total demand, we show that, for any finite number of heterogeneous agents, the PEV charging control game admits a unique Nash equilibrium, which is the optimizer of an auxiliary minimization program. We are also able to quantify the asymptotic behaviour of the price of anarchy for this class of games. More precisely, we prove that if the parameters defining the constraints of each vehicle are drawn randomly from a given distribution, then, the value of the game converges almost surely to the optimum of the cooperative problem counterpart as the number of agents tends to infinity. In the case of a discrete probability distribution, we provide a systematic way to abstract agents in homogeneous groups and show that, as the number of agents tends to infinity, the value of the game tends to a deterministic quantity.
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Distributed Actuator Selection: Achieving Optimality via a Primal-Dual Algorithm
L. Romao, K. Margellos, and A. Papachristodoulou
IEEE Control Systems Letters, Vol. 2, no. 4, pp. 779-784, 2018
@article{8392433, author = {{Romao}, L. and {Margellos}, K. and {Papachristodoulou}, A.}, journal = {IEEE Control Systems Letters}, title = {Distributed Actuator Selection: Achieving Optimality via a Primal-Dual Algorithm}, year = {2018}, volume = {2}, number = {4}, pages = {779-784}, pdf = {/assets/downloads/publications/journals/J13.pdf}, doi = {10.1109/LCSYS.2018.2849611} } -
A Distributed Iterative Algorithm for Multi-Agent MILPs: Finite-Time Feasibility and Performance Characterization
A. Falsone, K. Margellos, and M. Prandini
IEEE Control Systems Letters, Vol. 2, no. 4, pp. 563-568, 2018
@article{8373687, author = {{Falsone}, A. and {Margellos}, K. and {Prandini}, M.}, journal = {IEEE Control Systems Letters}, title = {A Distributed Iterative Algorithm for Multi-Agent MILPs: Finite-Time Feasibility and Performance Characterization}, year = {2018}, volume = {2}, number = {4}, pages = {563-568}, pdf = {/assets/downloads/publications/journals/J14.pdf}, doi = {10.1109/LCSYS.2018.2844353} } -
Distributed Constrained Optimization and Consensus in Uncertain Networks via Proximal Minimization
K. Margellos, A. Falsone, S. Garatti, and M. Prandini
IEEE Transactions on Automatic Control, Vol. 63, no. 5, pp. 1372-1387, 2018
@article{8022966, author = {{Margellos}, K. and {Falsone}, A. and {Garatti}, S. and {Prandini}, M.}, journal = {IEEE Transactions on Automatic Control}, title = {Distributed Constrained Optimization and Consensus in Uncertain Networks via Proximal Minimization}, year = {2018}, volume = {63}, number = {5}, pages = {1372-1387}, pdf = {/assets/downloads/publications/journals/J16.pdf}, doi = {10.1109/TAC.2017.2747505} } -
On the Convergence of a Regularized Jacobi Algorithm for Convex Optimization
G. Banjac, K. Margellos, and P. J. Goulart
IEEE Transactions on Automatic Control, Vol. 63, no. 4, pp. 1113-1119, 2018
@article{8003475, author = {{Banjac}, G. and {Margellos}, K. and {Goulart}, P. J.}, journal = {IEEE Transactions on Automatic Control}, title = {On the Convergence of a Regularized Jacobi Algorithm for Convex Optimization}, year = {2018}, volume = {63}, number = {4}, pages = {1113-1119}, pdf = {/assets/downloads/publications/journals/J17.pdf}, doi = {10.1109/TAC.2017.2737319} } -
Finite-Time Distributed Averaging Over Gossip-Constrained Ring Networks
A. Falsone, K. Margellos, S. Garatti, and M. Prandini
IEEE Transactions on Control of Network Systems, Vol. 5, no. 3, pp. 879-887, 2018
@article{7817739, author = {{Falsone}, A. and {Margellos}, K. and {Garatti}, S. and {Prandini}, M.}, journal = {IEEE Transactions on Control of Network Systems}, title = {Finite-Time Distributed Averaging Over Gossip-Constrained Ring Networks}, year = {2018}, volume = {5}, number = {3}, pages = {879-887}, pdf = {/assets/downloads/publications/journals/J12.pdf}, doi = {10.1109/TCNS.2017.2653418} }
2017
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Dual decomposition for multi-agent distributed optimization with coupling constraints
A. Falsone, K. Margellos, S. Garatti, and M. Prandini
Automatica, Vol. 84, pp. 149 - 158, 2017
@article{FALSONE2017149, title = {Dual decomposition for multi-agent distributed optimization with coupling constraints}, journal = {Automatica}, volume = {84}, pages = {149 - 158}, year = {2017}, pdf = {/assets/downloads/publications/journals/J18.pdf}, issn = {0005-1098}, doi = {https://doi.org/10.1016/j.automatica.2017.07.003}, url = {http://www.sciencedirect.com/science/article/pii/S0005109817303291}, author = {Falsone, Alessandro and Margellos, Kostas and Garatti, Simone and Prandini, Maria}, keywords = {Distributed optimization, Consensus, Dual decomposition, Proximal minimization} }We study distributed optimization in a cooperative multi-agent setting, where agents have to agree on the usage of shared resources and can communicate via a time-varying network to this purpose. Each agent has its own decision variables that should be set so as to minimize its individual objective function subject to local constraints. Resource sharing is modeled via coupling constraints that involve the non-positivity of the sum of agents’ individual functions, each one depending on the decision variables of one single agent. We propose a novel distributed algorithm to minimize the sum of the agents’ objective functions subject to both local and coupling constraints, where dual decomposition and proximal minimization are combined in an iterative scheme. Notably, privacy of information is guaranteed since only the dual optimization variables associated with the coupling constraints are exchanged by the agents. Under convexity assumptions, jointly with suitable connectivity properties of the communication network, we are able to prove that agents reach consensus to some optimal solution of the centralized dual problem counterpart, while primal variables converge to the set of optimizers of the centralized primal problem. The efficacy of the proposed approach is demonstrated on a plug-in electric vehicles charging problem.
2016
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On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
N. Kariotoglou, K. Margellos, and J. Lygeros
Systems & Control Letters, Vol. 94, pp. 63 - 69, 2016
@article{KARIOTOGLOU201663, title = {On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs}, journal = {Systems & Control Letters}, volume = {94}, pages = {63 - 69}, year = {2016}, pdf = {/assets/downloads/publications/journals/J19.pdf}, issn = {0167-6911}, doi = {https://doi.org/10.1016/j.sysconle.2016.05.009}, url = {http://www.sciencedirect.com/science/article/pii/S0167691116300494}, author = {Kariotoglou, Nikolaos and Margellos, Kostas and Lygeros, John}, keywords = {Scenario approach, Randomized optimization, Uncertain systems, Approximate dynamic programming} }We discuss the computational complexity and feasibility properties of scenario sampling techniques for uncertain optimization programs. We propose an alternative way of dealing with a special class of stage-wise coupled programs and compare it with existing methods in the literature in terms of feasibility and computational complexity. We identify trade-offs between different methods depending on the problem structure and the desired probability of constraint satisfaction. To illustrate our results, an example from the area of approximate dynamic programming is considered.
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A Scenario Approach for Non-Convex Control Design
S. Grammatico, X. Zhang, K. Margellos, P. Goulart, and J. Lygeros
IEEE Transactions on Automatic Control, Vol. 61, no. 2, pp. 334-345, 2016
@article{7108021, author = {{Grammatico}, S. and {Zhang}, X. and {Margellos}, K. and {Goulart}, P. and {Lygeros}, J.}, journal = {IEEE Transactions on Automatic Control}, title = {A Scenario Approach for Non-Convex Control Design}, year = {2016}, volume = {61}, number = {2}, pages = {334-345}, pdf = {/assets/downloads/publications/journals/J20.pdf}, doi = {10.1109/TAC.2015.2433591} } -
Capacity Controlled Demand Side Management: A Stochastic Pricing Analysis
K. Margellos and S. Oren
IEEE Transactions on Power Systems, Vol. 31, no. 1, pp. 706-717, 2016
@article{7061537, author = {{Margellos}, K. and {Oren}, S.}, journal = {IEEE Transactions on Power Systems}, title = {Capacity Controlled Demand Side Management: A Stochastic Pricing Analysis}, year = {2016}, volume = {31}, number = {1}, pages = {706-717}, pdf = {/assets/downloads/publications/journals/J21.pdf}, doi = {10.1109/TPWRS.2015.2406813} }
2015
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On the Connection Between Compression Learning and Scenario Based Single-Stage and Cascading Optimization Problems
K. Margellos, M. Prandini, and J. Lygeros
IEEE Transactions on Automatic Control, Vol. 60, no. 10, pp. 2716-2721, 2015
@article{7017527, author = {{Margellos}, K. and {Prandini}, M. and {Lygeros}, J.}, journal = {IEEE Transactions on Automatic Control}, title = {On the Connection Between Compression Learning and Scenario Based Single-Stage and Cascading Optimization Problems}, year = {2015}, volume = {60}, number = {10}, pages = {2716-2721}, pdf = {/assets/downloads/publications/journals/MPL_TAC_2015.pdf}, doi = {10.1109/TAC.2015.2394874} }
2014
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On the Road Between Robust Optimization and the Scenario Approach for Chance Constrained Optimization Problems
K. Margellos, P. Goulart, and J. Lygeros
IEEE Transactions on Automatic Control, Vol. 59, no. 8, pp. 2258-2263, 2014
@article{6727399, author = {{Margellos}, K. and {Goulart}, P. and {Lygeros}, J.}, journal = {IEEE Transactions on Automatic Control}, title = {On the Road Between Robust Optimization and the Scenario Approach for Chance Constrained Optimization Problems}, year = {2014}, volume = {59}, number = {8}, pages = {2258-2263}, pdf = {/assets/downloads/publications/journals/J23.pdf}, doi = {10.1109/TAC.2014.2303232} }
2013
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Viable set computation for hybrid systems
K. Margellos and J. Lygeros
Nonlinear Analysis: Hybrid Systems, Vol. 10, pp. 45 - 62, 2013
@article{MARGELLOS201345, title = {Viable set computation for hybrid systems}, journal = {Nonlinear Analysis: Hybrid Systems}, volume = {10}, pages = {45 - 62}, year = {2013}, note = {Special Issue related to IFAC Conference on Analysis and Design of Hybrid Systems (ADHS 12)}, issn = {1751-570X}, pdf = {/assets/downloads/publications/journals/J24.pdf}, doi = {https://doi.org/10.1016/j.nahs.2013.06.001}, url = {http://www.sciencedirect.com/science/article/pii/S1751570X13000319}, author = {Margellos, Kostas and Lygeros, John}, keywords = {Hybrid systems, Viability, Optimal control, Differential game theory, Viscosity solutions, Lattice theory} }In this paper, we revisit the problem of computing viability sets for hybrid systems with nonlinear continuous dynamics and competing inputs. As usual in the literature, an iterative algorithm, based on the alternating application of a continuous and a discrete operator, is employed. Different cases, depending on whether the continuous evolution and the number of discrete transitions are finite or infinite, are considered. A complete characterization of the reach-avoid computation (involved in the continuous time calculation) is provided based on dynamic programming. Moreover, for a certain class of automata, we show convergence of the iterative process by using a constructive version of Tarski’s fixed point theorem, to determine the maximal fixed point of a monotone operator on a complete lattice of closed sets. The viability algorithm is applied to a benchmark example and to the problem of voltage stability for a single machine-load system in case of a line fault.
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A Probabilistic Framework for Reserve Scheduling and N-1 Security Assessment of Systems With High Wind Power Penetration
M. Vrakopoulou, K. Margellos, J. Lygeros, and G. Andersson
IEEE Transactions on Power Systems, Vol. 28, no. 4, pp. 3885-3896, 2013
@article{6570751, author = {{Vrakopoulou}, M. and {Margellos}, K. and {Lygeros}, J. and {Andersson}, G.}, journal = {IEEE Transactions on Power Systems}, title = {A Probabilistic Framework for Reserve Scheduling and $N-1$ Security Assessment of Systems With High Wind Power Penetration}, year = {2013}, volume = {28}, number = {4}, pages = {3885-3896}, pdf = {/assets/downloads/publications/journals/J25.pdf}, doi = {10.1109/TPWRS.2013.2272546} } -
Toward 4-D Trajectory Management in Air Traffic Control: A Study Based on Monte Carlo Simulation and Reachability Analysis
K. Margellos and J. Lygeros
IEEE Transactions on Control Systems Technology, Vol. 21, no. 5, pp. 1820-1833, 2013
@article{6339013, author = {{Margellos}, K. and {Lygeros}, J.}, journal = {IEEE Transactions on Control Systems Technology}, title = {Toward 4-D Trajectory Management in Air Traffic Control: A Study Based on Monte Carlo Simulation and Reachability Analysis}, year = {2013}, volume = {21}, number = {5}, pages = {1820-1833}, pdf = {/assets/downloads/publications/journals/J26.pdf}, doi = {10.1109/TCST.2012.2220773} }
2011
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Hamilton–Jacobi Formulation for Reach–Avoid Differential Games
K. Margellos and J. Lygeros
IEEE Transactions on Automatic Control, Vol. 56, no. 8, pp. 1849-1861, 2011
@article{5685555, author = {{Margellos}, K. and {Lygeros}, J.}, journal = {IEEE Transactions on Automatic Control}, title = {Hamilton–Jacobi Formulation for Reach–Avoid Differential Games}, year = {2011}, volume = {56}, number = {8}, pages = {1849-1861}, pdf = {/assets/downloads/publications/journals/J27.pdf}, doi = {10.1109/TAC.2011.2105730} }
Book Chapters
2023
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Assessing safety for control systems using sum-of-squares programming
H. Wang, K. Margellos, and A. Papachristodoulou
Polynomial Optimization, Moments, and Applications (M. Kocvara, B. Mourrain, C. Riener, eds.), Springer-Verlag, 2023
@book{book3, author = {{Wang}, H. and {Margellos}, K. and {Papachristodoulou}, A.}, title = {Assessing safety for control systems using sum-of-squares programming}, booktitle = {Polynomial Optimization, Moments, and Applications (M. Kocvara, B. Mourrain, C. Riener, eds.), Springer-Verlag}, year = {2023} }
2015
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Cyber Attacks in the Automatic Generation Control
M. Vrakopoulou, K. Margellos, J. Lygeros, and G. Andersson
Cyber Physical Systems Approach to Smart Electric Power Grid (S.K. Khaitan, J.D. McCalley, C.C. Liu, eds.), Springer-Verlag, 2015
@book{book1, author = {{Vrakopoulou}, M. and {Margellos}, K. and {Lygeros}, J. and {Andersson}, G.}, title = {Cyber Attacks in the Automatic Generation Control}, booktitle = {Cyber Physical Systems Approach to Smart Electric Power Grid (S.K. Khaitan, J.D. McCalley, C.C. Liu, eds.), Springer-Verlag}, year = {2015} }
2013
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Probabilistic guarantees for the N-1 security of systems with wind power generation
M. Vrakopoulou, P. Mohajerin, K. Margellos, J. Lygeros, and G. Andersson
Reliability and Risk Evaluation of Wind Integrated Power Systems (R. Billinton, R. Karki, A.K. Verma, eds.), Springer-Verlag, 2013
@book{book2, author = {{Vrakopoulou}, M. and {Mohajerin}, P. and {Margellos}, K. and {Lygeros}, J. and {Andersson}, G.}, title = {Probabilistic guarantees for the N-1 security of systems with wind power generation}, booktitle = {Reliability and Risk Evaluation of Wind Integrated Power Systems (R. Billinton, R. Karki, A.K. Verma, eds.), Springer-Verlag}, year = {2013} }
Conference Proceedings
2025
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Predictive Control Barrier Functions: bridging model predictive control and control barrier functions
J. Huang, K. Margellos, and P. Goulart
European Control Conference (to appear), pp. 1-6, 2025