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352 IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS, VOL. 6, NO. 1, MARCH 2019 Structured Decentralized Control of Positive Systems With Applications to Combination Drug Therapy and Leader Selection in Directed Networks Neil K. Dhingra , Marcello Colombino , and Mihailo R. Jovanovi´ c , Senior Member, IEEE AbstractWe study a class of structured optimal control problems in which the main diagonal of the dynamic matrix is a linear function of the design variable. While such prob- lems are in general challenging and nonconvex, for positive systems we prove convexity of the H 2 and H optimal control formulations that allow for arbitrary convex con- straints and regularization of the control input. Moreover, we establish differentiability of the H norm when the graph associated with the dynamical generator is weakly con- nected and develop a customized algorithm for computing the optimal solution even in the absence of differentiability. We apply our results to the problems of leader selection in directed consensus networks and combination drug ther- apy for human immunodeficiency virus (HIV) treatment. In the context of leader selection, we address the combinato- rial challenge by deriving upper and lower bounds on opti- mal performance. For combination drug therapy, we develop a customized subgradient method for efficient treatment of diseases whose mutation patterns are not connected. Index TermsConvex functions, decentralized control, H infinity control, network theory (graphs), optimization methods. I. INTRODUCTION M ODERN applications require structured controllers that cannot be designed using traditional approaches. Ex- cept in special cases, e.g., in funnel causal and quadratically invariant systems [1], [2] and in system level synthesis [3], in which spatial and temporal sparsity constraints are imposed on the closed-loop response, posing optimal control problems in coordinates that preserve controller structure compromises Manuscript received November 28, 2017; revised March 4, 2018; ac- cepted March 18, 2018. Date of publication March 28, 2018; date of current version March 14, 2019. This work was supported in part by the National Science Foundation under Awards ECCS-1739210 and CNS- 1544887 and in part by the Air Force Office of Scientific Research under Award FA9550-16-1-0009. Recommended by Associate Editor Stephen L. Smith. (Corresponding author: Mihailo R. Jovanovic.) N. K. Dhingra is with the Department of Electrical and Computer Engi- neering, University of Minnesota, Minneapolis, MN 55455 USA (e-mail: [email protected]). M. Colombino is with the Automatic Control Laboratory, ETH Z¨ urich, Zurich 8092, Switzerland (e-mail: [email protected]). M. R. Jovanovi´ c is with the Ming Hsieh Department of Electrical En- gineering, University of Southern California, Los Angeles, CA 90007 USA (e-mail: [email protected]). Digital Object Identifier 10.1109/TCNS.2018.2820499 convexity of the performance metric. In this paper, we study the structured decentralized control of positive systems. While structured decentralized control is challenging in general, we show that, for positive systems, the convexity of the H 2 and H optimal control formulations is not lost by imposing struc- tural constraints. We also derive a graph theoretic condition that guarantees continuous differentiability of the H performance metric and develop techniques to address combination drug ther- apy design and leader selection in directed consensus networks. Positive systems arise in the modeling of systems with inherently nonnegative variables (e.g., probabilities, concentra- tions, and densities). Such systems have nonnegative states and outputs for nonnegative initial conditions and inputs [4]. In this paper, we examine models of HIV mutation [5]–[10] and con- sensus networks [11]–[16], where positivity comes from non- negativity of populations and the structure of the underlying dynamics, respectively. Decentralized control, in which only the diagonal of the dynamical generator may be modified, is a suitable paradigm for modeling the effect of drugs on HIV [5] and the influence of leaders on the dynamics of leader-follower consensus networks [12]. In these applications, the structure of decentralized control is important for capturing the effi- cacy of the drugs on different HIV mutants and influence of noise on the quality of consensus, respectively. This model can also be used to study chemical reaction networks and transporta- tion networks. The mathematical properties of positive systems can be exploited for efficient or structured controller design. In [17], Tanaka and Langbort show that the kalman-yakubovich- popov lemma greatly simplifies for positive systems, thereby enabling decentralized H synthesis via semidefinite pro- gramming (SDP). In [18], it is shown that a static output- feedback problem can be solved via linear programming (LP) for a class of positive systems. Briat [19] and Ebihara et al. [20] develop necessary and sufficient conditions for robust stability of positive systems with respect to induced L 1 L norm-bounded perturbations. In [21] and [22], it is shown that the structured singular value is equal to its con- vex upper bound for positive systems so assessing robust sta- bility with respect to induced L 2 norm-bounded perturbations becomes tractable. 2325-5870 © 2018 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission. See http://www.ieee.org/publications standards/publications/rights/index.html for more information.

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352 IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS, VOL. 6, NO. 1, MARCH 2019

Structured Decentralized Control of PositiveSystems With Applications to Combination

Drug Therapy and Leader Selectionin Directed Networks

Neil K. Dhingra , Marcello Colombino , and Mihailo R. Jovanovic , Senior Member, IEEE

Abstract—We study a class of structured optimal controlproblems in which the main diagonal of the dynamic matrixis a linear function of the design variable. While such prob-lems are in general challenging and nonconvex, for positivesystems we prove convexity of the H2 and H∞ optimalcontrol formulations that allow for arbitrary convex con-straints and regularization of the control input. Moreover, weestablish differentiability of the H∞ norm when the graphassociated with the dynamical generator is weakly con-nected and develop a customized algorithm for computingthe optimal solution even in the absence of differentiability.We apply our results to the problems of leader selection indirected consensus networks and combination drug ther-apy for human immunodeficiency virus (HIV) treatment. Inthe context of leader selection, we address the combinato-rial challenge by deriving upper and lower bounds on opti-mal performance. For combination drug therapy, we developa customized subgradient method for efficient treatment ofdiseases whose mutation patterns are not connected.

Index Terms—Convex functions, decentralized control,H infinity control, network theory (graphs), optimizationmethods.

I. INTRODUCTION

MODERN applications require structured controllers thatcannot be designed using traditional approaches. Ex-

cept in special cases, e.g., in funnel causal and quadraticallyinvariant systems [1], [2] and in system level synthesis [3],in which spatial and temporal sparsity constraints are imposedon the closed-loop response, posing optimal control problemsin coordinates that preserve controller structure compromises

Manuscript received November 28, 2017; revised March 4, 2018; ac-cepted March 18, 2018. Date of publication March 28, 2018; date ofcurrent version March 14, 2019. This work was supported in part by theNational Science Foundation under Awards ECCS-1739210 and CNS-1544887 and in part by the Air Force Office of Scientific Research underAward FA9550-16-1-0009. Recommended by Associate Editor StephenL. Smith. (Corresponding author: Mihailo R. Jovanovic.)

N. K. Dhingra is with the Department of Electrical and Computer Engi-neering, University of Minnesota, Minneapolis, MN 55455 USA (e-mail:[email protected]).

M. Colombino is with the Automatic Control Laboratory, ETH Zurich,Zurich 8092, Switzerland (e-mail: [email protected]).

M. R. Jovanovic is with the Ming Hsieh Department of Electrical En-gineering, University of Southern California, Los Angeles, CA 90007USA (e-mail: [email protected]).

Digital Object Identifier 10.1109/TCNS.2018.2820499

convexity of the performance metric. In this paper, we studythe structured decentralized control of positive systems. Whilestructured decentralized control is challenging in general, weshow that, for positive systems, the convexity of the H2 andH∞ optimal control formulations is not lost by imposing struc-tural constraints. We also derive a graph theoretic condition thatguarantees continuous differentiability of the H∞ performancemetric and develop techniques to address combination drug ther-apy design and leader selection in directed consensus networks.

Positive systems arise in the modeling of systems withinherently nonnegative variables (e.g., probabilities, concentra-tions, and densities). Such systems have nonnegative states andoutputs for nonnegative initial conditions and inputs [4]. In thispaper, we examine models of HIV mutation [5]–[10] and con-sensus networks [11]–[16], where positivity comes from non-negativity of populations and the structure of the underlyingdynamics, respectively. Decentralized control, in which onlythe diagonal of the dynamical generator may be modified, is asuitable paradigm for modeling the effect of drugs on HIV [5]and the influence of leaders on the dynamics of leader-followerconsensus networks [12]. In these applications, the structureof decentralized control is important for capturing the effi-cacy of the drugs on different HIV mutants and influence ofnoise on the quality of consensus, respectively. This model canalso be used to study chemical reaction networks and transporta-tion networks.

The mathematical properties of positive systems can beexploited for efficient or structured controller design. In[17], Tanaka and Langbort show that the kalman-yakubovich-popov lemma greatly simplifies for positive systems, therebyenabling decentralized H∞ synthesis via semidefinite pro-gramming (SDP). In [18], it is shown that a static output-feedback problem can be solved via linear programming(LP) for a class of positive systems. Briat [19] and Ebiharaet al. [20] develop necessary and sufficient conditions forrobust stability of positive systems with respect to inducedL1–L∞ norm-bounded perturbations. In [21] and [22], it isshown that the structured singular value is equal to its con-vex upper bound for positive systems so assessing robust sta-bility with respect to induced L2 norm-bounded perturbationsbecomes tractable.

2325-5870 © 2018 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.See http://www.ieee.org/publications standards/publications/rights/index.html for more information.

DHINGRA et al.: STRUCTURED DECENTRALIZED CONTROL OF POSITIVE SYSTEMS WITH APPLICATIONS TO COMBINATION DRUG THERAPY 353

It has been recently shown that the design of unconstraineddecentralized controllers for positive systems can be cast asa convex problem [18], [23]. However, since structural con-straints cannot be handled by the LP or linear matrix inequalityapproaches presented in [18] and [23], references [7]–[10] de-sign L1 and H∞ controllers that satisfy such constraints, butachieve suboptimal performance. Furthermore, convexity of theweighted L1 norm for structured decentralized control of pos-itive systems was established in [24] and [25] and optimizedswitching strategies were considered in [26]–[28].

The paper is organized as follows. In Section II, we formulatethe regularized optimal control problem for a class positivesystems. In Section III, we establish convexity of both H2 andH∞ control problems and derive a graph theoretic conditionthat guarantees continuous differentiability of the H∞ objectivefunction. In Section IV, we study leader selection in directednetworks. In Section V, we design combination drug therapy forHIV treatment. Finally, in Section VI, we conclude the paperand summarize future research directions.

II. PROBLEM FORMULATION AND BACKGROUND

We first provide background on graph theory and positive sys-tems, describe the system under study, and formulate structureddecentralized H2 and H∞ optimal control problems.

A. Background Material

Notation: The set of real numbers is denoted by R and the setsof nonnegative and positive reals are R+ and R++ . The set ofn × n Metzler matrices (matrices with nonnegative off-diagonalelements) is denoted by Mn×n . We write A > 0 (A ≥ 0) if Ahas positive (nonnegative) entries and A � 0 (A � 0) if A issymmetric and positive (semi)definite. We define the sparsitypattern of a vector u, sp (u) as the set of indices for which ui isnonzero, ‖u‖1 :=

∑i |ui | is the �1 norm, and K†: Rn×n → Rm

is the adjoint of a linear operator K: Rm → Rn×n if it satisfies,〈X,K(u)〉 = 〈K†(X), u〉 for all u ∈ Rm and X ∈ Rn×n .

Definition 1 (Graph associated with a matrix): G(A) =(V, E) is the graph associated with a matrix A ∈ Rn×n , withthe set of nodes (vertices) V := {1, . . . , n} and the set of edgesE := {(i, j)|Aij = 0}, where (i, j) denotes an edge pointingfrom node j to node i.

Definition 2 (Strongly connected graph): A graph (V, E)is strongly connected if there is a directed path between any twodistinct nodes in V .

Definition 3 (Weakly connected graph): A graph (V, E) isweakly connected if replacing its edges with undirected edgesresults in a strongly connected graph.

Definition 4 (Balanced graph): A graph (V, E) is balancedif, for every node i ∈ V , the sum of edge weights on the edgespointing to node i is equal to the sum of edge weights on theedges pointing from node i.

Definition 5: A dynamical system is positive if, for anynonnegative initial condition and any nonnegative input, theoutput is nonnegative for all time. A linear time-invariant system

x = Ax + Bd

z = Cx

is positive if and only if A ∈ Mn×n , B ≥ 0, and C ≥ 0.We now state three lemmas that are useful for the analysis of

positive linear time invariant systems.Lemma 1 (From [29]): Let A ∈ Mn×n and let Q ∈ Rn×n

be a positive definite matrix with nonnegative entries. Then1) eA ≥ 0;2) for Hurwitz A, the solution X to the algebraic Lyapunov

equation

AX + XAT + Q = 0

is elementwise nonnegative.Lemma 2: The left and right principal singular vectors w

and v of A ∈ Rn×n+ are nonnegative. If A ∈ Rn×n

++ , w and v arepositive and unique.

Proof: The result follows from the application of the Perrontheorem [30, Th. 8.2.11] to AAT and AT A. �

Lemma 3 (From [24]): Let b, c ∈ Rn be nonnegative. Then,for any t ≥ 0

cT e(A+K (u))tb

is a convex function of u.

B. Decentralized Optimal Control

We consider a class of control problems

x = (A + K(u)) x + Bd

z = Cx (1)

where x(t) ∈ Rn is the state vector, z(t) ∈ Rm is the perfor-mance output, d(t) ∈ Rp is the disturbance input, and u ∈ Rm

is the control input. Since control enters into the dynamics ina multiplicative fashion, optimal design of u for system (1) is,in general, a challenging nonconvex problem. In what follows,we introduce an assumption which implies that system (1) ispositive for any u. As we demonstrate in Section III, underthis assumption both the H2 and H∞ structured decentralizedoptimal control problems are convex.

This class of problems can be used to model a variety ofcontrol challenges that arise in, e.g., chemical reaction networksand transportation networks. In this paper, we consider leaderselection in directed consensus networks as well as combinationdrug therapy design for HIV treatment.

Assumption 1: The matrix A in (1) is Metzler, the matricesB and C are nonnegative, and the diagonal matrix K(u) :=diag (Du) with D ∈ Rn×m is a linear function of u.

Our objective is to design a stabilizing diagonal matrix K(u)that minimizes amplification from d to z. To quantify the averageeffect of the impulsive disturbance input d, we consider the L2norm of the resulting impulse response, i.e.,

J2(u) :=∫ ∞

0trace

(C e(A+K (u))tB BT e(A+K (u))T t CT

)dt.

(2a)

This performance metric is equivalent to the square of the H2norm of system (1) which also has a well-known stochasticinterpretation [31]. To quantify the worst-case input–output

354 IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS, VOL. 6, NO. 1, MARCH 2019

amplification of (1), we consider the H∞ norm, defined as

J∞(u) := supω∈R

σ(C (jωI − A − K(u))−1B

)(2b)

where σ(·) denotes the largest singular value of a given matrixwhen A + K(u) is Hurwitz and ∞ otherwise. To limit the sizeof the control input u and promote desired structural properties,we consider the regularized optimal control problem

minimizeu

J(u) + g(u)

subject to A + K(u) Hurwitz. (3)

The regularization function g in (3) can be any convex function,e.g., a quadratic penalty uT Ru with R � 0 to limit the magni-tude of u, an �1 penalty to promote sparsity of u, or the indicatorfunction associated with a convex set C to ensure that u ∈ C. Werefer the reader to [32], [33] for an overview of recent uses ofregularization in control-theoretic problems.

We now review some recent results. Under Assumption 1 thematrix A + K(u) is a Metzler and its largest eigenvalue is realand a convex function of u [34]. Recently, it has been shownthat the weighted L1 norm of the response of system (1) from anonnegative initial condition x0 ≥ 0

∫ T

0cT x(t)dt

is a convex function of u for every c ∈ Rn+ [24], [25]. Further-

more, the approach in [17] can be used to cast the problem ofunstructured decentralized H∞ control of positive systems asan SDP and [23] can be used to cast it as an LP. However, boththe SDP and LP formulations require a change of variables thatdoes not preserve the structure of K(u). Consequently, it is of-ten difficult to design controllers that are feasible for a givennoninvertible operator K or to impose structural constraints orpenalties on u.

III. CONVEXITY OF OPTIMAL CONTROL PROBLEMS

We next establish the convexity of the H2 and H∞ normsfor systems that satisfy Assumption 1, derive a graph theoreticcondition that guarantees continuous differentiability of J∞,and develop a customized algorithm for solving optimizationproblem (3) even in the absence of differentiability.

A. Convexity of J2 and J∞

We first establish convexity of theH2 optimal control problemand provide the expression for the gradient of J2 .

Proposition 4: Let Assumption 1 hold and let Acl(u) :=A + K(u) be a Hurwitz matrix. Then, J2 is a convex functionof u and its gradient is given by

∇J2(u) = 2K†(XcXo) (4)

where Xc and Xo are the controllability and observability grami-ans of the closed-loop system (1)

Acl(u)Xc + XcATcl(u) + BBT = 0 (5a)

ATcl(u)Xo + XoAcl(u) + CT C = 0. (5b)

Proof: We first establish convexity of J2(u) and then deriveits gradient. The square of the H2 norm is given by

J2(u) =

{⟨CT C,Xc

⟩, Acl(u) Hurwitz

∞, otherwise

where the controllability gramian Xc of the closed-loop systemis determined by the solution to Lyapunov equation (5a). ForHurwitz Acl(u), Xc can be expressed as,

Xc =∫ ∞

0eA c l (u)tBBT eAT

c l (u)tdt.

Substituting into 〈CT C,Xc〉 and rearranging terms yields

J2(u) =∫ ∞

0‖CeA c l (u)tB‖2

F dt

=∫ ∞

0

i,j

(cTi eA c l (u)tbj

)2dt

where cTi is the ith row of C and bj is the jth column of B. From

Lemma 3, it follows that cT eA c l (u)tb is a convex function of ufor nonnegative vectors c and b. Since the range of this functionis R+ and (·)2 is nondecreasing over R+ , the composition rulesfor convex functions [35] imply that (cT

i eA c l (u)tbj )2 is convexin u. Convexity of J2(u) follows from the linearity of the sumand integral operators.

To derive ∇J2 , we form the associated Lagrangian

L(u,Xc,Xo) =⟨CT C,Xc

+⟨Xo,Acl(u)Xc + XcA

Tcl(u) + BBT

where Xo is the Lagrange multiplier associated with equalityconstraint (5a). Taking variations of L with respect to Xo andXc yields Lyapunov equations (5a) and (5b) for controllabilityand observability gramians, respectively. Using Acl(u) = A +K(u) and the adjoint of K, we rewrite the Lagrangian as

L(u,Xc,Xo) = 2⟨K†(XcXo), u

⟩+

⟨CT C,Xc

+⟨Xo,AXc + XcA

T + BBT⟩.

Taking the variation of L with respect to u yields (4). �Remark 1: The quadratic cost

∫ T

0xT (t)CT C x(t) dt

is also convex over a finite or infinite time horizon for a piece-wise constant u. This follows from [24, Lemma 4] and suggeststhat an approach inspired by the model predictive control (MPC)framework can be used to compute a time-varying optimal con-trol input for a finite horizon problem.

Remark 2: The expression for∇J2 in Proposition 4 remainsvalid for any linear system and any linear operator K: Rm →Rn×n . However, convexity of J2 holds under Assumption 1 andis not guaranteed in general.

We now establish the convexity of the H∞ control problemand provide expression for the subdifferential set of J∞.

Proposition 5: Let Assumption 1 hold and let Acl(u) :=A + K(u) be a Hurwitz matrix. Then, J∞ is a convex function

DHINGRA et al.: STRUCTURED DECENTRALIZED CONTROL OF POSITIVE SYSTEMS WITH APPLICATIONS TO COMBINATION DRUG THERAPY 355

of u and its subdifferential set is given by

∂J∞(u) =

{∑

i

αiK† (

A−1cl (u)Bviw

Ti CA−1

cl (u)) |

wTi (CA−1

cl (u)B)vi = J∞(u), α ∈ P}

(6)

where K† is the adjoint of the operator K and P is the simplex,P := {αi | αi ≥ 0,

∑i αi = 1}.

Proof: We first establish convexity of J∞(u) and then de-rive the expression for its subdifferential set. For positive sys-tems, the H∞ norm achieves its largest value at ω = 0 [17] andfrom (2b) we thus have J∞(u) = σ(−CA−1

cl (u)B). To showconvexity of J∞(u), we show that −CA−1

cl (u)B is a convexand nonnegative function of u, that σ(X) is a convex and non-decreasing function of a nonnegative argument X and leveragethe composition rules for convex functions [35].

Since Acl(u) is Hurwitz, its inverse can be expressed as

−A−1cl (u) =

∫ ∞

0eA c l (u)tdt. (7)

Convexity of cieA c l (u)tbj by Lemma 3 and linearity of integra-tion implies that each element of the matrix

−CA−1cl (u)B = C

∫ ∞

0eA c l (u)tdt B

is convex in u and, by part (a) of Lemma 1, nonnegative.The largest singular value σ(X) is a convex function of the

entries of X [35]

σ(X) = sup‖w‖=1,‖v‖=1

wT Xv (8)

and Lemma 2 implies that the principal singular vectors vi andwi that achieve the supremum in (8) are nonnegative for X ≥ 0.Thus

wTi

(X + βej eT

k

)vi ≥ wT

i Xvi

for any β ≥ 0, thereby implying that σ(X) is nondecreas-ing over X ≥ 0. Since each element of −CA−1

cl (u)B ≥ 0 isconvex in u, these properties of σ(·) and the compositionrules for convex functions [35] imply convexity of J∞(u) =σ(−CA−1

cl (u)B).To derive ∂J∞(u), we note that the subdifferential set of the

supremum over a set of differentiable functions

f(x) = supi∈I

fi(x)

is the convex hull of the gradients of the functions that achievethe supremum [36, Th. 1.13],

∂f(x) =

⎧⎨

j |fj (x)=f (x)

αj∇fj (x)|α ∈ P⎫⎬

⎭.

Thus, the subgradient of σ(X) with respect to X is given by

∂σ(X) =

⎧⎨

j

αjwjvTj | wT

j Xvj = σ(X), α ∈ P⎫⎬

⎭.

Finally, the matrix derivative of X−1 in conjunction with thechain rule yield (6). �

Remark 3: For a positive system all induced norms areconvex functions of −CA−1(u)B, which is the transfer matrixevaluated at zero frequency. Lemma 3 thus implies that all in-duced norms of system (1) are convex functions of u. We showconvexity of the H∞ norm as it is of particular interest in ourstudy and the proof facilitates the derivation of the gradient.

Remark 4: The adjoint of the linear operator K, introducedin Assumption 1, with respect to the standard inner product isK†(X) = DT diag(X). For positive systems, Lemma 1 impliesthat the gramians Xc and Xo are nonnegative matrices. Thus,the diagonal of the matrix XcXo is positive and it follows that J2is a monotone function of the diagonal matrix K(u). Similarly,−A−1

cl (u)Bvi and −wTi CA−1

cl (u) are nonnegative and thus J∞is also a monotone function of K(u).

B. Differentiability of the H∞ Norm

In general, the H∞ norm is a nondifferentiable function of thecontrol input u. Even though, under Assumption 1, the decen-tralized H∞ optimal control problem (3) for positive systemsis convex, it is still difficult to solve because of the lack of dif-ferentiability of J∞. Nondifferentiable objective functions oftennecessitate the use of subgradient methods, which can convergeslowly to the optimal solution.

In what follows, we prove that J∞ is a continuously differ-entiable function of u for weakly connected G(A). Then, bynoting that J∞ is nondifferentiable only when G(A) containsdisconnected components, we develop a method for solving (3)that outperforms the standard subgradient algorithm.

1) Differentiability Under Weak Connectivity: In this sec-tion, we assume that the matrices B and C are square and thattheir main diagonals are positive. To show the result, we firstrequire two technical lemmas.

Lemma 6: Let M ≥ 0 be a matrix whose main diagonal isstrictly positive and whose associated graph G(M) is weaklyconnected. Then, the graphs associated with G(MMT ) andG(MT M) have self loops and are strongly connected.

Proof: Positivity of the main diagonal of M implies thatif Mij is nonzero, then (MT M)ij and (MMT )ij are nonzero;by symmetry, (MT M)j i and (MMT )j i are also nonzero. Thus,G(MT M) andG(MMT ) contain all the edges (i, j) inG(M) aswell as their reversed counterparts (j, i). Since G(M) is weaklyconnected, G(MT M) and G(MMT ) are strongly connected.The presence of self loops follows directly from the positivityof the main diagonal of M . �

Lemma 7: Let M ≥ 0 be a matrix whose main diagonal isstrictly positive and whose associated graph G(M) is weaklyconnected. Then, the principal singular value and the principalsingular vectors of M are unique.

Proof: Note that G(Mk ) has an edge from i to j if Mcontains a directed path of length k from i to j [37, Lemma 1.32].SinceG(MMT ) andG(MT M) are strongly connected with selfloops, Lemma 6 implies the existence of k such that (MT M)k >0 and (MMT )k > 0 for all k ≥ k, and the Perron Theorem [30,Th. 8.2.11] implies that (MT M)k and (MMT )k have uniquemaximum eigenvalues for all k ≥ k.

356 IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS, VOL. 6, NO. 1, MARCH 2019

The eigenvalues of (MT M)k and (MMT )k are related tothe singular values of M by

λi

((MT M

)k)

= λi

((MMT

)k)

= (σi(M))2k

and the eigenvectors of (MT M)k and (MMT )k are determinedby the right and the left singular vectors of M , respectively.Since the principal eigenvalue and eigenvectors of these matri-ces are unique, the principal singular value and the associatedsingular vectors of M are also unique. �

Theorem 8: Let Assumption 1 hold, let Acl(u) := A +K(u) be a Hurwitz matrix, and let matrices B and C havestrictly positive main diagonals. If the graph G(A) associatedwith A is weakly connected, J∞(u) is continuously differen-tiable.

Proof: Lemma 1 implies that eA c l (u) ≥ 0. From [37,Lemma 1.32], G(Mk ) has an edge from i to j if there is adirected path of length k from i to j in G(M). Weak connectiv-ity of G(A) implies weak connectivity of G(Acl(u)), G(Ak

cl(u)),eA c l (u)t and, by (7), of G(−A−1

cl (u)).Since Acl(u) is Hurwitz and Metzler, its main diagonal must

be strictly negative; otherwise, ddt xi ≥ 0 for some xi , contra-

dicting stability and thus the Hurwitz assumption. Equation (7)and Lemma 1 imply A−1

cl (u) ≤ 0 and, since Acl(u) is Met-zler, A−1

cl (u)Acl(u) = I can only hold if the main diagonal of−A−1

cl (u) is strictly positive.Moreover, since the diagonals of B and C are strictly pos-

itive, G(−CA−1cl (u)B) is weakly connected and the diagonal

of −CA−1cl (u)B is also strictly positive. Thus, Lemma 7 im-

plies that the principal singular value and singular vectors of−CA−1

cl (u)B are unique, that (6) is unique for each stabilizingu, and that J∞(u) is continuously differentiable. �

2) Nondifferentiability for Disconnected G(A): Theo-rem 8 implies that under a mild assumption on B and C, J∞is only nondifferentiable when the graph associated with Ahas disjoint components. Proximal methods and its acceleratedvariants [38] generalize gradient descent to nonsmooth prob-lems when the proximal operator of the nondifferentiable termin the objective function is readily available. However, sincethere is no explicit expression for the proximal operator of J∞,in general we have to use subgradient methods to solve (3).

To a large extent, subgradient methods are inefficient becausethey do not guarantee descent of the objective function. How-ever, under the following mild assumption, the subgradient ofJ∞, ∂J∞, can be conveniently expressed and a descent directioncan be obtained by solving a linear program.

Assumption 2: Without loss of generality, let Acl(u) bepermuted such that Acl(u) = blkdiag(A1

cl(u), . . . , Amcl (u)) is

block diagonal and let G(Aicl(u)) be weakly connected for ev-

ery i. Moreover, the matrices B = blkdiag(B1 , . . . , Bm ) andC = blkdiag(C1 , . . . , Cm ) are block diagonal and partitionedconformably with the matrix Acl(u).

Theorem 9: Let Assumptions 1 and 2 hold and let Acl(u) :=A + K(u) be a Hurwitz matrix. Then,

J∞(u) = maxi

Ji∞(u) (9a)

where Ji∞(u) := σ(Ci(Ai

cl(u))−1Bi). Moreover, every elementof the subgradient of J∞(u) can be expressed as the convexcombination of a finite number of vectors fj := ∇Jj

∞(u) cor-responding to the gradients of the functions Jj

∞(u) that achievethe maximum in (9a), i.e., J∞(u) = Jj

∞(u)

∂J∞(u) = {Fα|α ∈ P} (9b)

where the columns of F are given by fj and P is the simplex.Proof: Since Acl(u) is a block diagonal matrix, so

is A−1cl (u) and Assumption 2 implies that −CA−1

cl (u)B =blkdiag(−Ci(Ai

cl(u))−1Bi) is also block diagonal. Thus,

J∞(u) = σ(−CA−1cl (u)B) = max

(−Ci(Aicl(u))−1Bi

)

which proves (9a). Theorem 8 implies that each Ji∞(u) is con-

tinuously differentiable which establishes (9b). �When g is differentiable, we leverage the above convenient

expression for ∂J∞ to select an element of the subdifferen-tial set which, with an abuse of terminology, we call the opti-mal subgradient. The optimal subgradient is guaranteed to bea descent direction for (3) and it is defined as the member of∂(J∞(u) + g(u)) that solves

minimizev ,α

maxj

(vT

(fj + ∇g(u)

))(10a)

subject to v = −(Fα + ∇g(u)), α ∈ P (10b)

vT(fj + ∇g(u)

)< 0, for all j (10c)

where F and fj are defined as in Theorem 9. By (9a), J∞(u)is the maximum of differentiable functions Ji

∞(u) and prob-lem (10) forms a search direction using the gradients of thefunctions Jj

∞ that achieve that maximum. While constraint (10b)ensures that v ∈ ∂J∞(u) + ∇g(u), (10c) ensures that v is a de-scent direction for each Jj

∞ and thereby guarantees that v is adescent direction for J∞. Finally, objective function (10a) is themaximum of the directional derivatives of Jj

∞ in the directionv, i.e., the directional derivative of the objective function in (3)in the search direction.

Problem (10) can be solved efficiently because it is a linearprogram. Moreover, the optimality condition for (3), ∂J∞(u) +∇g(u) 0, can be checked by solving a linear program to verifythe existence of an α ∈ P such that Fα + ∇g(u) = 0.

3) Customized Algorithm: Ensuring a descent directionenables principled rules for step-size selection and makes prob-lem (3) with nondifferentiable g tractable via the augmented-Lagrangian-based approaches. Reformulation of (3)

minimizeu,v

J∞(u) + g(v)

subject to u − v = 0 (11)

leads to the associated augmented Lagrangian

Lμ(u, v; λ) := J∞(u) + g(v) + λT (u − v) + 12μ ‖u − v‖2

where v is an auxiliary variable and μ is a positive parame-ter. Formulation (11) is convenient for the alternating directionmethod of multipliers (ADMM) [39], which minimizes Lμ sep-arately over u and v and updates λ until convergence. ADMMis highly sensitive to the choice of μ and it may require many

DHINGRA et al.: STRUCTURED DECENTRALIZED CONTROL OF POSITIVE SYSTEMS WITH APPLICATIONS TO COMBINATION DRUG THERAPY 357

iterations to converge. In contrast, the more mature and ro-bust method of multipliers (MM) [40] has effective rules foradaptively updating μ, which leads to faster convergence. It isdifficult to directly apply MM to (11) because it requires jointminimization of Lμ over (u, v) and both g and J∞ are nondif-ferentiable. However, when the proximal operator of g is readilyavailable, e.g., when g is the �1 norm or an indicator functionof a convex set with simple projection [41], explicit minimiza-tion over v is achieved by v�

μ(u, λ) = proxμg (u + μλ). Sub-stitution of v�

μ(u, λ) into Lμ yields the proximal augmentedLagrangian [42]

(u, v�

μ(u, λ); λ)

= J∞(u) + Mμg (u + μλ) − μ2 ‖λ‖2

where Mμg is the Moreau envelope of g and is continuouslydifferentiable, even when g is not [41]; see [42] for details. SinceJ∞ is the only nondifferentiable component of the proximalaugmented Lagrangian, the optimal subgradient (10) can be usedto minimize it over u. This equivalently minimizes Lμ(u, v; λ)over (u, v) and leads to a tractable MM algorithm

uk+1 = argminu

(u, v�

μk (u, λk ); λk)

λk+1 = λk + 1μk

(uk+1 − proxμk g

(uk+1 + μkλk

)).

This algorithm minimizes the proximal augmented Lagrangianover u, updates λ via gradient ascent, and it represents an ap-pealing alternative to ADMM for problems of the form (3).In particular, an adaptive selection of the parameter μ leads toimproved practical performance relative to ADMM [42].

IV. LEADER SELECTION IN DIRECTED NETWORKS

We now consider the special case of system (1), in which thematrix A is given by a graph Laplacian, and study the leader se-lection problem for directed consensus networks. The questionof how to optimally assign a predetermined number of nodes toact as leaders in a network of dynamical systems with a giventopology has recently emerged as a useful proxy for identifyingimportant nodes in a network [11]–[16]. Even though signif-icant theoretical and algorithmic advances for undirected net-works have been made, the leader selection problem in directednetworks remains open.

A. Problem Formulation

We describe consensus dynamics and state the problem.1) Consensus Dynamics: The weighted directed network

G(L) with n nodes and the graph Laplacian L obeys consensusdynamics, in which each node i updates its state xi using relativeinformation exchange with its neighbors

xi = −∑

j∈Ni

Lij (xi − xj ) + di.

Here, Ni := {j|(i, j) ∈ E}, Lij ≥ 0 is a weight that quantifiesthe importance of the edge from node j to node i, di is a distur-bance, and the aggregate dynamics are [43]

x = −Lx + d

where L is the graph Laplacian of the directed network [44].

The graph Laplacian always has an eigenvalue at zero thatcorresponds to a right eigenvector of all ones, L1 = 0. If thiseigenvalue is simple, all node values xi converge to a constantx in the absence of an external input d. When G(L) is balanced,x = (1/n)1T x(0) is the average of the initial node values. Ingeneral, x = wT x(0), where w is the left eigenvector of L cor-responding to zero eigenvalue, wT L = 0. IfG(L) is not stronglyconnected, L may have additional eigenvalues at zero and thenode values converge to distinct groups whose number is equalto or smaller than the multiplicity of the zero eigenvalue.

2) Leader Selection: In consensus networks, the dynamicsare governed by relative information exchange and the nodevalues converge to the network average. In the leader selectionparadigm [12], certain “leader” nodes are additionally equippedwith absolute information that introduces negative feedback onthe states of these nodes. If suitable leader nodes are present, thedynamical generator becomes a Hurwitz matrix and the statesof all nodes asymptotically converge to zero.

The node dynamics in a network with leaders is

xi = −∑

j∈Ni

Lij (xi − xj ) − uixi + di

where ui ≥ 0 is the weight that node i places on its absoluteinformation. The node i is a leader if ui > 0, otherwise it is afollower. The aggregate dynamics can be written as

x = − (L + diag(u)) x + d

and placed in the form (1) by taking A = −L, B = C = I , andK(u) = −diag(u). We evaluate the performance of a leadervector u ∈ Rn using the H2 or H∞ performance metrics J2or J∞, respectively. We note that this system is marginallystable in the absence of leaders and much work on consen-sus networks focuses on driving the deviations from the averagenode values to zero [45]. Instead, we here focus on driving thenode values themselves to zero.

We formulate the combinatorial problem of selecting N lead-ers to optimize either H2 or H∞ norm as follows.

Problem 1: Given a network with a graph Laplacian L anda fixed leader weight κ, find the optimal set of N leaders thatsolves

minimizeu

J(u)

subject to 1T u = Nκ, ui ∈ {0, κ}where J is a performance metrics described in Section II-B,with A = −L, B = C = I , and K(u) = diag(u).

Fitch et al. [13] and [14] derive explicit expressions for leadersin undirected networks. However, these expressions are efficientonly for very few or very many leaders. Instead, we follow [12]and develop an algorithm that relaxes the integer constraint toobtain a lower bound on Problem 1 and use greedy heuristics toobtain an upper bound.

Considering leader selection in directed networks adds thechallenge of ensuring stability. At the same time, we can lever-age existing results on leader selection in undirected networksto derive efficient upper bounds on Problem 1.

358 IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS, VOL. 6, NO. 1, MARCH 2019

Fig. 1. Directed network and the sparsity pattern of the correspondinggraph Laplacian. This network is stabilized if and only if either node 1 ornode 2 are made leaders.

B. Stability for Directed Networks

For a vector of leader weights u to be feasible for Problem 1,it must stabilize system (1), i.e., −(L + diag(u)) must be aHurwitz matrix. When G(L) is undirected and connected, anyleader will stabilize (1). However, this is not the case for directednetworks. For example, making node 1 or 2 a leader stabilizesthe network in Fig. 1, but making node 3 or 4 a leader does not.Theorem 10 provides a necessary and sufficient condition forstability.

Theorem 10: Let L be a weighted directed graph Laplacianand let u ≥ 0. The matrix −(L + diag(u)) is Hurwitz if andonly if w ◦ u = 0 for all nonzero w with wT L = 0, where ◦ isthe elementwise product.

Proof: (⇐) If w ◦ u = 0, wT diag(u) = 0. If, in addition,wT L = 0, we have

−wT (L + diag(u)) = 0 (12)

and, therefore, zero is an eigenvalue of −(L + diag(u)).(⇒) Since the graph Laplacian L is row stochastic and

diag(u) is diagonal and nonnegative, the Gershgorin circle the-orem [30] implies that the eigenvalues of −(L + diag(u)) are atmost 0. To show that−(L + diag(u)) is Hurwitz, we show that ithas no eigenvalue at zero. Assume there exists a nonzero w suchthat (12) holds. This implies that either wT L = wT diag(u) = 0or that wT L = −wT diag(u). The first case is not possible be-cause, by assumption, wT diag(u) = (w ◦ u)T = 0 for any wsuch that wT L = 0. If the second case is true, then wT Lv =−wT diag(u)v must also hold for all v. However, if we takev = 1, then wT L1 = 0 but −wT diag(u)1 is nonzero. �

Remark 5: Only the set of leader nodes is relevant to thequestion of stability. If u does not stabilize (1), no positiveweighting of the vector of leader nodes, α ◦ u with α ∈ RN

++ ,will stabilize (1). Similarly if u stabilizes (1), every α ◦ u will.

Corollary 11: If G(L) is strongly connected, any choice ofleader node will stabilize (1).

Proof: Since the graph Laplacian associated with a stronglyconnected graph is irreducible, the Perron–Frobenius theo-rem [30] implies that the left eigenvector associated with −L ispositive. Thus, w ◦ u = 0 for any nonzero u and system (1) isstable by Theorem 10. �

Remark 6: The condition in Theorem 10 requires that thereis a path from the set of leader nodes to every node in thenetwork. This can be enforced by extracting disjoint “leadersubsets” Sj which are not influenced by the rest of the network,i.e., (vj )T L = 0 where vj

i = 1 if i ∈ Sj and vji = 0 otherwise,

and which are each strongly connected components of the origi-nal network. Stability is guaranteed if there is at least one leader

node in each such subset Sj , e.g., for the network in Fig. 1, thereis one leader subset S1 = {1, 2}. By Corollary 11, S1 containsall nodes when the network is strongly connected.

C. Bounds for Problem 1

To approach combinatorial Problem 1, we derive bounds onits optimal objective value. These bounds can also be used toimplement a branch-and-bound approach [46].

1) Lower Bound: By relaxing the combinatorial constraintin Problem 1, we formulate the optimization problem

minimizeu

J(u)

subject to u ∈ κPN (13)

where κPN := {u|∑i ui = Nκ, ui ≤ κ} is the “capped” sim-plex. The results of Section III, establish the convexity of prob-lem (13). Using a recent result on efficient projection ontoPN [47], this problem can be solved efficiently via proximalgradient methods [38] to provide a lower bound on Problem 1.

When G(L) is not strongly connected, additional constraintscan be added to enforce the condition in Theorem 10 and thusguarantee stability. Let the sets Sj denote “leader subsets” fromwhich a leader must be chosen, as discussed in Remark 6. Then,the convex problem

minimize J(u)

subject to u ∈ κPN ,∑

i∈Sj

ui ≥ κ, for all j (14)

relaxes the combinatorial constraint and guarantees stability. Wedenote the resulting lower bounds on the optimal values of theH2 and H∞ versions of Problem 1 with N leaders by J lb

2 (N)and J lb

∞(N), respectively.2) Upper Bounds for Problem 1: If k denotes the number

of subsets Sj , a stabilizing candidate solution to Problem 1can be obtained by “rounding” the solution to (14) by takingN leaders to contain the largest element from each subset Sj

and N − k largest remaining elements. The greedy swappingalgorithm proposed in [12] can further tighten this upper bound.

Recent work on leader selection in undirected networks canalso provide upper bounds for Problem 1 whenG(L) is balanced.The symmetric component of the Laplacian of a balanced graph,Ls := 1

2 (L + LT ), is the Laplacian of an undirected network.The exact optimal leader set for an undirected network can beefficiently computed when N is either small or large [13], [14].Since the performance of the symmetric component of a systemprovides an upper bound on the performance of the originalsystem, these sets of leaders will have better performance withL than with Ls for both the H2 [48, Corollary 3] and H∞norms [49, Proposition 4].

Even when L does not represent a balanced network, J2and J∞ are, respectively, upper bounded by the trace and themaximum eigenvalue of 1

2 (Ls + K)−1 . For small numbers ofleaders, they can be efficiently computed using rank-one inver-sion updates. A similar approach was used in [13] and [14] toderive optimal leaders for undirected networks. Moreover, thisapproach yields a stabilizing set of leaders [48, Lemma 1].

DHINGRA et al.: STRUCTURED DECENTRALIZED CONTROL OF POSITIVE SYSTEMS WITH APPLICATIONS TO COMBINATION DRUG THERAPY 359

Fig. 2. H2 performance of optimal leader set ( ) and upperbounds resulting from “rounding” ( ) and the optimal leadersfor the undirected network ( ). Performance is shown as a percentincrease in J2 relative to J lb

2 (N ). (a) Balanced Network with 8 nodes,12 edges. (b) Performance of optimal leaders and two leader selection.

D. Additional Comments

We now provide additional discussion on interesting aspectsof Problem 1. We first consider the gradients of J2 and J∞.

Remark 7: When K(u) = −diag(u), we have ∇J2 =−2diag(XcXo). The matrix XcXo often appears in model re-duction and (∇J2(u))i corresponds to the inner product be-tween the ith columns of Xc and Xo .

Remark 8: When K(u) = −diag(u), (∂J∞(u))i is givenby the product of −eT

i A−1cl (u)v and wT A−1

cl (u)ei . The formerquantifies how much the forcing, which causes the largest overallresponse of system (1), affects node i, and the latter captureshow much the forcing at node i affects the direction of the largestoutput response.

The optimal leader sets for balanced graphs are interestingbecause they are invariant under reversal of all edge directions.

Proposition 12: Let G(L) be balanced, let L := LT so thatG(L) contains the reversed edges of the graph G(L), and letJ2 and J∞ denote the performance metrics (2) with A = −L,K(u) = −diag(u), and B = C = I as in Problem 1. Then,J2(u) = J2(u) and J∞(u) = J∞(u).

Proof: The controllability gramian of (1) defined withAcl = −(L + diag(u)) solves Lyapunov equation (5a), −(L +diag(u))Xc − Xc(L + diag(u))T + I = 0, and is also the ob-servability gramian Xo of (1) defined with Acl = −(L +diag(u)) = −(LT + diag(u)) that solves (5b). By definitionof the H2 norm, J2(u) = trace(Xo) = trace(Xc) = J2(u).Since σ(M) = σ(MT ), J∞(u) = σ(−(L + diag(u))−1) =σ(−(L + diag(u))−1) = J∞(u). �

This invariance is intriguing because the space of balancedgraphs is spanned by cycles. Zelazo et al. [50] exploredhow undirected cycles affect undirected consensus networks.Proposition 12 suggests that directed cycles also play a funda-mental role in directed consensus networks.

E. Computational Experiments

Here, we illustrate our approach to Problem 1 with N leadersand the weight κ = 1. The “rounding” approach that we employis described in Section IV-C2.

1) Synthetic Example: For the directed network inFig. 2(a), let the edges from node 2 to node 7 and from node 7

to node 8 have an edge weight of 2 and let all other edges haveunit edge weights. We compare the optimal set of leaders, de-termined by exhaustive search, to the set of leaders obtained by“rounding” the solution to relaxed problem (14); and by the op-timal selection for the undirected version of the graph via [13],[14], as discussed in Section IV-C2. In Fig. 2(a),represents the optimal single leader, representsthe single leader selected by “rounding,” and rep-resents the optimal single leader for the undirected network.In Fig. 2(b), we show the H2 performance for 1 to 8 leadernodes resulting from different methods. Since in general, wedo not know the optimal performance a priori, we plot perfor-mance degradation (in percents) relative to the lower bound onProblem 1 obtained by solving problem (14).

Fig. 2(b) shows that neither “rounding” ( ) nor theoptimal selection for undirected networks ( ) achieve uni-laterally better H2 performance (performance of the optimalleader sets are shown in ). While the procedure for theundirected networks selects better sets of 1, 2, and 5 leaders rela-tive to “rounding,” identifying them is expensive except for largeor small number of leaders [13], [14] and “rounding” identifiesa better set of 4 leaders. This suggests that, when possible, bothsets of leaders should be computed and the one that achievesbetter performance should be selected.

2) Neural Network of the Worm C. Elegans: We now con-sider the network of neurons in the brain of the worm C. Eleganswith 297 nodes and 2359 weighted directed edges. The datawas compiled by [51] from [52]. Inspired by the use of leaderselection as a proxy for identifying important nodes in a net-work [11]–[15], we employ this framework to identify importantneurons in the brain of C. Elegans.

Three nodes in the network have zero in-degree, i.e., they arenot influenced by the rest of the network. Thus, as discussedin Remark 6, there are three “leader subsets,” each comprisedof one of these nodes. Theorem 10 implies that system (1) canonly be stable if each of these nodes are leaders.

In Fig. 3(c) and (d), we show J2 and J∞ resulting from“rounding” the solution to problem (14) to select the additional1 to 294 leaders. Performance is plotted as an increase (in per-cents) relative to the lower bound J lb (N) obtained from (14).This provides an upper bound on suboptimality of the identifiedset of leaders. While this value does not provide informationabout how J(u) changes with the number of leaders, Remark 4implies that it monotonically decreases with N .

For both J2 and J∞ performance metrics, Fig. 3(c) and (d)illustrates that the upper bound is loosest for 25 leaders (1.56%and 0.48%, respectively). As seen in Fig. 2(b) from the previousexample, whose small size enabled exhaustive search to solveProblem 1 exactly, the upper bound on suboptimality is nottight and the exact optimal solution to Problem 1 can differby as much 21.75% from the lower bound. This suggests that“rounding” selects very good sets of leaders for this example.

In Fig. 3(a) and (b), we show the network with ten iden-tified J2 and J∞ optimal leaders. The size of the nodes isrelated to their out-degree and the thickness of the edges isrelated to the weight. The marks nodes that must be lead-ers and the marks the seven additional leaders selected by“rounding.”

360 IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS, VOL. 6, NO. 1, MARCH 2019

Fig. 3. C. Elegans neural network with N = 10 (a) J2 and (b) J∞ leaders along with the (c) J2 and (d) J∞ performance of varying numbers ofleaders N relative to J lb (N ). In all cases, leaders are selected via “rounding.”

Fig. 4. Directed network and corresponding A matrix for a virus withfour mutants and two drugs. For this system, J∞ is nondifferentiable.

V. COMBINATION DRUG THERAPY

System (1) also arises in the modeling of combination drugtherapy [5], [7]–[10], and it provides a model for the evolutionof populations of mutants of the HIV virus x in the presence ofa combination of drugs u. The HIV virus is known to be presentin the body in the form of different mutant strands; in (1), theith component of the state vector x represents the populationof the ith HIV mutant. The diagonal entries of the matrix Arepresent the net replication rate of each mutant, and the offdiagonal entries of A, which are all nonnegative, represent therate of mutation from one mutant to another. The control inputuk is the dose of drug k and each column Dk of the matrix D inK(u) = diag(Du) specifies at what rate drug k kills each HIVmutant.

A. Nondifferentiability of J∞

The mutation patterns of viruses need not be connected. InFig. 4, we show a sample mutation network with two discon-nected components. For this network, the H∞ norm is nondif-ferentiable when u1 = u2 . Nondifferentiability and the lack ofan efficiently computable proximal operator necessitates the useof subgradient methods for solving

minimizeu

J∞(u) + uT u.

As shown in Fig. 5 with h(u) := J∞(u) + uT u, subgradientmethods are not descent methods so small constant or a divergentseries of diminishing step-sizes must be employed.

We compare the performance of the subgradient method witha constant step-size of 10−2 ( ) and a diminishing step-size7×10−2

k ( ) with our optimal subgradient method in whichthe step-size is chosen via backtracking to ensure descent ofthe objective function ( ). We show the objective functionvalue with respect to iteration number in Fig. 5(a) and the iteratesuk in the (u1 , u2)-plane in Fig. 5(b).

Fig. 5. Comparison of different algorithms starting from initial condition[2.5 2.8]T . The algorithms are the subgradient method with a constantstep-size ( ), the subgradient method with a diminishing step-size( ) and our optimal subgradient method where the step-size is chosenvia backtracking to ensure descent of the objective function ( ).(a) Descent of objective function. (b) Iterates in the (u1 , u2 )-plane.

Fig. 6. Mutation pattern of the HIV mutants from [53]. (a) HIV mutationnetwork. (b) Sparsity pattern of A.

We run the subgradient methods for 1000 iterations as thereis no principled stopping criterion. Our optimal subgradientmethod converged with an accuracy of 10−4 (i.e., there was av ∈ ∂J∞(u) such that ‖v + ∇g(u)‖ ≤ 10−4), in 23 iterations.

B. Clinically Relevant Example

Following [7], [8] and using data from [53], we study a systemwith 35 mutants and 5 drugs. The sparsity pattern of the matrixA, shown in Fig. 6, corresponds to the mutation pattern andreplication rates of 33 mutants and K(u) specifies the effect ofdrug therapy. Two mutants are not shown in Fig. 6(a) as theyhave no mutation pathways to or from other mutants.

Several clinically relevant properties, such as maximum doseor budget constraints, may be directly enforced in our formula-tion. Other combinatorial conditions can be promoted via con-vex penalties, such as drug j requiring drug i via ui ≥ uj or

DHINGRA et al.: STRUCTURED DECENTRALIZED CONTROL OF POSITIVE SYSTEMS WITH APPLICATIONS TO COMBINATION DRUG THERAPY 361

TABLE IOPTIMAL BUDGETED DOSES AND H2 /H∞ PERFORMANCE

Fig. 7. Performance degradation (in percents) relative to the optimaland strategies that use all five drugs.

Algorithm 1: Sparsity-promoting Algorithm for N Drugs.Set γ > 0, R � 0, w = 1, ε > 0while card(uγ ) > N do

uγ = argminu J(u) + uT Ru + γ∑

i wi |ui |increase γ, set wi = 1/(ui + ε)

endu�

N = argminu J(u) + uT Rusubjectto sp(u) ⊆ sp(uγ )

mutual exclusivity of drugs i and j via ui + uj ≤ 1. We designoptimal drug doses using two convex regularizers g.

1) Budget Constraint: We impose a unit budget constrainton the drug doses and solve the J2 and J∞ problems usingproximal gradient methods [38], [40]. These can be cast in theform (3), where g is the indicator function associated with theprobability simplex P . Table I contains the optimal doses andillustrates the tradeoff between H2 and H∞ performance.

2) Sparsity-Promoting Framework: Although the abovebudget constraint is naturally sparsity-promoting, inAlgorithm 1, we augment a quadratically regularized op-timal control problem with a reweighted �1 norm [54] to selecta homotopy path of successively sparser sets of drugs. We thenperform a “polishing” step to design the optimal doses of theselected set of drugs. We use 50 logarithmically spaced incre-ments of the regularization parameter γ between 0.01 and 10 toidentify the drugs and then replace the weighted �1 penalty witha constraint to prescribe the selected drugs. In Fig. 7, we showperformance degradation (in percents) relative to the optimaldose that uses all five drugs with B = C = I and R = I .

VI. CONCLUDING REMARKS

We introduce a unifying framework for the H2 and H∞ syn-thesis of positive systems and use it to address the problems ofleader selection in directed consensus networks and the designof combination drug therapy for HIV treatment. We identifyclasses of networks for which the H∞ norm is a differentiablefunction of the control input and develop efficient customizedalgorithms that perform well even in the absence of differentia-

bility. Our ongoing work focuses on the design of time-varyingstrategies within an MPC framework.

ACKNOWLEDGMENT

We would like to thank A. Rantzer and K. Fitch for usefuldiscussion on positive systems and leader selection, respectively,and to V. Jonsson for providing us with the HIV model and forher insights on combination drug therapy.

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Neil K. Dhingra received the Ph.D. degree inelectrical and computer engineering from theUniversity of Minnesota, Minneapolis, MN, USA,in 2017 and the B.S.E. degree in electrical en-gineering from the University of Michigan, AnnArbor, MI, USA, in 2010.

He developed tools for regularized optimiza-tion and studied the design of structured con-trollers for complex large-scale systems in hisPh.D. thesis at the University of Minnesota. Hewas with the NASA JPL, NASA AFRC, and the

WIMS Center. He is currently a Research Scientist with Numerica Cor-poration, Fort Collins, CO, USA.

Marcello Colombino received the Ph.D. de-gree in electrical engineering from ETHZurich, Zurich, Switzerland, in 2016, and theM. Eng. degree in biomedical engineering fromImperial College London, London, U.K, in 2012.

He is currently a Postdoctoral Researcherin the Power Systems Optimization and Con-trol group with the National Renewable En-ergy Laboratory, Golden, CO, USA. In 2017, hewas a Postdoctoral Researcher with the Auto-matic Control Laboratory, ETH Zurich. In the fall

semester of 2015, he was a visiting student with the University of Min-nesota. His research interests include decentralized control methodsfor power-systems, robust control, network theory, positive systems andgame-theoretical approaches to control of large-scale systems.

Mihailo R. Jovanovic (S’00–M’05–SM’13) re-ceived the Dipl. Ing. and M.S. degrees fromthe University of Belgrade, Serbia, in 1995 and1998, respectively, and the Ph.D. degree fromthe University of California, Santa Barbara, in2004. He is a Professor in the Ming HsiehDepartment of Electrical Engineering and theFounding Director of the Center for Systemsand Control at the University of Southern Cal-ifornia, Los Angeles, CA, USA. He was a Fac-ulty in the Department of Electrical and Com-

puter Engineering, University of Minnesota, Minneapolis, MN, USA, from2004 to 2017, and has held visiting positions with Stanford University,Stanford, CA, USA, and the Institute for Mathematics and its Applica-tions, Minneapolis, MN, USA. His research interests include large-scaleand distributed optimization, design of controller architectures, dynamicsand control of fluid flows, and fundamental performance limitations in thedesign of large dynamic networks.

Prof. Jovanovic is a Fellow of the American Physical So-ciety (APS). He was the recipient of CAREER Award fromthe National Science Foundation in 2007, the George S.Axelby Outstanding Paper Award from the IEEE Control Systems So-ciety in 2013, and the Distinguished Alumni Award from the Departmentof Mechanical Engineering, UC Santa Barbara in 2014. Papers of his stu-dents were finalists for the Best Student Paper Award at the AmericanControl Conference in 2007 and 2014. He is the Chair of the AmericanPhysical Society External Affairs Committee, an Associate Editor of theIEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS, and was a Pro-gram Vice-Chair of the 55th IEEE Conference on Decision and Control,an Associate Editor of the SIAM JOURNAL ON CONTROL AND OPTIMIZA-TION (from 2014 to 2017), and an Associate Editor of the IEEE ControlSystems Society Conference Editorial Board (from 2006 to 2010).