Decomposition by Partial Linearization: Parallel Optimization of Multi-Agent Systems

We propose a novel decomposition framework for the distributed optimization of general nonconvex sum-utility functions arising naturally in the system design of wireless multiuser interfering systems. Our main contributions are: i) the development of the first class of (inexact) Jacobi best-response algorithms with provable convergence, where all the users simultaneously and iteratively solve a suitably convexified version of the original sum-utility optimization problem; ii) the derivation of a general dynamic pricing mechanism that provides a unified view of existing pricing schemes that are based, instead, on heuristics; and iii) a framework that can be easily particularized to well-known applications, giving rise to very efficient practical (Jacobi or Gauss-Seidel) algorithms that outperform existing adhoc methods proposed for very specific problems. Interestingly, our framework contains as special cases well-known gradient algorithms for nonconvex sum-utility problems, and many blockcoordinate descent schemes for convex functions.Comment: submitted to IEEE Transactions on Signal Processin

Accelerated Backpressure Algorithm

We develop an Accelerated Back Pressure (ABP) algorithm using Accelerated Dual Descent (ADD), a distributed approximate Newton-like algorithm that only uses local information. Our construction is based on writing the backpressure algorithm as the solution to a network feasibility problem solved via stochastic dual subgradient descent. We apply stochastic ADD in place of the stochastic gradient descent algorithm. We prove that the ABP algorithm guarantees stable queues. Our numerical experiments demonstrate a significant improvement in convergence rate, especially when the packet arrival statistics vary over time.Comment: 9 pages, 4 figures. A version of this work with significantly extended proofs is being submitted for journal publicatio