Distributed Basis Pursuit

We propose a distributed algorithm for solving the optimization problem Basis Pursuit (BP). BP finds the least L1-norm solution of the underdetermined linear system Ax = b and is used, for example, in compressed sensing for reconstruction. Our algorithm solves BP on a distributed platform such as a sensor network, and is designed to minimize the communication between nodes. The algorithm only requires the network to be connected, has no notion of a central processing node, and no node has access to the entire matrix A at any time. We consider two scenarios in which either the columns or the rows of A are distributed among the compute nodes. Our algorithm, named D-ADMM, is a decentralized implementation of the alternating direction method of multipliers. We show through numerical simulation that our algorithm requires considerably less communications between the nodes than the state-of-the-art algorithms.Comment: Preprint of the journal version of the paper; IEEE Transactions on Signal Processing, Vol. 60, Issue 4, April, 201

Distributed Optimization With Local Domains: Applications in MPC and Network Flows

In this paper we consider a network with $P$ nodes, where each node has exclusive access to a local cost function. Our contribution is a communication-efficient distributed algorithm that finds a vector $x^\star$ minimizing the sum of all the functions. We make the additional assumption that the functions have intersecting local domains, i.e., each function depends only on some components of the variable. Consequently, each node is interested in knowing only some components of $x^\star$, not the entire vector. This allows for improvement in communication-efficiency. We apply our algorithm to model predictive control (MPC) and to network flow problems and show, through experiments on large networks, that our proposed algorithm requires less communications to converge than prior algorithms.Comment: Submitted to IEEE Trans. Aut. Contro

On a registration-based approach to sensor network localization

We consider a registration-based approach for localizing sensor networks from range measurements. This is based on the assumption that one can find overlapping cliques spanning the network. That is, for each sensor, one can identify geometric neighbors for which all inter-sensor ranges are known. Such cliques can be efficiently localized using multidimensional scaling. However, since each clique is localized in some local coordinate system, we are required to register them in a global coordinate system. In other words, our approach is based on transforming the localization problem into a problem of registration. In this context, the main contributions are as follows. First, we describe an efficient method for partitioning the network into overlapping cliques. Second, we study the problem of registering the localized cliques, and formulate a necessary rigidity condition for uniquely recovering the global sensor coordinates. In particular, we present a method for efficiently testing rigidity, and a proposal for augmenting the partitioned network to enforce rigidity. A recently proposed semidefinite relaxation of global registration is used for registering the cliques. We present simulation results on random and structured sensor networks to demonstrate that the proposed method compares favourably with state-of-the-art methods in terms of run-time, accuracy, and scalability

D-ADMM: A Communication-Efficient Distributed Algorithm For Separable Optimization

We propose a distributed algorithm, named Distributed Alternating Direction Method of Multipliers (D-ADMM), for solving separable optimization problems in networks of interconnected nodes or agents. In a separable optimization problem there is a private cost function and a private constraint set at each node. The goal is to minimize the sum of all the cost functions, constraining the solution to be in the intersection of all the constraint sets. D-ADMM is proven to converge when the network is bipartite or when all the functions are strongly convex, although in practice, convergence is observed even when these conditions are not met. We use D-ADMM to solve the following problems from signal processing and control: average consensus, compressed sensing, and support vector machines. Our simulations show that D-ADMM requires less communications than state-of-the-art algorithms to achieve a given accuracy level. Algorithms with low communication requirements are important, for example, in sensor networks, where sensors are typically battery-operated and communicating is the most energy consuming operation.Comment: To appear in IEEE Transactions on Signal Processin

Expander Graph and Communication-Efficient Decentralized Optimization

In this paper, we discuss how to design the graph topology to reduce the communication complexity of certain algorithms for decentralized optimization. Our goal is to minimize the total communication needed to achieve a prescribed accuracy. We discover that the so-called expander graphs are near-optimal choices. We propose three approaches to construct expander graphs for different numbers of nodes and node degrees. Our numerical results show that the performance of decentralized optimization is significantly better on expander graphs than other regular graphs.Comment: 2016 IEEE Asilomar Conference on Signals, Systems, and Computer