Towards Fast-Convergence, Low-Delay and Low-Complexity Network Optimization

Distributed network optimization has been studied for well over a decade. However, we still do not have a good idea of how to design schemes that can simultaneously provide good performance across the dimensions of utility optimality, convergence speed, and delay. To address these challenges, in this paper, we propose a new algorithmic framework with all these metrics approaching optimality. The salient features of our new algorithm are three-fold: (i) fast convergence: it converges with only $O(\log(1/\epsilon))$ iterations that is the fastest speed among all the existing algorithms; (ii) low delay: it guarantees optimal utility with finite queue length; (iii) simple implementation: the control variables of this algorithm are based on virtual queues that do not require maintaining per-flow information. The new technique builds on a kind of inexact Uzawa method in the Alternating Directional Method of Multiplier, and provides a new theoretical path to prove global and linear convergence rate of such a method without requiring the full rank assumption of the constraint matrix

Computer architecture for efficient algorithmic executions in real-time systems: New technology for avionics systems and advanced space vehicles

Improvements and advances in the development of computer architecture now provide innovative technology for the recasting of traditional sequential solutions into high-performance, low-cost, parallel system to increase system performance. Research conducted in development of specialized computer architecture for the algorithmic execution of an avionics system, guidance and control problem in real time is described. A comprehensive treatment of both the hardware and software structures of a customized computer which performs real-time computation of guidance commands with updated estimates of target motion and time-to-go is presented. An optimal, real-time allocation algorithm was developed which maps the algorithmic tasks onto the processing elements. This allocation is based on the critical path analysis. The final stage is the design and development of the hardware structures suitable for the efficient execution of the allocated task graph. The processing element is designed for rapid execution of the allocated tasks. Fault tolerance is a key feature of the overall architecture. Parallel numerical integration techniques, tasks definitions, and allocation algorithms are discussed. The parallel implementation is analytically verified and the experimental results are presented. The design of the data-driven computer architecture, customized for the execution of the particular algorithm, is discussed

Algorithmic and Statistical Perspectives on Large-Scale Data Analysis

In recent years, ideas from statistics and scientific computing have begun to interact in increasingly sophisticated and fruitful ways with ideas from computer science and the theory of algorithms to aid in the development of improved worst-case algorithms that are useful for large-scale scientific and Internet data analysis problems. In this chapter, I will describe two recent examples---one having to do with selecting good columns or features from a (DNA Single Nucleotide Polymorphism) data matrix, and the other having to do with selecting good clusters or communities from a data graph (representing a social or information network)---that drew on ideas from both areas and that may serve as a model for exploiting complementary algorithmic and statistical perspectives in order to solve applied large-scale data analysis problems.Comment: 33 pages. To appear in Uwe Naumann and Olaf Schenk, editors, "Combinatorial Scientific Computing," Chapman and Hall/CRC Press, 201