4,096 research outputs found
Convergence rate and termination of asynchronous iterative algorithms
Cover title. "Proceedings of the 1989 International Conference on Supercomputing, Crete, Greece, June 1989."Includes bibliographical references.Supported by the NSF, with matching funds from Bellcore and Dupont. ECS-8519058 ECS-8552419 Supported by the ARO. DAAL03-86-K-0171D.P. Bertsekas, J.N. Tsitsiklis
Asynchronous iterative computations with Web information retrieval structures: The PageRank case
There are several ideas being used today for Web information retrieval, and
specifically in Web search engines. The PageRank algorithm is one of those that
introduce a content-neutral ranking function over Web pages. This ranking is
applied to the set of pages returned by the Google search engine in response to
posting a search query. PageRank is based in part on two simple common sense
concepts: (i)A page is important if many important pages include links to it.
(ii)A page containing many links has reduced impact on the importance of the
pages it links to. In this paper we focus on asynchronous iterative schemes to
compute PageRank over large sets of Web pages. The elimination of the
synchronizing phases is expected to be advantageous on heterogeneous platforms.
The motivation for a possible move to such large scale distributed platforms
lies in the size of matrices representing Web structure. In orders of
magnitude: pages with nonzero elements and bytes
just to store a small percentage of the Web (the already crawled); distributed
memory machines are necessary for such computations. The present research is
part of our general objective, to explore the potential of asynchronous
computational models as an underlying framework for very large scale
computations over the Grid. The area of ``internet algorithmics'' appears to
offer many occasions for computations of unprecedent dimensionality that would
be good candidates for this framework.Comment: 8 pages to appear at ParCo2005 Conference Proceeding
Maiter: An Asynchronous Graph Processing Framework for Delta-based Accumulative Iterative Computation
Myriad of graph-based algorithms in machine learning and data mining require
parsing relational data iteratively. These algorithms are implemented in a
large-scale distributed environment in order to scale to massive data sets. To
accelerate these large-scale graph-based iterative computations, we propose
delta-based accumulative iterative computation (DAIC). Different from
traditional iterative computations, which iteratively update the result based
on the result from the previous iteration, DAIC updates the result by
accumulating the "changes" between iterations. By DAIC, we can process only the
"changes" to avoid the negligible updates. Furthermore, we can perform DAIC
asynchronously to bypass the high-cost synchronous barriers in heterogeneous
distributed environments. Based on the DAIC model, we design and implement an
asynchronous graph processing framework, Maiter. We evaluate Maiter on local
cluster as well as on Amazon EC2 Cloud. The results show that Maiter achieves
as much as 60x speedup over Hadoop and outperforms other state-of-the-art
frameworks.Comment: ScienceCloud 2012, TKDE 201
Real and Complex Monotone Communication Games
Noncooperative game-theoretic tools have been increasingly used to study many
important resource allocation problems in communications, networking, smart
grids, and portfolio optimization. In this paper, we consider a general class
of convex Nash Equilibrium Problems (NEPs), where each player aims to solve an
arbitrary smooth convex optimization problem. Differently from most of current
works, we do not assume any specific structure for the players' problems, and
we allow the optimization variables of the players to be matrices in the
complex domain. Our main contribution is the design of a novel class of
distributed (asynchronous) best-response- algorithms suitable for solving the
proposed NEPs, even in the presence of multiple solutions. The new methods,
whose convergence analysis is based on Variational Inequality (VI) techniques,
can select, among all the equilibria of a game, those that optimize a given
performance criterion, at the cost of limited signaling among the players. This
is a major departure from existing best-response algorithms, whose convergence
conditions imply the uniqueness of the NE. Some of our results hinge on the use
of VI problems directly in the complex domain; the study of these new kind of
VIs also represents a noteworthy innovative contribution. We then apply the
developed methods to solve some new generalizations of SISO and MIMO games in
cognitive radios and femtocell systems, showing a considerable performance
improvement over classical pure noncooperative schemes.Comment: to appear on IEEE Transactions in Information Theor
A stochastic approximation algorithm for stochastic semidefinite programming
Motivated by applications to multi-antenna wireless networks, we propose a
distributed and asynchronous algorithm for stochastic semidefinite programming.
This algorithm is a stochastic approximation of a continous- time matrix
exponential scheme regularized by the addition of an entropy-like term to the
problem's objective function. We show that the resulting algorithm converges
almost surely to an -approximation of the optimal solution
requiring only an unbiased estimate of the gradient of the problem's stochastic
objective. When applied to throughput maximization in wireless multiple-input
and multiple-output (MIMO) systems, the proposed algorithm retains its
convergence properties under a wide array of mobility impediments such as user
update asynchronicities, random delays and/or ergodically changing channels.
Our theoretical analysis is complemented by extensive numerical simulations
which illustrate the robustness and scalability of the proposed method in
realistic network conditions.Comment: 25 pages, 4 figure
Autonomous Demand Side Management Based on Energy Consumption Scheduling and Instantaneous Load Billing: An Aggregative Game Approach
In this paper, we investigate a practical demand side management scenario
where the selfish consumers compete to minimize their individual energy cost
through scheduling their future energy consumption profiles. We propose an
instantaneous load billing scheme to effectively convince the consumers to
shift their peak-time consumption and to fairly charge the consumers for their
energy consumption. For the considered DSM scenario, an aggregative game is
first formulated to model the strategic behaviors of the selfish consumers. By
resorting to the variational inequality theory, we analyze the conditions for
the existence and uniqueness of the Nash equilibrium (NE) of the formulated
game. Subsequently, for the scenario where there is a central unit calculating
and sending the real-time aggregated load to all consumers, we develop a one
timescale distributed iterative proximal-point algorithm with provable
convergence to achieve the NE of the formulated game. Finally, considering the
alternative situation where the central unit does not exist, but the consumers
are connected and they would like to share their estimated information with
others, we present a distributed agreement-based algorithm, by which the
consumers can achieve the NE of the formulated game through exchanging
information with their immediate neighbors.Comment: 11 pages, 7 figure
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