4,096 research outputs found

    Convergence rate and termination of asynchronous iterative algorithms

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    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

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    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: 101010^{10} pages with 101110^{11} nonzero elements and 101210^{12} 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

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    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

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    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

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    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 ε\varepsilon-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

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    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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