3,390 research outputs found
Convex separable problems with linear and box constraints
In this work, we focus on separable convex optimization problems with linear
and box constraints and compute the solution in closed-form as a function of
some Lagrange multipliers that can be easily computed in a finite number of
iterations. This allows us to bridge the gap between a wide family of power
allocation problems of practical interest in signal processing and
communications and their efficient implementation in practice.Comment: 5 pages, 2 figures. Published at IEEE International Conference on
Acoustics, Speech and Signal Processing (ICASSP 2014
Sparsity-Cognizant Total Least-Squares for Perturbed Compressive Sampling
Solving linear regression problems based on the total least-squares (TLS)
criterion has well-documented merits in various applications, where
perturbations appear both in the data vector as well as in the regression
matrix. However, existing TLS approaches do not account for sparsity possibly
present in the unknown vector of regression coefficients. On the other hand,
sparsity is the key attribute exploited by modern compressive sampling and
variable selection approaches to linear regression, which include noise in the
data, but do not account for perturbations in the regression matrix. The
present paper fills this gap by formulating and solving TLS optimization
problems under sparsity constraints. Near-optimum and reduced-complexity
suboptimum sparse (S-) TLS algorithms are developed to address the perturbed
compressive sampling (and the related dictionary learning) challenge, when
there is a mismatch between the true and adopted bases over which the unknown
vector is sparse. The novel S-TLS schemes also allow for perturbations in the
regression matrix of the least-absolute selection and shrinkage selection
operator (Lasso), and endow TLS approaches with ability to cope with sparse,
under-determined "errors-in-variables" models. Interesting generalizations can
further exploit prior knowledge on the perturbations to obtain novel weighted
and structured S-TLS solvers. Analysis and simulations demonstrate the
practical impact of S-TLS in calibrating the mismatch effects of contemporary
grid-based approaches to cognitive radio sensing, and robust
direction-of-arrival estimation using antenna arrays.Comment: 30 pages, 10 figures, submitted to IEEE Transactions on Signal
Processin
A Duality-Based Approach for Distributed Optimization with Coupling Constraints
In this paper we consider a distributed optimization scenario in which a set
of agents has to solve a convex optimization problem with separable cost
function, local constraint sets and a coupling inequality constraint. We
propose a novel distributed algorithm based on a relaxation of the primal
problem and an elegant exploration of duality theory. Despite its complex
derivation based on several duality steps, the distributed algorithm has a very
simple and intuitive structure. That is, each node solves a local version of
the original problem relaxation, and updates suitable dual variables. We prove
the algorithm correctness and show its effectiveness via numerical
computations
Proceedings of the second "international Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST'14)
The implicit objective of the biennial "international - Traveling Workshop on
Interactions between Sparse models and Technology" (iTWIST) is to foster
collaboration between international scientific teams by disseminating ideas
through both specific oral/poster presentations and free discussions. For its
second edition, the iTWIST workshop took place in the medieval and picturesque
town of Namur in Belgium, from Wednesday August 27th till Friday August 29th,
2014. The workshop was conveniently located in "The Arsenal" building within
walking distance of both hotels and town center. iTWIST'14 has gathered about
70 international participants and has featured 9 invited talks, 10 oral
presentations, and 14 posters on the following themes, all related to the
theory, application and generalization of the "sparsity paradigm":
Sparsity-driven data sensing and processing; Union of low dimensional
subspaces; Beyond linear and convex inverse problem; Matrix/manifold/graph
sensing/processing; Blind inverse problems and dictionary learning; Sparsity
and computational neuroscience; Information theory, geometry and randomness;
Complexity/accuracy tradeoffs in numerical methods; Sparsity? What's next?;
Sparse machine learning and inference.Comment: 69 pages, 24 extended abstracts, iTWIST'14 website:
http://sites.google.com/site/itwist1
On a reduction for a class of resource allocation problems
In the resource allocation problem (RAP), the goal is to divide a given
amount of resource over a set of activities while minimizing the cost of this
allocation and possibly satisfying constraints on allocations to subsets of the
activities. Most solution approaches for the RAP and its extensions allow each
activity to have its own cost function. However, in many applications, often
the structure of the objective function is the same for each activity and the
difference between the cost functions lies in different parameter choices such
as, e.g., the multiplicative factors. In this article, we introduce a new class
of objective functions that captures the majority of the objectives occurring
in studied applications. These objectives are characterized by a shared
structure of the cost function depending on two input parameters. We show that,
given the two input parameters, there exists a solution to the RAP that is
optimal for any choice of the shared structure. As a consequence, this problem
reduces to the quadratic RAP, making available the vast amount of solution
approaches and algorithms for the latter problem. We show the impact of our
reduction result on several applications and, in particular, we improve the
best known worst-case complexity bound of two important problems in vessel
routing and processor scheduling from to
Cell Detection by Functional Inverse Diffusion and Non-negative Group SparsityPart II: Proximal Optimization and Performance Evaluation
In this two-part paper, we present a novel framework and methodology to
analyze data from certain image-based biochemical assays, e.g., ELISPOT and
Fluorospot assays. In this second part, we focus on our algorithmic
contributions. We provide an algorithm for functional inverse diffusion that
solves the variational problem we posed in Part I. As part of the derivation of
this algorithm, we present the proximal operator for the non-negative
group-sparsity regularizer, which is a novel result that is of interest in
itself, also in comparison to previous results on the proximal operator of a
sum of functions. We then present a discretized approximated implementation of
our algorithm and evaluate it both in terms of operational cell-detection
metrics and in terms of distributional optimal-transport metrics.Comment: published, 16 page
Cloud-Based Centralized/Decentralized Multi-Agent Optimization with Communication Delays
We present and analyze a computational hybrid architecture for performing
multi-agent optimization. The optimization problems under consideration have
convex objective and constraint functions with mild smoothness conditions
imposed on them. For such problems, we provide a primal-dual algorithm
implemented in the hybrid architecture, which consists of a decentralized
network of agents into which centralized information is occasionally injected,
and we establish its convergence properties. To accomplish this, a central
cloud computer aggregates global information, carries out computations of the
dual variables based on this information, and then distributes the updated dual
variables to the agents. The agents update their (primal) state variables and
also communicate among themselves with each agent sharing and receiving state
information with some number of its neighbors. Throughout, communications with
the cloud are not assumed to be synchronous or instantaneous, and communication
delays are explicitly accounted for in the modeling and analysis of the system.
Experimental results are presented to support the theoretical developments
made.Comment: 8 pages, 4 figure
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