29,865 research outputs found
Distributed Big-Data Optimization via Block-Iterative Convexification and Averaging
In this paper, we study distributed big-data nonconvex optimization in
multi-agent networks. We consider the (constrained) minimization of the sum of
a smooth (possibly) nonconvex function, i.e., the agents' sum-utility, plus a
convex (possibly) nonsmooth regularizer. Our interest is in big-data problems
wherein there is a large number of variables to optimize. If treated by means
of standard distributed optimization algorithms, these large-scale problems may
be intractable, due to the prohibitive local computation and communication
burden at each node. We propose a novel distributed solution method whereby at
each iteration agents optimize and then communicate (in an uncoordinated
fashion) only a subset of their decision variables. To deal with non-convexity
of the cost function, the novel scheme hinges on Successive Convex
Approximation (SCA) techniques coupled with i) a tracking mechanism
instrumental to locally estimate gradient averages; and ii) a novel block-wise
consensus-based protocol to perform local block-averaging operations and
gradient tacking. Asymptotic convergence to stationary solutions of the
nonconvex problem is established. Finally, numerical results show the
effectiveness of the proposed algorithm and highlight how the block dimension
impacts on the communication overhead and practical convergence speed
Cross-layer Congestion Control, Routing and Scheduling Design in Ad Hoc Wireless Networks
This paper considers jointly optimal design of crosslayer congestion control, routing and scheduling for ad hoc
wireless networks. We first formulate the rate constraint and scheduling constraint using multicommodity flow variables, and formulate resource allocation in networks with fixed wireless channels (or single-rate wireless devices that can mask channel variations) as a utility maximization problem with these constraints.
By dual decomposition, the resource allocation problem
naturally decomposes into three subproblems: congestion control,
routing and scheduling that interact through congestion price.
The global convergence property of this algorithm is proved. We
next extend the dual algorithm to handle networks with timevarying
channels and adaptive multi-rate devices. The stability
of the resulting system is established, and its performance is
characterized with respect to an ideal reference system which
has the best feasible rate region at link layer.
We then generalize the aforementioned results to a general
model of queueing network served by a set of interdependent
parallel servers with time-varying service capabilities, which
models many design problems in communication networks. We
show that for a general convex optimization problem where a
subset of variables lie in a polytope and the rest in a convex set,
the dual-based algorithm remains stable and optimal when the
constraint set is modulated by an irreducible finite-state Markov
chain. This paper thus presents a step toward a systematic way
to carry out cross-layer design in the framework of “layering as
optimization decomposition” for time-varying channel models
Distributed Big-Data Optimization via Block Communications
We study distributed multi-agent large-scale optimization problems, wherein
the cost function is composed of a smooth possibly nonconvex sum-utility plus a
DC (Difference-of-Convex) regularizer. We consider the scenario where the
dimension of the optimization variables is so large that optimizing and/or
transmitting the entire set of variables could cause unaffordable computation
and communication overhead. To address this issue, we propose the first
distributed algorithm whereby agents optimize and communicate only a portion of
their local variables. The scheme hinges on successive convex approximation
(SCA) to handle the nonconvexity of the objective function, coupled with a
novel block-signal tracking scheme, aiming at locally estimating the average of
the agents' gradients. Asymptotic convergence to stationary solutions of the
nonconvex problem is established. Numerical results on a sparse regression
problem show the effectiveness of the proposed algorithm and the impact of the
block size on its practical convergence speed and communication cost
Distributive Network Utility Maximization (NUM) over Time-Varying Fading Channels
Distributed network utility maximization (NUM) has received an increasing
intensity of interest over the past few years. Distributed solutions (e.g., the
primal-dual gradient method) have been intensively investigated under fading
channels. As such distributed solutions involve iterative updating and explicit
message passing, it is unrealistic to assume that the wireless channel remains
unchanged during the iterations. Unfortunately, the behavior of those
distributed solutions under time-varying channels is in general unknown. In
this paper, we shall investigate the convergence behavior and tracking errors
of the iterative primal-dual scaled gradient algorithm (PDSGA) with dynamic
scaling matrices (DSC) for solving distributive NUM problems under time-varying
fading channels. We shall also study a specific application example, namely the
multi-commodity flow control and multi-carrier power allocation problem in
multi-hop ad hoc networks. Our analysis shows that the PDSGA converges to a
limit region rather than a single point under the finite state Markov chain
(FSMC) fading channels. We also show that the order of growth of the tracking
errors is given by O(T/N), where T and N are the update interval and the
average sojourn time of the FSMC, respectively. Based on this analysis, we
derive a low complexity distributive adaptation algorithm for determining the
adaptive scaling matrices, which can be implemented distributively at each
transmitter. The numerical results show the superior performance of the
proposed dynamic scaling matrix algorithm over several baseline schemes, such
as the regular primal-dual gradient algorithm
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