Distributed stochastic optimization via matrix exponential learning

In this paper, we investigate a distributed learning scheme for a broad class of stochastic optimization problems and games that arise in signal processing and wireless communications. The proposed algorithm relies on the method of matrix exponential learning (MXL) and only requires locally computable gradient observations that are possibly imperfect and/or obsolete. To analyze it, we introduce the notion of a stable Nash equilibrium and we show that the algorithm is globally convergent to such equilibria - or locally convergent when an equilibrium is only locally stable. We also derive an explicit linear bound for the algorithm's convergence speed, which remains valid under measurement errors and uncertainty of arbitrarily high variance. To validate our theoretical analysis, we test the algorithm in realistic multi-carrier/multiple-antenna wireless scenarios where several users seek to maximize their energy efficiency. Our results show that learning allows users to attain a net increase between 100% and 500% in energy efficiency, even under very high uncertainty.Comment: 31 pages, 3 figure

Energy-Aware Competitive Power Allocation for Heterogeneous Networks Under QoS Constraints

This work proposes a distributed power allocation scheme for maximizing energy efficiency in the uplink of orthogonal frequency-division multiple access (OFDMA)-based heterogeneous networks (HetNets). The user equipment (UEs) in the network are modeled as rational agents that engage in a non-cooperative game where each UE allocates its available transmit power over the set of assigned subcarriers so as to maximize its individual utility (defined as the user's throughput per Watt of transmit power) subject to minimum-rate constraints. In this framework, the relevant solution concept is that of Debreu equilibrium, a generalization of Nash equilibrium which accounts for the case where an agent's set of possible actions depends on the actions of its opponents. Since the problem at hand might not be feasible, Debreu equilibria do not always exist. However, using techniques from fractional programming, we provide a characterization of equilibrial power allocation profiles when they do exist. In particular, Debreu equilibria are found to be the fixed points of a water-filling best response operator whose water level is a function of minimum rate constraints and circuit power. Moreover, we also describe a set of sufficient conditions for the existence and uniqueness of Debreu equilibria exploiting the contraction properties of the best response operator. This analysis provides the necessary tools to derive a power allocation scheme that steers the network to equilibrium in an iterative and distributed manner without the need for any centralized processing. Numerical simulations are then used to validate the analysis and assess the performance of the proposed algorithm as a function of the system parameters.Comment: 37 pages, 12 figures, to appear IEEE Trans. Wireless Commu