On the use of biased-randomized algorithms for solving non-smooth optimization problems

Soft constraints are quite common in real-life applications. For example, in freight transportation, the fleet size can be enlarged by outsourcing part of the distribution service and some deliveries to customers can be postponed as well; in inventory management, it is possible to consider stock-outs generated by unexpected demands; and in manufacturing processes and project management, it is frequent that some deadlines cannot be met due to delays in critical steps of the supply chain. However, capacity-, size-, and time-related limitations are included in many optimization problems as hard constraints, while it would be usually more realistic to consider them as soft ones, i.e., they can be violated to some extent by incurring a penalty cost. Most of the times, this penalty cost will be nonlinear and even noncontinuous, which might transform the objective function into a non-smooth one. Despite its many practical applications, non-smooth optimization problems are quite challenging, especially when the underlying optimization problem is NP-hard in nature. In this paper, we propose the use of biased-randomized algorithms as an effective methodology to cope with NP-hard and non-smooth optimization problems in many practical applications. Biased-randomized algorithms extend constructive heuristics by introducing a nonuniform randomization pattern into them. Hence, they can be used to explore promising areas of the solution space without the limitations of gradient-based approaches, which assume the existence of smooth objective functions. Moreover, biased-randomized algorithms can be easily parallelized, thus employing short computing times while exploring a large number of promising regions. This paper discusses these concepts in detail, reviews existing work in different application areas, and highlights current trends and open research lines

Fundamental Limits on Performance for Cooperative Radar-Communications Coexistence

abstract: Spectral congestion is quickly becoming a problem for the telecommunications sector. In order to alleviate spectral congestion and achieve electromagnetic radio frequency (RF) convergence, communications and radar systems are increasingly encouraged to share bandwidth. In direct opposition to the traditional spectrum sharing approach between radar and communications systems of complete isolation (temporal, spectral or spatial), both systems can be jointly co-designed from the ground up to maximize their joint performance for mutual benefit. In order to properly characterize and understand cooperative spectrum sharing between radar and communications systems, the fundamental limits on performance of a cooperative radar-communications system are investigated. To facilitate this investigation, performance metrics are chosen in this dissertation that allow radar and communications to be compared on the same scale. To that effect, information is chosen as the performance metric and an information theoretic radar performance metric compatible with the communications data rate, the radar estimation rate, is developed. The estimation rate measures the amount of information learned by illuminating a target. With the development of the estimation rate, standard multi-user communications performance bounds are extended with joint radar-communications users to produce bounds on the performance of a joint radar-communications system. System performance for variations of the standard spectrum sharing problem defined in this dissertation are investigated, and inner bounds on performance are extended to account for the effect of continuous radar waveform optimization, multiple radar targets, clutter, phase noise, and radar detection. A detailed interpretation of the estimation rate and a brief discussion on how to use these performance bounds to select an optimal operating point and achieve RF convergence are provided.Dissertation/ThesisDoctoral Dissertation Electrical Engineering 201

Optimal Control for Generalized Network-Flow Problems

We consider the problem of throughput-optimal packet dissemination, in the presence of an arbitrary mix of unicast, broadcast, multicast, and anycast traffic, in an arbitrary wireless network. We propose an online dynamic policy, called Universal Max-Weight (UMW), which solves the problem efficiently. To the best of our knowledge, UMW is the first known throughput-optimal policy of such versatility in the context of generalized network flow problems. Conceptually, the UMW policy is derived by relaxing the precedence constraints associated with multi-hop routing and then solving a min-cost routing and max-weight scheduling problem on a virtual network of queues. When specialized to the unicast setting, the UMW policy yields a throughput-optimal cycle-free routing and link scheduling policy. This is in contrast with the well-known throughput-optimal back-pressure (BP) policy which allows for packet cycling, resulting in excessive latency. Extensive simulation results show that the proposed UMW policy incurs a substantially smaller delay as compared with the BP policy. The proof of throughput-optimality of the UMW policy combines ideas from the stochastic Lyapunov theory with a sample path argument from adversarial queueing theory and may be of independent theoretical interest

GIS and Network Analysis

Both geographic information systems (GIS) and network analysis are burgeoning fields, characterised by rapid methodological and scientific advances in recent years. A geographic information system (GIS) is a digital computer application designed for the capture, storage, manipulation, analysis and display of geographic information. Geographic location is the element that distinguishes geographic information from all other types of information. Without location, data are termed to be non-spatial and would have little value within a GIS. Location is, thus, the basis for many benefits of GIS: the ability to map, the ability to measure distances and the ability to tie different kinds of information together because they refer to the same place (Longley et al., 2001). GIS-T, the application of geographic information science and systems to transportation problems, represents one of the most important application areas of GIS-technology today. While traditional GIS formulation's strengths are in mapping display and geodata processing, GIS-T requires new data structures to represent the complexities of transportation networks and to perform different network algorithms in order to fulfil its potential in the field of logistics and distribution logistics. This paper addresses these issues as follows. The section that follows discusses data models and design issues which are specifically oriented to GIS-T, and identifies several improvements of the traditional network data model that are needed to support advanced network analysis in a ground transportation context. These improvements include turn-tables, dynamic segmentation, linear referencing, traffic lines and non-planar networks. Most commercial GIS software vendors have extended their basic GIS data model during the past two decades to incorporate these innovations (Goodchild, 1998). The third section shifts attention to network routing problems that have become prominent in GIS-T: the travelling salesman problem, the vehicle routing problem and the shortest path problem with time windows, a problem that occurs as a subproblem in many time constrained routing and scheduling issues of practical importance. Such problems are conceptually simple, but mathematically complex and challenging. The focus is on theory and algorithms for solving these problems. The paper concludes with some final remarks.

Minimum-cost multicast over coded packet networks

We consider the problem of establishing minimum-cost multicast connections over coded packet networks, i.e., packet networks where the contents of outgoing packets are arbitrary, causal functions of the contents of received packets. We consider both wireline and wireless packet networks as well as both static multicast (where membership of the multicast group remains constant for the duration of the connection) and dynamic multicast (where membership of the multicast group changes in time, with nodes joining and leaving the group). For static multicast, we reduce the problem to a polynomial-time solvable optimization problem, and we present decentralized algorithms for solving it. These algorithms, when coupled with existing decentralized schemes for constructing network codes, yield a fully decentralized approach for achieving minimum-cost multicast. By contrast, establishing minimum-cost static multicast connections over routed packet networks is a very difficult problem even using centralized computation, except in the special cases of unicast and broadcast connections. For dynamic multicast, we reduce the problem to a dynamic programming problem and apply the theory of dynamic programming to suggest how it may be solved

Nash and Wardrop equilibria in aggregative games with coupling constraints

We consider the framework of aggregative games, in which the cost function of each agent depends on his own strategy and on the average population strategy. As first contribution, we investigate the relations between the concepts of Nash and Wardrop equilibrium. By exploiting a characterization of the two equilibria as solutions of variational inequalities, we bound their distance with a decreasing function of the population size. As second contribution, we propose two decentralized algorithms that converge to such equilibria and are capable of coping with constraints coupling the strategies of different agents. Finally, we study the applications of charging of electric vehicles and of route choice on a road network.Comment: IEEE Trans. on Automatic Control (Accepted without changes). The first three authors contributed equall