33,640 research outputs found
Distributed Random Convex Programming via Constraints Consensus
This paper discusses distributed approaches for the solution of random convex
programs (RCP). RCPs are convex optimization problems with a (usually large)
number N of randomly extracted constraints; they arise in several applicative
areas, especially in the context of decision under uncertainty, see [2],[3]. We
here consider a setup in which instances of the random constraints (the
scenario) are not held by a single centralized processing unit, but are
distributed among different nodes of a network. Each node "sees" only a small
subset of the constraints, and may communicate with neighbors. The objective is
to make all nodes converge to the same solution as the centralized RCP problem.
To this end, we develop two distributed algorithms that are variants of the
constraints consensus algorithm [4],[5]: the active constraints consensus (ACC)
algorithm, and the vertex constraints consensus (VCC) algorithm. We show that
the ACC algorithm computes the overall optimal solution in finite time, and
with almost surely bounded communication at each iteration. The VCC algorithm
is instead tailored for the special case in which the constraint functions are
convex also w.r.t. the uncertain parameters, and it computes the solution in a
number of iterations bounded by the diameter of the communication graph. We
further devise a variant of the VCC algorithm, namely quantized vertex
constraints consensus (qVCC), to cope with the case in which communication
bandwidth among processors is bounded. We discuss several applications of the
proposed distributed techniques, including estimation, classification, and
random model predictive control, and we present a numerical analysis of the
performance of the proposed methods. As a complementary numerical result, we
show that the parallel computation of the scenario solution using ACC algorithm
significantly outperforms its centralized equivalent
Optimal Sensor Collaboration for Parameter Tracking Using Energy Harvesting Sensors
In this paper, we design an optimal sensor collaboration strategy among
neighboring nodes while tracking a time-varying parameter using wireless sensor
networks in the presence of imperfect communication channels. The sensor
network is assumed to be self-powered, where sensors are equipped with energy
harvesters that replenish energy from the environment. In order to minimize the
mean square estimation error of parameter tracking, we propose an online sensor
collaboration policy subject to real-time energy harvesting constraints. The
proposed energy allocation strategy is computationally light and only relies on
the second-order statistics of the system parameters. For this, we first
consider an offline non-convex optimization problem, which is solved exactly
using semidefinite programming. Based on the offline solution, we design an
online power allocation policy that requires minimal online computation and
satisfies the dynamics of energy flow at each sensor. We prove that the
proposed online policy is asymptotically equivalent to the optimal offline
solution and show its convergence rate and robustness. We empirically show that
the estimation performance of the proposed online scheme is better than that of
the online scheme when channel state information about the dynamical system is
available in the low SNR regime. Numerical results are conducted to demonstrate
the effectiveness of our approach
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