Outage Constrained Robust Secure Transmission for MISO Wiretap Channels

In this paper we consider the robust secure beamformer design for MISO wiretap channels. Assume that the eavesdroppers' channels are only partially available at the transmitter, we seek to maximize the secrecy rate under the transmit power and secrecy rate outage probability constraint. The outage probability constraint requires that the secrecy rate exceeds certain threshold with high probability. Therefore including such constraint in the design naturally ensures the desired robustness. Unfortunately, the presence of the probabilistic constraints makes the problem non-convex and hence difficult to solve. In this paper, we investigate the outage probability constrained secrecy rate maximization problem using a novel two-step approach. Under a wide range of uncertainty models, our developed algorithms can obtain high-quality solutions, sometimes even exact global solutions, for the robust secure beamformer design problem. Simulation results are presented to verify the effectiveness and robustness of the proposed algorithms

Engineering design applications of surrogate-assisted optimization techniques

The construction of models aimed at learning the behaviour of a system whose responses to inputs are expensive to measure is a branch of statistical science that has been around for a very long time. Geostatistics has pioneered a drive over the last half century towards a better understanding of the accuracy of such ‘surrogate’ models of the expensive function. Of particular interest to us here are some of the even more recent advances related to exploiting such formulations in an optimization context. While the classic goal of the modelling process has been to achieve a uniform prediction accuracy across the domain, an economical optimization process may aim to bias the distribution of the learning budget towards promising basins of attraction. This can only happen, of course, at the expense of the global exploration of the space and thus finding the best balance may be viewed as an optimization problem in itself. We examine here a selection of the state of-the-art solutions to this type of balancing exercise through the prism of several simple, illustrative problems, followed by two ‘real world’ applications: the design of a regional airliner wing and the multi-objective search for a low environmental impact hous

Smooth Parametrizations in Dynamics, Analysis, Diophantine and Computational Geometry

Smooth parametrization consists in a subdivision of the mathematical objects under consideration into simple pieces, and then parametric representation of each piece, while keeping control of high order derivatives. The main goal of the present paper is to provide a short overview of some results and open problems on smooth parametrization and its applications in several apparently rather separated domains: Smooth Dynamics, Diophantine Geometry, Approximation Theory, and Computational Geometry. The structure of the results, open problems, and conjectures in each of these domains shows in many cases a remarkable similarity, which we try to stress. Sometimes this similarity can be easily explained, sometimes the reasons remain somewhat obscure, and it motivates some natural questions discussed in the paper. We present also some new results, stressing interconnection between various types and various applications of smooth parametrization

Decremental Single-Source Shortest Paths on Undirected Graphs in Near-Linear Total Update Time

In the decremental single-source shortest paths (SSSP) problem we want to maintain the distances between a given source node $s$ and every other node in an $n$-node $m$-edge graph $G$ undergoing edge deletions. While its static counterpart can be solved in near-linear time, this decremental problem is much more challenging even in the undirected unweighted case. In this case, the classic $O(mn)$ total update time of Even and Shiloach [JACM 1981] has been the fastest known algorithm for three decades. At the cost of a $(1+\epsilon)$-approximation factor, the running time was recently improved to $n^{2+o(1)}$ by Bernstein and Roditty [SODA 2011]. In this paper, we bring the running time down to near-linear: We give a $(1+\epsilon)$-approximation algorithm with $m^{1+o(1)}$ expected total update time, thus obtaining near-linear time. Moreover, we obtain $m^{1+o(1)} \log W$ time for the weighted case, where the edge weights are integers from $1$ to $W$. The only prior work on weighted graphs in $o(m n)$ time is the $m n^{0.9 + o(1)}$-time algorithm by Henzinger et al. [STOC 2014, ICALP 2015] which works for directed graphs with quasi-polynomial edge weights. The expected running time bound of our algorithm holds against an oblivious adversary. In contrast to the previous results which rely on maintaining a sparse emulator, our algorithm relies on maintaining a so-called sparse $(h, \epsilon)$-hop set introduced by Cohen [JACM 2000] in the PRAM literature. An $(h, \epsilon)$-hop set of a graph $G=(V, E)$ is a set $F$ of weighted edges such that the distance between any pair of nodes in $G$ can be $(1+\epsilon)$-approximated by their $h$-hop distance (given by a path containing at most $h$ edges) on $G'=(V, E\cup F)$. Our algorithm can maintain an $(n^{o(1)}, \epsilon)$-hop set of near-linear size in near-linear time under edge deletions.Comment: Accepted to Journal of the ACM. A preliminary version of this paper was presented at the 55th IEEE Symposium on Foundations of Computer Science (FOCS 2014). Abstract shortened to respect the arXiv limit of 1920 character

On the Discrepancy of Jittered Sampling

We study the discrepancy of jittered sampling sets: such a set $\mathcal{P} \subset [0,1]^d$ is generated for fixed $m \in \mathbb{N}$ by partitioning $[0,1]^d$ into $m^d$ axis aligned cubes of equal measure and placing a random point inside each of the $N = m^d$ cubes. We prove that, for $N$ sufficiently large, $$\frac{1}{10}\frac{d}{N^{\frac{1}{2} + \frac{1}{2d}}} \leq \mathbb{E} D_N^*(\mathcal{P}) \leq \frac{\sqrt{d} (\log{N})^{\frac{1}{2}}}{N^{\frac{1}{2} + \frac{1}{2d}}},$$ where the upper bound with an unspecified constant $C_d$ was proven earlier by Beck. Our proof makes crucial use of the sharp Dvoretzky-Kiefer-Wolfowitz inequality and a suitably taylored Bernstein inequality; we have reasons to believe that the upper bound has the sharp scaling in $N$. Additional heuristics suggest that jittered sampling should be able to improve known bounds on the inverse of the star-discrepancy in the regime $N \gtrsim d^d$. We also prove a partition principle showing that every partition of $[0,1]^d$ combined with a jittered sampling construction gives rise to a set whose expected squared $L^2-$discrepancy is smaller than that of purely random points