Power Aware Wireless File Downloading: A Constrained Restless Bandit Approach

This paper treats power-aware throughput maximization in a multi-user file downloading system. Each user can receive a new file only after its previous file is finished. The file state processes for each user act as coupled Markov chains that form a generalized restless bandit system. First, an optimal algorithm is derived for the case of one user. The algorithm maximizes throughput subject to an average power constraint. Next, the one-user algorithm is extended to a low complexity heuristic for the multi-user problem. The heuristic uses a simple online index policy and its effectiveness is shown via simulation. For simple 3-user cases where the optimal solution can be computed offline, the heuristic is shown to be near-optimal for a wide range of parameters

Oracle-Based Robust Optimization via Online Learning

Robust optimization is a common framework in optimization under uncertainty when the problem parameters are not known, but it is rather known that the parameters belong to some given uncertainty set. In the robust optimization framework the problem solved is a min-max problem where a solution is judged according to its performance on the worst possible realization of the parameters. In many cases, a straightforward solution of the robust optimization problem of a certain type requires solving an optimization problem of a more complicated type, and in some cases even NP-hard. For example, solving a robust conic quadratic program, such as those arising in robust SVM, ellipsoidal uncertainty leads in general to a semidefinite program. In this paper we develop a method for approximately solving a robust optimization problem using tools from online convex optimization, where in every stage a standard (non-robust) optimization program is solved. Our algorithms find an approximate robust solution using a number of calls to an oracle that solves the original (non-robust) problem that is inversely proportional to the square of the target accuracy