Joint Scheduling and Resource Allocation in the OFDMA Downlink: Utility Maximization under Imperfect Channel-State Information

We consider the problem of simultaneous user-scheduling, power-allocation, and rate-selection in an OFDMA downlink, with the goal of maximizing expected sum-utility under a sum-power constraint. In doing so, we consider a family of generic goodput-based utilities that facilitate, e.g., throughput-based pricing, quality-of-service enforcement, and/or the treatment of practical modulation-and-coding schemes (MCS). Since perfect knowledge of channel state information (CSI) may be difficult to maintain at the base-station, especially when the number of users and/or subchannels is large, we consider scheduling and resource allocation under imperfect CSI, where the channel state is described by a generic probability distribution. First, we consider the "continuous" case where multiple users and/or code rates can time-share a single OFDMA subchannel and time slot. This yields a non-convex optimization problem that we convert into a convex optimization problem and solve exactly using a dual optimization approach. Second, we consider the "discrete" case where only a single user and code rate is allowed per OFDMA subchannel per time slot. For the mixed-integer optimization problem that arises, we discuss the connections it has with the continuous case and show that it can solved exactly in some situations. For the other situations, we present a bound on the optimality gap. For both cases, we provide algorithmic implementations of the obtained solution. Finally, we study, numerically, the performance of the proposed algorithms under various degrees of CSI uncertainty, utilities, and OFDMA system configurations. In addition, we demonstrate advantages relative to existing state-of-the-art algorithms

On the Minimization of Convex Functionals of Probability Distributions Under Band Constraints

The problem of minimizing convex functionals of probability distributions is solved under the assumption that the density of every distribution is bounded from above and below. A system of sufficient and necessary first-order optimality conditions as well as a bound on the optimality gap of feasible candidate solutions are derived. Based on these results, two numerical algorithms are proposed that iteratively solve the system of optimality conditions on a grid of discrete points. Both algorithms use a block coordinate descent strategy and terminate once the optimality gap falls below the desired tolerance. While the first algorithm is conceptually simpler and more efficient, it is not guaranteed to converge for objective functions that are not strictly convex. This shortcoming is overcome in the second algorithm, which uses an additional outer proximal iteration, and, which is proven to converge under mild assumptions. Two examples are given to demonstrate the theoretical usefulness of the optimality conditions as well as the high efficiency and accuracy of the proposed numerical algorithms.Comment: 13 pages, 5 figures, 2 tables, published in the IEEE Transactions on Signal Processing. In previous versions, the example in Section VI.B contained some mistakes and inaccuracies, which have been fixed in this versio

The Optimal Uncertainty Algorithm in the Mystic Framework

We have recently proposed a rigorous framework for Uncertainty Quantification (UQ) in which UQ objectives and assumption/information set are brought into the forefront, providing a framework for the communication and comparison of UQ results. In particular, this framework does not implicitly impose inappropriate assumptions nor does it repudiate relevant information. This framework, which we call Optimal Uncertainty Quantification (OUQ), is based on the observation that given a set of assumptions and information, there exist bounds on uncertainties obtained as values of optimization problems and that these bounds are optimal. It provides a uniform environment for the optimal solution of the problems of validation, certification, experimental design, reduced order modeling, prediction, extrapolation, all under aleatoric and epistemic uncertainties. OUQ optimization problems are extremely large, and even though under general conditions they have finite-dimensional reductions, they must often be solved numerically. This general algorithmic framework for OUQ has been implemented in the mystic optimization framework. We describe this implementation, and demonstrate its use in the context of the Caltech surrogate model for hypervelocity impact

Mixed-Integer Convex Nonlinear Optimization with Gradient-Boosted Trees Embedded

Decision trees usefully represent sparse, high dimensional and noisy data. Having learned a function from this data, we may want to thereafter integrate the function into a larger decision-making problem, e.g., for picking the best chemical process catalyst. We study a large-scale, industrially-relevant mixed-integer nonlinear nonconvex optimization problem involving both gradient-boosted trees and penalty functions mitigating risk. This mixed-integer optimization problem with convex penalty terms broadly applies to optimizing pre-trained regression tree models. Decision makers may wish to optimize discrete models to repurpose legacy predictive models, or they may wish to optimize a discrete model that particularly well-represents a data set. We develop several heuristic methods to find feasible solutions, and an exact, branch-and-bound algorithm leveraging structural properties of the gradient-boosted trees and penalty functions. We computationally test our methods on concrete mixture design instance and a chemical catalysis industrial instance

Algorithmic Superactivation of Asymptotic Quantum Capacity of Zero-Capacity Quantum Channels

The superactivation of zero-capacity quantum channels makes it possible to use two zero-capacity quantum channels with a positive joint capacity for their output. Currently, we have no theoretical background to describe all possible combinations of superactive zero-capacity channels; hence, there may be many other possible combinations. In practice, to discover such superactive zero-capacity channel-pairs, we must analyze an extremely large set of possible quantum states, channel models, and channel probabilities. There is still no extremely efficient algorithmic tool for this purpose. This paper shows an efficient algorithmical method of finding such combinations. Our method can be a very valuable tool for improving the results of fault-tolerant quantum computation and possible communication techniques over very noisy quantum channels.Comment: 35 pages, 17 figures, Journal-ref: Information Sciences (Elsevier, 2012), presented in part at Quantum Information Processing 2012 (QIP2012), v2: minor changes, v3: published version; Information Sciences, Elsevier, ISSN: 0020-0255; 201