Asynchronous Gossip for Averaging and Spectral Ranking

We consider two variants of the classical gossip algorithm. The first variant is a version of asynchronous stochastic approximation. We highlight a fundamental difficulty associated with the classical asynchronous gossip scheme, viz., that it may not converge to a desired average, and suggest an alternative scheme based on reinforcement learning that has guaranteed convergence to the desired average. We then discuss a potential application to a wireless network setting with simultaneous link activation constraints. The second variant is a gossip algorithm for distributed computation of the Perron-Frobenius eigenvector of a nonnegative matrix. While the first variant draws upon a reinforcement learning algorithm for an average cost controlled Markov decision problem, the second variant draws upon a reinforcement learning algorithm for risk-sensitive control. We then discuss potential applications of the second variant to ranking schemes, reputation networks, and principal component analysis.Comment: 14 pages, 7 figures. Minor revisio

Simulated annealing with noisy or imprecise energy measurements

Cover title.Includes bibliographical references.AFOSR-85-0227 DAAG-29-84-K-0005 DAAL-03-86-K-0171 Supported under a Purdue Research Initiation grant.S.B. Gelfand and S.K. Mitter ; communicated by R. Conti

Improved convergence analysis of Lasserre's measure-based upper bounds for polynomial minimization on compact sets

We consider the problem of computing the minimum value $f_{\min,K}$ of a polynomial $f$ over a compact set $K \subseteq \mathbb{R}^n$, which can be reformulated as finding a probability measure $\nu$ on $K$ minimizing $\int_K f d\nu$. Lasserre showed that it suffices to consider such measures of the form $\nu = q\mu$, where $q$ is a sum-of-squares polynomial and $\mu$ is a given Borel measure supported on $K$. By bounding the degree of $q$ by $2r$ one gets a converging hierarchy of upper bounds $f^{(r)}$ for $f_{\min,K}$. When $K$ is the hypercube $[-1, 1]^n$, equipped with the Chebyshev measure, the parameters $f^{(r)}$ are known to converge to $f_{\min,K}$ at a rate in $O(1/r^2)$. We extend this error estimate to a wider class of convex bodies, while also allowing for a broader class of reference measures, including the Lebesgue measure. Our analysis applies to simplices, balls and convex bodies that locally look like a ball. In addition, we show an error estimate in $O(\log r / r)$ when $K$ satisfies a minor geometrical condition, and in $O(\log^2 r / r^2)$ when $K$ is a convex body, equipped with the Lebesgue measure. This improves upon the currently best known error estimates in $O(1 / \sqrt{r})$ and $O(1/r)$ for these two respective cases.Comment: 30 pages with 10 figures. Update notes for second version: Added a new section containing numerical examples that illustrate the theoretical results -- Fixed minor mistakes/typos -- Improved some notation -- Clarified certain explanations in the tex

General limit to thermodynamic annealing performance

Annealing has proven highly successful in finding minima in a cost landscape. Yet, depending on the landscape, systems often converge towards local minima rather than global ones. In this Letter, we analyse the conditions for which annealing is approximately successful in finite time. We connect annealing to stochastic thermodynamics to derive a general bound on the distance between the system state at the end of the annealing and the ground state of the landscape. This distance depends on the amount of state updates of the system and the accumulation of non-equilibrium energy, two protocol and energy landscape dependent quantities which we show are in a trade-off relation. We describe how to bound the two quantities both analytically and physically. This offers a general approach to assess the performance of annealing from accessible parameters, both for simulated and physical implementations.Comment: 6 pages, 3 figure

Relaxing Synchronization in Distributed Simulated Annealing

This paper presents a cost error measurement scheme and relaxed synchronization method, for simulated annealing on a distributed memory multicomputer, which predicts the amount of cost error that an algorithm will tolerate. An adaptive error control method is developed and implemented on an Intel iPSC/

Metropolis-type annealing algorithms for global optimization in IRd̳

On t.p. "d̳" is superscript. Cover title.Includes bibliographical references (p. 28-29).Research supported by the Air Force Office of Scientific Research. AFOSR 89-0276by Saul B. Gelfand and Sanjoy K. Mitter

Modelling and estimation for random fields

Caption title.Includes bibliographical references (p. [21]-[22]).Supported by Air Force Office of Scientific Research. AFOSR-89-0276-C Supported by the Army Research Office. DAAL03-92-G-0115Sanjoy K. Mitter

Simulated annealing with hit-and-run for convex optimization: rigorous complexity analysis and practical perspectives for copositive programming

We give a rigorous complexity analysis of the simulated annealing algorithm by Kalai and Vempala [Math of OR 31.2 (2006): 253-266] using the type of temperature update suggested by Abernethy and Hazan [arXiv 1507.02528v2, 2015]. The algorithm only assumes a membership oracle of the feasible set, and we prove that it returns a solution in polynomial time which is near-optimal with high probability. Moreover, we propose a number of modifications to improve the practical performance of this method, and present some numerical results for test problems from copositive programming

Bound on annealing performance from stochastic thermodynamics, with application to simulated annealing

Annealing is the process of gradually lowering the temperature of a system to guide it towards its lowest energy states. In an accompanying paper [Luo et al. Phys. Rev. E 108, L052105 (2023)], we derived a general bound on annealing performance by connecting annealing with stochastic thermodynamics tools, including a speed-limit on state transformation from entropy production. We here describe the derivation of the general bound in detail. In addition, we analyze the case of simulated annealing with Glauber dynamics in depth. We show how to bound the two case-specific quantities appearing in the bound, namely the activity, a measure of the number of microstate jumps, and the change in relative entropy between the state and the instantaneous thermal state, which is due to temperature variation. We exemplify the arguments by numerical simulations on the SK model of spin-glasses.Comment: 16 pages, 4 figure