Cooperative Convex Optimization in Networked Systems: Augmented Lagrangian Algorithms with Directed Gossip Communication

We study distributed optimization in networked systems, where nodes cooperate to find the optimal quantity of common interest, x=x^\star. The objective function of the corresponding optimization problem is the sum of private (known only by a node,) convex, nodes' objectives and each node imposes a private convex constraint on the allowed values of x. We solve this problem for generic connected network topologies with asymmetric random link failures with a novel distributed, decentralized algorithm. We refer to this algorithm as AL-G (augmented Lagrangian gossiping,) and to its variants as AL-MG (augmented Lagrangian multi neighbor gossiping) and AL-BG (augmented Lagrangian broadcast gossiping.) The AL-G algorithm is based on the augmented Lagrangian dual function. Dual variables are updated by the standard method of multipliers, at a slow time scale. To update the primal variables, we propose a novel, Gauss-Seidel type, randomized algorithm, at a fast time scale. AL-G uses unidirectional gossip communication, only between immediate neighbors in the network and is resilient to random link failures. For networks with reliable communication (i.e., no failures,) the simplified, AL-BG (augmented Lagrangian broadcast gossiping) algorithm reduces communication, computation and data storage cost. We prove convergence for all proposed algorithms and demonstrate by simulations the effectiveness on two applications: l_1-regularized logistic regression for classification and cooperative spectrum sensing for cognitive radio networks.Comment: 28 pages, journal; revise

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

Belief Consensus Algorithms for Fast Distributed Target Tracking in Wireless Sensor Networks

In distributed target tracking for wireless sensor networks, agreement on the target state can be achieved by the construction and maintenance of a communication path, in order to exchange information regarding local likelihood functions. Such an approach lacks robustness to failures and is not easily applicable to ad-hoc networks. To address this, several methods have been proposed that allow agreement on the global likelihood through fully distributed belief consensus (BC) algorithms, operating on local likelihoods in distributed particle filtering (DPF). However, a unified comparison of the convergence speed and communication cost has not been performed. In this paper, we provide such a comparison and propose a novel BC algorithm based on belief propagation (BP). According to our study, DPF based on metropolis belief consensus (MBC) is the fastest in loopy graphs, while DPF based on BP consensus is the fastest in tree graphs. Moreover, we found that BC-based DPF methods have lower communication overhead than data flooding when the network is sufficiently sparse

Gossip Algorithms for Distributed Signal Processing

Gossip algorithms are attractive for in-network processing in sensor networks because they do not require any specialized routing, there is no bottleneck or single point of failure, and they are robust to unreliable wireless network conditions. Recently, there has been a surge of activity in the computer science, control, signal processing, and information theory communities, developing faster and more robust gossip algorithms and deriving theoretical performance guarantees. This article presents an overview of recent work in the area. We describe convergence rate results, which are related to the number of transmitted messages and thus the amount of energy consumed in the network for gossiping. We discuss issues related to gossiping over wireless links, including the effects of quantization and noise, and we illustrate the use of gossip algorithms for canonical signal processing tasks including distributed estimation, source localization, and compression.Comment: Submitted to Proceedings of the IEEE, 29 page

Greedy Gossip with Eavesdropping

This paper presents greedy gossip with eavesdropping (GGE), a novel randomized gossip algorithm for distributed computation of the average consensus problem. In gossip algorithms, nodes in the network randomly communicate with their neighbors and exchange information iteratively. The algorithms are simple and decentralized, making them attractive for wireless network applications. In general, gossip algorithms are robust to unreliable wireless conditions and time varying network topologies. In this paper we introduce GGE and demonstrate that greedy updates lead to rapid convergence. We do not require nodes to have any location information. Instead, greedy updates are made possible by exploiting the broadcast nature of wireless communications. During the operation of GGE, when a node decides to gossip, instead of choosing one of its neighbors at random, it makes a greedy selection, choosing the node which has the value most different from its own. In order to make this selection, nodes need to know their neighbors' values. Therefore, we assume that all transmissions are wireless broadcasts and nodes keep track of their neighbors' values by eavesdropping on their communications. We show that the convergence of GGE is guaranteed for connected network topologies. We also study the rates of convergence and illustrate, through theoretical bounds and numerical simulations, that GGE consistently outperforms randomized gossip and performs comparably to geographic gossip on moderate-sized random geometric graph topologies.Comment: 25 pages, 7 figure

Pheromone-based In-Network Processing for wireless sensor network monitoring systems

Monitoring spatio-temporal continuous fields using wireless sensor networks (WSNs) has emerged as a novel solution. An efficient data-driven routing mechanism for sensor querying and information gathering in large-scale WSNs is a challenging problem. In particular, we consider the case of how to query the sensor network information with the minimum energy cost in scenarios where a small subset of sensor nodes has relevant readings. In order to deal with this problem, we propose a Pheromone-based In-Network Processing (PhINP) mechanism. The proposal takes advantages of both a pheromone-based iterative strategy to direct queries towards nodes with relevant information and query- and response-based in-network filtering to reduce the number of active nodes. Additionally, we apply reinforcement learning to improve the performance. The main contribution of this work is the proposal of a simple and efficient mechanism for information discovery and gathering. It can reduce the messages exchanged in the network, by allowing some error, in order to maximize the network lifetime. We demonstrate by extensive simulations that using PhINP mechanism the query dissemination cost can be reduced by approximately 60% over flooding, with an error below 1%, applying the same in-network filtering strategy.Fil: Riva, Guillermo Gaston. Universidad Nacional de Córdoba. Facultad de Ciencias Exactas, Físicas y Naturales; Argentina. Universidad Tecnológica Nacional; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba; ArgentinaFil: Finochietto, Jorge Manuel. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Instituto de Estudios Avanzados en Ingeniería y Tecnología. Universidad Nacional de Córdoba. Facultad de Ciencias Exactas Físicas y Naturales. Instituto de Estudios Avanzados en Ingeniería y Tecnología; Argentin

Convergence Speed of the Consensus Algorithm with Interference and Sparse Long-Range Connectivity

We analyze the effect of interference on the convergence rate of average consensus algorithms, which iteratively compute the measurement average by message passing among nodes. It is usually assumed that these algorithms converge faster with a greater exchange of information (i.e., by increased network connectivity) in every iteration. However, when interference is taken into account, it is no longer clear if the rate of convergence increases with network connectivity. We study this problem for randomly-placed consensus-seeking nodes connected through an interference-limited network. We investigate the following questions: (a) How does the rate of convergence vary with increasing communication range of each node? and (b) How does this result change when each node is allowed to communicate with a few selected far-off nodes? When nodes schedule their transmissions to avoid interference, we show that the convergence speed scales with $r^{2-d}$, where $r$ is the communication range and $d$ is the number of dimensions. This scaling is the result of two competing effects when increasing $r$: Increased schedule length for interference-free transmission vs. the speed gain due to improved connectivity. Hence, although one-dimensional networks can converge faster from a greater communication range despite increased interference, the two effects exactly offset one another in two-dimensions. In higher dimensions, increasing the communication range can actually degrade the rate of convergence. Our results thus underline the importance of factoring in the effect of interference in the design of distributed estimation algorithms.Comment: 27 pages, 4 figure