3,680 research outputs found
Distributed stochastic optimization via matrix exponential learning
In this paper, we investigate a distributed learning scheme for a broad class
of stochastic optimization problems and games that arise in signal processing
and wireless communications. The proposed algorithm relies on the method of
matrix exponential learning (MXL) and only requires locally computable gradient
observations that are possibly imperfect and/or obsolete. To analyze it, we
introduce the notion of a stable Nash equilibrium and we show that the
algorithm is globally convergent to such equilibria - or locally convergent
when an equilibrium is only locally stable. We also derive an explicit linear
bound for the algorithm's convergence speed, which remains valid under
measurement errors and uncertainty of arbitrarily high variance. To validate
our theoretical analysis, we test the algorithm in realistic
multi-carrier/multiple-antenna wireless scenarios where several users seek to
maximize their energy efficiency. Our results show that learning allows users
to attain a net increase between 100% and 500% in energy efficiency, even under
very high uncertainty.Comment: 31 pages, 3 figure
Design and analysis of distributed utility maximization algorithm for multihop wireless network with inaccurate feedback
Distributed network utility maximization (NUM) is receiving increasing interests for cross-layer optimization problems in multihop wireless networks. Traditional distributed NUM algorithms rely heavily on feedback information between different network elements, such as traffic sources and routers. Because of the distinct features of multihop wireless networks such as time-varying channels and dynamic network topology, the feedback information is usually inaccurate, which represents as a major obstacle for distributed NUM application to wireless networks. The questions to be answered include if distributed NUM algorithm can converge with inaccurate feedback and how to design effective distributed NUM algorithm for wireless networks. In this paper, we first use the infinitesimal perturbation analysis technique to provide an unbiased gradient estimation on the aggregate rate of traffic sources at the routers based on locally available information. On the basis of that, we propose a stochastic approximation algorithm to solve the distributed NUM problem with inaccurate feedback. We then prove that the proposed algorithm can converge to the optimum solution of distributed NUM with perfect feedback under certain conditions. The proposed algorithm is applied to the joint rate and media access control problem for wireless networks. Numerical results demonstrate the convergence of the proposed algorithm
Distributive Network Utility Maximization (NUM) over Time-Varying Fading Channels
Distributed network utility maximization (NUM) has received an increasing
intensity of interest over the past few years. Distributed solutions (e.g., the
primal-dual gradient method) have been intensively investigated under fading
channels. As such distributed solutions involve iterative updating and explicit
message passing, it is unrealistic to assume that the wireless channel remains
unchanged during the iterations. Unfortunately, the behavior of those
distributed solutions under time-varying channels is in general unknown. In
this paper, we shall investigate the convergence behavior and tracking errors
of the iterative primal-dual scaled gradient algorithm (PDSGA) with dynamic
scaling matrices (DSC) for solving distributive NUM problems under time-varying
fading channels. We shall also study a specific application example, namely the
multi-commodity flow control and multi-carrier power allocation problem in
multi-hop ad hoc networks. Our analysis shows that the PDSGA converges to a
limit region rather than a single point under the finite state Markov chain
(FSMC) fading channels. We also show that the order of growth of the tracking
errors is given by O(T/N), where T and N are the update interval and the
average sojourn time of the FSMC, respectively. Based on this analysis, we
derive a low complexity distributive adaptation algorithm for determining the
adaptive scaling matrices, which can be implemented distributively at each
transmitter. The numerical results show the superior performance of the
proposed dynamic scaling matrix algorithm over several baseline schemes, such
as the regular primal-dual gradient algorithm
The Convergence Scheme on Network Utility Maximization in Wireless Multicast Networks
With the ever-increasing wireless data application recently, considerable efforts have been focused on the designof distributed explicit rate scheme based on Network Utility Maximization (NUM) or wireless multi-hop meshnetworks. This paper describes a novel wireless multi-hop multicast flow control scheme for wireless meshnetworks via 802.11, which is based on the distributed self-turning Optimal Proportional plus Second-orderDifferential (OPSD) controller. The control scheme, which is located at the sources in the wireless multicastnetworks, can ensure short convergence time by regulating the transmission rate. We further analyze thetheoretical aspects of the proposed algorithm. Simulation results demonstrate the efficiency of the proposedscheme in terms of fast response time, low packet loss and error ration
Principles of Physical Layer Security in Multiuser Wireless Networks: A Survey
This paper provides a comprehensive review of the domain of physical layer
security in multiuser wireless networks. The essential premise of
physical-layer security is to enable the exchange of confidential messages over
a wireless medium in the presence of unauthorized eavesdroppers without relying
on higher-layer encryption. This can be achieved primarily in two ways: without
the need for a secret key by intelligently designing transmit coding
strategies, or by exploiting the wireless communication medium to develop
secret keys over public channels. The survey begins with an overview of the
foundations dating back to the pioneering work of Shannon and Wyner on
information-theoretic security. We then describe the evolution of secure
transmission strategies from point-to-point channels to multiple-antenna
systems, followed by generalizations to multiuser broadcast, multiple-access,
interference, and relay networks. Secret-key generation and establishment
protocols based on physical layer mechanisms are subsequently covered.
Approaches for secrecy based on channel coding design are then examined, along
with a description of inter-disciplinary approaches based on game theory and
stochastic geometry. The associated problem of physical-layer message
authentication is also introduced briefly. The survey concludes with
observations on potential research directions in this area.Comment: 23 pages, 10 figures, 303 refs. arXiv admin note: text overlap with
arXiv:1303.1609 by other authors. IEEE Communications Surveys and Tutorials,
201
Layering as Optimization Decomposition: Questions and Answers
Network protocols in layered architectures have historically been obtained on an ad-hoc basis, and much of the recent cross-layer designs are conducted through piecemeal approaches. Network protocols may instead be holistically analyzed and systematically designed as distributed solutions to some global optimization problems in the form of generalized Network Utility Maximization (NUM), providing insight on what they optimize and on the structures of network protocol stacks. In the form of 10 Questions and Answers, this paper presents a short survey of the recent efforts towards a systematic understanding of "layering" as "optimization decomposition". The overall communication network is modeled by a generalized NUM problem, each layer corresponds to a decomposed subproblem, and the interfaces among layers are quantified as functions of the optimization variables coordinating the subproblems. Furthermore, there are many alternative decompositions, each leading to a different layering architecture. Industry adoption of this unifying framework has also started. Here we summarize the current status of horizontal decomposition into distributed computation and vertical decomposition into functional modules such as congestion control, routing, scheduling, random access, power control, and coding. We also discuss under-explored future research directions in this area. More importantly than proposing any particular crosslayer design, this framework is working towards a mathematical foundation of network architectures and the design process of modularization
Online Resource Inference in Network Utility Maximization Problems
The amount of transmitted data in computer networks is expected to grow
considerably in the future, putting more and more pressure on the network
infrastructures. In order to guarantee a good service, it then becomes
fundamental to use the network resources efficiently. Network Utility
Maximization (NUM) provides a framework to optimize the rate allocation when
network resources are limited. Unfortunately, in the scenario where the amount
of available resources is not known a priori, classical NUM solving methods do
not offer a viable solution. To overcome this limitation we design an overlay
rate allocation scheme that attempts to infer the actual amount of available
network resources while coordinating the users rate allocation. Due to the
general and complex model assumed for the congestion measurements, a passive
learning of the available resources would not lead to satisfying performance.
The coordination scheme must then perform active learning in order to speed up
the resources estimation and quickly increase the system performance. By
adopting an optimal learning formulation we are able to balance the tradeoff
between an accurate estimation, and an effective resources exploitation in
order to maximize the long term quality of the service delivered to the users
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