A Distributed Newton Method for Network Utility Maximization

Most existing work uses dual decomposition and subgradient methods to solve Network Utility Maximization (NUM) problems in a distributed manner, which suffer from slow rate of convergence properties. This work develops an alternative distributed Newton-type fast converging algorithm for solving network utility maximization problems with self-concordant utility functions. By using novel matrix splitting techniques, both primal and dual updates for the Newton step can be computed using iterative schemes in a decentralized manner with limited information exchange. Similarly, the stepsize can be obtained via an iterative consensus-based averaging scheme. We show that even when the Newton direction and the stepsize in our method are computed within some error (due to finite truncation of the iterative schemes), the resulting objective function value still converges superlinearly to an explicitly characterized error neighborhood. Simulation results demonstrate significant convergence rate improvement of our algorithm relative to the existing subgradient methods based on dual decomposition.Comment: 27 pages, 4 figures, LIDS report, submitted to CDC 201

Optimal Reverse Carpooling Over Wireless Networks - A Distributed Optimization Approach

We focus on a particular form of network coding, reverse carpooling, in a wireless network where the potentially coded transmitted messages are to be decoded immediately upon reception. The network is fixed and known, and the system performance is measured in terms of the number of wireless broadcasts required to meet multiple unicast demands. Motivated by the structure of the coding scheme, we formulate the problem as a linear program by introducing a flow variable for each triple of connected nodes. This allows us to have a formulation polynomial in the number of nodes. Using dual decomposition and projected subgradient method, we present a decentralized algorithm to obtain optimal routing schemes in presence of coding opportunities. We show that the primal sub-problem can be expressed as a shortest path problem on an \emph{edge-graph}, and the proposed algorithm requires each node to exchange information only with its neighbors.Comment: submitted to CISS 201

On Resource Allocation in Fading Multiple Access Channels - An Efficient Approximate Projection Approach

We consider the problem of rate and power allocation in a multiple-access channel. Our objective is to obtain rate and power allocation policies that maximize a general concave utility function of average transmission rates on the information theoretic capacity region of the multiple-access channel. Our policies does not require queue-length information. We consider several different scenarios. First, we address the utility maximization problem in a nonfading channel to obtain the optimal operating rates, and present an iterative gradient projection algorithm that uses approximate projection. By exploiting the polymatroid structure of the capacity region, we show that the approximate projection can be implemented in time polynomial in the number of users. Second, we consider resource allocation in a fading channel. Optimal rate and power allocation policies are presented for the case that power control is possible and channel statistics are available. For the case that transmission power is fixed and channel statistics are unknown, we propose a greedy rate allocation policy and provide bounds on the performance difference of this policy and the optimal policy in terms of channel variations and structure of the utility function. We present numerical results that demonstrate superior convergence rate performance for the greedy policy compared to queue-length based policies. In order to reduce the computational complexity of the greedy policy, we present approximate rate allocation policies which track the greedy policy within a certain neighborhood that is characterized in terms of the speed of fading.Comment: 32 pages, Submitted to IEEE Trans. on Information Theor

Access-Network Association Policies for Media Streaming in Heterogeneous Environments

We study the design of media streaming applications in the presence of multiple heterogeneous wireless access methods with different throughputs and costs. Our objective is to analytically characterize the trade-off between the usage cost and the Quality of user Experience (QoE), which is represented by the probability of interruption in media playback and the initial waiting time. We model each access network as a server that provides packets to the user according to a Poisson process with a certain rate and cost. Blocks are coded using random linear codes to alleviate the duplicate packet reception problem. Users must take decisions on how many packets to buffer before playout, and which networks to access during playout. We design, analyze and compare several control policies with a threshold structure. We formulate the problem of finding the optimal control policy as an MDP with a probabilistic constraint. We present the HJB equation for this problem by expanding the state space, and exploit it as a verification method for optimality of the proposed control law.Comment: submitted to CDC 201