Distributed Coupled Multi-Agent Stochastic Optimization

This work develops effective distributed strategies for the solution of constrained multi-agent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of the entries of a global parameter vector or model, and is subject to convex constraints that are only known locally. Problems of this type arise in several applications, most notably in disease propagation models, minimum-cost flow problems, distributed control formulations, and distributed power system monitoring. This work focuses on stochastic settings, where a stochastic risk function is associated with each agent and the objective is to seek the minimizer of the aggregate sum of all risks subject to a set of constraints. Agents are not aware of the statistical distribution of the data and, therefore, can only rely on stochastic approximations in their learning strategies. We derive an effective distributed learning strategy that is able to track drifts in the underlying parameter model. A detailed performance and stability analysis is carried out showing that the resulting coupled diffusion strategy converges at a linear rate to an $O(\mu)-$neighborhood of the true penalized optimizer

Linear Convergence of Primal-Dual Gradient Methods and their Performance in Distributed Optimization

In this work, we revisit a classical incremental implementation of the primal-descent dual-ascent gradient method used for the solution of equality constrained optimization problems. We provide a short proof that establishes the linear (exponential) convergence of the algorithm for smooth strongly-convex cost functions and study its relation to the non-incremental implementation. We also study the effect of the augmented Lagrangian penalty term on the performance of distributed optimization algorithms for the minimization of aggregate cost functions over multi-agent networks

Cities as emergent models: the morphological logic of Manhattan and Barcelona

This paper is set to unveil several particulars about the logic embedded in the diachronic model of city growth and the rules which govern the emergence of urban spaces. The paper outlines an attempt to detect and define the generative rules of a growing urban structure by means of evaluation techniques. The initial approach in this regards will be to study the evolution of existing urban regions or cities which in our case are Manhattan and Barcelona and investigate the rules and causes of their emergence and growth. The paper will concentrate on the spatial aspect of the generative rules and investigate their behaviour and dimensionality. Several Space Syntax evaluation methods will be implemented to capture the change of spatial configurations within the growing urban structures. In addition, certain spatial elements will be isolated and tested aiming to illustrate their influence on the main spatial structures. Both urban regions were found to be emergent products of a bottom up organic growth mostly distinguished in the vicinities of the first settlements. Despite the imposition of a uniform grid on both cities in later stages of their development these cities managed to deform the regularity in the preplanned grid in an emergent manner to end up with an efficient model embodied in their current spatial arrangement. The paper reveals several consistencies in the spatial morphology of both urban regions and provides explanation of these regularities in an approach to extract the underlying rules which contributed to the growth optimization process

Gravitational and gauge interactions

Imperial Users onl

Agricultural Credit Under Economic Liberalization And Islamization In Sudan

This study uses survey data to examine the operations of the agrarian credit market,formal and informal, in Sudan under conditions of recent economic liberalization and Islamization; the latter does not allow interest rate fixing. In addition to descriptive analysis, the study specifies and estimates a model of farm household participation in the credit market. The survey results show a substantial increase in formal borrowing in agriculture, but relatively low informal credit. Implicit interest rates are found to be high in the formal segment compared with their previous levels, and the levels of formal and informal agrarian rates of interest are comparable. The research concludes that there is a need for enhanced institutional financial intermediation in the agrarian credit market as well as scope for the promotion of savings and credit associations among farmers.