528 research outputs found
Multi-Agent Distributed Optimization via Inexact Consensus ADMM
Multi-agent distributed consensus optimization problems arise in many signal
processing applications. Recently, the alternating direction method of
multipliers (ADMM) has been used for solving this family of problems. ADMM
based distributed optimization method is shown to have faster convergence rate
compared with classic methods based on consensus subgradient, but can be
computationally expensive, especially for problems with complicated structures
or large dimensions. In this paper, we propose low-complexity algorithms that
can reduce the overall computational cost of consensus ADMM by an order of
magnitude for certain large-scale problems. Central to the proposed algorithms
is the use of an inexact step for each ADMM update, which enables the agents to
perform cheap computation at each iteration. Our convergence analyses show that
the proposed methods converge well under some convexity assumptions. Numerical
results show that the proposed algorithms offer considerably lower
computational complexity than the standard ADMM based distributed optimization
methods.Comment: submitted to IEEE Trans. Signal Processing; Revised April 2014 and
August 201
A Framework for Phasor Measurement Placement in Hybrid State Estimation via Gauss-Newton
In this paper, we study the placement of Phasor Measurement Units (PMU) for
enhancing hybrid state estimation via the traditional Gauss-Newton method,
which uses measurements from both PMU devices and Supervisory Control and Data
Acquisition (SCADA) systems. To compare the impact of PMU placements, we
introduce a useful metric which accounts for three important requirements in
power system state estimation: {\it convergence}, {\it observability} and {\it
performance} (COP). Our COP metric can be used to evaluate the estimation
performance and numerical stability of the state estimator, which is later used
to optimize the PMU locations. In particular, we cast the optimal placement
problem in a unified formulation as a semi-definite program (SDP) with integer
variables and constraints that guarantee observability in case of measurements
loss. Last but not least, we propose a relaxation scheme of the original
integer-constrained SDP with randomization techniques, which closely
approximates the optimum deployment. Simulations of the IEEE-30 and 118 systems
corroborate our analysis, showing that the proposed scheme improves the
convergence of the state estimator, while maintaining optimal asymptotic
performance.Comment: accepted to IEEE Trans. on Power System
Multicell Coordinated Beamforming with Rate Outage Constraint--Part I: Complexity Analysis
This paper studies the coordinated beamforming (CoBF) design in the
multiple-input single-output interference channel, assuming only channel
distribution information given a priori at the transmitters. The CoBF design is
formulated as an optimization problem that maximizes a predefined system
utility, e.g., the weighted sum rate or the weighted max-min-fairness (MMF)
rate, subject to constraints on the individual probability of rate outage and
power budget. While the problem is non-convex and appears difficult to handle
due to the intricate outage probability constraints, so far it is still unknown
if this outage constrained problem is computationally tractable. To answer
this, we conduct computational complexity analysis of the outage constrained
CoBF problem. Specifically, we show that the outage constrained CoBF problem
with the weighted sum rate utility is intrinsically difficult, i.e., NP-hard.
Moreover, the outage constrained CoBF problem with the weighted MMF rate
utility is also NP-hard except the case when all the transmitters are equipped
with single antenna. The presented analysis results confirm that efficient
approximation methods are indispensable to the outage constrained CoBF problem.Comment: submitted to IEEE Transactions on Signal Processin
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