Polynomial Linear Programming with Gaussian Belief Propagation

Interior-point methods are state-of-the-art algorithms for solving linear programming (LP) problems with polynomial complexity. Specifically, the Karmarkar algorithm typically solves LP problems in time O(n^{3.5}), where $n$ is the number of unknown variables. Karmarkar's celebrated algorithm is known to be an instance of the log-barrier method using the Newton iteration. The main computational overhead of this method is in inverting the Hessian matrix of the Newton iteration. In this contribution, we propose the application of the Gaussian belief propagation (GaBP) algorithm as part of an efficient and distributed LP solver that exploits the sparse and symmetric structure of the Hessian matrix and avoids the need for direct matrix inversion. This approach shifts the computation from realm of linear algebra to that of probabilistic inference on graphical models, thus applying GaBP as an efficient inference engine. Our construction is general and can be used for any interior-point algorithm which uses the Newton method, including non-linear program solvers.Comment: 7 pages, 1 figure, appeared in the 46th Annual Allerton Conference on Communication, Control and Computing, Allerton House, Illinois, Sept. 200

Distributed Large Scale Network Utility Maximization

Recent work by Zymnis et al. proposes an efficient primal-dual interior-point method, using a truncated Newton method, for solving the network utility maximization (NUM) problem. This method has shown superior performance relative to the traditional dual-decomposition approach. Other recent work by Bickson et al. shows how to compute efficiently and distributively the Newton step, which is the main computational bottleneck of the Newton method, utilizing the Gaussian belief propagation algorithm. In the current work, we combine both approaches to create an efficient distributed algorithm for solving the NUM problem. Unlike the work of Zymnis, which uses a centralized approach, our new algorithm is easily distributed. Using an empirical evaluation we show that our new method outperforms previous approaches, including the truncated Newton method and dual-decomposition methods. As an additional contribution, this is the first work that evaluates the performance of the Gaussian belief propagation algorithm vs. the preconditioned conjugate gradient method, for a large scale problem.Comment: In the International Symposium on Information Theory (ISIT) 200

A Low Density Lattice Decoder via Non-Parametric Belief Propagation

The recent work of Sommer, Feder and Shalvi presented a new family of codes called low density lattice codes (LDLC) that can be decoded efficiently and approach the capacity of the AWGN channel. A linear time iterative decoding scheme which is based on a message-passing formulation on a factor graph is given. In the current work we report our theoretical findings regarding the relation between the LDLC decoder and belief propagation. We show that the LDLC decoder is an instance of non-parametric belief propagation and further connect it to the Gaussian belief propagation algorithm. Our new results enable borrowing knowledge from the non-parametric and Gaussian belief propagation domains into the LDLC domain. Specifically, we give more general convergence conditions for convergence of the LDLC decoder (under the same assumptions of the original LDLC convergence analysis). We discuss how to extend the LDLC decoder from Latin square to full rank, non-square matrices. We propose an efficient construction of sparse generator matrix and its matching decoder. We report preliminary experimental results which show our decoder has comparable symbol to error rate compared to the original LDLC decoder.%Comment: Submitted for publicatio

The julia content distribution network

Abstract — Peer-to-peer content distribution networks are currently being used widely, drawing upon a large fraction of the Internet bandwidth. Unfortunately, these applications are not designed to be network-friendly. They optimize download time by using all available bandwidth. As a result, long haul bottleneck links are becoming congested and the load on the network is not well balanced. In this paper, we introduce the Julia content distribution network. The innovation of Julia is in its reduction of the overall communication cost, which in turn improves network load balance and reduces the usage of long haul links. Compared with the state-of-the-art BitTorrent content distribution network, we find that while Julia achieves slightly slower average finishing times relative to BitTorrent, Julia nevertheless reduces the total communication cost in the network by approximately 33%. Furthermore, the Julia protocol achieves a better load balancing of the network resources, especially over trans-Atlantic links. We evaluated the Julia protocol using real WAN deployment and by extensive simulation. The WAN experimentation was carried over the PlanetLab wide area testbed using over 250 machines. Simulations were performed using the the GT-ITM topology generator with 1200 nodes. A surprisingly good match was exhibited between the two evaluation methods (itself an interesting result), an encouraging indication of the ability of our simulation to predict scaling behavior. I

Gaussian Belief Propagation Based Multiuser Detection

In this work, we present a novel construction for solving the linear multiuser detection problem using the Gaussian Belief Propagation algorithm. Our algorithm yields an efficient, iterative and distributed implementation of the MMSE detector. We compare our algorithm's performance to a recent result and show an improved memory consumption, reduced computation steps and a reduction in the number of sent messages. We prove that recent work by Montanari et al. is an instance of our general algorithm, providing new convergence results for both algorithms.Comment: 6 pages, 1 figures, appeared in the 2008 IEEE International Symposium on Information Theory, Toronto, July 200

Fixing Convergence of Gaussian Belief Propagation

Gaussian belief propagation (GaBP) is an iterative message-passing algorithm for inference in Gaussian graphical models. It is known that when GaBP converges it converges to the correct MAP estimate of the Gaussian random vector and simple sufficient conditions for its convergence have been established. In this paper we develop a double-loop algorithm for forcing convergence of GaBP. Our method computes the correct MAP estimate even in cases where standard GaBP would not have converged. We further extend this construction to compute least-squares solutions of over-constrained linear systems. We believe that our construction has numerous applications, since the GaBP algorithm is linked to solution of linear systems of equations, which is a fundamental problem in computer science and engineering. As a case study, we discuss the linear detection problem. We show that using our new construction, we are able to force convergence of Montanari's linear detection algorithm, in cases where it would originally fail. As a consequence, we are able to increase significantly the number of users that can transmit concurrently.Comment: In the IEEE International Symposium on Information Theory (ISIT) 2009, Seoul, South Korea, July 200