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