Maximizing sum rate and minimizing MSE on multiuser downlink: Optimality, fast algorithms and equivalence via max-min SIR

Maximizing the minimum weighted SIR, minimizing the weighted sum MSE and maximizing the weighted sum rate in a multiuser downlink system are three important performance objectives in joint transceiver and power optimization, where all the users have a total power constraint. We show that, through connections with the nonlinear Perron-Frobenius theory, jointly optimizing power and beamformers in the max-min weighted SIR problem can be solved optimally in a distributed fashion. Then, connecting these three performance objectives through the arithmetic-geometric mean inequality and nonnegative matrix theory, we solve the weighted sum MSE minimization and weighted sum rate maximization in the low to moderate interference regimes using fast algorithms

An Estimation and Analysis Framework for the Rasch Model

The Rasch model is widely used for item response analysis in applications ranging from recommender systems to psychology, education, and finance. While a number of estimators have been proposed for the Rasch model over the last decades, the available analytical performance guarantees are mostly asymptotic. This paper provides a framework that relies on a novel linear minimum mean-squared error (L-MMSE) estimator which enables an exact, nonasymptotic, and closed-form analysis of the parameter estimation error under the Rasch model. The proposed framework provides guidelines on the number of items and responses required to attain low estimation errors in tests or surveys. We furthermore demonstrate its efficacy on a number of real-world collaborative filtering datasets, which reveals that the proposed L-MMSE estimator performs on par with state-of-the-art nonlinear estimators in terms of predictive performance.Comment: To be presented at ICML 201

Network Utility Maximization With Nonconcave Utilities Using Sum-of-Squares Method

The Network Utility Maximization problem has recently been used extensively to analyze and design distributed rate allocation in networks such as the Internet. A major limitation in the state-of-the-art is that user utility functions are assumed to be strictly concave functions, modeling elastic flows. Many applications require inelastic flow models where nonconcave utility functions need to be maximized. It has been an open problem to find the globally optimal rate allocation that solves nonconcave network utility maximization, which is a difficult nonconvex optimization problem. We provide a centralized algorithm for off-line analysis and establishment of a performance benchmark for nonconcave utility maximization. Based on the semialgebraic approach to polynomial optimization, we employ convex sum-of-squares relaxations solved by a sequence of semidefinite programs, to obtain increasingly tighter upper bounds on total achievable utility for polynomial utilities. Surprisingly, in all our experiments, a very low order and often a minimal order relaxation yields not just a bound on attainable network utility, but the globally maximized network utility. When the bound is exact, which can be proved using a sufficient test, we can also recover a globally optimal rate allocation. In addition to polynomial utilities, sigmoidal utilities can be transformed into polynomials and are handled. Furthermore, using two alternative representation theorems for positive polynomials, we present price interpretations in economics terms for these relaxations, extending the classical interpretation of independent congestion pricing on each link to pricing for the simultaneous usage of multiple links