We introduce a new framework for the convergence analysis of a class of distributed constrained non-convex optimization algorithms in multi-agent systems. The aim is to search for local minimizers of a non-convex objective function which is supposed to be a sum of local utility functions of the agents. The algorithm under study consists of two steps: a local stochastic gradient descent at each agent and a gossip step that drives the network of agents to a consensus. Under the assumption of decreasing stepsize, it is proved that consensus is asymptotically achieved in the network and that the algorithm converges to the set of Karush-Kuhn-Tucker points. As an important feature, the algorithm does not require the double-stochasticity of the gossip matrices. It is in particular suitable for use in a natural broadcast scenario for which no feedback messages between agents are required. It is proved that our results also holds if the number of communications in the network per unit of time vanishes at moderate speed as time increases, allowing potential savings of the network's energy. Applications to power allocation in wireless ad-hoc networks are discussed. Finally, we provide numerical results which sustain our claims.
Abstract-This paper introduces a unified framework for the detection of a single source with a sensor array in the context where the noise variance and the channel between the source and the sensors are unknown at the receiver. The Generalized Maximum Likelihood Test is studied and yields the analysis of the ratio between the maximum eigenvalue of the sampled covariance matrix and its normalized trace. Using recent results from random matrix theory, a practical way to evaluate the threshold and the p-value of the test is provided in the asymptotic regime where the number K of sensors and the number N of observations per sensor are large but have the same order of magnitude. The theoretical performance of the test is then analyzed in terms of Receiver Operating Characteristic (ROC) curve. It is, in particular, proved that both Type I and Type II error probabilities converge to zero exponentially as the dimensions increase at the same rate, and closed-form expressions are provided for the error exponents. These theoretical results rely on a precise description of the large deviations of the largest eigenvalue of spiked random matrix models, and establish that the presented test asymptotically outperforms the popular test based on the condition number of the sampled covariance matrix.Index Terms-Cooperative spectrum sensing, generalized likelihood ratio test, hypothesis testing, large deviations, random matrix theory, ROC curve.
In this paper, using tools from asymptotic random matrix theory, a new cooperative scheme for frequency band sensing is introduced for both AWGN and fading channels. Unlike previous works in the field, the new scheme does not require the knowledge of the noise statistics or its variance and is related to the behavior of the largest and smallest eigenvalue of random matrices. Remarkably, simulations show that the asymptotic claims hold even for a small number of observations (which makes it convenient for time-varying topologies), outperforming classical energy detection techniques.
Consider a set of networked agents endowed with private cost functions and seeking to find a consensus on the minimizer of the aggregate cost. A new class of random asynchronous distributed optimization methods is introduced. The methods generalize the standard Alternating Direction Method of Multipliers (ADMM) to an asynchronous setting where isolated components of the network are activated in an uncoordinated fashion. The algorithms rely on the introduction of randomized Gauss-Seidel iterations of a Douglas-Rachford operator for finding zeros of a sum of two monotone operators. Convergence to the sought minimizers is provided under mild connectivity conditions. Numerical results sustain our claims.
In this paper, a distributed stochastic approximation algorithm is studied. Applications of such algorithms include decentralized estimation, optimization, control or computing. The algorithm consists in two steps: a local step, where each node in a network updates a local estimate using a stochastic approximation algorithm with decreasing step size, and a gossip step, where a node computes a local weighted average between its estimates and those of its neighbors. Convergence of the estimates toward a consensus is established under weak assumptions. The approach relies on two main ingredients: the existence of a Lyapunov function for the mean field in the agreement subspace, and a contraction property of the random matrices of weights in the subspace orthogonal to the agreement subspace. A second order analysis of the algorithm is also performed under the form of a Central Limit Theorem.The Polyak-averaged version of the algorithm is also considered.The authors are with LTCI -
10 pagesInternational audienceBased on the idea of randomized coordinate descent of $\alpha$-averaged operators, a randomized primal-dual optimization algorithm is introduced, where a random subset of coordinates is updated at each iteration. The algorithm builds upon a variant of a recent (deterministic) algorithm proposed by Vũ and Condat that includes the well known ADMM as a particular case. The obtained algorithm is used to solve asynchronously a distributed optimization problem. A network of agents, each having a separate cost function containing a differentiable term, seek to find a consensus on the minimum of the aggregate objective. The method yields an algorithm where at each iteration, a random subset of agents wake up, update their local estimates, exchange some data with their neighbors, and go idle. Numerical results demonstrate the attractive performance of the method. The general approach can be naturally adapted to other situations where coordinate descent convex optimization algorithms are used with a random choice of the coordinates
Abstract-Consider a set of N agents seeking to solve distributively the minimization problem infx N n=1 fn(x) where the convex functions fn are local to the agents. The popular Alternating Direction Method of Multipliers has the potential to handle distributed optimization problems of this kind. We provide a general reformulation of the problem and obtain a class of distributed algorithms which encompass various network architectures. The rate of convergence of our method is considered. It is assumed that the infimum of the problem is reached at a point x⋆, the functions fn are twice differentiable at this point and ∇ 2 fn(x⋆) > 0 in the positive definite ordering of symmetric matrices. With these assumptions, it is shown that the convergence to the consensus x⋆ is linear and the exact rate is provided. Application examples where this rate can be optimized with respect to the ADMM free parameter ρ are also given.
In this pair of papers (Part I and Part II in this issue), we investigate the issue of power control and subcarrier assignment in a sectorized two-cell downlink OFDMA system impaired by multicell interference. As recommended for WiMAX, we assume that the first part of the available bandwidth is likely to be reused by different base stations (and is thus subject to multicell interference) and that the second part of the bandwidth is shared in an orthogonal way between the different base stations (and is thus protected from multicell interference).Although the problem of multicell resource allocation is nonconvex in this scenario, we provide in Part I the general form of the global solution. In particular, the optimal resource allocation turns out to be "binary" in the sense that, except for at most one pivot-user in each cell, any user receives data either in the reused bandwidth or in the protected bandwidth, but not in both. The determination of the optimal resource allocation essentially reduces to the determination of the latter pivot-position.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.
hi@scite.ai
10624 S. Eastern Ave., Ste. A-614
Henderson, NV 89052, USA
Copyright © 2024 scite LLC. All rights reserved.
Made with 💙 for researchers
Part of the Research Solutions Family.