In this paper we consider a probabilistic signal-to-interference-and-noise ratio (SINR) constrained problem for transmit beamforming design in the presence of imperfect channel state information (CSI), under a multiuser multiple-input single-output (MISO) downlink scenario. In particular, we deal with outage-based quality-of-service constraints, where the probability of each user's SINR not satisfying a service requirement must not fall below a given outage probability specification. The study of solution approaches to the probabilistic SINR constrained problem is important because CSI errors are often present in practical systems and they may cause substantial SINR outages if not handled properly. However, a major technical challenge is how to process the probabilistic SINR constraints. To tackle this, we propose a novel relaxation-restriction (RAR) approach, which consists of two key ingredientssemidefinite relaxation (SDR), and analytic tools for conservatively approximating probabilistic constraints. The underlying goal is to establish approximate probabilistic SINR constrained formulations in the form of convex conic optimization problems, so that they can be readily implemented by available solvers. Using either an intuitive worst-case argument or specialized probabilistic results, we develop various conservative approximation schemes for processing probabilistic constraints with quadratic uncertainties. Consequently, we obtain several RAR alternatives for handling the probabilistic SINR constrained problem. Our techniques apply to both complex Gaussian CSI errors and i.i.d. bounded CSI errors with unknown distribution. Moreover, results obtained from our extensive simulations show that the proposed RAR methods significantly improve upon existing ones, both in terms of solution quality and computational complexity.

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 lowcomplexity 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.

Various distributed optimization methods have been developed for solving problems which have simple local constraint sets and whose objective function is the sum of local cost functions of distributed agents in a network. Motivated by emerging applications in smart grid and distributed sparse regression, this paper studies distributed optimization methods for solving general problems which have a coupled global cost function and have inequality constraints. We consider a network scenario where each agent has no global knowledge and can access only its local mapping and constraint functions. To solve this problem in a distributed manner, we propose a consensus-based distributed primal-dual perturbation (PDP) algorithm. In the algorithm, agents employ the average consensus technique to estimate the global cost and constraint functions via exchanging messages with neighbors, and meanwhile use a local primal-dual perturbed subgradient method to approach a global optimum. The proposed PDP method not only can handle smooth inequality constraints but also non-smooth constraints such as some sparsity promoting constraints arising in sparse optimization. We prove that the proposed PDP algorithm converges to an optimal primal-dual solution of the original problem, under standard problem and network assumptions. Numerical results illustrating the performance of the proposed algorithm for a distributed demand response control problem in smart grid are also presented. DRAFT Distributed optimization methods are becoming popular options for solving several engineering problems, including parameter estimation, detection and localization problems in sensor networks [1], [2], resource allocation problems in peer-to-peer/multi-cellular communication networks [3], [4], and distributed learning and regression problems in control [5] and machine learning [6]-[8],to name a few. In these applications, rather than pooling together all the relevant parameters that define the optimization problem, distributed agents, which have access to a local subset of such parameters, collaborate with each other to minimize a global cost function, subject to local variable constraints. Specifically, since it is not always efficient for the agents to exchange across the network the local cost and constraint functions, owing to the large size of network, time-varying network topology, energy constraints and/or privacy issues, distributed optimization methods that utilize only local information and messages exchanged between connecting neighbors have been of great interest; see [9]-[16] and references therein.Contributions: Different from the existing works [9]- [14] where the local variable constraints are usually simple (in the sense that they can be handled via simple projection) and independent among agents, in this paper, we consider a problem formulation that has a general set of convex inequality constraints that couple all the agents' optimization variables. In addition, similar to [17], the considered problem has a global (non-separable) convex c...

Multi-cell coordinated beamforming (MCBF), where multiple base stations (BSs) collaborate with each other in the beamforming design for mitigating the inter-cell interference, has been a subject drawing great attention recently. Most MCBF designs assume perfect channel state information (CSI) of mobile stations (MSs); however CSI errors are inevitable at the BSs in practice. Assuming elliptically bounded CSI errors, this paper studies the robust MCBF design problem that minimizes the weighted sum power of BSs subject to worst-case signal-to-interference-plus-noise ratio (SINR) constraints on the MSs. Our goal is to devise a distributed optimization method that can obtain the worst-case robust beamforming solutions in a decentralized fashion, with only local CSI used at each BS and little backhaul signaling for message exchange between BSs. However, the considered problem is difficult to handle even in the centralized form. We first propose an efficient approximation method in the centralized form, based on the semidefinite relaxation (SDR) technique. To obtain the robust beamforming solution in a decentralized fashion, we further propose a distributed robust MCBF algorithm, using a distributed convex optimization technique known as alternating direction method of multipliers (ADMM). We analytically show the convergence of the proposed distributed robust MCBF algorithm to the optimal centralized solution and its better bandwidth efficiency in backhaul signaling over the existing dual decomposition based algorithms. Simulation results are presented to examine the effectiveness of the proposed SDR method and the distributed robust MCBF algorithm.

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In this paper, we consider a scenario where an unmanned aerial vehicle (UAV) collects data from a set of sensors on a straight line. The UAV can either cruise or hover while communicating with the sensors. The objective is to minimize the UAV's total flight time from a starting point to a destination while allowing each sensor to successfully upload a certain amount of data using a given amount of energy. The whole trajectory is divided into non-overlapping data collection intervals, in each of which one sensor is served by the UAV. The data collection intervals, the UAV's speed and the sensors' transmit powers are jointly optimized. The formulated flight time minimization problem is difficult to solve. We first show that when only one sensor is present, the sensor's transmit power follows a waterfilling policy and the UAV's speed can be found efficiently by bisection search. Then, we show that for the general case with multiple sensors, the flight time minimization problem can be equivalently reformulated as a dynamic programming (DP) problem. The subproblem involved in each stage of the DP reduces to handle the case with only one sensor node. Numerical results present insightful behaviors of the UAV and the sensors. Specifically, it is observed that the UAV's optimal speed is proportional to the given energy of the sensors and the inter-sensor distance, but inversely proportional to the data upload requirement.

Aiming at solving large-scale optimization problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the optimization problem as a consensus problem, the ADMM can be used to solve the consensus problem in a fully parallel fashion over a computer network with a star topology. However, traditional synchronized computation does not scale well with the problem size, as the speed of the algorithm is limited by the slowest workers. This is particularly true in a heterogeneous network where the computing nodes experience different computation and communication delays. In this paper, we propose an asynchronous distributed ADMM (AD-ADMM) which can effectively improve the time efficiency of distributed optimization. Our main interest lies in analyzing the convergence conditions of the AD-ADMM, under the popular partially asynchronous model, which is defined based on a maximum tolerable delay of the network. Specifically, by considering general and possibly non-convex cost functions, we show that the AD-ADMM is guaranteed to converge to the set of Karush-Kuhn-Tucker (KKT) points as long as the algorithm parameters are chosen appropriately according to the network delay. We further illustrate that the asynchrony of the ADMM has to be handled with care, as slightly modifying the implementation of the AD-ADMM can jeopardize the algorithm convergence, even under the standard convex setting.