This paper considers a problem where multiple users make repeated decisions based on their own observed events. The events and decisions at each time step determine the values of a utility function and a collection of penalty functions. The goal is to make distributed decisions over time to maximize time average utility subject to time average constraints on the penalties. An example is a collection of power constrained sensor nodes that repeatedly report their own observations to a fusion center. Maximum time average utility is fundamentally reduced because users do not know the events observed by others. Optimality is characterized for this distributed context. It is shown that optimality is achieved by correlating user decisions through a commonly known pseudorandom sequence. An optimal algorithm is developed that chooses pure strategies at each time step based on a set of time-varying weights.
Much prior work on network optimization treats scenarios where it is possible to find distributed solutions with no loss of optimality. For example, network flow problems that are described by linear or separable convex programs can be optimally solved in a distributed manner @cite_10 @cite_22 @cite_8 @cite_20 . Problems where network nodes want to average sensor data @cite_3 or compute convex programs @cite_1 have distributed solutions. Work in @cite_18 solves for an optimal vector of parameters associated with an infinite horizon Markov decision problem using distributed agents. Work in @cite_21 @cite_11 @cite_6 develops distributed multiple access methods that converge to optimality. However, the above problems do not have random events that create a fundamental gap between centralized and distributed performance.
@cite_18 @cite_22 @cite_8 @cite_21 @cite_1 @cite_3 @cite_6 @cite_10 @cite_20 @cite_11
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The focus of this paper is the development and analysis of distributed algorithms for solving convex optimization problems that are defined over networks. Such network-structured optimization problems arise in a variety of application domains within the information sciences and engineering. For instance, problems such as multi-agent coordination, distributed tracking and localization, estimation problems in sensor networks and packet routing are all naturally cast as distributed convex minimization [2], [11], [10], [16], [20]. Common to these problems is the necessity for completely decentralized computation that is locally light — so as to avoid overburdening small sensors or flooding busy networks — and robust to periodic link or node failures. As a second example, data sets that are too large to be processed quickly by any single processor present related challenges. A canonical example that arises in statistical machine learning is the problem of minimizing a loss function averaged over a large dataset (e.g., optimization in support vector machines [5]). With terabytes of data, it is desirable to assign smaller subsets of the data to different processors, and the processors must communicate to find parameters that minimize the loss over the entire dataset. However, the communication should be efficient enough that network latencies do not offset computational gains. We study combinatorial optimization problems in which a set of distributed agents must achieve a global objective using only local information. Papadimitriou and Yannakakis [Proceedings of the 25th ACM Symposium on Theory of Computing, 1993, pp. 121--129] initiated the study of such problems in a framework where distributed decision-makers must generate feasible solutions to positive linear programs with information only about local constraints. We extend their model by allowing these distributed decision-makers to perform local communication to acquire information over time and then explore the tradeoff between the amount of communication and the quality of the solution to the linear program that the decision-makers can obtain. Our main result is a distributed algorithm that obtains a @math approximation to the optimal linear programming solution while using only a polylogarithmic number of rounds of local communication. This algorithm offers a significant improvement over the logarithmic approximation ratio previously obtained by Awerbuch and Azar [Proceedings of the 35th Annual IEEE Symposium on Foundations of Computer Science, 1994, pp. 240--249] for this problem while providing a comparable running time. Our results apply directly to the application of network flow control, an application in which distributed routers must quickly choose how to allocate bandwidth to connections using only local information to achieve global objectives. The sequential version of our algorithm is faster and considerably simpler than the best known approximation algorithms capable of achieving a @math approximation ratio for positive linear programming. This thesis addresses problems of optimization to be solved collectively (distributely, we say) by groups of networked agents having limited communication and computation capabilities. The focus is on two paradigmatic problems, average consensus and coverage control. The former consists in computing the average of values which are priory known to the agents, while the latter consists in optimally deploying robotic agents in a given environment. Their solution is possible thanks to iterative algorithms which exploit the available communications among agents, described by a graph. Research has been very intense in latest years on these problems, due to strong applicative motivations: these algorithms are crucial for the design of networks of sensors, and for the coordinated motion of groups of unmanned vehicles. Namely, the ultimate goal of these algorithms is to make such artificial networks able to self-organize and perform specific tasks without a centralized supervision. In the thesis networks have been considered, which allow only communication in pairs, or limited to messages belonging to a discrete alphabet. Several novel algorithms for the solution of the above optimization problems are proposed: they are proved to lead the agents to the desired solution, and their performance is studied. The mathematical tools required for the analysis are novel, or need to be used in a non-standard way. They are drawn from very different branches of pure and applied mathematics: spectral graph theory, Markov chains, combinatorics, linear algebra, set-valued analysis, convex and discrete geometry, topology of hyper-spaces of sets. Flow control in high speed networks requires distributed routers to make fast decisions based only on local information in allocating bandwidth to connections. While most previous work on this problem focuses on achieving local objective functions, in many cases it may be necessary to achieve global objectives such as maximizing the total flow. This problem illustrates one of the basic aspects of distributed computing: achieving global objectives using local information. Papadimitriou and Yannakakis (1993) initiated the study of such problems in a framework of solving positive linear programs by distributed agents. We take their model further, by allowing the distributed agents to acquire more information over time. We therefore turn attention to the tradeoff between the running time and the quality of the solution to the linear program. We give a distributed algorithm that obtains a (1+ spl epsiv ) approximation to the global optimum solution and runs in a polylogarithmic number of distributed rounds. While comparable in running time, our results exhibit a significant improvement on the logarithmic ratio previously obtained by Awerbuch and Azar (1994). Our algorithm, which draws from techniques developed by Luby and Nisan (1993) is considerably simpler than previous approximation algorithms for positive linear programs, and thus may have practical value in both centralized and distributed settings. We study nonconvex distributed optimization in multiagent networks with time-varying (nonsymmetric) connectivity. We introduce the first algorithmic framework for the distributed minimization of the sum of a smooth (possibly nonconvex and nonseparable) function—the agents’ sum-utility—plus a convex (possibly nonsmooth and nonseparable) regularizer. The latter is usually employed to enforce some structure in the solution, typically sparsity. The proposed method hinges on successive convex approximation techniques while leveraging dynamic consensus as a mechanism to distribute the computation among the agents: each agent first solves (possibly inexactly) a local convex approximation of the nonconvex original problem, and then performs local averaging operations. Asymptotic convergence to (stationary) solutions of the nonconvex problem is established. Our algorithmic framework is then customized to a variety of convex and nonconvex problems in several fields, including signal processing, communications, networking, and machine learning. Numerical results show that the new method compares favorably to existing distributed algorithms on both convex and nonconvex problems. In Stolyar (Queueing Systems 50 (2005) 401---457) a dynamic control strategy, called greedy primal-dual (GPD) algorithm, was introduced for the problem of maximizing queueing network utility subject to stability of the queues, and was proved to be (asymptotically) optimal. (The network utility is a concave function of the average rates at which the network generates several "commodities.") Underlying the control problem of Stolyar (Queueing Systems 50 (2005) 401---457) is a convex optimization problem subject to a set of linear constraints. In this paper we introduce a generalized GPD algorithm, which applies to the network control problem with additional convex (possibly non-linear) constraints on the average commodity rates. The underlying optimization problem in this case is a convex problem subject to convex constraints. We prove asymptotic optimality of the generalized GPD algorithm. We illustrate key features and applications of the algorithm on simple examples. In this paper, we investigate the problem of maximizing the throughput over a finite-horizon time period for a sensor network with energy replenishment. The finite-horizon problem is important and challenging because it necessitates optimizing metrics over the short term rather than metrics that are averaged over a long period of time. Unlike the infinite-horizon problem, the fact that inefficiencies cannot be made to vanish to infinitesimally small values, means that the finite-horizon problem requires more delicate control. The finite-horizon throughput optimization problem can be formulated as a convex optimization problem, but turns out to be highly complex. The complexity is brought about by the “time coupling property,” which implies that current decisions can influence future performance. To address this problem, we employ a three-step approach. First, we focus on the throughput maximization problem for a single node with renewable energy assuming that the replenishment rate profile for the entire finite-horizon period is known in advance. An energy allocation scheme that is equivalent to computing a shortest path in a simply-connected space is developed and proven to be optimal. We then relax the assumption that the future replenishment profile is known and develop an online algorithm. The online algorithm guarantees a fraction of the optimal throughput. Motivated by these results, we propose a low-complexity heuristic distributed scheme, called NetOnline, in a rechargeable sensor network. We prove that this heuristic scheme is optimal under homogeneous replenishment profiles. Further, in more general settings, we show via simulations that NetOnline significantly outperforms a state-of-the-art infinite-horizon based scheme, and for certain configurations using data collected from a testbed sensor network, it achieves empirical performance close to optimal. We propose a new distributed algorithm based on alternating direction method of multipliers (ADMM) to minimize sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications in distributed machine learning and statistical estimation. Our algorithm allows for a general choice of the communication weight matrix, which is used to combine the iterates at different nodes. We show that when functions are convex, both the objective function values and the feasibility violation converge with rate @math , where @math is the number of iterations. We then show that when functions are strongly convex and have Lipschitz continuous gradients, the sequence generated by our algorithm converges linearly to the optimal solution. In particular, an @math -optimal solution can be computed with @math iterations, where @math is the condition number of the problem. Our analysis highlights the effect of network and communication weights on the convergence rate through degrees of the nodes, the smallest nonzero eigenvalue, and operator norm of the communication matrix. This work deals with trajectory optimization for a robotic sensor network sampling a spatio-temporal random field. We examine the optimal sampling problem of minimizing the maximum predictive variance of the estimator over the space of network trajectories. This is a high-dimensional, multi-modal, nonsmooth optimization problem, known to be NP-hard even for static fields and discrete design spaces. Under an asymptotic regime of near-independence between distinct sample locations, we show that the solutions to a novel generalized disk-covering problem are solutions to the optimal sampling problem. This result effectively transforms the search for the optimal trajectories into a geometric optimization problem. Constrained versions of the latter are also of interest as they can accommodate trajectories that satisfy a maximum velocity restriction on the robots. We characterize the solution for the unconstrained and constrained versions of the geometric optimization problem as generalized multicircumcenter trajectories, and provide algorithms which enable the network to find them in a distributed fashion. Several simulations illustrate our results. In a heterogeneous wireless cellular network, each user may be covered by multiple access points such as macro pico relay femto base stations (BS). An effective approach to maximize the sum utility (e.g., system throughput) in such a network is to jointly optimize users' linear procoders as well as their BS associations. In this paper, we first show that this joint optimization problem is NP-hard and thus is difficult to solve to global optimality. To find a locally optimal solution, we formulate the problem as a noncooperative game in which the users and the BSs both act as players. We introduce a set of new utility functions for the players and show that every Nash equilibrium (NE) of the resulting game is a stationary solution of the original sum utility maximization problem. Moreover, we develop a best-response type algorithm that allows the players to distributedly reach a NE of the game. Simulation results show that the proposed distributed algorithm can effectively relieve local BS congestion and simultaneously achieve high throughput and load balancing in a heterogeneous network. We consider a Wireless Sensor Network where each sensor device is able to harvest energy from the environment, and randomly accesses the channel to transmit packets of random importance to a fusion center. If a collision occurs, the transmission fails and all packets involved are discarded. We design distributed transmission schemes where each sensor node, based on its own energy level and the importance of its own data packet, decides whether to transmit the packet or remain idle, so as to maximize the network utility, defined as the average long-term aggregate network importance of the data packets successfully reported to the fusion center. Due to the generally non-convex structure of the optimization problem, we resort to approximate solutions. In particular, we use a mathematical artifice based on a game theoretic formulation of the multiaccess problem, where each sensor node is a player that attempts to selfishly maximize the network utility. We characterize the Symmetric Nash Equilibrium (SNE) of this game, where all the sensor nodes employ the same policy. We prove the existence and uniqueness of the SNE, and we show that it is a local maximum of the original optimization problem. Moreover, we derive an algorithm to compute it. In this paper, we formulate and solve a randomized optimal consensus problem for multi-agent systems with stochastically time-varying interconnection topology. The considered multi-agent system with a simple randomized iterating rule achieves an almost sure consensus meanwhile solving the optimization problem min"z"@?"R"^"[email protected]?"i"="1^nf"i(z), in which the optimal solution set of objective function f"i can only be observed by agent i itself. At each time step, simply determined by a Bernoulli trial, each agent independently and randomly chooses either taking an average among its neighbor set, or projecting onto the optimal solution set of its own optimization component. Both directed and bidirectional communication graphs are studied. Connectivity conditions are proposed to guarantee an optimal consensus almost surely with proper convexity and intersection assumptions. The convergence analysis is carried out using convex analysis. We compare the randomized algorithm with the deterministic one via a numerical example. The results illustrate that a group of autonomous agents can reach an optimal opinion by each node simply making a randomized trade-off between following its neighbors or sticking to its own opinion at each time step. We propose a distributed algorithm for solving the optimization problem Basis Pursuit (BP). BP finds the least l1-norm solution of the underdetermined linear system Ax = b and is used, for example, in compressed sensing for reconstruction. Our algorithm solves BP on a distributed platform such as a sensor network, and is designed to minimize the communication between nodes. The algorithm only requires the network to be connected, has no notion of a central processing node, and no node has access to the entire matrix A at any time. We consider two scenarios in which either the columns or the rows of A are distributed among the compute nodes. Our algorithm, named D-ADMM, is a decentralized implementation of the alternating direction method of multi- pliers. We show through numerical simulation that our algorithm requires considerably less communications between the nodes than the state-of-the-art algorithms. One central issue in practically deploying network coding is the adaptive and economic allocation of network resource. We cast this as an optimization, where the net-utility-the difference between a utility derived from the attainable multicast throughput and the total cost of resource provisioning-is maximized. By employing the MAX of flows characterization of the admissible rate region for multicasting, this paper gives a novel reformulation of the optimization problem, which has a separable structure. The Lagrangian relaxation method is applied to decompose the problem into subproblems involving one destination each. Our specific formulation of the primal problem results in two key properties. First, the resulting subproblem after decomposition amounts to the problem of finding a shortest path from the source to each destination. Second, assuming the net-utility function is strictly concave, our proposed method enables a near-optimal primal variable to be uniquely recovered from a near-optimal dual variable. A numerical robustness analysis of the primal recovery method is also conducted. For ill-conditioned problems that arise, for instance, when the cost functions are linear, we propose to use the proximal method, which solves a sequence of well-conditioned problems obtained from the original problem by adding quadratic regularization terms. Furthermore, the simulation results confirm the numerical robustness of the proposed algorithms. Finally, the proximal method and the dual subgradient method can be naturally extended to provide an effective solution for applications with multiple multicast sessions A distributed binary detection problem with binary communications is considered, wherein the nodes (sensors and decision-makers) of the system are organized in a series configuration. It is shown that this problem can be reformulated as a deterministic multistage nonlinear optimal control problem. The necessary and sufficient conditions of optimality using Bayes' risk as the optimization criterion are then derived, and a physical interpretation of how the costates relate to the decision threshold at each node is provided. Using the min-H method of optimal control theory, a computationally efficient algorithm with linear complexity in the number of nodes per iteration is proposed to solve for the optimal decision strategy. The algorithm is then extended to solve a Neyman-Pearson version of the problem to obtain the optimal team (network) receiver operating characteristic curve. Two easily implemented suboptimal decision rules termed the asymptotic decision strategy and the constant control strategy are proposed and their properties are investigated. > This paper addresses coordinated downlink beamforming optimization in multicell time division duplex (TDD) systems where a small number of parameters are exchanged between cells but with no data sharing. With the goal to reach the point on the Pareto boundary with max-min rate fairness, we first develop a two-step centralized optimization algorithm to design the joint beamforming vectors. This algorithm can achieve a further sum-rate improvement over the max-min optimal performance, and is shown to guarantee max-min Pareto optimality for scenarios with two base stations (BSs) each serving a single user. To realize a distributed solution with limited intercell communication, we then propose an iterative algorithm by exploiting an approximate uplink-downlink duality, in which only a small number of positive scalars are shared between cells in each iteration. Simulation results show that the proposed distributed solution achieves a fairness rate performance close to the centralized algorithm while it has a better sum-rate performance, and demonstrates a better tradeoff between sum-rate and fairness than the Nash Bargaining solution especially at high signal-to-noise ratio. We deal with distributed estimation of deterministic vector parameters using ad hoc wireless sensor networks (WSNs). We cast the decentralized estimation problem as the solution of multiple constrained convex optimization subproblems. Using the method of multipliers in conjunction with a block coordinate descent approach we demonstrate how the resultant algorithm can be decomposed into a set of simpler tasks suitable for distributed implementation. Different from existing alternatives, our approach does not require the centralized estimator to be expressible in a separable closed form in terms of averages, thus allowing for decentralized computation even of nonlinear estimators, including maximum likelihood estimators (MLE) in nonlinear and non-Gaussian data models. We prove that these algorithms have guaranteed convergence to the desired estimator when the sensor links are assumed ideal. Furthermore, our decentralized algorithms exhibit resilience in the presence of receiver and or quantization noise. In particular, we introduce a decentralized scheme for least-squares and best linear unbiased estimation (BLUE) and establish its convergence in the presence of communication noise. Our algorithms also exhibit potential for higher convergence rate with respect to existing schemes. Corroborating simulations demonstrate the merits of the novel distributed estimation algorithms. This brief introduces a class of problems and models for the prediction of the scalar field of interest from noisy observations collected by mobile sensor networks. It also introduces the problem of optimal coordination of robotic sensors to maximize the prediction quality subject to communication and mobility constraints either in a centralized or distributed manner. To solve such problems, fully Bayesian approaches are adopted, allowing various sources of uncertainties to be integrated into an inferential framework effectively capturing all aspects of variability involved. The fully Bayesian approach also allows the most appropriate values for additional model parameters to be selected automatically by data, and the optimal inference and prediction for the underlying scalar field to be achieved. In particular, spatio-temporal Gaussian process regression is formulated for robotic sensors to fuse multifactorial effects of observations, measurement noise, and prior distributions for obtaining the predictive distribution of a scalar environmental field of interest. New techniques are introduced to avoid computationally prohibitive Markov chain Monte Carlo methods for resource-constrained mobile sensors. Bayesian Prediction and Adaptive Sampling Algorithms for Mobile Sensor Networks starts with a simple spatio-temporal model and increases the level of model flexibility and uncertainty step by step, simultaneously solving increasingly complicated problems and coping with increasing complexity, until it ends with fully Bayesian approaches that take into account a broad spectrum of uncertainties in observations, model parameters, and constraints in mobile sensor networks. The book is timely, being very useful for many researchers in control, robotics, computer science and statistics trying to tackle a variety of tasks such as environmental monitoring and adaptive sampling, surveillance, exploration, and plume tracking which are of increasing currency. Problems are solved creatively by seamless combination of theories and concepts from Bayesian statistics, mobile sensor networks, optimal experiment design, and distributed computation. We consider a network of distributed sensors, where where each sensor takes a linear measurement of some unknown parameters, corrupted by independent Gaussian noises. We propose a simple distributed iterative scheme, based on distributed average consensus in the network, to compute the maximum-likelihood estimate of the parameters. This scheme doesn't involve explicit point-to-point message passing or routing; instead, it diffuses information across the network by updating each node's data with a weighted average of its neighbors' data (they maintain the same data structure). At each step, every node can compute a local weighted least-squares estimate, which converges to the global maximum-likelihood solution. This scheme is robust to unreliable communication links. We show that it works in a network with dynamically changing topology, provided that the infinitely occurring communication graphs are jointly connected. Abstract The problem of locating hub facilities and allocating non-hub nodes to those hubs arises frequently in the design of communication networks, airline passenger flow and parcel delivery networks. In this paper we consider uncapacitated multiple and single allocation p -hub median problems. We develop new mixed 0 1 linear formulations with tight linear programming relaxations. The approach is tested on a well known and heavily used benchmark data set of real-world problems with resulting LP relaxations ranging from 10010 to 391 250 variables and from 2 101 to 31 901 constraints, which proved to be difficult linear programs. Yet, this approach proved to be very effective: in almost all instances the linear programming solution was integer. In cases with fractional solutions, the integrality was achieved by adding a small partial set of integrality constraints. Therefore, we extended the range of optimally solvable instances of these NP-hard hub location problems, which have defied researchers for the last ten years. As an additional result for the single allocation case we were able to establish optimality of all heuristic solutions obtained via tabu search algorithm from a previous study. For the more difficult single allocation p -hub median problem we also used the best known heuristic solution as a guidance in adding integrality constraints. This novel linkage between optimal and heuristic solutions has a potential impact in a number of other problem settings, where efficient heuristic solutions exist and are probably, but not provably optimal.