The 802.11e standard enables user configuration of several MAC parameters, making WLANs vulnerable to users that selfishly configure these parameters to gain throughput. In this paper we propose a novel distributed algorithm to thwart such selfish behavior. The key idea of the algorithm is for honest stations to react, upon detecting a selfish station, by using a more aggressive configuration that penalizes this station. We show that the proposed algorithm guarantees global stability while providing good response times. By conducting a game theoretic analysis of the algorithm based on repeated games, we also show its effectiveness against selfish stations. Simulation results confirm that the proposed algorithm optimizes throughput performance while discouraging selfish behavior. We also present an experimental prototype of the proposed algorithm demonstrating that it can be implemented on commodity hardware.
Substantial work in the literature has also focused on the design of stable adaptive algorithms @cite_9 @cite_0 @cite_23 @cite_24 @cite_3 @cite_11 . A major difference between our algorithm and these approaches is that they build on local stability analysis while we rely on Lyapunov stability theory, which ensures global asymptotic stability and hence provides stronger guarantees. Indeed, with @cite_9 @cite_0 @cite_23 @cite_24 @cite_3 @cite_11 convergence is only guaranteed as long as the initial point is sufficiently close to the stable point of operation, while we guarantee convergence for any initial point of operation.
@cite_9 @cite_3 @cite_0 @cite_24 @cite_23 @cite_11
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The convergence properties of adaptive systems in terms of excitation conditions on the regressor vector are well known. With persistent excitation of the regressor vector in model reference adaptive control the state error and the adaptation error are globally exponentially stable or, equivalently, exponentially stable in the large. When the excitation condition, however, is imposed on the reference input or the reference model state, it is often incorrectly concluded that the persistent excitation in those signals also implies exponential stability in the large. The definition of persistent excitation is revisited so as to address some possible confusion in the adaptive control literature. It is then shown that persistent excitation of the reference model only implies local persistent excitation (weak persistent excitation). Weak persistent excitation of the regressor is still sufficient for uniform asymptotic stability in the large, but not exponential stability in the large. We show that there exists ... A modification of the classical technique of Prony for fitting sums of exponential functions to data is considered. The method maximizes the likelihood for the problem (unlike the usual implementation of Prony’s method, which is not even consistent for transient signals), proves to be remarkably effective in practice, and is supported by an asymptotic stability result. Novel features include a discussion of the problem parametrization and its implications for consistency. The asymptotic convergence proofs are made possible by an expression for the algorithm in terms of circulant divided difference operators. We introduce a novel approach addressing global analysis of a difficult class of nonconvex-nonsmooth optimization problems within the important framework of Lagrangian-based methods. This genuine nonlinear class captures many problems in modern disparate fields of applications. It features complex geometries, qualification conditions, and other regularity properties do not hold everywhere. To address these issues we work along several research lines to develop an original general Lagrangian methodology which can deal, all at once, with the above obstacles. A first innovative feature of our approach is to introduce the concept of Lagrangian sequences for a broad class of algorithms. Central to this methodology is the idea of turning an arbitrary descent method into a multiplier method. Secondly, we provide these methods with a transitional regime allowing us to identify in finitely many steps a zone where we can tune the step-sizes of the algorithm for the final converging regime. Then, despite the min-max nature of Lagrangian methods, using an original Lyapunov method we prove that each bounded sequence generated by the resulting monitoring schemes are globally convergent to a critical point for some fundamental Lagrangian-based methods in the broad semialgebraic setting, which to the best of our knowledge, are the first of this kind. Nonconvex optimization arises in many areas of computational science and engineering. However, most nonconvex optimization algorithms are only known to have local convergence or subsequence convergence properties. In this paper, we propose an algorithm for nonconvex optimization and establish its global convergence (of the whole sequence) to a critical point. In addition, we give its asymptotic convergence rate and numerically demonstrate its efficiency. In our algorithm, the variables of the underlying problem are either treated as one block or multiple disjoint blocks. It is assumed that each non-differentiable component of the objective function, or each constraint, applies only to one block of variables. The differentiable components of the objective function, however, can involve multiple blocks of variables together. Our algorithm updates one block of variables at a time by minimizing a certain prox-linear surrogate, along with an extrapolation to accelerate its convergence. The order of update can be either deterministically cyclic or randomly shuffled for each cycle. In fact, our convergence analysis only needs that each block be updated at least once in every fixed number of iterations. We show its global convergence (of the whole sequence) to a critical point under fairly loose conditions including, in particular, the Kurdyka–Łojasiewicz condition, which is satisfied by a broad class of nonconvex nonsmooth applications. These results, of course, remain valid when the underlying problem is convex. We apply our convergence results to the coordinate descent iteration for non-convex regularized linear regression, as well as a modified rank-one residue iteration for nonnegative matrix factorization. We show that both applications have global convergence. Numerically, we tested our algorithm on nonnegative matrix and tensor factorization problems, where random shuffling clearly improves the chance to avoid low-quality local solutions.