We propose a novel decomposition framework for the distributed optimization of general nonconvex sum-utility functions arising naturally in the system design of wireless multi-user interfering systems. Our main contributions are i) the development of the first class of (inexact) Jacobi best-response algorithms with provable convergence, where all the users simultaneously and iteratively solve a suitably convexified version of the original sum-utility optimization problem; ii) the derivation of a general dynamic pricing mechanism that provides a unified view of existing pricing schemes that are based, instead, on heuristics; and iii) a framework that can be easily particularized to well-known applications, giving rise to very efficient practical (Jacobi or Gauss-Seidel) algorithms that outperform existing ad hoc methods proposed for very specific problems. Interestingly, our framework contains as special cases well-known gradient algorithms for nonconvex sum-utility problems, and many block-coordinate descent schemes for convex functions.
Similar conditions can be written in the real case for the nonlinear function @math replacing the linear pricing @math . It is interesting to compare P1-P3 with conditions in @cite_7 @cite_0 @cite_11 . First of all, our conditions do not require that the approximation function is a global upper bound of the original sum-utility function, a constraint that remains elusive for sum-utility problems with no special structure. Second, even when the aforementioned constraint can be met, it is not always guaranteed that the resulting convex subproblems are decomposable across the users, implying that a centralized implementation might be required. Third, SCA algorithms @cite_7 @cite_0 @cite_11 , even when distributed, are generally schemes (unless the sum-utility has a special structure). On the contrary, the algorithms proposed in this paper do not suffer from any of the above drawbacks, which enlarges substantially the class of (large scale) nonconvex problems solvable using our framework.
@cite_0 @cite_7 @cite_11
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In this two-part paper, we propose a general algorithmic framework for the minimization of a nonconvex smooth function subject to nonconvex smooth constraints. The algorithm solves a sequence of (separable) strongly convex problems and mantains feasibility at each iteration. Convergence to a stationary solution of the original nonconvex optimization is established. Our framework is very general and flexible; it unifies several existing Successive Convex Approximation (SCA)-based algorithms such as (proximal) gradient or Newton type methods, block coordinate (parallel) descent schemes, difference of convex functions methods, and improves on their convergence properties. More importantly, and differently from current SCA approaches, it naturally leads to distributed and parallelizable implementations for a large class of nonconvex problems. This Part I is devoted to the description of the framework in its generality. In Part II we customize our general methods to several multi-agent optimization problems, mainly in communications and networking; the result is a new class of (distributed) algorithms that compare favorably to existing ad-hoc (centralized) schemes (when they exist). We study the problem of fair allocation for indivisible goods. We use the the maxmin share paradigm introduced by Budish as a measure for fairness. Procacciafirst (EC'14) were first to investigate this fundamental problem in the additive setting. In contrast to what real-world experiments suggest, they show that a maxmin guarantee (1- @math allocation) is not always possible even when the number of agents is limited to 3. While the existence of an approximation solution (e.g. a @math - @math allocation) is quite straightforward, improving the guarantee becomes subtler for larger constants. Procaccia provide a proof for existence of a @math - @math allocation and leave the question open for better guarantees. Our main contribution is an answer to the above question. We improve the result of ! to a @math factor in the additive setting. The main idea for our @math - @math allocation method is clustering the agents. To this end, we introduce three notions and techniques, namely reducibility, matching allocation, and cycle-envy-freeness, and prove the approximation guarantee of our algorithm via non-trivial applications of these techniques. Our analysis involves coloring and double counting arguments that might be of independent interest. One major shortcoming of the current studies on fair allocation is the additivity assumption on the valuations. We alleviate this by extending our results to the case of submodular, fractionally subadditive, and subadditive settings. More precisely, we give constant approximation guarantees for submodular and XOS agents, and a logarithmic approximation for the case of subadditive agents. Furthermore, we complement our results by providing close upper bounds for each class of valuation functions. Finally, we present algorithms to find such allocations for additive, submodular, and XOS settings in polynomial time. We propose a novel decomposition framework for the distributed optimization of general nonconvex sum-utility functions arising naturally in the system design of wireless multi-user interfering systems. Our main contributions are i) the development of the first class of (inexact) Jacobi best-response algorithms with provable convergence, where all the users simultaneously and iteratively solve a suitably convexified version of the original sum-utility optimization problem; ii) the derivation of a general dynamic pricing mechanism that provides a unified view of existing pricing schemes that are based, instead, on heuristics; and iii) a framework that can be easily particularized to well-known applications, giving rise to very efficient practical (Jacobi or Gauss-Seidel) algorithms that outperform existing ad hoc methods proposed for very specific problems. Interestingly, our framework contains as special cases well-known gradient algorithms for nonconvex sum-utility problems, and many block-coordinate descent schemes for convex functions. In this paper, we propose a joint subchannel and power allocation algorithm for the downlink of an orthogonal frequency-division multiple access (OFDMA) mixed femtocell macrocell network deployment. Specifically, the total throughput of all femtocell user equipments (FUEs) is maximized while the network capacity of an existing macrocell is always protected. Towards this end, we employ an iterative approach in which OFDM subchannels and transmit powers of base stations (BS) are alternatively assigned and optimized at every step. For a fixed power allocation, we prove that the optimal policy in each cell is to give each subchannel to the user with the highest signal-to-interference-plus-noise ratio (SINR) on that subchannel. For a given subchannel assignment, we adopt the successive convex approximation (SCA) approach and transform the highly nonconvex power allocation problem into a sequence of convex subproblems. In the arithmetic-geometric mean (AGM) approximation, we apply geometric programming to find optimal solutions after condensing a posynomial into a monomial. On the other hand, logarithmic and d ifference-of-two- c oncave-functions (D.C.) approximations lead us to solving a series of convex relaxation programs. With the three proposed SCA-based power optimization solutions, we show that the overall joint subchannel and power allocation algorithm converges to some local maximum of the original design problem. While a central processing unit is required to implement the AGM approximation-based solution, each BS locally computes the optimal subchannel and power allocation for its own servicing cell in the logarithmic and D.C. approximation-based solutions. Numerical examples confirm the merits of the proposed algorithm.