We propose a decomposition framework for the distributed optimization of general nonconvex sum-utility functions arising in the design of wireless multi-user interfering systems. Our main contributions are: i) the development of the first provably convergent Jacobi best-response algorithm, where all users simultaneously 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 practical algorithms that outperform all existing ad-hoc methods proposed for very specific problems. Our framework contains as special cases well-known gradient algorithms for nonconvex sum-utility problems, and many block-coordinate descents schemes for convex functions. © 2013 IEEE.

Decomposition by partial linearization in multiuser systems / G., Scutari; Facchinei, Francisco; P., Song; D. P., Palomar; J. S., Pang. - (2013), pp. 4424-4428. (Intervento presentato al convegno 2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 tenutosi a Vancouver; Canada nel 26 May 2013 through 31 May 2013) [10.1109/icassp.2013.6638496].

Decomposition by partial linearization in multiuser systems

FACCHINEI, Francisco;
2013

Abstract

We propose a decomposition framework for the distributed optimization of general nonconvex sum-utility functions arising in the design of wireless multi-user interfering systems. Our main contributions are: i) the development of the first provably convergent Jacobi best-response algorithm, where all users simultaneously 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 practical algorithms that outperform all existing ad-hoc methods proposed for very specific problems. Our framework contains as special cases well-known gradient algorithms for nonconvex sum-utility problems, and many block-coordinate descents schemes for convex functions. © 2013 IEEE.
2013
2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013
nonconvex social problems; parallel&distributed optimization; successive convex approximation
04 Pubblicazione in atti di convegno::04b Atto di convegno in volume
Decomposition by partial linearization in multiuser systems / G., Scutari; Facchinei, Francisco; P., Song; D. P., Palomar; J. S., Pang. - (2013), pp. 4424-4428. (Intervento presentato al convegno 2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 tenutosi a Vancouver; Canada nel 26 May 2013 through 31 May 2013) [10.1109/icassp.2013.6638496].
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