arXiv subjects

Mingyi Hong

Publications and source records attributed to Mingyi Hong.

At least 199 records · Page 11Linked to original sources

arXiv2014

Multi-Agent Distributed Optimization via Inexact Consensus ADMM

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 low-complexity 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.

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arXiv2014

Joint Downlink Base Station Association and Power Control for Max-Min Fairness: Computation and Complexity

In a heterogeneous network (HetNet) with a large number of low power base stations (BSs), proper user-BS association and power control is crucial to achieving desirable system performance. In this paper, we systematically study the joint BS association and power allocation problem for a downlink cellular network under the max-min fairness criterion. First, we show that this problem is NP-hard. Second, we show that the upper bound of the optimal value can be easily computed, and propose a two-stage algorithm to find a high-quality suboptimal solution. Simulation results show that the proposed algorithm is near-optimal in the high-SNR regime. Third, we show that the problem under some additional mild assumptions can be solved to global optima in polynomial time by a semi-distributed algorithm. This result is based on a transformation of the original problem to an assignment problem with gains $\log(g_{ij})$, where $\{g_{ij}\}$ are the channel gains.

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arXiv2014

Semidefinite approximation for mixed binary quadratically constrained quadratic programs

Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation performance. We consider both a minimization and a maximization model of this problem. For the minimization model, the objective is to find a minimum norm vector in $N$-dimensional real or complex Euclidean space, such that $M$ concave quadratic constraints and a cardinality constraint are satisfied with both binary and continuous variables. {\color{blue}By employing a special randomized rounding procedure, we show that the ratio between the norm of the optimal solution of the minimization model and its SDP relaxation is upper bounded by $\cO(Q^2(M-Q+1)+M^2)$ in the real case and by $\cO(M(M-Q+1))$ in the complex case.} For the maximization model, the goal is to find a maximum norm vector subject to a set of quadratic constraints and a cardinality constraint with both binary and continuous variables. We show that in this case the approximation ratio is bounded from below by $\cO(ε/\ln(M))$ for both the real and the complex cases. Moreover, this ratio is tight up to a constant factor.

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arXiv2014

Semidefinite Relaxation for Two Mixed Binary Quadratically Constrained Quadratic Programs: Algorithms and Approximation Bounds

This paper develops new semidefinite programming (SDP) relaxation techniques for two classes of mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation performance. The first class of problem finds two minimum norm vectors in $N$-dimensional real or complex Euclidean space, such that $M$ out of $2M$ concave quadratic functions are satisfied. By employing a special randomized rounding procedure, we show that the ratio between the norm of the optimal solution of this model and its SDP relaxation is upper bounded by $\frac{54M^2}π$ in the real case and by $\frac{24M}{\sqrtπ}$ in the complex case. The second class of problem finds a series of minimum norm vectors subject to a set of quadratic constraints and a cardinality constraint with both binary and continuous variables. We show that in this case the approximation ratio is also bounded and independent of problem dimension for both the real and the complex cases.

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arXiv2014

A Block Successive Upper Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization

Consider the problem of minimizing the sum of a smooth convex function and a separable nonsmooth convex function subject to linear coupling constraints. Problems of this form arise in many contemporary applications including signal processing, wireless networking and smart grid provisioning. Motivated by the huge size of these applications, we propose a new class of first order primal-dual algorithms called the block successive upper-bound minimization method of multipliers (BSUM-M) to solve this family of problems. The BSUM-M updates the primal variable blocks successively by minimizing locally tight upper-bounds of the augmented Lagrangian of the original problem, followed by a gradient type update for the dual variable in closed form. We show that under certain regularity conditions, and when the primal block variables are updated in either a deterministic or a random fashion, the BSUM-M converges to the set of optimal solutions. Moreover, in the absence of linear constraints, we show that the BSUM-M, which reduces to the block successive upper-bound minimization (BSUM) method, is capable of linear convergence without strong convexity.

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arXiv2013

Min Flow Rate Maximization for Software Defined Radio Access Networks

We consider a heterogeneous network (HetNet) of base stations (BSs) connected via a backhaul network of routers and wired/wireless links with limited capacity. The optimal provision of such networks requires proper resource allocation across the radio access links in conjunction with appropriate traffic engineering within the backhaul network. In this paper we propose an efficient algorithm for joint resource allocation across the wireless links and the flow control within the backhaul network. The proposed algorithm, which maximizes the minimum rate among all the users and/or flows, is based on a decomposition approach that leverages both the Alternating Direction Method of Multipliers (ADMM) and the weighted-MMSE (WMMSE) algorithm. We show that this algorithm is easily parallelizable and converges globally to a stationary solution of the joint optimization problem. The proposed algorithm can also be extended to deal with per-flow quality of service constraint, or to networks with multi-antenna nodes.

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arXiv2013

Outage Constrained Robust Secure Transmission for MISO Wiretap Channels

In this paper we consider the robust secure beamformer design for MISO wiretap channels. Assume that the eavesdroppers' channels are only partially available at the transmitter, we seek to maximize the secrecy rate under the transmit power and secrecy rate outage probability constraint. The outage probability constraint requires that the secrecy rate exceeds certain threshold with high probability. Therefore including such constraint in the design naturally ensures the desired robustness. Unfortunately, the presence of the probabilistic constraints makes the problem non-convex and hence difficult to solve. In this paper, we investigate the outage probability constrained secrecy rate maximization problem using a novel two-step approach. Under a wide range of uncertainty models, our developed algorithms can obtain high-quality solutions, sometimes even exact global solutions, for the robust secure beamformer design problem. Simulation results are presented to verify the effectiveness and robustness of the proposed algorithms.

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arXiv2013

Joint User Grouping and Linear Virtual Beamforming: Complexity, Algorithms and Approximation Bounds

In a wireless system with a large number of distributed nodes, the quality of communication can be greatly improved by pooling the nodes to perform joint transmission/reception. In this paper, we consider the problem of optimally selecting a subset of nodes from potentially a large number of candidates to form a virtual multi-antenna system, while at the same time designing their joint linear transmission strategies. We focus on two specific application scenarios: 1) multiple single antenna transmitters cooperatively transmit to a receiver; 2) a single transmitter transmits to a receiver with the help of a number of cooperative relays. We formulate the joint node selection and beamforming problems as cardinality constrained optimization problems with both discrete variables (used for selecting cooperative nodes) and continuous variables (used for designing beamformers). For each application scenario, we first characterize the computational complexity of the joint optimization problem, and then propose novel semi-definite relaxation (SDR) techniques to obtain approximate solutions. We show that the new SDR algorithms have a guaranteed approximation performance in terms of the gap to global optimality, regardless of channel realizations. The effectiveness of the proposed algorithms is demonstrated via numerical experiments.

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arXiv2013

Base Station Activation and Linear Transceiver Design for Optimal Resource Management in Heterogeneous Networks

In a densely deployed heterogeneous network (HetNet), the number of pico/micro base stations (BS) can be comparable with the number of the users. To reduce the operational overhead of the HetNet, proper identification of the set of serving BSs becomes an important design issue. In this work, we show that by jointly optimizing the transceivers and determining the active set of BSs, high system resource utilization can be achieved with only a small number of BSs. In particular, we provide formulations and efficient algorithms for such joint optimization problem, under the following two common design criteria: i) minimization of the total power consumption at the BSs, and ii) maximization of the system spectrum efficiency. In both cases, we introduce a nonsmooth regularizer to facilitate the activation of the most appropriate BSs. We illustrate the efficiency and the efficacy of the proposed algorithms via extensive numerical simulations.

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arXiv2013

Solving Multiple-Block Separable Convex Minimization Problems Using Two-Block Alternating Direction Method of Multipliers

In this paper, we consider solving multiple-block separable convex minimization problems using alternating direction method of multipliers (ADMM). Motivated by the fact that the existing convergence theory for ADMM is mostly limited to the two-block case, we analyze in this paper, both theoretically and numerically, a new strategy that first transforms a multi-block problem into an equivalent two-block problem (either in the primal domain or in the dual domain) and then solves it using the standard two-block ADMM. In particular, we derive convergence results for this two-block ADMM approach to solve multi-block separable convex minimization problems, including an improved O(1/ε) iteration complexity result. Moreover, we compare the numerical efficiency of this approach with the standard multi-block ADMM on several separable convex minimization problems which include basis pursuit, robust principal component analysis and latent variable Gaussian graphical model selection. The numerical results show that the multiple-block ADMM, although lacks theoretical convergence guarantees, typically outperforms two-block ADMMs.

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arXiv2013

On the Linear Convergence of the Alternating Direction Method of Multipliers

We analyze the convergence rate of the alternating direction method of multipliers (ADMM) for minimizing the sum of two or more nonsmooth convex separable functions subject to linear constraints. Previous analysis of the ADMM typically assumes that the objective function is the sum of only two convex functions defined on two separable blocks of variables even though the algorithm works well in numerical experiments for three or more blocks. Moreover, there has been no rate of convergence analysis for the ADMM without strong convexity in the objective function. In this paper we establish the global linear convergence of the ADMM for minimizing the sum of any number of convex separable functions. This result settles a key question regarding the convergence of the ADMM when the number of blocks is more than two or if the strong convexity is absent. It also implies the linear convergence of the ADMM for several contemporary applications including LASSO, Group LASSO and Sparse Group LASSO without any strong convexity assumption. Our proof is based on estimating the distance from a dual feasible solution to the optimal dual solution set by the norm of a certain proximal residual, and by requiring the dual stepsize to be sufficiently small.

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arXiv2012

Joint Base Station Clustering and Beamformer Design for Partial Coordinated Transmission in Heterogenous Networks

We consider the interference management problem in a multicell MIMO heterogenous network. Within each cell there are a large number of distributed micro/pico base stations (BSs) that can be potentially coordinated for joint transmission. To reduce coordination overhead, we consider user-centric BS clustering so that each user is served by only a small number of (potentially overlapping) BSs. Thus, given the channel state information, our objective is to jointly design the BS clustering and the linear beamformers for all BSs in the network. In this paper, we formulate this problem from a {sparse optimization} perspective, and propose an efficient algorithm that is based on iteratively solving a sequence of group LASSO problems. A novel feature of the proposed algorithm is that it performs BS clustering and beamformer design jointly rather than separately as is done in the existing approaches for partial coordinated transmission. Moreover, the cluster size can be controlled by adjusting a single penalty parameter in the nonsmooth regularized utility function. The convergence of the proposed algorithm (to a local optimal solution) is guaranteed, and its effectiveness is demonstrated via extensive simulation.

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arXiv2012

Mechanism Design for Base Station Association and Resource Allocation in Downlink OFDMA Network

We consider a resource management problem in a multi-cell downlink OFDMA network, whereby the goal is to find the optimal per base station resource allocation and user-base station assignment. The users are assumed to be strategic/selfish who have private information on downlink channel states and noise levels. To induce truthfulness among the users as well as to enhance the spectrum efficiency, the resource management strategy needs to be both incentive compatible and efficient. However, due to the mixed (discrete and continuous) nature of resource management in this context, the implementation of any incentive compatible mechanism that maximizes the system throughput is NP-hard. We consider the dominant strategy implementation of an approximately optimal resource management scheme via a computationally tractable mechanism. The proposed mechanism is decentralized and dynamic. More importantly, it ensures the truthfulness of the users and it implements a resource allocation solution that yields at least 1/2 of the optimal throughput. Simulations are provided to illustrate the effectiveness of the performance of the proposed mechanism.

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arXiv2012

Distributed Linear Precoder Optimization and Base Station Selection for an Uplink Heterogeneous Network

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 base station 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.

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arXiv2012

A Unified Convergence Analysis of Block Successive Minimization Methods for Nonsmooth Optimization

The block coordinate descent (BCD) method is widely used for minimizing a continuous function f of several block variables. At each iteration of this method, a single block of variables is optimized, while the remaining variables are held fixed. To ensure the convergence of the BCD method, the subproblem to be optimized in each iteration needs to be solved exactly to its unique optimal solution. Unfortunately, these requirements are often too restrictive for many practical scenarios. In this paper, we study an alternative inexact BCD approach which updates the variable blocks by successively minimizing a sequence of approximations of f which are either locally tight upper bounds of f or strictly convex local approximations of f. We focus on characterizing the convergence properties for a fairly wide class of such methods, especially for the cases where the objective functions are either non-differentiable or nonconvex. Our results unify and extend the existing convergence results for many classical algorithms such as the BCD method, the difference of convex functions (DC) method, the expectation maximization (EM) algorithm, as well as the alternating proximal minimization algorithm.

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arXiv2012

Linear Transceiver Design for a MIMO Interfering Broadcast Channel Achieving Max-Min Fairness

We consider the problem of linear transceiver design to achieve max-min fairness in a downlink MIMO multicell network. This problem can be formulated as maximizing the minimum rate among all the users in an interfering broadcast channel (IBC). In this paper we show that when the number of antennas is at least two at each of the transmitters and the receivers, the min rate maximization problem is NP-hard in the number of users. Moreover, we develop a low-complexity algorithm for this problem by iteratively solving a sequence of convex subproblems, and establish its global convergence to a stationary point of the original minimum rate maximization problem. Numerical simulations show that this algorithm is efficient in achieving fairness among all the users.

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arXiv2012

An Adaptive Online Ad Auction Scoring Algorithm for Revenue Maximization

Sponsored search becomes an easy platform to match potential consumers' intent with merchants' advertising. Advertisers express their willingness to pay for each keyword in terms of bids to the search engine. When a user's query matches the keyword, the search engine evaluates the bids and allocates slots to the advertisers that are displayed along side the unpaid algorithmic search results. The advertiser only pays the search engine when its ad is clicked by the user and the price-per-click is determined by the bids of other competing advertisers.

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arXiv2012

Joint Access Point Selection and Power Allocation for Uplink Wireless Networks

We consider the distributed uplink resource allocation problem in a multi-carrier wireless network with multiple access points (APs). Each mobile user can optimize its own transmission rate by selecting a suitable AP and by controlling its transmit power. Our objective is to devise suitable algorithms by which mobile users can jointly perform these tasks in a distributed manner. Our approach relies on a game theoretic formulation of the joint power control and AP selection problem. In the proposed game, each user is a player with an associated strategy containing a discrete variable (the AP selection decision) and a continuous vector (the power allocation among multiple channels). We provide characterizations of the Nash Equilibrium of the proposed game, and present a set of novel algorithms that allow the users to efficiently optimize their rates. Finally, we study the properties of the proposed algorithms as well as their performance via extensive simulations.

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