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Alex Olshevsky

Publications and source records attributed to Alex Olshevsky.

At least 73 records · Page 4Linked to original sources

Eigenvalue Clustering, Control Energy, and Logarithmic Capacity

We prove two bounds showing that if the eigenvalues of a matrix are clustered in a region of the complex plane then the corresponding discrete-time linear system requires significant energy to control. A curious feature of one of our bounds is that the dependence on the region is via its logarithmic capacity, which is a measure of how well a unit of mass may be spread out over the region to minimize a logarithmic potential.

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Convergence Time of Quantized Metropolis Consensus Over Time-Varying Networks

We consider the quantized consensus problem on undirected time-varying connected graphs with n nodes, and devise a protocol with fast convergence time to the set of consensus points. Specifically, we show that when the edges of each network in a sequence of connected time-varying networks are activated based on Poisson processes with Metropolis rates, the expected convergence time to the set of consensus points is at most O(n^2 log^2 n), where each node performs a constant number of updates per unit time.

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Network Independent Rates in Distributed Learning

We propose a new belief update rule for Distributed Non-Bayesian learning in time-varying directed graphs, where a group of agents tries to collectively identify a hypothesis that best describes a sequence of observed data. We show that the proposed update rule, inspired by the Push-Sum algorithm, is consistent, moreover we provide an explicit characterization of its convergence rate. Our main result states that, after a transient time, all agents will concentrate their beliefs at a network independent rate. Network independent rates were not available for other consensus based distributed learning algorithms.

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Nonasymptotic Convergence Rates for Cooperative Learning Over Time-Varying Directed Graphs

We study the problem of distributed hypothesis testing with a network of agents where some agents repeatedly gain access to information about the correct hypothesis. The group objective is to globally agree on a joint hypothesis that best describes the observed data at all the nodes. We assume that the agents can interact with their neighbors in an unknown sequence of time-varying directed graphs. Following the pioneering work of Jadbabaie, Molavi, Sandroni, and Tahbaz-Salehi, we propose local learning dynamics which combine Bayesian updates at each node with a local aggregation rule of private agent signals. We show that these learning dynamics drive all agents to the set of hypotheses which best explain the data collected at all nodes as long as the sequence of interconnection graphs is uniformly strongly connected. Our main result establishes a non-asymptotic, explicit, geometric convergence rate for the learning dynamic.

math.OC↗

On Primitivity of Sets of Matrices

A nonnegative matrix $A$ is called primitive if $A^k$ is positive for some integer $k>0$. A generalization of this concept to finite sets of matrices is as follows: a set of matrices $\mathcal M = \{A_1, A_2, \ldots, A_m \}$ is primitive if $A_{i_1} A_{i_2} \ldots A_{i_k}$ is positive for some indices $i_1, i_2, ..., i_k$. The concept of primitive sets of matrices comes up in a number of problems within the study of discrete-time switched systems. In this paper, we analyze the computational complexity of deciding if a given set of matrices is primitive and we derive bounds on the length of the shortest positive product. We show that while primitivity is algorithmically decidable, unless $P=NP$ it is not possible to decide primitivity of a matrix set in polynomial time. Moreover, we show that the length of the shortest positive sequence can be superpolynomial in the dimension of the matrices. On the other hand, defining ${\mathcal P}$ to be the set of matrices with no zero rows or columns, we give a simple combinatorial proof of a previously-known characterization of primitivity for matrices in ${\mathcal P}$ which can be tested in polynomial time. This latter observation is related to the well-known 1964 conjecture of Cerny on synchronizing automata; in fact, any bound on the minimal length of a synchronizing word for synchronizing automata immediately translates into a bound on the length of the shortest positive product of a primitive set of matrices in ${\mathcal P}$. In particular, any primitive set of $n \times n$ matrices in ${\mathcal P}$ has a positive product of length $O(n^3)$.

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Stochastic Gradient-Push for Strongly Convex Functions on Time-Varying Directed Graphs

We investigate the convergence rate of the recently proposed subgradient-push method for distributed optimization over time-varying directed graphs. The subgradient-push method can be implemented in a distributed way without requiring knowledge of either the number of agents or the graph sequence; each node is only required to know its out-degree at each time. Our main result is a convergence rate of $O \left((\ln t)/t \right)$ for strongly convex functions with Lipschitz gradients even if only stochastic gradient samples are available; this is asymptotically faster than the $O \left((\ln t)/\sqrt{t} \right)$ rate previously known for (general) convex functions.

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Cooperative learning in multi-agent systems from intermittent measurements

Motivated by the problem of tracking a direction in a decentralized way, we consider the general problem of cooperative learning in multi-agent systems with time-varying connectivity and intermittent measurements. We propose a distributed learning protocol capable of learning an unknown vector $μ$ from noisy measurements made independently by autonomous nodes. Our protocol is completely distributed and able to cope with the time-varying, unpredictable, and noisy nature of inter-agent communication, and intermittent noisy measurements of $μ$. Our main result bounds the learning speed of our protocol in terms of the size and combinatorial features of the (time-varying) networks connecting the nodes.

math.OC↗

Minimum Input Selection for Structural Controllability

Given a linear system $\dot{x} = Ax$, where $A$ is an $n \times n$ matrix with $m$ nonzero entries, we consider the problem of finding the smallest set of state variables to affect with an input so that the resulting system is structurally controllable. We further assume we are given a set of "forbidden state variables" $F$ which cannot be affected with an input and which we have to avoid in our selection. Our main result is that this problem can be solved deterministically in $O(n+m \sqrt{n})$ operations.

math.OC↗

How to decide consensus? A combinatorial necessary and sufficient condition and a proof that consensus is decidable but NP-hard

A set of stochastic matrices ${\cal P}$ is a consensus set if for every sequence of matrices $P(1), P(2), \ldots$ whose elements belong to ${\cal P}$ and every initial state $x(0)$, the sequence of states defined by $x(t) = P(t) P(t-1) \cdots P(1) x(0)$ converges to a vector whose entries are all identical. In this paper, we introduce an "avoiding set condition" for compact sets of matrices and prove in our main theorem that this explicit combinatorial condition is both necessary and sufficient for consensus. We show that several of the conditions for consensus proposed in the literature can be directly derived from the avoiding set condition. The avoiding set condition is easy to check with an elementary algorithm, and so our result also establishes that consensus is algorithmically decidable. Direct verification of the avoiding set condition may require more than a polynomial time number of operations. This is however likely to be the case for any consensus checking algorithm since we also prove in this paper that unless $P=NP$, consensus cannot be decided in polynomial time.

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Minimal Controllability Problems

Given a linear system, we consider the problem of finding a small set of variables to affect with an input so that the resulting system is controllable. We show that this problem is NP-hard; indeed, we show that even approximating the minimum number of variables that need to be affected within a multiplicative factor of $c \log n$ is NP-hard for some positive $c$. On the positive side, we show it is possible to find sets of variables matching this inapproximability barrier in polynomial time. This can be done by a simple greedy heuristic which sequentially picks variables to maximize the rank increase of the controllability matrix. Experiments on Erdos-Renyi random graphs demonstrate this heuristic almost always succeeds at findings the minimum number of variables.

math.OC↗

Distributed optimization over time-varying directed graphs

We consider distributed optimization by a collection of nodes, each having access to its own convex function, whose collective goal is to minimize the sum of the functions. The communications between nodes are described by a time-varying sequence of directed graphs, which is uniformly strongly connected. For such communications, assuming that every node knows its out-degree, we develop a broadcast-based algorithm, termed the subgradient-push, which steers every node to an optimal value under a standard assumption of subgradient boundedness. The subgradient-push requires no knowledge of either the number of agents or the graph sequence to implement. Our analysis shows that the subgradient-push algorithm converges at a rate of $O(\ln(t)/\sqrt{t})$, where the constant depends on the initial values at the nodes, the subgradient norms, and, more interestingly, on both the consensus speed and the imbalances of influence among the nodes.

math.OC↗

Consensus with Ternary Messages

We provide a protocol for real-valued average consensus by networks of agents which exchange only a single message from the ternary alphabet {-1,0,1} between neighbors at each step. Our protocol works on time-varying undirected graphs subject to a connectivity condition, has a worst-case convergence time which is polynomial in the number of agents and the initial values, and requires no global knowledge about the graph topologies on the part of each node to implement except for knowing an upper bound on the degrees of its neighbors.

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Degree Fluctuations and the Convergence Time of Consensus Algorithms

We consider a consensus algorithm in which every node in a sequence of undirected, B-connected graphs assigns equal weight to each of its neighbors. Under the assumption that the degree of each node is fixed (except for times when the node has no connections to other nodes), we show that consensus is achieved within a given accuracy $ε$ on n nodes in time $B+4n^3 B \ln(2n/ε)$. Because there is a direct relation between consensus algorithms in time-varying environments and inhomogeneous random walks, our result also translates into a general statement on such random walks. Moreover, we give a simple proof of a result of Cao, Spielman, and Morse that the worst case convergence time becomes exponentially large in the number of nodes $n$ under slight relaxation of the degree constancy assumption.

math.OC↗

Nonuniform Coverage Control on the Line

This paper investigates control laws allowing mobile, autonomous agents to optimally position themselves on the line for distributed sensing in a nonuniform field. We show that a simple static control law, based only on local measurements of the field by each agent, drives the agents close to the optimal positions after the agents execute in parallel a number of sensing/movement/computation rounds that is essentially quadratic in the number of agents. Further, we exhibit a dynamic control law which, under slightly stronger assumptions on the capabilities and knowledge of each agent, drives the agents close to the optimal positions after the agents execute in parallel a number of sensing/communication/computation/movement rounds that is essentially linear in the number of agents. Crucially, both algorithms are fully distributed and robust to unpredictable loss and addition of agents.

math.OC↗

Distributed anonymous discrete function computation

We propose a model for deterministic distributed function computation by a network of identical and anonymous nodes. In this model, each node has bounded computation and storage capabilities that do not grow with the network size. Furthermore, each node only knows its neighbors, not the entire graph. Our goal is to characterize the class of functions that can be computed within this model. In our main result, we provide a necessary condition for computability which we show to be nearly sufficient, in the sense that every function that satisfies this condition can at least be approximated. The problem of computing suitably rounded averages in a distributed manner plays a central role in our development; we provide an algorithm that solves it in time that grows quadratically with the size of the network.

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NP-hardness of Deciding Convexity of Quartic Polynomials and Related Problems

We show that unless P=NP, there exists no polynomial time (or even pseudo-polynomial time) algorithm that can decide whether a multivariate polynomial of degree four (or higher even degree) is globally convex. This solves a problem that has been open since 1992 when N. Z. Shor asked for the complexity of deciding convexity for quartic polynomials. We also prove that deciding strict convexity, strong convexity, quasiconvexity, and pseudoconvexity of polynomials of even degree four or higher is strongly NP-hard. By contrast, we show that quasiconvexity and pseudoconvexity of odd degree polynomials can be decided in polynomial time.

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Efficient Information Aggregation Strategies for Distributed Control and Signal Processing

This thesis is concerned with distributed control and coordination of networks consisting of multiple, potentially mobile, agents. This is motivated mainly by the emergence of large scale networks characterized by the lack of centralized access to information and time-varying connectivity. Control and optimization algorithms deployed in such networks should be completely distributed, relying only on local observations and information, and robust against unexpected changes in topology such as link failures. We will describe protocols to solve certain control and signal processing problems in this setting. We will demonstrate that a key challenge for such systems is the problem of computing averages in a decentralized way. Namely, we will show that a number of distributed control and signal processing problems can be solved straightforwardly if solutions to the averaging problem are available. The rest of the thesis will be concerned with algorithms for the averaging problem and its generalizations. We will (i) derive the fastest known averaging algorithms in a variety of settings and subject to a variety of communication and storage constraints (ii) prove a lower bound identifying a fundamental barrier for averaging algorithms (iii) propose a new model for distributed function computation which reflects the constraints facing many large-scale networks, and nearly characterize the general class of functions which can be computed in this model.

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Matrix P-norms are NP-hard to approximate if p \neq 1,2,\infty

We show that for any rational p \in [1,\infty) except p = 1, 2, unless P = NP, there is no polynomial-time algorithm for approximating the matrix p-norm to arbitrary relative precision. We also show that for any rational p\in [1,\infty) including p = 1, 2, unless P = NP, there is no polynomial-time algorithm approximates the \infty, p mixed norm to some fixed relative precision.

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