arXiv subjects

Duong Tung Nguyen

Publications and source records attributed to Duong Tung Nguyen.

32 records · Page 2Linked to original sources

arXiv2023

Nash equilibrium seeking over digraphs with row-stochastic matrices and network-independent step-sizes

In this paper, we address the challenge of Nash equilibrium (NE) seeking in non-cooperative convex games with partial-decision information. We propose a distributed algorithm, where each agent refines its strategy through projected-gradient steps and an averaging procedure. Each agent uses estimates of competitors' actions obtained solely from local neighbor interactions, in a directed communication network. Unlike previous approaches that rely on (strong) monotonicity assumptions, this work establishes the convergence towards a NE under a diagonal dominance property of the pseudo-gradient mapping, that can be checked locally by the agents. Further, this condition is physically interpretable and of relevance for many applications, as it suggests that an agent's objective function is primarily influenced by its individual strategic decisions, rather than by the actions of its competitors. In virtue of a novel block-infinity norm convergence argument, we provide explicit bounds for constant step-size that are independent of the communication structure, and can be computed in a totally decentralized way. Numerical simulations on an optical network's power control problem validate the algorithm's effectiveness.

cs.GT↗

arXiv2023

Resilient Edge Service Placement under Demand and Node Failure Uncertainties

Resiliency plays a critical role in designing future communication networks. How to make edge computing systems resilient against unpredictable failures and fluctuating demand is an important and challenging problem. To this end, this paper investigates a resilient service placement and workload allocation problem for a service provider (SP) who can procure resources from numerous edge nodes to serve its users, considering both resource demand and node failure uncertainties. We introduce a novel two-stage adaptive robust model to capture this problem. The service placement and resource procurement decisions are optimized in the first stage while the workload allocation decision is determined in the second stage after the uncertainty realization. By exploiting the special structure of the uncertainty set, we develop an efficient iterative algorithm that can converge to an exact optimal solution within a finite number of iterations. We further present an affine decision rule approximation approach for solving large-scale problem instances in a reasonable time. Extensive numerical results demonstrate the advantages of the proposed model and approaches, which can help the SP make proactive decisions to mitigate the impacts of the uncertainties.

math.OC↗

arXiv2023

Accelerated $AB$/Push-Pull Methods for Distributed Optimization over Time-Varying Directed Networks

This paper investigates a novel approach for solving the distributed optimization problem in which multiple agents collaborate to find the global decision that minimizes the sum of their individual cost functions. First, the $AB$/Push-Pull gradient-based algorithm is considered, which employs row- and column-stochastic weights simultaneously to track the optimal decision and the gradient of the global cost function, ensuring consensus on the optimal decision. Building on this algorithm, we then develop a general algorithm that incorporates acceleration techniques, such as heavy-ball momentum and Nesterov momentum, as well as their combination with non-identical momentum parameters. Previous literature has established the effectiveness of acceleration methods for various gradient-based distributed algorithms and demonstrated linear convergence for static directed communication networks. In contrast, we focus on time-varying directed communication networks and establish linear convergence of the methods to the optimal solution, when the agents' cost functions are smooth and strongly convex. Additionally, we provide explicit bounds for the step-size value and momentum parameters, based on the properties of the cost functions, the mixing matrices, and the graph connectivity structures. Our numerical results illustrate the benefits of the proposed acceleration techniques on the $AB$/Push-Pull algorithm.

math.OC↗

arXiv2023

Geometric Convergence of Distributed Heavy-Ball Nash Equilibrium Algorithm over Time-Varying Digraphs with Unconstrained Actions

This paper presents a new distributed algorithm that leverages heavy-ball momentum and a consensus-based gradient method to find a Nash equilibrium (NE) in a class of non-cooperative convex games with unconstrained action sets. In this approach, each agent in the game has access to its own smooth local cost function and can exchange information with its neighbors over a communication network. The main novelty of our work is the incorporation of heavy-ball momentum in the context of non-cooperative games that operate on fully-decentralized, directed, and time-varying communication graphs, while also accommodating non-identical step-sizes and momentum parameters. Overcoming technical challenges arising from the dynamic and asymmetric nature of mixing matrices and the presence of an additional momentum term, we provide a rigorous proof of the geometric convergence to the NE. Moreover, we establish explicit bounds for the step-size values and momentum parameters based on the characteristics of the cost functions, mixing matrices, and graph connectivity structures. We perform numerical simulations on a Nash-Cournot game to demonstrate accelerated convergence of the proposed algorithm compared to that of the existing methods.

cs.GT↗

arXiv2023

Quantum-based Distributed Algorithms for Edge Node Placement and Workload Allocation

Edge computing is a promising technology that offers a superior user experience and enables various innovative Internet of Things applications. In this paper, we present a mixed-integer linear programming (MILP) model for optimal edge server placement and workload allocation, which is known to be NP-hard. To this end, we explore the possibility of addressing this computationally challenging problem using quantum computing. However, existing quantum solvers are limited to solving unconstrained binary programming problems. To overcome this obstacle, we propose a hybrid quantum-classical solution that decomposes the original problem into a quadratic unconstrained binary optimization (QUBO) problem and a linear program (LP) subproblem. The QUBO problem can be solved by a quantum solver, while the LP subproblem can be solved using traditional LP solvers. Our numerical experiments demonstrate the practicality of leveraging quantum supremacy to solve complex optimization problems in edge computing.

quant-ph↗

arXiv2023

CrowdCache: A Decentralized Game-Theoretic Framework for Mobile Edge Content Sharing

Mobile edge computing (MEC) is a promising solution for enhancing the user experience, minimizing content delivery expenses, and reducing backhaul traffic. In this paper, we propose a novel privacy-preserving decentralized game-theoretic framework for resource crowdsourcing in MEC. Our framework models the interactions between a content provider (CP) and multiple mobile edge device users (MEDs) as a non-cooperative game, in which MEDs offer idle storage resources for content caching in exchange for rewards. We introduce efficient decentralized gradient play algorithms for Nash equilibrium (NE) computation by exchanging local information among neighboring MEDs only, thus preventing attackers from learning users' private information. The key challenge in designing such algorithms is that communication among MEDs is not fixed and is facilitated by a sequence of undirected time-varying graphs. Our approach achieves linear convergence to the NE without imposing any assumptions on the values of parameters in the local objective functions, such as requiring strong monotonicity to be stronger than its dependence on other MEDs' actions, which is commonly required in existing literature when the graph is directed time-varying. Extensive simulations demonstrate the effectiveness of our approach in achieving efficient resource outsourcing decisions while preserving the privacy of the edge devices.

cs.GT↗

arXiv2023

A Bandit Approach to Online Pricing for Heterogeneous Edge Resource Allocation

Edge Computing (EC) offers a superior user experience by positioning cloud resources in close proximity to end users. The challenge of allocating edge resources efficiently while maximizing profit for the EC platform remains a sophisticated problem, especially with the added complexity of the online arrival of resource requests. To address this challenge, we propose to cast the problem as a multi-armed bandit problem and develop two novel online pricing mechanisms, the Kullback-Leibler Upper Confidence Bound (KL-UCB) algorithm and the Min-Max Optimal algorithm, for heterogeneous edge resource allocation. These mechanisms operate in real-time and do not require prior knowledge of demand distribution, which can be difficult to obtain in practice. The proposed posted pricing schemes allow users to select and pay for their preferred resources, with the platform dynamically adjusting resource prices based on observed historical data. Numerical results show the advantages of the proposed mechanisms compared to several benchmark schemes derived from traditional bandit algorithms, including the Epsilon-Greedy, basic UCB, and Thompson Sampling algorithms.

cs.LG↗

arXiv2023

A Fairness-Aware Attacker-Defender Model for Optimal Edge Network Operation and Protection

While various aspects of edge computing (EC) have been studied extensively, the current literature has overlooked the robust edge network operations and planning problem. To this end, this letter proposes a novel fairness-aware attacker-defender model for optimal edge network operation and hardening against possible attacks and disruptions. The proposed model helps EC platforms identify the set of most critical nodes to be protected to mitigate the impact of failures on system performance. Numerical results show that the proposed solution can not only ensure good service quality but also maintain fairness among different areas during disruptions.

math.OC↗

arXiv2022

AB/Push-Pull Method for Distributed Optimization in Time-Varying Directed Networks

In this paper, we study the distributed optimization problem for a system of agents embedded in time-varying directed communication networks. Each agent has its own cost function and agents cooperate to determine the global decision that minimizes the summation of all individual cost functions. We consider the so-called push-pull gradient-based algorithm (termed as AB/Push-Pull) which employs both row- and column-stochastic weights simultaneously to track the optimal decision and the gradient of the global cost while ensuring consensus and optimality. We show that the algorithm converges linearly to the optimal solution over a time-varying directed network for a constant stepsize when the agent's cost function is smooth and strongly convex. The linear convergence of the method has been shown in Saadatniaki et al. (2020), where the multi-step consensus contraction parameters for row- and column-stochastic mixing matrices are not directly related to the underlying graph structure, and the explicit range for the stepsize value is not provided. With respect to Saadatniaki et al. (2020), the novelty of this work is twofold: (1) we establish the one-step consensus contraction for both row- and column-stochastic mixing matrices with the contraction parameters given explicitly in terms of the graph diameter and other graph properties; and (2) we provide explicit upper bounds for the stepsize value in terms of the properties of the cost functions, the mixing matrices, and the graph connectivity structure.

math.OC↗

arXiv2022

A Bilevel Programming Framework for Joint Edge Resource Management and Pricing

The emerging edge computing paradigm promises to provide low latency and ubiquitous computation to numerous mobile and Internet of Things (IoT) devices at the network edge. How to efficiently allocate geographically distributed heterogeneous edge resources to a variety of services is a challenging task. While this problem has been studied extensively in recent years, most of the previous work has largely ignored the preferences of the services when making edge resource allocation decisions. To this end, this paper introduces a novel bilevel optimization model, which explicitly takes the service preferences into consideration, to study the interaction between an EC platform and multiple services. The platform manages a set of edge nodes (ENs) and acts as the leader while the services are the followers. Given the service placement and resource pricing decisions of the leader, each service decides how to optimally divide its workload to different ENs. The proposed framework not only maximizes the profit of the platform but also minimizes the cost of every service. When there is a single EN, we derive a simple analytic solution for the underlying problem. For the general case with multiple ENs and multiple services, we present a Karush Kuhn Tucker based solution and a duality based solution, combining with a series of linearizations, to solve the bilevel problem. Extensive numerical results are shown to illustrate the efficacy of the proposed model.

cs.DC↗

arXiv2020

Two-Stage Robust Edge Service Placement and Sizing under Demand Uncertainty

Edge computing has emerged as a key technology to reduce network traffic, improve user experience, and enable various Internet of Things applications. From the perspective of a service provider (SP), how to jointly optimize the service placement, sizing, and workload allocation decisions is an important and challenging problem, which becomes even more complicated when considering demand uncertainty. To this end, we propose a novel two-stage adaptive robust optimization framework to help the SP optimally determine the locations for installing their service (i.e., placement) and the amount of computing resource to purchase from each location (i.e., sizing). The service placement and sizing solution of the proposed model can hedge against any possible realization within the uncertainty set of traffic demand. Given the first-stage robust solution, the optimal resource and workload allocation decisions are computed in the second-stage after the uncertainty is revealed. To solve the two-stage model, in this paper, we present an iterative solution by employing the column-and-constraint generation method that decomposes the underlying problem into a master problem and a max-min subproblem associated with the second stage. Extensive numerical results are shown to illustrate the effectiveness of the proposed two-stage robust optimization model.

cs.DC↗

arXiv2019

A Market-Based Framework for Multi-Resource Allocation in Fog Computing

Fog computing is transforming the network edge into an intelligent platform by bringing storage, computing, control, and networking functions closer to end-users, things, and sensors. How to allocate multiple resource types (e.g., CPU, memory, bandwidth) of capacity-limited heterogeneous fog nodes to competing services with diverse requirements and preferences in a fair and efficient manner is a challenging task. To this end, we propose a novel market-based resource allocation framework in which the services act as buyers and fog resources act as divisible goods in the market. The proposed framework aims to compute a market equilibrium (ME) solution at which every service obtains its favorite resource bundle under the budget constraint while the system achieves high resource utilization. This work extends the General Equilibrium literature by considering a practical case of satiated utility functions. Also, we introduce the notions of non-wastefulness and frugality for equilibrium selection, and rigorously demonstrate that all the non-wasteful and frugal ME are the optimal solutions to a convex program. Furthermore, the proposed equilibrium is shown to possess salient fairness properties including envy-freeness, sharing-incentive, and proportionality. Another major contribution of this work is to develop a privacy-preserving distributed algorithm, which is of independent interest, for computing an ME while allowing market participants to obfuscate their private information. Finally, extensive performance evaluation is conducted to verify our theoretical analyses.

cs.GT↗

arXiv2018

Price-based Resource Allocation for Edge Computing: A Market Equilibrium Approach

The emerging edge computing paradigm promises to deliver superior user experience and enable a wide range of Internet of Things (IoT) applications. In this work, we propose a new market-based framework for efficiently allocating resources of heterogeneous capacity-limited edge nodes (EN) to multiple competing services at the network edge. By properly pricing the geographically distributed ENs, the proposed framework generates a market equilibrium (ME) solution that not only maximizes the edge computing resource utilization but also allocates optimal (i.e., utility-maximizing) resource bundles to the services given their budget constraints. When the utility of a service is defined as the maximum revenue that the service can achieve from its resource allotment, the equilibrium can be computed centrally by solving the Eisenberg-Gale (EG) convex program. drawn from the economics literature. We further show that the equilibrium allocation is Pareto-optimal and satisfies desired fairness properties including sharing incentive, proportionality, and envy-freeness. Also, two distributed algorithms are introduced, which efficiently converge to an ME. When each service aims to maximize its net profit (i.e., revenue minus cost) instead of the revenue, we derive a novel convex optimization problem and rigorously prove that its solution is exactly an ME. Extensive numerical results are presented to validate the effectiveness of the proposed techniques.

cs.GT↗

arXiv2016

Optimal Energy Management for SmartGrids Considering Thermal Load and Dynamic Pricing

More active participation of the demand side and efficient integration of distributed energy resources (DERs) such as electric vehicles (trVs), energy storage (ES), and renewable energy sources (RESs) into the existing power systems are important design objectives of the future smart grid. In general, effective demand side management (DSM) would benefit both system operators (e.g., peak demand reduction) and electricity customers (e.g., cost saving). For building and home energy scheduling design, heating, ventilation, and air-conditioning (HVAC) systems play a very important role since HVAC power consumption is very significant and the HVAC load can be scheduled flexibly while still maintaining user comfort requirements. This thesis focuses on energy scheduling design for two different application scenarios where HVAC and various DERs are considered to optimize the benefits electric users.

eess.SY↗