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Gesualdo Scutari

Publications and source records attributed to Gesualdo Scutari.

68 records · Page 4Linked to original sources
arXiv2013

Decomposition by Partial Linearization: Parallel Optimization of Multi-Agent Systems

We propose a novel decomposition framework for the distributed optimization of general nonconvex sum-utility functions arising naturally in the system design of wireless multiuser 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 adhoc methods proposed for very specific problems. Interestingly, our framework contains as special cases well-known gradient algorithms for nonconvex sum-utility problems, and many blockcoordinate descent schemes for convex functions.

cs.IT↗
arXiv2012

Joint Sensing and Power Allocation in Nonconvex Cognitive Radio Games: Nash Equilibria and Distributed Algorithms

In this paper, we propose a novel class of Nash problems for Cognitive Radio (CR) networks, modeled as Gaussian frequency-selective interference channels, wherein each secondary user (SU) competes against the others to maximize his own opportunistic throughput by choosing jointly the sensing duration, the detection thresholds, and the vector power allocation. The proposed general formulation allows to accommodate several (transmit) power and (deterministic/probabilistic) interference constraints, such as constraints on the maximum individual and/or aggregate (probabilistic) interference tolerable at the primary receivers. To keep the optimization as decentralized as possible, global (coupling) interference constraints are imposed by penalizing each SU with a set of time-varying prices based upon his contribution to the total interference; the prices are thus additional variable to optimize. The resulting players' optimization problems are nonconvex; moreover, there are possibly price clearing conditions associated with the global constraints to be satisfied by the solution. All this makes the analysis of the proposed games a challenging task; none of classical results in the game theory literature can be successfully applied. The main contribution of this paper is to develop a novel optimization-based theory for studying the proposed nonconvex games; we provide a comprehensive analysis of the existence and uniqueness of a standard Nash equilibrium, devise alternative best-response based algorithms, and establish their convergence.

cs.IT↗
arXiv2012

Joint Sensing and Power Allocation in Nonconvex Cognitive Radio Games: Quasi-Nash Equilibria

In this paper, we propose a novel class of Nash problems for Cognitive Radio (CR) networks composed of multiple primary users (PUs) and secondary users (SUs) wherein each SU (player) competes against the others to maximize his own opportunistic throughput by choosing jointly the sensing duration, the detection thresholds, and the vector power allocation over a multichannel link. In addition to power budget constraints, several (deterministic or probabilistic) interference constraints can be accommodated in the proposed general formulation, such as constraints on the maximum individual/aggregate (probabilistic) interference tolerable from the PUs. To keep the optimization as decentralized as possible, global interference constraints, when present, are imposed via pricing; the prices are thus additional variables to be optimized. The resulting players' optimization problems are nonconvex and there are price clearance conditions associated with the nonconvex global interference constraints to be satisfied by the equilibria of the game, which make the analysis of the proposed game a challenging task; none of classical results in the game theory literature can be successfully applied. To deal with the nonconvexity of the game, we introduce a relaxed equilibrium concept, the Quasi-Nash Equilibrium (QNE), and study its main properties, performance, and connection with local Nash equilibria. Quite interestingly, the proposed game theoretical formulations yield a considerable performance improvement with respect to current centralized and decentralized designs of CR systems, which validates the concept of QNE.

cs.IT↗
arXiv2008

The MIMO Iterative Waterfilling Algorithm

This paper considers the non-cooperative maximization of mutual information in the vector Gaussian interference channel in a fully distributed fashion via game theory. This problem has been widely studied in a number of works during the past decade for frequency-selective channels, and recently for the more general MIMO case, for which the state-of-the art results are valid only for nonsingular square channel matrices. Surprisingly, these results do not hold true when the channel matrices are rectangular and/or rank deficient matrices. The goal of this paper is to provide a complete characterization of the MIMO game for arbitrary channel matrices, in terms of conditions guaranteeing both the uniqueness of the Nash equilibrium and the convergence of asynchronous distributed iterative waterfilling algorithms. Our analysis hinges on new technical intermediate results, such as a new expression for the MIMO waterfilling projection valid (also) for singular matrices, a mean-value theorem for complex matrix-valued functions, and a general contraction theorem for the multiuser MIMO watefilling mapping valid for arbitrary channel matrices. The quite surprising result is that uniqueness/convergence conditions in the case of tall (possibly singular) channel matrices are more restrictive than those required in the case of (full rank) fat channel matrices. We also propose a modified game and algorithm with milder conditions for the uniqueness of the equilibrium and convergence, and virtually the same performance (in terms of Nash equilibria) of the original game.

cs.IT↗
arXiv2008

Competitive Design of Multiuser MIMO Systems based on Game Theory: A Unified View

This paper considers the noncooperative maximization of mutual information in the Gaussian interference channel in a fully distributed fashion via game theory. This problem has been studied in a number of papers during the past decade for the case of frequency-selective channels. A variety of conditions guaranteeing the uniqueness of the Nash Equilibrium (NE) and convergence of many different distributed algorithms have been derived. In this paper we provide a unified view of the state-of-the-art results, showing that most of the techniques proposed in the literature to study the game, even though apparently different, can be unified using our recent interpretation of the waterfilling operator as a projection onto a proper polyhedral set. Based on this interpretation, we then provide a mathematical framework, useful to derive a unified set of sufficient conditions guaranteeing the uniqueness of the NE and the global convergence of waterfilling based asynchronous distributed algorithms. The proposed mathematical framework is also instrumental to study the extension of the game to the more general MIMO case, for which only few results are available in the current literature. The resulting algorithm is, similarly to the frequency-selective case, an iterative asynchronous MIMO waterfilling algorithm. The proof of convergence hinges again on the interpretation of the MIMO waterfilling as a matrix projection, which is the natural generalization of our results obtained for the waterfilling mapping in the frequency-selective case.

cs.IT↗
arXiv2008

Distributed Consensus over Wireless Sensor Networks Affected by Multipath Fading

The design of sensor networks capable of reaching a consensus on a globally optimal decision test, without the need for a fusion center, is a problem that has received considerable attention in the last years. Many consensus algorithms have been proposed, with convergence conditions depending on the graph describing the interaction among the nodes. In most works, the graph is undirected and there are no propagation delays. Only recently, the analysis has been extended to consensus algorithms incorporating propagation delays. In this work, we propose a consensus algorithm able to converge to a globally optimal decision statistic, using a wideband wireless network, governed by a fairly simple MAC mechanism, where each link is a multipath, frequency-selective, channel. The main contribution of the paper is to derive necessary and sufficient conditions on the network topology and sufficient conditions on the channel transfer functions guaranteeing the exponential convergence of the consensus algorithm to a globally optimal decision value, for any bounded delay condition.

cs.DC↗
arXiv2008

Distributed Power Allocation with Rate Constraints in Gaussian Parallel Interference Channels

This paper considers the minimization of transmit power in Gaussian parallel interference channels, subject to a rate constraint for each user. To derive decentralized solutions that do not require any cooperation among the users, we formulate this power control problem as a (generalized) Nash equilibrium game. We obtain sufficient conditions that guarantee the existence and nonemptiness of the solution set to our problem. Then, to compute the solutions of the game, we propose two distributed algorithms based on the single user waterfilling solution: The \emph{sequential} and the \emph{simultaneous} iterative waterfilling algorithms, wherein the users update their own strategies sequentially and simultaneously, respectively. We derive a unified set of sufficient conditions that guarantee the uniqueness of the solution and global convergence of both algorithms. Our results are applicable to all practical distributed multipoint-to-multipoint interference systems, either wired or wireless, where a quality of service in terms of information rate must be guaranteed for each link.

cs.IT↗
arXiv2008

Asynchronous Iterative Waterfilling for Gaussian Frequency-Selective Interference Channels

This paper considers the maximization of information rates for the Gaussian frequency-selective interference channel, subject to power and spectral mask constraints on each link. To derive decentralized solutions that do not require any cooperation among the users, the optimization problem is formulated as a static noncooperative game of complete information. To achieve the so-called Nash equilibria of the game, we propose a new distributed algorithm called asynchronous iterative waterfilling algorithm. In this algorithm, the users update their power spectral density in a completely distributed and asynchronous way: some users may update their power allocation more frequently than others and they may even use outdated measurements of the received interference. The proposed algorithm represents a unified framework that encompasses and generalizes all known iterative waterfilling algorithms, e.g., sequential and simultaneous versions. The main result of the paper consists of a unified set of conditions that guarantee the global converge of the proposed algorithm to the (unique) Nash equilibrium of the game.

cs.IT↗
arXiv2007

Distributed Decision Through Self-Synchronizing Sensor Networks in the Presence of Propagation Delays and Asymmetric Channels

In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local measurements. We model the interaction among the nodes as a directed graph with weights (possibly) dependent on the radio channels and we pose special attention to the effect of the propagation delay occurring in the exchange of data among sensors, as a function of the network geometry. We derive necessary and sufficient conditions for the proposed system to reach a consensus on globally optimal decision statistics. One of the major results proved in this work is that a consensus is reached with exponential convergence speed for any bounded delay condition if and only if the directed graph is quasi-strongly connected. We provide a closed form expression for the global consensus, showing that the effect of delays is, in general, the introduction of a bias in the final decision. Finally, we exploit our closed form expression to devise a double-step consensus mechanism able to provide an unbiased estimate with minimum extra complexity, without the need to know or estimate the channel parameters.

cs.MA↗
arXiv2007

Optimal Linear Precoding Strategies for Wideband Non-Cooperative Systems based on Game Theory-Part II: Algorithms

In this two-part paper, we address the problem of finding the optimal precoding/multiplexing scheme for a set of non-cooperative links sharing the same physical resources, e.g., time and bandwidth. We consider two alternative optimization problems: P.1) the maximization of mutual information on each link, given constraints on the transmit power and spectral mask; and P.2) the maximization of the transmission rate on each link, using finite order constellations, under the same constraints as in P.1, plus a constraint on the maximum average error probability on each link. Aiming at finding decentralized strategies, we adopted as optimality criterion the achievement of a Nash equilibrium and thus we formulated both problems P.1 and P.2 as strategic noncooperative (matrix-valued) games. In Part I of this two-part paper, after deriving the optimal structure of the linear transceivers for both games, we provided a unified set of sufficient conditions that guarantee the uniqueness of the Nash equilibrium. In this Part II, we focus on the achievement of the equilibrium and propose alternative distributed iterative algorithms that solve both games. Specifically, the new proposed algorithms are the following: 1) the sequential and simultaneous iterative waterfilling based algorithms, incorporating spectral mask constraints; 2) the sequential and simultaneous gradient projection based algorithms, establishing an interesting link with variational inequality problems. Our main contribution is to provide sufficient conditions for the global convergence of all the proposed algorithms which, although derived under stronger constraints, incorporating for example spectral mask constraints, have a broader validity than the convergence conditions known in the current literature for the sequential iterative waterfilling algorithm.

cs.IT↗
arXiv2007

Optimal Linear Precoding Strategies for Wideband Non-Cooperative Systems based on Game Theory-Part I: Nash Equilibria

In this two-parts paper we propose a decentralized strategy, based on a game-theoretic formulation, to find out the optimal precoding/multiplexing matrices for a multipoint-to-multipoint communication system composed of a set of wideband links sharing the same physical resources, i.e., time and bandwidth. We assume, as optimality criterion, the achievement of a Nash equilibrium and consider two alternative optimization problems: 1) the competitive maximization of mutual information on each link, given constraints on the transmit power and on the spectral mask imposed by the radio spectrum regulatory bodies; and 2) the competitive maximization of the transmission rate, using finite order constellations, under the same constraints as above, plus a constraint on the average error probability. In Part I of the paper, we start by showing that the solution set of both noncooperative games is always nonempty and contains only pure strategies. Then, we prove that the optimal precoding/multiplexing scheme for both games leads to a channel diagonalizing structure, so that both matrix-valued problems can be recast in a simpler unified vector power control game, with no performance penalty. Thus, we study this simpler game and derive sufficient conditions ensuring the uniqueness of the Nash equilibrium. Interestingly, although derived under stronger constraints, incorporating for example spectral mask constraints, our uniqueness conditions have broader validity than previously known conditions. Finally, we assess the goodness of the proposed decentralized strategy by comparing its performance with the performance of a Pareto-optimal centralized scheme. To reach the Nash equilibria of the game, in Part II, we propose alternative distributed algorithms, along with their convergence conditions.

cs.IT↗
arXiv2007

Distributed Decision Through Self-Synchronizing Sensor Networks in the Presence of Propagation Delays and Nonreciprocal Channels

In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local measurements. We model the interaction among the nodes as a directed graph with weights dependent on the radio interface and we pose special attention to the effect of the propagation delays occurring in the exchange of data among sensors, as a function of the network geometry. We derive necessary and sufficient conditions for the proposed system to reach a consensus on globally optimal decision statistics. One of the major results proved in this work is that a consensus is achieved for any bounded delay condition if and only if the directed graph is quasi-strongly connected. We also provide a closed form expression for the global consensus, showing that the effect of delays is, in general, to introduce a bias in the final decision. The closed form expression is also useful to modify the consensus mechanism in order to get rid of the bias with minimum extra complexity.

cs.IT↗
arXiv2006

Decentralized Maximum Likelihood Estimation for Sensor Networks Composed of Nonlinearly Coupled Dynamical Systems

In this paper we propose a decentralized sensor network scheme capable to reach a globally optimum maximum likelihood (ML) estimate through self-synchronization of nonlinearly coupled dynamical systems. Each node of the network is composed of a sensor and a first-order dynamical system initialized with the local measurements. Nearby nodes interact with each other exchanging their state value and the final estimate is associated to the state derivative of each dynamical system. We derive the conditions on the coupling mechanism guaranteeing that, if the network observes one common phenomenon, each node converges to the globally optimal ML estimate. We prove that the synchronized state is globally asymptotically stable if the coupling strength exceeds a given threshold. Acting on a single parameter, the coupling strength, we show how, in the case of nonlinear coupling, the network behavior can switch from a global consensus system to a spatial clustering system. Finally, we show the effect of the network topology on the scalability properties of the network and we validate our theoretical findings with simulation results.

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