Title :
Conservative signal processing architectures for asynchronous, distributed optimization part I: General framework
Author :
Baran, Thomas A. ; Lahlou, Tarek A.
Author_Institution :
Digital Signal Process. Group, Massachusetts Inst. of Technol., Cambridge, MA, USA
Abstract :
This paper presents a framework for designing a class of distributed, asynchronous optimization algorithms, realized as signal processing architectures utilizing various conservation principles. The architectures are specifically based on stationarity conditions pertaining to primal and dual variables in a class of generally nonconvex optimization problems. The stationarity conditions, which are closely related to the principles of stationary content and co-content that can be derived using Tellegen´s theorem in electrical networks, are in particular transformed via a linear change of coordinates to obtain a set of linear and nonlinear maps that form the basis for implementation. The resulting algorithms specifically operate by processing a linear superposition of primal and dual decision variables using the associated maps, coupled using synchronous or asynchronous delay elements to form a distributed system. A table is provided containing specific example elements that can be assembled to form various optimization algorithms directly from the corresponding problem statements.
Keywords :
concave programming; signal processing; Tellegen electrical network theorem; asynchronous delay elements; asynchronous distributed optimization algorithm; co-content principle; conservation principles; conservative signal processing architecture; dual variable; generally nonconvex optimization problems; linear superposition; primal variable; stationarity condition; stationary content principle; synchronous delay elements; Algorithm design and analysis; Computer architecture; Delays; Optimization; Signal processing; Signal processing algorithms; Vectors; Asynchronous optimization; conservation; distributed optimization;
Conference_Titel :
Signal and Information Processing (GlobalSIP), 2014 IEEE Global Conference on
Conference_Location :
Atlanta, GA
DOI :
10.1109/GlobalSIP.2014.7032073