We consider a class of resource allocation problems given a set of unconditional constraints whose objective function satisfies Bellman's optimality principle. Such problems are ubiquitous in wireless communication, signal processing, and networking. These constrained combinatorial optimization problems are, in general, NP-Hard. This paper proposes two algorithms to solve this class of problems using a dynamic programming framework assisted by an information-theoretic measure. We demonstrate that the proposed algorithms ensure optimal solutions under carefully chosen conditions and use significantly reduced computational resources. We substantiate our claims by solving the power-constrained bit allocation problem in 5G massive Multiple-Input Multiple-Output receivers using the proposed approach.
In order for a robot to perform a task, several algorithms need to be executed, sometimes, simultaneously. Algorithms can be run either on the robot itself or, upon request, be performed on cloud infrastructure. The term cloud infrastructure is used to describe hardware, storage, abstracted resources, and network resources related to cloud computing. Depending on the decisions on where to execute the algorithms, the overall execution time and necessary memory space for the robot will change accordingly. The price of a robot depends, among other things, on its memory capacity and computational power. We answer the question of how to keep a given performance and use a cheaper robot (lower resources) by assigning computational tasks to the cloud infrastructure, depending on memory, computational power, and communication constraints. Also, for a fixed robot, our model provides a way to have optimal overall performance. We provide a general model for the optimal decision of algorithm allocation under certain constraints. We exemplify the model with simulation results. The main advantage of our model is that it provides an optimal task allocation simultaneously for memory and time.
We study ROUND-UFP and ROUND-SAP, two generalizations of the classical BIN PACKING problem that correspond to the unsplittable flow problem on a path (UFP) and the storage allocation problem (SAP), respectively. We are given a path with capacities on its edges and a set of tasks where for each task we are given a demand and a subpath. In ROUND-UFP, the goal is to find a packing of all tasks into a minimum number of copies (rounds) of the given path such that for each copy, the total demand of tasks on any edge does not exceed the capacity of the respective edge. In ROUND-SAP, the tasks are considered to be rectangles and the goal is to find a non-overlapping packing of these rectangles into a minimum number of rounds such that all rectangles lie completely below the capacity profile of the edges. We show that in contrast to BIN PACKING, both the problems do not admit an asymptotic polynomial-time approximation scheme (APTAS), even when all edge capacities are equal. However, for this setting, we obtain asymptotic $(2+\varepsilon)$-approximations for both problems. For the general case, we obtain an $O(\log\log n)$-approximation algorithm and an $O(\log\log\frac{1}{\delta})$-approximation under $(1+\delta)$-resource augmentation for both problems. For the intermediate setting of the no bottleneck assumption (i.e., the maximum task demand is at most the minimum edge capacity), we obtain absolute $12$- and asymptotic $(16+\varepsilon)$-approximation algorithms for ROUND-UFP and ROUND-SAP, respectively.
Recently, deep neural network (DNN) has been widely adopted in the design of intelligent communication systems thanks to its strong learning ability and low testing complexity. However, most current offline DNN-based methods still suffer from unsatisfactory performance, limited generalization ability, and poor interpretability. In this article, we propose an online DNN-based approach to solve general optimization problems in wireless communications, where a dedicated DNN is trained for each data sample. By treating the optimization variables and the objective function as network parameters and loss function, respectively, the optimization problem can be solved equivalently through network training. Thanks to the online optimization nature and meaningful network parameters, the proposed approach owns strong generalization ability and interpretability, while its superior performance is demonstrated through a practical example of joint beamforming in intelligent reflecting surface (IRS)-aided multi-user multiple-input multiple-output (MIMO) systems. Simulation results show that the proposed online DNN outperforms conventional offline DNN and state-of-the-art iterative optimization algorithm, but with low complexity.
In reconfigurable intelligent surface (RIS) aided millimeter-wave (mmWave) communication systems, in order to overcome the limitation of the conventional channel state information (CSI) acquisition techniques, this paper proposes a location information assisted beamforming design without the requirement of the conventional channel training process. First, we establish the geometrical relation between the channel model and the user location, based on which we derive an approximate CSI error bound based on the user location error by means of Taylor approximation, triangle and power mean inequalities, and semidefinite relaxation (SDR). Second, for combating the uncertainty of the location error, we formulate a worst-case robust beamforming optimization problem. To solve the problem efficiently, we develop a novel iterative algorithm by utilizing various optimization tools such as Lagrange multiplier, matrix inversion lemma, SDR, as well as branch-and-bound (BnB). Additionally, we provide sufficient conditions for the SDR to output rank-one solutions, and modify the BnB algorithm to acquire the phase shift solution under an arbitrary constraint of possible phase shift values. Finally, we analyse the algorithm convergence and complexity, and carry out simulations to validate the theoretical derivation of the CSI error bound and the robustness of the proposed algorithm. Compared with the existing non-robust approach and the robust beamforming techniques based on S-procedure and penalty convex-concave procedure (CCP), our method can converge more quickly and achieve better performance in terms of the worst-case signal-to-noise ratio (SNR) at the receiver.
We study a competitive online optimization problem with multiple inventories. In the problem, an online decision maker seeks to optimize the allocation of multiple capacity-limited inventories over a slotted horizon, while the allocation constraints and revenue function come online at each slot. The problem is challenging as we need to allocate limited inventories under adversarial revenue functions and allocation constraints, while our decisions are coupled among multiple inventories and different slots. We propose a divide-and-conquer approach that allows us to decompose the problem into several single inventory problems and solve it in a two-step manner with almost no optimality loss in terms of competitive ratio (CR). Our approach provides new angles, insights and results to the problem, which differs from the widely-adopted primal-and-dual framework. Specifically, when the gradients of the revenue functions are bounded in a positive range, we show that our approach can achieve a tight CR that is optimal when the number of inventories is small, which is better than all existing ones. For an arbitrary number of inventories, the CR we achieve is within an additive constant of one to a lower bound of the best possible CR among all online algorithms for the problem. We further characterize a general condition for generalizing our approach to different applications. For example, for a generalized one-way trading problem with price elasticity, where no previous results are available, our approach obtains an online algorithm that achieves the optimal CR up to a constant factor.
While many works exploiting an existing Lie group structure have been proposed for state estimation, in particular the Invariant Extended Kalman Filter (IEKF), few papers address the construction of a group structure that allows casting a given system into the framework of invariant filtering. In this paper we introduce a large class of systems encompassing most problems involving a navigating vehicle encountered in practice. For those systems we introduce a novel methodology that systematically provides a group structure for the state space, including vectors of the body frame such as biases. We use it to derive observers having properties akin to those of linear observers or filters. The proposed unifying and versatile framework encompasses all systems where IEKF has proved successful, improves state-of-the art "imperfect" IEKF for inertial navigation with sensor biases, and allows addressing novel examples, like GNSS antenna lever arm estimation.
This paper considers the design of optimal resource allocation policies in wireless communication systems which are generically modeled as a functional optimization problem with stochastic constraints. These optimization problems have the structure of a learning problem in which the statistical loss appears as a constraint, motivating the development of learning methodologies to attempt their solution. To handle stochastic constraints, training is undertaken in the dual domain. It is shown that this can be done with small loss of optimality when using near-universal learning parameterizations. In particular, since deep neural networks (DNN) are near-universal their use is advocated and explored. DNNs are trained here with a model-free primal-dual method that simultaneously learns a DNN parametrization of the resource allocation policy and optimizes the primal and dual variables. Numerical simulations demonstrate the strong performance of the proposed approach on a number of common wireless resource allocation problems.
Millimeter wave (mmWave) is a key technology for fifth-generation (5G) and beyond communications. Hybrid beamforming has been proposed for large-scale antenna systems in mmWave communications. Existing hybrid beamforming designs based on infinite-resolution phase shifters (PSs) are impractical due to hardware cost and power consumption. In this paper, we propose an unsupervised-learning-based scheme to jointly design the analog precoder and combiner with low-resolution PSs for multiuser multiple-input multiple-output (MU-MIMO) systems. We transform the analog precoder and combiner design problem into a phase classification problem and propose a generic neural network architecture, termed the phase classification network (PCNet), capable of producing solutions of various PS resolutions. Simulation results demonstrate the superior sum-rate and complexity performance of the proposed scheme, as compared to state-of-the-art hybrid beamforming designs for the most commonly used low-resolution PS configurations.
We address the problem of finding the optimal policy of a constrained Markov decision process (CMDP) using a gradient descent-based algorithm. Previous results have shown that a primal-dual approach can achieve an $\mathcal{O}(1/\sqrt{T})$ global convergence rate for both the optimality gap and the constraint violation. We propose a new algorithm called policy mirror descent-primal dual (PMD-PD) algorithm that can provably achieve a faster $\mathcal{O}(\log(T)/T)$ convergence rate for both the optimality gap and the constraint violation. For the primal (policy) update, the PMD-PD algorithm utilizes a modified value function and performs natural policy gradient steps, which is equivalent to a mirror descent step with appropriate regularization. For the dual update, the PMD-PD algorithm uses modified Lagrange multipliers to ensure a faster convergence rate. We also present two extensions of this approach to the settings with zero constraint violation and sample-based estimation. Experimental results demonstrate the faster convergence rate and the better performance of the PMD-PD algorithm compared with existing policy gradient-based algorithms.
In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity bounds for four different setups, namely: the function $F(\xb) \triangleq \sum_{i=1}^{m}f_i(\xb)$ is strongly convex and smooth, either strongly convex or smooth or just convex. Our results show that Nesterov's accelerated gradient descent on the dual problem can be executed in a distributed manner and obtains the same optimal rates as in the centralized version of the problem (up to constant or logarithmic factors) with an additional cost related to the spectral gap of the interaction matrix. Finally, we discuss some extensions to the proposed setup such as proximal friendly functions, time-varying graphs, improvement of the condition numbers.