Parallel and Distributed Methods for Constrained Nonconvex Optimization—Part I: Theory

DOI10.1109/TSP.2016.2637317MaRDI QIDQ4620717zbMATH OpenOpenAlexFDO

Authors Gesualdo Scutari, Francisco Facchinei, Lorenzo Lampariello

Publication date 8 February 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.04059

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Nonconvex programming, global optimization (90C26)

Abstract: In Part I of this paper, we proposed and analyzed a novel algorithmic framework for the minimization of a nonconvex (smooth) objective function, subject to nonconvex constraints, based on inner convex approximations. This Part II is devoted to the application of the framework to some resource allocation problems in communication networks. In particular, we consider two non-trivial case-study applications, namely: (generalizations of) i) the rate profile maximization in MIMO interference broadcast networks; and the ii) the max-min fair multicast multigroup beamforming problem in a multi-cell environment. We develop a new class of algorithms enjoying the following distinctive features: i) they are emph{distributed} across the base stations (with limited signaling) and lead to subproblems whose solutions are computable in closed form; and ii) differently from current relaxation-based schemes (e.g., semidefinite relaxation), they are proved to always converge to d-stationary solutions of the aforementioned class of nonconvex problems. Numerical results show that the proposed (distributed) schemes achieve larger worst-case rates (resp. signal-to-noise interference ratios) than state-of-the-art centralized ones while having comparable computational complexity.

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• Numerically tractable optimistic bilevel problems
• Distributed algorithms for convex problems with linear coupling constraints
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• Asynchronous parallel algorithms for nonconvex optimization
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