TY - GEN
T1 - Distributed min-max optimization in networks
AU - Srivastava, Kunal
AU - Nedić, Angelia
AU - Stipanović, Dušan
PY - 2011
Y1 - 2011
N2 - We consider a setup where we are given a network of agents with their local objective functions which are coupled through a common decision variable. We provide a distributed stochastic gradient algorithm for the agents to compute an optimal decision variable that minimizes the worst case loss incurred by any agent. We establish almost sure convergence of the agent's estimates to a common optimal point. We demonstrate the use of our algorithm to a problem of min-max fair power allocation in a cellular network.
AB - We consider a setup where we are given a network of agents with their local objective functions which are coupled through a common decision variable. We provide a distributed stochastic gradient algorithm for the agents to compute an optimal decision variable that minimizes the worst case loss incurred by any agent. We establish almost sure convergence of the agent's estimates to a common optimal point. We demonstrate the use of our algorithm to a problem of min-max fair power allocation in a cellular network.
KW - Distributed network optimization
KW - minmax problem
KW - stochastic approximation
KW - subgradient algorithm
UR - http://www.scopus.com/inward/record.url?scp=80053141660&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=80053141660&partnerID=8YFLogxK
U2 - 10.1109/ICDSP.2011.6004889
DO - 10.1109/ICDSP.2011.6004889
M3 - Conference contribution
AN - SCOPUS:80053141660
SN - 9781457702747
T3 - 17th DSP 2011 International Conference on Digital Signal Processing, Proceedings
BT - 17th DSP 2011 International Conference on Digital Signal Processing, Proceedings
T2 - 17th International Conference on Digital Signal Processing, DSP 2011
Y2 - 6 July 2011 through 8 July 2011
ER -