Distributed min-max optimization in networks

Kunal Srivastava, Angelia Nedić, Dušan Stipanović

Research output: Chapter in Book/Report/Conference proceedingConference contribution

9 Scopus citations

Abstract

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.

Original languageEnglish (US)
Title of host publication17th DSP 2011 International Conference on Digital Signal Processing, Proceedings
DOIs
StatePublished - Sep 29 2011
Externally publishedYes
Event17th International Conference on Digital Signal Processing, DSP 2011 - Corfu, Greece
Duration: Jul 6 2011Jul 8 2011

Publication series

Name17th DSP 2011 International Conference on Digital Signal Processing, Proceedings

Other

Other17th International Conference on Digital Signal Processing, DSP 2011
CountryGreece
CityCorfu
Period7/6/117/8/11

Keywords

  • Distributed network optimization
  • minmax problem
  • stochastic approximation
  • subgradient algorithm

ASJC Scopus subject areas

  • Signal Processing

Cite this

Srivastava, K., Nedić, A., & Stipanović, D. (2011). Distributed min-max optimization in networks. In 17th DSP 2011 International Conference on Digital Signal Processing, Proceedings [6004889] (17th DSP 2011 International Conference on Digital Signal Processing, Proceedings). https://doi.org/10.1109/ICDSP.2011.6004889