Smoothed Functional Algorithms for Stochastic Optimization Using q-Gaussian Distributions

Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, especially when the objective is to improve the performance of a stochastic system However, the performance of these methods depends on several parameters, such as the choice of a suitable smoothing kernel. Different kernels have been studied in the literature, which include Gaussian, Cauchy, and uniform distributions, among others. This article studies a new class of kernels based on the q-Gaussian distribution, which has gained popularity in statistical physics over the last decade. Though the importance of this family of distributions is attributed to its ability to generalize the Gaussian distribution, we observe that this class encompasses almost all existing smoothing kernels. This motivates us to study SF schemes for gradient estimation using the q-Gaussian distribution. Using the derived gradient estimates, we propose two-timescale algorithms for optimization of a stochastic objective function in a constrained setting with a projected gradient search approach. We prove the convergence of our algorithms to the set of stationary points of an associated ODE. We also demonstrate their performance numerically through simulations on a queuing model.

Parameterized Algorithms for MAX COLORABLE INDUCED SUBGRAPH Problem on Perfect Graphs

We address the parameterized complexity ofMaxColorable Induced Subgraph on perfect graphs. The problem asks for a maximum sized q-colorable induced subgraph of an input graph G. Yannakakis and Gavril IPL 1987] showed that this problem is NP-complete even on split graphs if q is part of input, but gave a n(O(q)) algorithm on chordal graphs. We first observe that the problem is W2]-hard parameterized by q, even on split graphs. However, when parameterized by l, the number of vertices in the solution, we give two fixed-parameter tractable algorithms. The first algorithm runs in time 5.44(l) (n+#alpha(G))(O(1)) where #alpha(G) is the number of maximal independent sets of the input graph. The second algorithm runs in time q(l+o()l())n(O(1))T(alpha) where T-alpha is the time required to find a maximum independent set in any induced subgraph of G. The first algorithm is efficient when the input graph contains only polynomially many maximal independent sets; for example split graphs and co-chordal graphs. The running time of the second algorithm is FPT in l alone (whenever T-alpha is a polynomial in n), since q <= l for all non-trivial situations. Finally, we show that (under standard complexitytheoretic assumptions) the problem does not admit a polynomial kernel on split and perfect graphs in the following sense: (a) On split graphs, we do not expect a polynomial kernel if q is a part of the input. (b) On perfect graphs, we do not expect a polynomial kernel even for fixed values of q >= 2.

Newton-based stochastic optimization using q-Gaussian smoothed functional algorithms

We present the first q-Gaussian smoothed functional (SF) estimator of the Hessian and the first Newton-based stochastic optimization algorithm that estimates both the Hessian and the gradient of the objective function using q-Gaussian perturbations. Our algorithm requires only two system simulations (regardless of the parameter dimension) and estimates both the gradient and the Hessian at each update epoch using these. We also present a proof of convergence of the proposed algorithm. In a related recent work (Ghoshdastidar, Dukkipati, & Bhatnagar, 2014), we presented gradient SF algorithms based on the q-Gaussian perturbations. Our work extends prior work on SF algorithms by generalizing the class of perturbation distributions as most distributions reported in the literature for which SF algorithms are known to work turn out to be special cases of the q-Gaussian distribution. Besides studying the convergence properties of our algorithm analytically, we also show the results of numerical simulations on a model of a queuing network, that illustrate the significance of the proposed method. In particular, we observe that our algorithm performs better in most cases, over a wide range of q-values, in comparison to Newton SF algorithms with the Gaussian and Cauchy perturbations, as well as the gradient q-Gaussian SF algorithms. (C) 2014 Elsevier Ltd. All rights reserved.

An iterative framework for sparse signal reconstruction algorithms

It has been shown that iterative re-weighted strategies will often improve the performance of many sparse reconstruction algorithms. However, these strategies are algorithm dependent and cannot be easily extended for an arbitrary sparse reconstruction algorithm. In this paper, we propose a general iterative framework and a novel algorithm which iteratively enhance the performance of any given arbitrary sparse reconstruction algorithm. We theoretically analyze the proposed method using restricted isometry property and derive sufficient conditions for convergence and performance improvement. We also evaluate the performance of the proposed method using numerical experiments with both synthetic and real-world data. (C) 2014 Elsevier B.V. All rights reserved.

Simultaneous Perturbation Newton Algorithms for Simulation Optimization

We present a new Hessian estimator based on the simultaneous perturbation procedure, that requires three system simulations regardless of the parameter dimension. We then present two Newton-based simulation optimization algorithms that incorporate this Hessian estimator. The two algorithms differ primarily in the manner in which the Hessian estimate is used. Both our algorithms do not compute the inverse Hessian explicitly, thereby saving on computational effort. While our first algorithm directly obtains the product of the inverse Hessian with the gradient of the objective, our second algorithm makes use of the Sherman-Morrison matrix inversion lemma to recursively estimate the inverse Hessian. We provide proofs of convergence for both our algorithms. Next, we consider an interesting application of our algorithms on a problem of road traffic control. Our algorithms are seen to exhibit better performance than two Newton algorithms from a recent prior work.

A provably tight delay-driven concurrently congestion mitigating global routing algorithm

Routing is a very important step in VLSI physical design. A set of nets are routed under delay and resource constraints in multi-net global routing. In this paper a delay-driven congestion-aware global routing algorithm is developed, which is a heuristic based method to solve a multi-objective NP-hard optimization problem. The proposed delay-driven Steiner tree construction method is of O(n(2) log n) complexity, where n is the number of terminal points and it provides n-approximation solution of the critical time minimization problem for a certain class of grid graphs. The existing timing-driven method (Hu and Sapatnekar, 2002) has a complexity O(n(4)) and is implemented on nets with small number of sinks. Next we propose a FPTAS Gradient algorithm for minimizing the total overflow. This is a concurrent approach considering all the nets simultaneously contrary to the existing approaches of sequential rip-up and reroute. The algorithms are implemented on ISPD98 derived benchmarks and the drastic reduction of overflow is observed. (C) 2014 Elsevier Inc. All rights reserved.

Timing Recovery Algorithms and Architectures for 2-D Magnetic Recording Systems

We investigate the problem of timing recovery for 2-D magnetic recording (TDMR) channels. We develop a timing error model for TDMR channel considering the phase and frequency offsets with noise. We propose a 2-D data-aided phase-locked loop (PLL) architecture for tracking variations in the position and movement of the read head in the down-track and cross-track directions and analyze the convergence of the algorithm under non-separable timing errors. We further develop a 2-D interpolation-based timing recovery scheme that works in conjunction with the 2-D PLL. We quantify the efficiency of our proposed algorithms by simulations over a 2-D magnetic recording channel with timing errors.

Minimization Problems Based on Relative alpha-Entropy I: Forward Projection

Minimization problems with respect to a one-parameter family of generalized relative entropies are studied. These relative entropies, which we term relative alpha-entropies (denoted I-alpha), arise as redundancies under mismatched compression when cumulants of compressed lengths are considered instead of expected compressed lengths. These parametric relative entropies are a generalization of the usual relative entropy (Kullback-Leibler divergence). Just like relative entropy, these relative alpha-entropies behave like squared Euclidean distance and satisfy the Pythagorean property. Minimizers of these relative alpha-entropies on closed and convex sets are shown to exist. Such minimizations generalize the maximum Renyi or Tsallis entropy principle. The minimizing probability distribution (termed forward I-alpha-projection) for a linear family is shown to obey a power-law. Other results in connection with statistical inference, namely subspace transitivity and iterated projections, are also established. In a companion paper, a related minimization problem of interest in robust statistics that leads to a reverse I-alpha-projection is studied.

Minimization Problems Based on Relative alpha-Entropy II: Reverse Projection

In part I of this two-part work, certain minimization problems based on a parametric family of relative entropies (denoted I-alpha) were studied. Such minimizers were called forward I-alpha-projections. Here, a complementary class of minimization problems leading to the so-called reverse I-alpha-projections are studied. Reverse I-alpha-projections, particularly on log-convex or power-law families, are of interest in robust estimation problems (alpha > 1) and in constrained compression settings (alpha < 1). Orthogonality of the power-law family with an associated linear family is first established and is then exploited to turn a reverse I-alpha-projection into a forward I-alpha-projection. The transformed problem is a simpler quasi-convex minimization subject to linear constraints.

Training-Based Antenna Selection for PER Minimization: A POMDP Approach

This paper considers the problem of receive antenna selection (AS) in a multiple-antenna communication system having a single radio-frequency (RF) chain. The AS decisions are based on noisy channel estimates obtained using known pilot symbols embedded in the data packets. The goal here is to minimize the average packet error rate (PER) by exploiting the known temporal correlation of the channel. As the underlying channels are only partially observed using the pilot symbols, the problem of AS for PER minimization is cast into a partially observable Markov decision process (POMDP) framework. Under mild assumptions, the optimality of a myopic policy is established for the two-state channel case. Moreover, two heuristic AS schemes are proposed based on a weighted combination of the estimated channel states on the different antennas. These schemes utilize the continuous valued received pilot symbols to make the AS decisions, and are shown to offer performance comparable to the POMDP approach, which requires one to quantize the channel and observations to a finite set of states. The performance improvement offered by the POMDP solution and the proposed heuristic solutions relative to existing AS training-based approaches is illustrated using Monte Carlo simulations.

Parameterized Algorithms and Kernels for 3-Hitting Set with Parity Constraints

The 3-Hitting Set problem involves a family of subsets F of size at most three over an universe U. The goal is to find a subset of U of the smallest possible size that intersects every set in F. The version of the problem with parity constraints asks for a subset S of size at most k that, in addition to being a hitting set, also satisfies certain parity constraints on the sizes of the intersections of S with each set in the family F. In particular, an odd (even) set is a hitting set that hits every set at either one or three (two) elements, and a perfect code is a hitting set that intersects every set at exactly one element. These questions are of fundamental interest in many contexts for general set systems. Just as for Hitting Set, we find these questions to be interesting for the case of families consisting of sets of size at most three. In this work, we initiate an algorithmic study of these problems in this special case, focusing on a parameterized analysis. We show, for each problem, efficient fixed-parameter tractable algorithms using search trees that are tailor-made to the constraints in question, and also polynomial kernels using sunflower-like arguments in a manner that accounts for equivalence under the additional parity constraints.

DETERMINISTIC ALGORITHMS FOR MATCHING AND PACKING PROBLEMS BASED ON REPRESENTATIVE SETS

In this work, we study the well-known r-DIMENSIONAL k-MATCHING ((r, k)-DM), and r-SET k-PACKING ((r, k)-SP) problems. Given a universe U := U-1 ... U-r and an r-uniform family F subset of U-1 x ... x U-r, the (r, k)-DM problem asks if F admits a collection of k mutually disjoint sets. Given a universe U and an r-uniform family F subset of 2(U), the (r, k)-SP problem asks if F admits a collection of k mutually disjoint sets. We employ techniques based on dynamic programming and representative families. This leads to a deterministic algorithm with running time O(2.851((r-1)k) .vertical bar F vertical bar. n log(2)n . logW) for the weighted version of (r, k)-DM, where W is the maximum weight in the input, and a deterministic algorithm with running time O(2.851((r-0.5501)k).vertical bar F vertical bar.n log(2) n . logW) for the weighted version of (r, k)-SP. Thus, we significantly improve the previous best known deterministic running times for (r, k)-DM and (r, k)-SP and the previous best known running times for their weighted versions. We rely on structural properties of (r, k)-DM and (r, k)-SP to develop algorithms that are faster than those that can be obtained by a standard use of representative sets. Incorporating the principles of iterative expansion, we obtain a better algorithm for (3, k)-DM, running in time O(2.004(3k).vertical bar F vertical bar . n log(2)n). We believe that this algorithm demonstrates an interesting application of representative families in conjunction with more traditional techniques. Furthermore, we present kernels of size O(e(r)r(k-1)(r) logW) for the weighted versions of (r, k)-DM and (r, k)-SP, improving the previous best known kernels of size O(r!r(k-1)(r) logW) for these problems.

Evaluation and Minimization of Low-Order Harmonic Torque in Low-Switching-Frequency Inverter-Fed Induction Motor Drives

A low-order harmonic pulsating torque is a major concern in high-power drives, high-speed drives, and motor drives operating in an overmodulation region. This paper attempts to minimize the low-order harmonic torques in induction motor drives, operated at a low pulse number (i.e., a low ratio of switching frequency to fundamental frequency), through a frequency domain (FD) approach as well as a synchronous reference frame (SRF) based approach. This paper first investigates FD-based approximate elimination of harmonic torque as suggested by classical works. This is then extended into a procedure for minimization of low-order pulsating torque components in the FD, which is independent of machine parameters and mechanical load. Furthermore, an SRF-based optimal pulse width modulation (PWM) method is proposed to minimize the low-order harmonic torques, considering the motor parameters and load torque. The two optimal methods are evaluated and compared with sine-triangle (ST) PWM and selective harmonic elimination (SHE) PWM through simulations and experimental studies on a 3.7-kW induction motor drive. The SRF-based optimal PWM results in marginally better performance than the FD-based one. However, the selection of optimal switching angle for any modulation index (M) takes much longer in case of SRF than in case of the FD-based approach. The FD-based optimal solutions can be used as good starting solutions and/or to reasonably restrict the search space for optimal solutions in the SRF-based approach. Both of the FD-based and SRF-based optimal PWM methods reduce the low-order pulsating torque significantly, compared to ST PWM and SHE PWM, as shown by the simulation and experimental results.