Splitting Algorithms for Fast Relay Selection: Generalizations, Analysis, and a Unified View

Relay selection for cooperative communications promises significant performance improvements, and is, therefore, attracting considerable attention. While several criteria have been proposed for selecting one or more relays, distributed mechanisms that perform the selection have received relatively less attention. In this paper, we develop a novel, yet simple, asymptotic analysis of a splitting-based multiple access selection algorithm to find the single best relay. The analysis leads to simpler and alternate expressions for the average number of slots required to find the best user. By introducing a new contention load' parameter, the analysis shows that the parameter settings used in the existing literature can be improved upon. New and simple bounds are also derived. Furthermore, we propose a new algorithm that addresses the general problem of selecting the best Q >= 1 relays, and analyze and optimize it. Even for a large number of relays, the scalable algorithm selects the best two relays within 4.406 slots and the best three within 6.491 slots, on average. We also propose a new and simple scheme for the practically relevant case of discrete metrics. Altogether, our results develop a unifying perspective about the general problem of distributed selection in cooperative systems and several other multi-node systems.

Hybrid Energy Harvesting Wireless Systems: Performance Evaluation and Benchmarking

Energy harvesting sensor (EHS) nodes provide an attractive and green solution to the problem of limited lifetime of wireless sensor networks (WSNs). Unlike a conventional node that uses a non-rechargeable battery and dies once it runs out of energy, an EHS node can harvest energy from the environment and replenish its rechargeable battery. We consider hybrid WSNs that comprise of both EHS and conventional nodes; these arise when legacy WSNs are upgraded or due to EHS deployment cost issues. We compare conventional and hybrid WSNs on the basis of a new and insightful performance metric called k-outage duration, which captures the inability of the nodes to transmit data either due to lack of sufficient battery energy or wireless fading. The metric overcomes the problem of defining lifetime in networks with EHS nodes, which never die but are occasionally unable to transmit due to lack of sufficient battery energy. It also accounts for the effect of wireless channel fading on the ability of the WSN to transmit data. We develop two novel, tight, and computationally simple bounds for evaluating the k-outage duration. Our results show that increasing the number of EHS nodes has a markedly different effect on the k-outage duration than increasing the number of conventional nodes.

Exercise sheet 5

Exercises and solutions in LaTex

Exercise sheet 5 pdf

Exercises and solutions in PDF

Augmented Lagrangian methods under the constant positive linear dependence constraint qualification

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under suitable assumptions. Numerical experiments are presented.

On the solution of the extended linear complementarity problem

The extended linear complementarity problem (XLCP) has been introduced in a recent paper by Mangasarian and Pang. In the present research, minimization problems with simple bounds associated to this problem are defined. When the XLCP is solvable, their solutions are global minimizers of the associated problems. Sufficient conditions that guarantee that stationary points of the associated problems are solutions of the XLCP will be proved. These theoretical results support the conjecture that local methods for box constrained optimization applied to the associated problems could be efficient tools for solving the XLCP. (C) 1998 Elsevier B.V. All rights reserved.

Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual convergence theories. However, in practice, one might not be able to solve the subproblem up to the required precision. This may be due to different reasons. One of them is that the presence of an excessively large penalty parameter could impair the performance of the box-constraint optimization solver. In this paper a practical strategy for decreasing the penalty parameter in situations like the one mentioned above is proposed. More generally, the different decisions that may be taken when, in practice, one is not able to solve the Augmented Lagrangian subproblem will be discussed. As a result, an improved Augmented Lagrangian method is presented, which takes into account numerical difficulties in a satisfactory way, preserving suitable convergence theory. Numerical experiments are presented involving all the CUTEr collection test problems.

A Review on Repeated Games and Reputations with Incomplete Information

In this project we review the effects of reputation within the context of game theory. This is done through a study of two key papers. First, we examine a paper from Fudenberg and Levine: Reputation and Equilibrium Selection in Games with a Patient Player (1989). We add to this a review Gossner’s Simple Bounds on the Value of a Reputation (2011). We look specifically at scenarios in which a long-run player faces a series of short-run opponents, and how the former may develop a reputation. In turn, we show how reputation leads directly to both lower and upper bounds on the long-run player’s payoffs.

A Review on Repeated Games and Reputations with Incomplete Information

In this project we review the effects of reputation within the context of game theory. This is done through a study of two key papers. First, we examine a paper from Fudenberg and Levine: Reputation and Equilibrium Selection in Games with a Patient Player (1989). We add to this a review Gossner’s Simple Bounds on the Value of a Reputation (2011). We look specifically at scenarios in which a long-run player faces a series of short-run opponents, and how the former may develop a reputation. In turn, we show how reputation leads directly to both lower and upper bounds on the long-run player’s payoffs.

Series representations of the remainders in the expansions for certain functions with applications

We present a summary of the series representations of the remainders in the expansions in ascending powers of t of 2/(et+1)2/(et+1) , sech t and coth t and establish simple bounds for these remainders when t>0t>0 . Several applications of these expansions are given which enable us to deduce some inequalities and completely monotonic functions associated with the ratio of two gamma functions. In addition, we derive a (presumably new) quadratic recurrence relation for the Bernoulli numbers Bn.

An Indirect Genetic Algorithm for a Nurse Scheduling Problem

This paper describes a Genetic Algorithms approach to a manpower-scheduling problem arising at a major UK hospital. Although Genetic Algorithms have been successfully used for similar problems in the past, they always had to overcome the limitations of the classical Genetic Algorithms paradigm in handling the conflict between objectives and constraints. The approach taken here is to use an indirect coding based on permutations of the nurses, and a heuristic decoder that builds schedules from these permutations. Computational experiments based on 52 weeks of live data are used to evaluate three different decoders with varying levels of intelligence, and four well-known crossover operators. Results are further enhanced by introducing a hybrid crossover operator and by making use of simple bounds to reduce the size of the solution space. The results reveal that the proposed algorithm is able to find high quality solutions and is both faster and more flexible than a recently published Tabu Search approach.

Convexity, Classification, and Risk Bounds

Many of the classification algorithms developed in the machine learning literature, including the support vector machine and boosting, can be viewed as minimum contrast methods that minimize a convex surrogate of the 0–1 loss function. The convexity makes these algorithms computationally efficient. The use of a surrogate, however, has statistical consequences that must be balanced against the computational virtues of convexity. To study these issues, we provide a general quantitative relationship between the risk as assessed using the 0–1 loss and the risk as assessed using any nonnegative surrogate loss function. We show that this relationship gives nontrivial upper bounds on excess risk under the weakest possible condition on the loss function—that it satisfies a pointwise form of Fisher consistency for classification. The relationship is based on a simple variational transformation of the loss function that is easy to compute in many applications. We also present a refined version of this result in the case of low noise, and show that in this case, strictly convex loss functions lead to faster rates of convergence of the risk than would be implied by standard uniform convergence arguments. Finally, we present applications of our results to the estimation of convergence rates in function classes that are scaled convex hulls of a finite-dimensional base class, with a variety of commonly used loss functions.

Bounds on isoperimetric values of trees

Let G = (V, E) be a finite, simple and undirected graph. For S subset of V, let delta(S, G) = {(u, v) is an element of E : u is an element of S and v is an element of V - S} be the edge boundary of S. Given an integer i, 1 <= i <= vertical bar V vertical bar, let the edge isoperimetric value of G at i be defined as b(e)(i, G) = min(S subset of V:vertical bar S vertical bar=i)vertical bar delta(S, G)vertical bar. The edge isoperimetric peak of G is defined as b(e)(G) = max(1 <= j <=vertical bar V vertical bar)b(e)(j, G). Let b(v)(G) denote the vertex isoperimetric peak defined in a corresponding way. The problem of determining a lower bound for the vertex isoperimetric peak in complete t-ary trees was recently considered in [Y. Otachi, K. Yamazaki, A lower bound for the vertex boundary-width of complete k-ary trees, Discrete Mathematics, in press (doi: 10.1016/j.disc.2007.05.014)]. In this paper we provide bounds which improve those in the above cited paper. Our results can be generalized to arbitrary (rooted) trees. The depth d of a tree is the number of nodes on the longest path starting from the root and ending at a leaf. In this paper we show that for a complete binary tree of depth d (denoted as T-d(2)), c(1)d <= b(e) (T-d(2)) <= d and c(2)d <= b(v)(T-d(2)) <= d where c(1), c(2) are constants. For a complete t-ary tree of depth d (denoted as T-d(t)) and d >= c log t where c is a constant, we show that c(1)root td <= b(e)(T-d(t)) <= td and c(2)d/root t <= b(v) (T-d(t)) <= d where c(1), c(2) are constants. At the heart of our proof we have the following theorem which works for an arbitrary rooted tree and not just for a complete t-ary tree. Let T = (V, E, r) be a finite, connected and rooted tree - the root being the vertex r. Define a weight function w : V -> N where the weight w(u) of a vertex u is the number of its successors (including itself) and let the weight index eta(T) be defined as the number of distinct weights in the tree, i.e eta(T) vertical bar{w(u) : u is an element of V}vertical bar. For a positive integer k, let l(k) = vertical bar{i is an element of N : 1 <= i <= vertical bar V vertical bar, b(e)(i, G) <= k}vertical bar. We show that l(k) <= 2(2 eta+k k)

Selection of intrusion detection system threshold bounds for effective sensor fusion

The motivation behind the fusion of Intrusion Detection Systems was the realization that with the increasing traffic and increasing complexity of attacks, none of the present day stand-alone Intrusion Detection Systems can meet the high demand for a very high detection rate and an extremely low false positive rate. Multi-sensor fusion can be used to meet these requirements by a refinement of the combined response of different Intrusion Detection Systems. In this paper, we show the design technique of sensor fusion to best utilize the useful response from multiple sensors by an appropriate adjustment of the fusion threshold. The threshold is generally chosen according to the past experiences or by an expert system. In this paper, we show that the choice of the threshold bounds according to the Chebyshev inequality principle performs better. This approach also helps to solve the problem of scalability and has the advantage of failsafe capability. This paper theoretically models the fusion of Intrusion Detection Systems for the purpose of proving the improvement in performance, supplemented with the empirical evaluation. The combination of complementary sensors is shown to detect more attacks than the individual components. Since the individual sensors chosen detect sufficiently different attacks, their result can be merged for improved performance. The combination is done in different ways like (i) taking all the alarms from each system and avoiding duplications, (ii) taking alarms from each system by fixing threshold bounds, and (iii) rule-based fusion with a priori knowledge of the individual sensor performance. A number of evaluation metrics are used, and the results indicate that there is an overall enhancement in the performance of the combined detector using sensor fusion incorporating the threshold bounds and significantly better performance using simple rule-based fusion.

Capacity bounds for the Gaussian X channel

We consider bounds for the capacity region of the Gaussian X channel (XC), a system consisting of two transmit-receive pairs, where each transmitter communicates with both the receivers. We first classify the XC into two classes, the strong XC and the mixed XC. In the strong XC, either the direct channels are stronger than the cross channels or vice-versa, whereas in the mixed XC, one of the direct channels is stronger than the corresponding cross channel and vice-versa. After this classification, we give outer bounds on the capacity region for each of the two classes. This is based on the idea that when one of the messages is eliminated from the XC, the rate region of the remaining three messages are enlarged. We make use of the Z channel, a system obtained by eliminating one message and its corresponding channel from the X channel, to bound the rate region of the remaining messages. The outer bound to the rate region of the remaining messages defines a subspace in R-+(4) and forms an outer bound to the capacity region of the XC. Thus, the outer bound to the capacity region of the XC is obtained as the intersection of the outer bounds to the four combinations of the rate triplets of the XC. Using these outer bounds on the capacity region of the XC, we derive new sum-rate outer bounds for both strong and mixed Gaussian XCs and compare them with those existing in literature. We show that the sum-rate outer bound for strong XC gives the sum-rate capacity in three out of the four sub-regions of the strong Gaussian XC capacity region. In case of mixed Gaussian XC, we recover the recent results in 11] which showed that the sum-rate capacity is achieved in two out of the three sub-regions of the mixed XC capacity region and give a simple alternate proof of the same.