Conference Proceedings

Convergence Analysis of Quantized Primal-dual Algorithm in Quadratic Network Utility Maximization Problems

E Nekouei, G NAIR, T Alpcan

Proceedings of the 2015 IEEE 54th Annual Conference on Decision and Control | IEEE | Published : 2015

Abstract

This paper examines the effect of quantized communications on the convergence behavior of the primal-dual algorithm in quadratic network utility maximization problems with linear equality constraints. In our set-up, it is assumed that the primal variables are updated by individual agents, whereas the dual variables are updated by a central entity, called system, which has access to the parameters quantifying the system-wide constraints. The notion of differential entropy power is used to establish a universal lower bound on the rate of exponential mean square convergence of the primal-dual algorithm under quantized message passing between agents and the system. The lower bound is controlled ..

View full abstract