Argyrios Zymnis We consider the problem of estimating a sparse signal from a set of quantized, Gaussian noise corrupted measurements, where each measurement corresponds to an interval of values. We give two methods for (approximately) solving this problem, each based on minimizing a differentiable convex function plus an l1 regularization term. Using a first order method developed … Read more
We describe a specialized truncated-Newton primal-dual interior-point method that solves large scale network utility maximization problems, with concave utility functions, efficiently and reliably. Our method is not decentralized, but easily scales to problems with a million flows and links. We compare our method to a standard decentralized algorithm based on dual decomposition, and show by … Read more
We consider a multi-period variation of the network utility maximization problem that includes delivery constraints. We allow the flow utilities, link capacities and routing matrices to vary over time, and we introduce the concept of delivery contracts, which couple the flow rates across time. We describe a distributed algorithm, based on dual decomposition, that solves … Read more