Title :
Conservative signal processing architectures for asynchronous, distributed optimization Part II: Example systems
Author :
Baran, Thomas A. ; Lahlou, Tarek A.
Author_Institution :
Digital Signal Process. Group, Massachusetts Inst. of Technol., Cambridge, MA, USA
Abstract :
This paper provides examples of various synchronous and asynchronous signal processing systems for performing optimization, utilizing the framework and elements developed in a preceding paper. The general strategy in that paper was to perform a linear transformation of stationarity conditions applicable to a class of convex and nonconvex optimization problems, resulting in algorithms that operate on a linear superposition of the associated primal and dual decision variables. The examples in this paper address various specific optimization problems including the LASSO problem, minimax-optimal filter design, the decentralized training of a support vector machine classifier, and sparse filter design for acoustic equalization. Where appropriate, multiple algorithms for solving the same optimization problem are presented, illustrating the use of the underlying framework in designing a variety of distinct classes of algorithms. The examples are accompanied by numerical simulation and a discussion of convergence.
Keywords :
acoustic signal processing; filtering theory; minimax techniques; signal classification; support vector machines; LASSO problem; acoustic equalization; asynchronous optimization; asynchronous signal processing systems; conservative signal processing architectures; decentralized training; decision variables; distributed optimization; linear superposition; minimax-optimal filter design; nonconvex optimization problems; sparse filter design; stationarity condition linear transformation; support vector machine classifier; Algorithm design and analysis; Convergence; Delays; Numerical simulation; Optimization; Signal processing; Signal processing algorithms; Asynchronous optimization; conservation; distributed optimization;
Conference_Titel :
Signal and Information Processing (GlobalSIP), 2014 IEEE Global Conference on
Conference_Location :
Atlanta, GA
DOI :
10.1109/GlobalSIP.2014.7032074