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Home | Seminars and Symposia | Past seminars/symposia: Monday, September 23, 2013

DTC Seminar Series

Parallel Optimization of Large-Scale Multi-Agent Systems

by

Gesualdo Scutari
SUNY Buffalo

Monday, September 23, 2013
3:30 p.m. reception
4:00 p.m. seminar

401/402 Walter Library

Gesualdo Scutari

This talk focuses on a novel decomposition framework for the distributed optimization of general (stochastic) nonconvex sum-utility functions, subject to private and/or shared constraints. This class of problems arises naturally in the system design of many wireless multi-user interfering systems, both deterministic and stochastic. Our main contributions are: i) the development of the first class of (inexact) Jacobi best-response algorithms with provable convergence, where all the users simultaneously and iteratively solve a suitably convexified version of the original sum-utility optimization problem; ii) the derivation of a general dynamic pricing mechanism that provides a unified view of existing pricing schemes that are based, instead, on heuristics; and iii) a framework that can be easily particularized to well-known applications, giving rise to very efficient practical distributed algorithms that outperform existing ad-hoc methods proposed for very specific problems. Interestingly, our framework contains as special cases well-known gradient (stochastic) algorithms for nonconvex sum-utility problems, and many block-coordinate descent schemes for convex functions.

 

I am an Assistant Professor in the Department of Electrical Engineering at the State University of New York (SUNY) at Buffalo, Buffalo, NY, USA, which I joined on Jan. 2011, and a member of the Center for Wireless Information Technology at the Hong Kong University of Science and Technology, Hong Kong. I received the Electrical Engineering degree and the Ph.D. degree from the University of Rome, “La Sapienza”, Rome, Italy, in 2001 and 2005, respectively. I had previously held several research appointments, namely, at University of California at Berkeley; Hong Kong University of Science and Technology, Hong Kong; University of Rome, “La Sapienza”, Rome, Italy; and University of Illinois at Urbana-Champaign, Urbana, IL, USA. I have participated in several research projects funded by the European Commission and the Hong Kong Government.

My primary research interests include signal processing and communication aspects of wireless multiple-input multiple-output (MIMO) channels, with special emphasis on convex optimization theory, game theory, and variational inequality theory applied to communications and cognitive radio systems; sensor networks; and distributed decisions.

I received the 2013 NSF Faculty Early Career Development (CAREER) award.

I received the 2013 UB Exceptional Scholars – Young Investigator Award.

I received the best student paper award at IEEE ICASSP 2006.

I have been a member of the organizing committee of SPAWC 2003 in Rome, Italy.

I serve on the IEEE Signal Processing for Communications and Networking Technical Committee (SPCOM TC).

I'm an Associate Editor of IEEE Transactions on Signal Processing.

I have been an Associate Editor of IEEE Signal Processing Letters.