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Home | Seminars and Symposia | Past seminars/symposia: Thursday, February 12, 2015

DTC Seminar Series

Distributed Time-Varying Optimization

by

Geert Leus
Delft University of Technology

Thursday, February 12, 2015
5:00 p.m. reception
5:30 p.m. seminar

401/402 Walter Library

Geert Leus

In this talk we consider solving an optimization program that changes in time, with a network of communicating and computing nodes. Such a time-varying problem arises for example in distributed estimation of stochastic time-varying signals or in distributed control of mobile multi-robot systems with time-varying tasks. We show how to devise distributed algorithms (both gradient-like and primal-dual-like) that run, while the optimization program is changing in time. We can show that our algorithms eventually converge to the optimizer set up to a bounded error. This error floor depends on how the optimizer set is changing in time. Simulation results will be presented in the context of consensus and network utility maximization with congestion.

 

Geert Leus received the MSc and PhD degree in applied sciences from the Katholieke Universiteit Leuven, Belgium, in 1996 and 2000, respectively. Currently, Geert Leus is an "Antoni van Leeuwenhoek" Full Professor at the Faculty of Electrical Engineering, Mathematics and Computer Science of the Delft University of Technology, The Netherlands. His research interests are in the area of signal processing for communications. Geert Leus received a 2002 IEEE Signal Processing Society Young Author Best Paper Award and a 2005 IEEE Signal Processing Society Best Paper Award. He is a Fellow of the IEEE. Geert Leus was the Chair of the IEEE Signal Processing for Communications and Networking Technical Committee, and an Associate Editor for the IEEE Transactions on Signal Processing, the IEEE Transactions on Wireless Communications, the IEEE Signal Processing Letters, and the EURASIP Journal on Advances in Signal Processing. Currently, he is a Member-at-Large to the Board of Governors of the IEEE Signal Processing Society and a member of the IEEE Sensor Array and Multichannel Technical Committee. He finally serves as the Editor in Chief of the EURASIP Journal on Advances in Signal Processing.