An Improved Dual Decomposition Approach To DSL Dynamic Spectrum Management
An Improved Dual Decomposition Approach To DSL Dynamic Spectrum Management
An Improved Dual Decomposition Approach To DSL Dynamic Spectrum Management
SPECTRUM MANAGEMENT
Paschalis Tsiaflakis, Ion Necoara, Johan A. K. Suykens, and Marc Moonen
Katholieke Universiteit Leuven, Electrical Engineering, ESAT-SCD
Kasteelpark Arenberg 10, B-3001, Leuven-Heverlee, Belgium
email:{paschalis.tsiaflakis,ion.necoara,johan.suykens,marc.moonen} @esat.kuleuven.be
DSk max dk (sk ), k. (7) In Algorithm 3, the specific value for Lc depends on the
sk Sk chosen prox-function dk (sk ), as given in Theorem 5.1. The
specific value for c will be defined later in Theorem 5.2. The
The prox-functions are used to smoothen the dual func- index i refers to the iteration counter. Note that lines 5-9
tion gcvx ( ) to obtain a smoothed dual function gcvx ( ) as of Algorithm 3 correspond to the improved Lagrange multi-
follows: plier updates. By comparing this with the standard subgradi-
ent Lagrange multiplier update (line 3 of Algorithm 2), one
gcvx ( ) =
can observe that the standard and improved updates require
n Pn,tot o
max
sk Sk ,kK
bk,cvx (sk ) n (snk
K
) cdk (sk ) , a similar complexity.
The remaining issue is to prove that sk , k K , in Algo-
kK nN
(8) rithm 3, after imax iterations has converged to an -optimal
solution where imax is of the order O( 1 ). For this we define Proof. Using a similar reasoning as in the proof of Theorem
the following lemmas that will be used in the sequel. 3.4 in [6] we can show that for any c the following inequality
holds:
Lemma 5.1. For any y R n and z 0, the following in-
equality holds1 :
gcvx ( ) min (i 2L+1) 2 k k
c 2
0 max
yT z k[y]+ kkzk. (11) imax
+ (imax +1)(i
2(i+1)
max +2)
[gcvx ( i ) + (gcvx ( i ))T ( i )]
Proof. Let us define the following index sets: = {i I i=0
{1 . . .n} : yi < 0} and I + = {i {1 . . . n} : yi 0}. Then,
By replacing gcvx ( i ) and gcvx ( i ) with their expressions
yT z = yi zi + yi zi yi zi = ([y]+ )T z k[y]+ kkzk. given in (8) and Theorem 5.1, respectively and taking into
iI iI + iI + account the functions bk,cvx are concave, we obtain the fol-
lowing inequality:
The last inequality follows from the Cauchy-Schwartz in-
equality.
gcvx ( ) bk,cvx (sk )
The following lemma gives a lower bound for the primal kK
2 k k h , sk P i
gap, fcvx kK bk,cvx (sk ), of (3), where fcvx
is the optimal c( DSk ) + min (i 2L+1)c 2 tot
0 max
objective value of (3), kK k
n wm fs |h | / log(2) subgradient, q=50000
n +2cs k+ m f s an,m
k
k
|h
m,p 2 p
| s + m 550 optimal dual value
dual function g
|{z} m6=n m6=n k k k
PROX p (17)
n,m
|hk |2 smk +k +
n#
500
m6=n
n,n
|hk |2
.
450
6. SIMULATION RESULTS
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