Distributed Optimisation with Linear Equality and Inequality Constraints using PDMM

In this article, we consider the problem of distributed optimisation of a separable convex cost function over a graph, where every edge and node in the graph could carry both linear equality and/or inequality constraints. We show how to modify the primal-dual method of multipliers (PDMM), originally designed for linear equality constraints,...

Convergence of Stochastic PDMM

In recent years, the large increase in connected devices and the data that are collected by these devices have caused a heightened interest in distributed processing. Many practical distributed networks are of heterogeneous nature, because different devices in the network can have different specifications. Because of this, it is highly desirable...

Communication efficient privacy-preserving distributed optimization using adaptive differential quantization

Privacy issues and communication cost are both major concerns in distributed optimization in networks. There is often a trade-off between them because the encryption methods used for privacy-preservation often require expensive communication overhead. To address these issues, we, in this paper, propose a quantization-based approach to achieve...

Two for the price of one: communication efficient and privacy-preserving distributed average consensus using quantization

Both communication overhead and privacy are main concerns in designing distributed computing algorithms. It is very challenging to address them simultaneously as encryption methods required for privacy-preservation often incur high communication costs. In this paper, we argue that there is a fundamental link between communication efficiency...

Privacy-Preserving Distributed Processing: Metrics, Bounds and Algorithms

Privacy-preserving distributed processing has recently attracted considerable attention. It aims to design solutions for conducting signal processing tasks over networks in a decentralized fashion without violating privacy. Many existing algorithms can be adopted to solve this problem such as differential privacy, secure multiparty...

Convex optimization-based Privacy-Preserving Distributed Least Squares via Subspace Perturbation

Over the past decades, privacy-preservation has received considerable attention, not only as a consequence of regulations such as the General Data Protection Regulation in the EU, but also from the fact that people are more concerned about data abuse as the world is becoming increasingly digitized. In this paper we propose a convex optimization...

A Privacy-Preserving Asynchronous Averaging Algorithm based on State Decomposition

Average consensus algorithms are used in many distributed systems such as distributed optimization, sensor fusion and the control of dynamic systems. Consensus algorithms converge through an explicit exchange of state variables. In some cases, however, the state variables are confidential. In this paper, a privacy-preserving asynchronous...

Convex Optimisation-Based Privacy-Preserving Distributed Average Consensus in Wireless Sensor Networks

In many applications of wireless sensor networks, it is important that the privacy of the nodes of the network be protected. Therefore, privacy-preserving algorithms have received quite some attention recently. In this paper, we propose a novel convex optimization-based solution to the problem of privacy-preserving distributed average consensus....

Sensor selection and rate distribution based beamforming in wireless acoustic sensor networks

Power usage is an important aspect of wireless acoustic sensor networks (WASNs) and reducing the amount of information that is to be transmitted is one effective way to save it. In previous contributions, we presented sensor selection as well as rate distribution methods to reduce the power usage of beamforming algorithms in WASNs. Taking...

Derivation and Analysis of the Primal-Dual Method of Multipliers Based on Monotone Operator Theory

In this paper, we present a novel derivation of an existing algorithm for distributed optimization termed the primal-dual method of multipliers (PDMM). In contrast to its initial derivation, monotone operator theory is used to connect PDMM with other first-order methods such as Douglas-Rachford splitting and the alternating direction method...

Distributed Rate-Constrained LCMV Beamforming

In this letter, we propose a decentralized framework for rate-distributed linearly constrained minimum variance (LCMV) beamforming in wireless acoustic sensor networks. To save the energy usage within the network, we propose to minimize the transmission cost and put a constraint on the noise reduction performance. Subsequently, we...

Relative Acoustic Transfer Function Estimation in Wireless Acoustic Sensor Networks

In this paper, we present an algorithm to estimate the relative acoustic transfer function (RTF) of a target source in wireless acoustic sensor networks (WASNs). Two well-known methods to estimate the RTF are the covariance subtraction (CS) method and the covariance whitening (CW) approach, the latter based on the generalized eigenvalue...

Calculation of the Mean Strain of Smooth Non-uniform Strain Fields Using Conventional FBG Sensors

In the past few decades, fibre Bragg grating (FBG) sensors have gained a lot of attention in the field of distributed point strain measurement. One of the most interesting properties of these sensors is the presumed linear relationship between the strain and the peak wavelength shift of the FBG reflected spectra. However, subjecting sensors to a...

A Low-Cost Robust Distributed Linearly Constrained Beamformer for Wireless Acoustic Sensor Networks with Arbitrary Topology

We propose a new robust distributed linearly constrained beamformer which utilizes a set of linear equality constraints to reduce the cross power spectral density matrix to a block-diagonal form. The proposed beamformer has a convenient objective function for use in arbitrary distributed network topologies while having identical performance...

On the duality of globally constrained separable problems and its application to distributed signal processing

In this paper, we focus on the challenge of processing data generated within decentralised wireless sensor networks in a distributed manner. When the desired operations can be expressed as globally constrained separable convex optimisation problems, we show how we can convert these to extended monotropic programs and exploit Lagrangian duality...

On Simplifying the Primal-Dual Method of Multipliers

Recently, the primal-dual method of multipliers (PDMM) has been proposed to solve a convex optimization problem defined over a general graph. In this paper, we consider simplifying PDMM for a subclass of the convex optimization problems. This subclass includes the consensus problem as a special form. By using algebra, we show that the update...

A distributed algorithm for robust LCMV beamforming

In this paper we propose a distributed reformulation of the linearly constrained minimum variance (LCMV) beamformer for use in acoustic wireless sensor networks. The proposed distributed minimum variance (DMV) algorithm, for which we demonstrate implementations for both cyclic and acyclic networks, allows the optimal beamformer output to be...