Topics (17) View all

Research experience

  • Sep 1987–
    present
    Teaching: Universidade Técnica de Lisboa
    Universidade Técnica de Lisboa · Instituto Superior Técnico
    Portugal · Lisbon

Publications (67) View all

  • Article: Distributed Optimization With Local Domains: Applications in MPC and Network Flows
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    ABSTRACT: In this paper we consider a network with $P$ nodes, where each node has exclusive access to a local cost function. Our contribution is a communication-efficient distributed algorithm that finds a vector $x^\star$ minimizing the sum of all the functions. We make the additional assumption that the functions have intersecting local domains, i.e., each function depends only on some components of the variable. Consequently, each node is interested in knowing only some components of $x^\star$, not the entire vector. This allows for improvement in communication-efficiency. We apply our algorithm to model predictive control (MPC) and to network flow problems and show, through experiments on large networks, that our proposed algorithm requires less communications to converge than prior algorithms.
    05/2013;
  • Article: Alternating Directions Dual Decomposition
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    ABSTRACT: We propose AD3, a new algorithm for approximate maximum a posteriori (MAP) inference on factor graphs based on the alternating directions method of multipliers. Like dual decomposition algorithms, AD3 uses worker nodes to iteratively solve local subproblems and a controller node to combine these local solutions into a global update. The key characteristic of AD3 is that each local subproblem has a quadratic regularizer, leading to a faster consensus than subgradient-based dual decomposition, both theoretically and in practice. We provide closed-form solutions for these AD3 subproblems for binary pairwise factors and factors imposing first-order logic constraints. For arbitrary factors (large or combinatorial), we introduce an active set method which requires only an oracle for computing a local MAP configuration, making AD3 applicable to a wide range of problems. Experiments on synthetic and realworld problems show that AD3 compares favorably with the state-of-the-art.
    12/2012;
  • Source
    Article: D-ADMM: A Communication-Efficient Distributed Algorithm For Separable Optimization
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    ABSTRACT: We propose a distributed algorithm, named Distributed Alternating Direction Method of Multipliers (D-ADMM), for solving separable optimization problems in networks of interconnected nodes or agents. In a separable optimization problem there is a private cost function and a private constraint set at each node. The goal is to minimize the sum of all the cost functions, constraining the solution to be in the intersection of all the constraint sets. D-ADMM is proven to converge when the network is bipartite or when all the functions are strongly convex, although in practice, convergence is observed even when these conditions are not met. We use D-ADMM to solve the following problems from signal processing and control: average consensus, compressed sensing, and support vector machines. Our simulations show that D-ADMM requires less communications than state-of-the-art algorithms to achieve a given accuracy level. Algorithms with low communication requirements are important, for example, in sensor networks, where sensors are typically battery-operated and communicating is the most energy consuming operation.
    02/2012;
  • Source
    Article: A Proof of Convergence For the Alternating Direction Method of Multipliers Applied to Polyhedral-Constrained Functions
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    ABSTRACT: We give a general proof of convergence for the Alternating Direction Method of Multipliers (ADMM). ADMM is an optimization algorithm that has recently become very popular due to its capabilities to solve large-scale and/or distributed problems. We prove that the sequence generated by ADMM converges to an optimal primal-dual optimal solution. We assume the functions f and g, defining the cost f(x) + g(y), are real-valued, but constrained to lie on polyhedral sets X and Y. Our proof is an extension of the proofs from [Bertsekas97, Boyd11].
    12/2011;
  • Source
    Article: Connectivity-Enforcing Hough Transform for the Robust Extraction of Line Segments
    Rui F. C. Guerreiro, Pedro M. Q. Aguiar
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    ABSTRACT: Global voting schemes based on the Hough transform (HT) have been widely used to robustly detect lines in images. However, since the votes do not take line connectivity into account, these methods do not deal well with cluttered images. In opposition, the so-called local methods enforce connectivity but lack robustness to deal with challenging situations that occur in many realistic scenarios, e.g., when line segments cross or when long segments are corrupted. In this paper, we address the critical limitations of the HT as a line segment extractor by incorporating connectivity in the voting process. This is done by only accounting for the contributions of edge points lying in increasingly larger neighborhoods and whose position and directional content agree with potential line segments. As a result, our method, which we call STRAIGHT (Segment exTRAction by connectivity-enforcInG HT), extracts the longest connected segments in each location of the image, thus also integrating into the HT voting process the usually separate step of individual segment extraction. The usage of the Hough space mapping and a corresponding hierarchical implementation make our approach computationally feasible. We present experiments that illustrate, with synthetic and real images, how STRAIGHT succeeds in extracting complete segments in several situations where current methods fail.
    09/2011;

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