No abstract available.

Consider the regularized sparse minimization problem, which involves empirical sums of loss functions for $n$ data points (each of dimension $d$) and a nonconvex sparsity penalty. We prove that finding an $\mathcal{O}(n^{c_1}d^{c_2})$-optimal solution to the regularized sparse optimization problem is strongly NP-hard for any $c_1, c_2\in [0,1)$ such that $c_1+c_2<1$. The result applies to a broad class of loss functions and sparse penalty functions. It suggests that one cannot even approximately solve the sparse optimization problem in polynomial time, unless P $=$ NP.

An unknown-position sensor can be localized if there are three or more anchors making time-of-arrival (TOA) measurements of a signal from it. However, the location errors can be very large due to the fact that some of the measurements are from non-line-of-sight (NLOS) paths. In this paper, a semi-definite programming (SDP) based node localization algorithm in NLOS environments is proposed for ultra-wideband (UWB) wireless sensor networks. The positions of sensors can be estimated using the distance estimates from location-aware anchors as well as other sensors. However, in the absence of line-of-sight (LOS) paths, e.g., in indoor networks, the NLOS range estimates can be significantly biased. As a result, the NLOS error can remarkably decrease the location accuracy, and it is not easy to accurately distinguish LOS from NLOS measurements. According to the information known about the prior probabilities and distributions of the NLOS errors, three different cases are introduced and the respective localization problems are addressed. Simulation results demonstrate that this algorithm achieves high location accuracy even for the case in which NLOS and LOS measurements are not identifiable.

Recently, coinciding with and perhaps driving the increased popularity of prediction markets, several novel pari-mutuel mechanisms have been developed such as the logarithmic market scoring rule (LMSR), the cost-function formulation of market makers, and the sequential convex parimutuel mechanism (SCPM). In this work, we present a unified convex optimization framework which connects these seemingly unrelated models for centrally organizing contingent claims markets. The existing mechanisms can be expressed in our unified framework using classic utility functions. We also show that this framework is equivalent to a convex risk minimization model for the market maker. This facilitates a better understanding of the risk attitudes adopted by various mechanisms. The utility framework also leads to easy implementation since we can now find the useful cost function of a market maker in polynomial time through the solution of a simple convex optimization problem.