NDLI: A distributed newton method for dynamic Network Utility Maximization with delivery contracts

Content Provider	IEEE Xplore Digital Library
Author	Ermin Wei Ozdaglar, A. Eryilmaz, A. Jadbabaie, A.
Copyright Year	2012
Description	Author affiliation: Department of Electrical and Systems Engineering and GRASP Laboratory, University of Pennsylvania, USA (Jadbabaie, A.) \|\| Electrical and Computer Engineering Ohio State University, USA (Eryilmaz, A.) \|\| Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology, USA (Ermin Wei; Ozdaglar, A.)
Abstract	The standard Network Utility Maximization (NUM) problem has a static formulation, which fails to capture the temporal dynamics in modern networks. This work considers a dynamic version of the NUM problem by introducing additional constraints, referred to as delivery contracts. Each delivery contract specifies the amount of information that needs to be delivered over a certain time interval for a particular source and is motivated by applications such as video streaming or webpage loading. The existing distributed algorithms for the Network Utility Maximization problems are either only applicable for the static version of the problem or rely on dual decomposition and first-order (gradient or subgradient) methods, which are slow in convergence. In this work, we develop a distributed Newton-type algorithm for the dynamic problem, which is implemented in the primal space and involves computing the dual variables at each primal step. We propose a novel distributed iterative approach for calculating the dual variables with finite termination based on matrix splitting techniques. It can be shown that if the error level in the Newton direction (resulting from finite termination of dual iterations) is below a certain threshold, then the algorithm achieves local quadratic convergence rate to an error neighborhood of the optimal solution in the primal space. Simulation results demonstrate significant convergence rate improvement of our algorithm, relative to the existing first-order methods based on dual decomposition.
Starting Page	1
Ending Page	6
File Size	392208
Page Count	6
File Format	PDF
ISBN	9781467331395
e-ISBN	9781467331401
e-ISBN	9781467331388
DOI	10.1109/CISS.2012.6310918
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2012-03-21
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Symmetric matrices Heuristic algorithms Vectors Newton method Distributed algorithms Contracts Convergence
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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