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

Ermin Wei*, Asuman Ozdaglar, Atilla Eryilmaz, Ali Jadbabaie

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

7 Scopus citations

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.

Original languageEnglish (US)
Title of host publication2012 46th Annual Conference on Information Sciences and Systems, CISS 2012
DOIs
StatePublished - Nov 12 2012
Event2012 46th Annual Conference on Information Sciences and Systems, CISS 2012 - Princeton, NJ, United States
Duration: Mar 21 2012Mar 23 2012

Publication series

Name2012 46th Annual Conference on Information Sciences and Systems, CISS 2012

Other

Other2012 46th Annual Conference on Information Sciences and Systems, CISS 2012
CountryUnited States
CityPrinceton, NJ
Period3/21/123/23/12

ASJC Scopus subject areas

  • Information Systems

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