DocumentCode
3743312
Title
Stability and instability in primal-dual algorithms for multi-path routing
Author
Thomas Holding;Ioannis Lestas
Author_Institution
Cambridge Centre for Analysis, Centre for Mathematical Sciences, University of Cambridge, Wilberforce Road, CB3 0WA, United Kingdom
fYear
2015
Firstpage
1651
Lastpage
1656
Abstract
We consider a problem of multi-path routing in a communication network, where flow control is implemented with a prescribed number of routes available for each source/destination pair. A classical approach is to formulate this as a network optimization problem where decentralized update rules converge to its optimal solution. It has been reported in the literature that the problem is in this case not strictly convex leading to oscillatory behaviours when classical primal/dual dynamics are implemented. In this paper we show that the use of appropriate higher order dynamics, which are fully localized, can provide guarantees for convergence to the optimal solution. Furthermore, we show that the instability observed in the unmodified scheme can be severe, leading to unbounded behaviour with arbitrarily small noise perturbations. The results are also illustrated with simulations showing how these modifications can lead also to improved performance.
Keywords
"Optimization","Routing","Trajectory","Heuristic algorithms","Asymptotic stability","Algorithm design and analysis","Convergence"
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2015 IEEE 54th Annual Conference on
Type
conf
DOI
10.1109/CDC.2015.7402447
Filename
7402447
Link To Document