An Interior-Point Method for Large Scale Network Utility Maximization Export

@inproceedings{citeulike:3513044, abstract = {We describe a specialized truncated Newton primal-dual interior-point method that solves large scale network utility maximization problems, with concave utility functions, efficiently and reliably. Our method is not decentralized, but easily scales to problems with a million flows and links. We compare our method to a standard decentralized algorithm based on dual decomposition, and show by example that our method converges significantly faster for problems with congested networks or long routes. We describe an extension to problems that take into account delay or latency in the objective.}, author = {Zymnis, A. and Trichakis, N. and Boyd, S. and O'neill, D.}, booktitle = {Proceedings of the Allerton Conference on Communication, Control, and Computing}, citeulike-article-id = {3513044}, keywords = {newton-method, pcg, resource-allocation}, posted-at = {2008-11-14 13:49:48}, priority = {5}, title = {An Interior-Point Method for Large Scale Network Utility Maximization}, year = {2007} }

TY - CONF ID - citeulike:3513044 L3 - citeulike-article-id:3513044 N2 - We describe a specialized truncated Newton primal-dual interior-point method that solves large scale network utility maximization problems, with concave utility functions, efficiently and reliably. Our method is not decentralized, but easily scales to problems with a million flows and links. We compare our method to a standard decentralized algorithm based on dual decomposition, and show by example that our method converges significantly faster for problems with congested networks or long routes. We describe an extension to problems that take into account delay or latency in the objective. TI - An Interior-Point Method for Large Scale Network Utility Maximization T2 - Proceedings of the Allerton Conference on Communication, Control, and Computing KW - newton-method KW - pcg KW - resource-allocation AU - Zymnis, A AU - Trichakis, N AU - Boyd, S AU - O’neill, D PY - 2007/// ER -