Decentralized Fixed Point Optimization Algorithms for Network Resource Allocation Problems

• Project/Area Number: 23760077
• Research Category: Grant-in-Aid for Young Scientists (B)
• Allocation Type: Multi-year Fund
• Research Field: Engineering fundamentals
• Research Institution: Kyushu Institute of Technology
• Principal Investigator: IIDUKA Hideaki 九州工業大学, ネットワークデザイン研究センター, 准教授 (50532280)
• Project Period (FY): 2011 – 2012
• Project Status: Completed (Fiscal Year 2012)
• Budget Amount: ¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000); Fiscal Year 2012: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000); Fiscal Year 2011: ¥2,080,000 (Direct Cost: ¥1,600,000、Indirect Cost: ¥480,000)
• Keywords: 不動点最適化アルゴリズム / 非集中型最適化 / 分散型最適化 / 凸最適化問題 / 非凸最適化問題 / ネットワーク資源割り当て問題 / 非拡大写像 / 不動点 / 分散最適化 / 情報通信工学 / ネットワーク資源割り当て / 最適化アルゴリズム / 最適化 / 応用数学 / 数理工学 / アルゴリズム

Research Abstract

We formulated network resource allocation problems such as bandwidth and storage allocation as an optimization problem over the fixed point set and devised decentralized fixed point optimization algorithms for solving the problem. We proved that the algorithms converge to a solution to the problem under certain conditions. We numerically compared them with conventional algorithms. The numerical examples demonstrated the effectiveness of the proposed algorithms.

Research Products

• [Journal Article] 階層制約付き凸最適化問題に関する反復アルゴリズムとネットワーク帯域幅割り当てへの応用 (2013)
  • Author(s): 飯塚秀明
  • Journal Title: 京都大学数理解析研究所講究録 Volume: Vol. 1821 Pages: 68-75
• [Journal Article] Fixed Point Optimization Algorithms for Distributed Optimization in Networked Systems (2013)
  • Author(s): Hideaki Iiduka
  • Journal Title: SIAM Journal on Optimization Volume: Vol. 23, No. 1 Pages: 1-26
  • Peer Reviewed
• [Journal Article] Computational Method for Solving a Stochastic Linear-Quadratic Control Problem Given an Unsolvable Stochastic Algebraic Riccati Equation (2012)
  • Author(s): Hideaki Iiduka, Isao Yamada
  • Journal Title: SIAM Journal on Control and Optimization Volume: Vol. 50, No. 4 Pages: 2173-2192
  • Peer Reviewed
• [Journal Article] Iterative Algorithm for Triple-Hierarchical Constrained Nonconvex Optimization Problem and Its Application to Network Bandwidth Allocation (2012)
  • Author(s): Hideaki Iiduka
  • Journal Title: SIAM Journal on Optimization Volume: Vol. 22, No. 3 Pages: 862-878
  • Peer Reviewed
• [Journal Article] Unicast Decentralized Algorithm for Solving Centralized Optimization Problems in Network Resource Allocation (2012)
  • Author(s): Hideaki Iiduka
  • Journal Title: Journal of Nonlinear and Convex Analysis Volume: Vol. 13, No. 1 Pages: 31-48
  • Peer Reviewed
• [Journal Article] Fixed Point Optimization Algorithm and Its Application to Network Bandwidth Allocation (2012)
  • Author(s): Hideaki Iiduka
  • Journal Title: Journal of Computational and Applied Mathematics Volume: Vol. 236, No. 7 Pages: 1733-1742
  • Peer Reviewed
• [Journal Article] Computational Method for Solving a Stochastic Linear-Quadratic Control Problem Given an Unsolvable Stochastic Algebraic Riccati Equation (2012)
  • Author(s): Hideaki Iiduka
  • Journal Title: SIAM Journal on Control and Optimization Volume: 50 Issue: 4 Pages: 2173-2192
  • DOI: 10.1137/110850542
  • Peer Reviewed
• [Journal Article] Decentralized Algorithm for Centralized Variational Inequalities in Network Resource Allocation (2011)
  • Author(s): Hideaki Iiduka
  • Journal Title: Journal of Optimization Theory and Applications Volume: Vol. 151, No. 3 Pages: 525-540
  • Peer Reviewed
• [Journal Article] Multicast Decentralized Optimization Algorithm for Network Resource Allocation Problems
  • Author(s): Hideaki Iiduka
  • Journal Title: Journal of Nonlinear and Convex Analysis Volume: (採録決定)
  • Peer Reviewed
• [Presentation] 不動点理論に基づいた妥協可能制約付きネットワーク帯域幅割り当て問題を解くための反復アルゴリズム (2012)
  • Author(s): 飯塚秀明
  • Organizer: 電子情報通信学会第2回情報ネットワーク科学研究会
  • Place of Presentation: 関西学院大学大阪梅田キャンパス
  • Year and Date: 2012-01-20
• [Presentation] 不動点理論に基づいた妥協可能制約付きネットワーク帯域幅割り当て問題を解くための反復アルゴリズム (2012)
  • Author(s): 飯塚 秀明
  • Organizer: 第2回情報ネットワーク科学研究会
  • Place of Presentation: 関西学院大学大阪梅田キャンパス
• [Presentation] Iterative Algorithm for Solving Hierarchical Constrained Non-Convex Optimization Problem andIts Application to Network Bandwidth Allocation (2011)
  • Author(s): Hideaki Iiduka
  • Organizer: 京都大学数理解析研究所研究集会非線形解析学と凸解析学の研究
  • Place of Presentation: 京都大学数理解析研究所
  • Year and Date: 2011-08-29
• [Remarks]
  • URL: http://www.ndrc.kyutech.ac.jp/~iiduka/
• [Remarks]
  • URL: http://www.ndrc.kyutech.ac.jp/~iiduka/