Asynchronous Incremental Stochastic Dual Descent Algorithm for Network Resource Allocation

Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as energy and bandwidth are divided among nodes to satisfy certa...

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Bibliographic Details
Published in:IEEE transactions on signal processing Vol. 66; no. 9; pp. 2229 - 2244
Main Authors: Bedi, Amrit Singh, Rajawat, Ketan
Format: Journal Article
Language:English
Published: New York IEEE 01.05.2018
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:
Algorithms
asynchronous algorithm
Beamforming
Communication networks
Convergence
Delays
incremental algorithm
Machine learning algorithms
Optimization
Resource allocation
Resource management
Signal processing algorithms
Stochastic processes
Stochastic subgradient
ISSN:1053-587X, 1941-0476
Online Access:Get full text
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Summary:Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as energy and bandwidth are divided among nodes to satisfy certain long-term objectives. This paper proposes an asynchronous incremental dual decent resource allocation algorithm that utilizes delayed stochastic gradients for carrying out its updates. The proposed algorithm is well-suited to heterogeneous networks as it allows the computationally-challenged or energy-starved nodes to, at times, postpone the updates. The asymptotic analysis of the proposed algorithm is carried out, establishing dual convergence under both, constant and diminishing step sizes. It is also shown that with constant step size, the proposed resource allocation policy is asymptotically near-optimal. An application involving multicell coordinated beamforming is detailed, demonstrating the usefulness of the proposed algorithm.
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ISSN:1053-587X
1941-0476
DOI:10.1109/TSP.2018.2807423