A primal–dual penalty method via rounded weighted-ℓ1 Lagrangian duality

Optimization ◽  
2021 ◽  
pp. 1-37
Author(s):  
R. S. Burachik ◽  
C. Y. Kaya ◽  
C. J. Price
Author(s):  
Jaya Pratha Sebastiyar ◽  
Martin Sahayaraj Joseph

Distributed joint congestion control and routing optimization has received a significant amount of attention recently. To date, however, most of the existing schemes follow a key idea called the back-pressure algorithm. Despite having many salient features, the first-order sub gradient nature of the back-pressure based schemes results in slow convergence and poor delay performance. To overcome these limitations, the present study was made as first attempt at developing a second-order joint congestion control and routing optimization framework that offers utility-optimality, queue-stability, fast convergence, and low delay.  Contributions in this project are three-fold. The present study propose a new second-order joint congestion control and routing framework based on a primal-dual interior-point approach and established utility-optimality and queue-stability of the proposed second-order method. The results of present study showed that how to implement the proposed second-order method in a distributed fashion.


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