Time-average stochastic optimization with non-convex decision set and its convergence

2015 13th International Symposium on Modeling and Optimization in Mobile, Ad Hoc, and Wireless Networks, WiOpt 2015

Volumn , Issue , 2015, Pages 490-497

  Supittayapornpong, Sucha ^a   Neely, Michael J ^a  

^a University of Southern California   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

LAGRANGE MULTIPLIERS; OPERATIONS RESEARCH; OPTIMIZATION; STOCHASTIC SYSTEMS;

CONVERGENCE TIME; CONVEX CONSTRAINTS; CONVEX OBJECTIVES; DECISION VECTORS; OPTIMIZATION TECHNIQUES; STOCHASTIC OPTIMIZATIONS; TIME AVERAGES; TRANSIENT PHASE;

MOBILE AD HOC NETWORKS;

EID: 84941141167     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WIOPT.2015.7151110     Document Type: Conference Paper

References (24)

1. M. J. Neely, "Stochastic network optimization with application to communication and queueing systems," Synthesis Lectures on Communication Networks, vol. 3, no. 1, 2010.
2. M. J. Neely, E. Modiano, and C. Li, "Fairness and optimal stochastic control for heterogeneous networks," Networking, IEEE/ACM Transactions on, vol. 16, no. 2, Apr. 2008.
3. L. Georgiadis, M. J. Neely, and L. Tassiulas, "Resource allocation and cross-layer control in wireless networks," Foundations and Trends in Networking, Apr. 2006.
4. A. Stolyar, "Greedy primal-dual algorithm for dynamic resource allocation in complex networks," Queueing Systems, vol. vol. 54, no. 3, pp. 203-220, 2006.
5. A. Eryilmaz and R. Srikant, "Fair resource allocation in wireless networks using queue-length-based scheduling and congestion control," Networking, IEEE/ACM Transactions on, vol. 15, no. 6, Dec. 2007.
6. M. J. Neely, "Energy optimal control for time-varying wireless networks," Information Theory, IEEE Transactions on, Jul. 2006.
7. L. Lin, X. Lin, and N. B. Shroff, "Low-complexity and distributed energy minimization in multi-hop wireless networks," Proc. IEEE INFOCOM, 2007.
8. S. Supittayapornpong and M. J. Neely, "Quality of information maximization for wireless networks via a fully separable quadratic policy," Networking, IEEE/ACM Transactions on, 2014.
9. Y. Nesterov, "Primal-dual subgradient methods for convex problems," Mathematical Programming, vol. 120, no. 1, 2009.
10. A. Nedíc and A. Ozdaglar, "Approximate primal solutions and rate analysis for dual subgradient methods," SIAM Journal on Optimization, vol. 19, no. 4, 2009.
11. M. J. Neely, "Distributed and secure computation of convex programs over a network of connected processors," DCDIS Conf., Guelph, Ontario, Jul. 2005.
12. Y. Nesterov, Introductory Lectures on Convex Optimization: A Basic Course (Applied Optimization). Springer Netherlands, 2004.
13. P. Tseng, "On accelerated proximal gradient methods for convexconcave optimization," submitted to SIAM Journal on Optimization, 2008.
14. S. Boyd and L. Vandenberghe, Convex Optimization. New York, NY, USA: Cambridge University Press, 2004.
15. E. Wei and A. Ozdaglar, "On the o(1/k) convergence of asynchronous distributed alternating direction method of multipliers," arXiv:1307. 8254, Jul. 2013.
16. A. Beck, A. Nedíc, A. Ozdaglar, and M. Teboulle, "An o(1/k) gradient method for network resource allocation problems," Control of Network Systems, IEEE Transactions on, vol. 1, no. 1, Mar. 2014.
17. M. J. Neely, "A simple convergence time analysis of drift-plus-penalty for stochastic optimization and convex program," arXiv:1412. 0791v1 [math. OC], Dec. 2014.
18. S. Supittayapornpong and M. J. Neely, "Time-average optimization with nonconvex decision set and its convergence," in CDC, 2014 Proceedings IEEE, Dec. 2014.
19. L. Huang and M. J. Neely, "Delay reduction via lagrange multipliers in stochastic network optimization," Automatic Control, IEEE Transactions on, vol. 56, no. 4, Apr. 2011.
20. L. Huang, X. Liu, and X. Hao, "The power of online learning in stochastic network optimization," SIGMETRICS Perform. Eval. Rev., vol. 42, no. 1, Jun. 2014.
21. D. Bertsekas, A. Nedíc, and A. Ozdaglar, Convex Analysis and Optimization. Athena Scientific, 2003.
22. S. Supittayapornpong and M. J. Neely, "Time-average stochastic optimization with non-convex decision set and its convergence," arXiv:1412. 4509 [math. OC], Jan. 2015.
23. M. J. Neely, "Energy-aware wireless scheduling with near optimal backlog and convergence time tradeoffs," in INFOCOM, 2015 Proceedings IEEE, Apr. 2015.
24. S. M. Ross, Stochastic Processes (Wiley Series in Probability and Statistics), 2nd ed. Wiley, Feb. 1995.