Numerical Methods for the Resource Allocation Problem in a Computer Network
Evgeniya Vorontsova, Alexander Vladimirovich Gasnikov, Pavel Dvurechensky, Anastasia Ivanova, Dmitry Arkad'evich Pasechnyuk · Computational Mathematics and Mathematical Physics · 2021
Abstract The resource allocation problem in computer networks with a large number of links is considered. The links are used by consumers (users), whose number can also be very large. For the dual problem, numerical optimization methods are proposed, such as the fast gradient method, the stochastic projected subgradient method, the ellipsoid method, and the random gradient extrapolation method. A convergence rate estimate is obtained for each of the methods. Algorithms for distributed computation of steps in the considered methods as applied to computer networks are described. Special attention is given to the primal-dual property of the proposed algorithms.