不動点最適化手法とネットワーク資源割り当て問題への応用

概要

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Network resource allocation is a central issue in modern networks. The main objective of the allocation is to share the available resource among users in the network so as to maximize the sum of their utilities subject to the feasible region for allocating the resource. In this paper, we discuss a network allocation problem in which the constraint set composed of the absolute set and the subsidiary sets is not feasible. We formulate a compromise solution of the problem by using a maximizer of the objective function over a subset of the absolute set with the elements closest to the subsidiary sets in terms of the norm. We propose fixed point optimization algorithms, based on iterative techniques for optimization over the fixed point set of a certain nonexpansive mapping, for solving the problem and perform convergence analyses on them. We apply the algorithms to concrete network resource allocation problems such as power and bandwidth allocation and provide numerical examples for these problems.
日本応用数理学会の論文
2011-09-27