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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2021, Volume 61, Number 2, Pages 312–344
DOI: https://doi.org/10.31857/S0044466921020149 (Mi zvmmf11202) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Computer science

Numerical methods for the resource allocation problem in a computer network

E. A. Vorontsovaa, A. V. Gasnikovabc, P. E. Dvurechenskiibc, A. S. Ivanovad, D. A. Pasechnyuka

a Moscow Institute of Physics and Technology (National Research University), Dolgoprudny, Moscow Region
b Institute for Information Transmission Problems of the Russian Academy of Sciences (Kharkevich Institute), Moscow
c Weierstrass institute for Applied Analysis and Stochastics
d State University – Higher School of Economics
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DOI: https://doi.org/10.31857/S0044466921020149
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.
Key words: resource allocation, communication networks, network utility maximization, primal-dual property, fast gradient method, stochastic projected subgradient method, ellipsoid method, random gradient extrapolation method.
Funding agency Grant number
Russian Foundation for Basic Research 18-31-20005 ìîë_à_âåä
19-31-51001
18-29-03071 ìê
Ministry of Education and Science of the Russian Federation 075-00337-20-03
Gasnikov’s research was supported by the Russian Foundation for Basic Research, grant no. 18-31-20005 mol_a_ved and 19-31-51001 Scientific mentoring. Dvurechensky’s research was supported by the Russian Foundation for Basic Research, grant no. 18-29-03071 mk. Vorontsova’s research was supported by the Ministry of Science and Higher Education of the Russian Federation (state assignment no. 075-00337-20-03), project no. 0714-2020-0005.
Received: 29.11.2019
Revised: 10.09.2020
Accepted: 16.09.2020
English version:
Computational Mathematics and Mathematical Physics, 2021, Volume 61, Issue 2, Pages 297–328
DOI: https://doi.org/10.1134/S0965542521020135
Bibliographic databases:
Document Type: Article
UDC: 519
Language: Russian
Citation: E. A. Vorontsova, A. V. Gasnikov, P. E. Dvurechenskii, A. S. Ivanova, D. A. Pasechnyuk, “Numerical methods for the resource allocation problem in a computer network”, Zh. Vychisl. Mat. Mat. Fiz., 61:2 (2021), 312–344; Comput. Math. Math. Phys., 61:2 (2021), 297–328
Citation in format AMSBIB
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    		Æóðíàë âû÷èñëèòåëüíîé ìàòåìàòèêè è ìàòåìàòè÷åñêîé ôèçèêè Computational Mathematics and Mathematical Physics
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