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2010
IEEE

A distributed Newton method for Network Utility Maximization

9 years 4 months ago
A distributed Newton method for Network Utility Maximization
Most existing work uses dual decomposition and subgradient methods to solve Network Utility Maximization (NUM) problems in a distributed manner, which suffer from slow rate of convergence properties. This work develops an alternative distributed Newton-type fast converging algorithm for solving network utility maximization problems with self-concordant utility functions. By using novel matrix splitting techniques, both primal and dual updates for the Newton step can be computed using iterative schemes in a decentralized manner with limited information exchange. Similarly, the stepsize can be obtained via an iterative consensus-based averaging scheme. We show that even when the Newton direction and the stepsize in our method are computed within some error (due to finite truncation of the iterative schemes), the resulting objective function value still converges superlinearly to an explicitly characterized error neighborhood. Simulation results demonstrate significant convergence rate i...
Ermin Wei, Asuman E. Ozdaglar, Ali Jadbabaie
Added 13 May 2011
Updated 13 May 2011
Type Journal
Year 2010
Where CDC
Authors Ermin Wei, Asuman E. Ozdaglar, Ali Jadbabaie
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