Fixed point optimization algorithm and its application to network bandwidth allocation
Fixed point optimization algorithm and its application to network bandwidth allocation
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DOI：
10.1016/j.cam.2011.10.004
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发表时间：
2012-01-01
影响因子：
2.4
通讯作者：
Iiduka, Hideaki
中科院分区：
文献类型：
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作者：
Iiduka, Hideaki
非扩张映射的不动点集上的严格凸目标函数的凸优化问题包含了网络带宽分配问题，它是现代通信网络中的核心问题之一。我们设计了一种求解凸优化问题的迭代算法，称为不动点优化算法，并对算法进行了收敛性分析。分析保证了算法，缓慢减少步长序列，弱收敛到一个唯一的解决方案的问题。此外，我们将所提出的算法应用到网络带宽分配问题，并显示其有效性。(C)2011 Elsevier B.V.保留所有权利。
A convex optimization problem for a strictly convex objective function over the fixed point set of a nonexpansive mapping includes a network bandwidth allocation problem, which is one of the central issues in modern communication networks. We devised an iterative algorithm, called a fixed point optimization algorithm, for solving the convex optimization problem and conducted a convergence analysis on the algorithm. The analysis guarantees that the algorithm, with slowly diminishing step-size sequences, weakly converges to a unique solution to the problem. Moreover, we apply the proposed algorithm to a network bandwidth allocation problem and show its effectiveness. (C) 2011 Elsevier B.V. All rights reserved.