Subgradient methods in network resource allocation: Rate analysis

Angelia Nedić, Asuman Ozdaglar

Research output: Chapter in Book/Report/Conference proceedingConference contribution

28 Scopus citations

Abstract

We consider dual subgradient methods for solving (nonsmooth) convex constrained optimization problems. Our focus is on generating approximate primal solutions with performance guarantees and providing convergence rate analysis. We propose and analyze methods that use averaging schemes to generate approximate primal optimal solutions. We provide estimates on the convergence rate of the generated primal solutions in terms of both the amount of feasibility violation and bounds on the primal function values. The feasibility violation and primal value estimates are given per iteration, thus providing practical stopping criteria. We provide a numerical example that illustrate the performance of the subgradient methods with averaging in a network resource allocation problem.

Original languageEnglish (US)
Title of host publicationCISS 2008, The 42nd Annual Conference on Information Sciences and Systems
Pages1189-1194
Number of pages6
DOIs
StatePublished - Sep 22 2008
Externally publishedYes
EventCISS 2008, 42nd Annual Conference on Information Sciences and Systems - Princeton, NJ, United States
Duration: Mar 19 2008Mar 21 2008

Publication series

NameCISS 2008, The 42nd Annual Conference on Information Sciences and Systems

Other

OtherCISS 2008, 42nd Annual Conference on Information Sciences and Systems
CountryUnited States
CityPrinceton, NJ
Period3/19/083/21/08

ASJC Scopus subject areas

  • Computer Science Applications
  • Information Systems
  • Control and Systems Engineering

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  • Cite this

    Nedić, A., & Ozdaglar, A. (2008). Subgradient methods in network resource allocation: Rate analysis. In CISS 2008, The 42nd Annual Conference on Information Sciences and Systems (pp. 1189-1194). [4558699] (CISS 2008, The 42nd Annual Conference on Information Sciences and Systems). https://doi.org/10.1109/CISS.2008.4558699