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Optimization flow control with estimation error

Mehyar, Mortada and Spanos, Demetri and Low, Steven H. (2004) Optimization flow control with estimation error. In: 23rd Annual Joint Conference of the IEEE Computer and Communications Societies. Vol.2. IEEE , Piscataway, NJ, pp. 984-992. ISBN 0-7803-8355-9. https://resolver.caltech.edu/CaltechAUTHORS:20170810-134030592

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Abstract

We analyze the effects of price estimation error in a dual-gradient optimization flow control scheme, and characterize the performance of the algorithm in this case. By treating estimation error as inexactness of the gradient, we utilize sufficient conditions for convergence subject to bounded error to characterize the long-term dynamics of the link utilization in terms of a region, which the trajectory enters in finite time. We explicitly find bounds for this region under a particular quantization error model, and provide simulation results to verify the predicted behavior of the system. Finally, we analyze the effects of the stepsize on the convergence of the algorithm, and provide analytical and numerical results, which suggest a particular choice for this parameter.


Item Type:Book Section
Related URLs:
URLURL TypeDescription
https://doi.org/10.1109/INFCOM.2004.1356985DOIArticle
http://ieeexplore.ieee.org/document/1356985/PublisherArticle
ORCID:
AuthorORCID
Low, Steven H.0000-0001-6476-3048
Additional Information:© 2004 IEEE. We thank the reviewers for pointing out some errors and giving us useful suggestions.
Subject Keywords:Estimation error, Convergence, Protocols, Delay estimation, Quantization, IP networks, Gradient methods, Context, Loss measurement
DOI:10.1109/INFCOM.2004.1356985
Record Number:CaltechAUTHORS:20170810-134030592
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:20170810-134030592
Official Citation:M. Mehyar, D. Spanos and S. H. Low, "Optimization flow control with estimation error," IEEE INFOCOM 2004, 2004, pp. 984-992 vol.2. doi: 10.1109/INFCOM.2004.1356985 URL: http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=1356985&isnumber=29790
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:80211
Collection:CaltechAUTHORS
Deposited By: Linqi Guo
Deposited On:11 Aug 2017 19:10
Last Modified:15 Nov 2021 17:53

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