Decentralized Algorithm for Centralized Variational Inequalities in Network Resource Allocation

Hideaki Iiduka ()
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Hideaki Iiduka: Kyushu Institute of Technology

Journal of Optimization Theory and Applications, 2011, vol. 151, issue 3, No 6, 525-540

Abstract: Abstract Decentralized algorithms would be useful for making network resource allocations in large-scale and complex system networks because such networks tend to lack centralized operators and are subject to continuous infrastructure improvements. In this paper, we consider a variational inequality for network resource allocation and devise a decentralized allocation algorithm for it. The proposed algorithm enables each user in the network to decide its own optimal resource allocation in cooperation with other users without using other users’ private information such as their utility functions. Moreover, we present a convergence analysis on the algorithm and apply it to the network resource allocation problem.

Keywords: Monotone operator; Resolvent; Centralized optimization problem; Variational inequality; Network resource allocation problem; Decentralized algorithm (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10957-011-9877-4

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