A Distributed Method for Optimal Capacity Reservation

Nicholas Moehle (), Xinyue Shen, Zhi-Quan Luo and Stephen Boyd
Additional contact information
Nicholas Moehle: Stanford University
Xinyue Shen: Tsinghua University
Zhi-Quan Luo: University of Minnesota
Stephen Boyd: Stanford University

Journal of Optimization Theory and Applications, 2019, vol. 182, issue 3, No 14, 1130-1149

Abstract: Abstract We consider the problem of reserving link capacity in a network in such a way that any of a given set of flow scenarios can be supported. In the optimal capacity reservation problem, we choose the reserved link capacities to minimize the reservation cost. This problem reduces to a large linear program, with the number of variables and constraints on the order of the number of links times the number of scenarios. We develop a scalable, distributed algorithm for the problem that alternates between solving (in parallel) one-flow problem per scenario, and coordination steps, which connect the individual flows and the reservation capacities.

Keywords: Convex optimization; Network flow; ADMM; Robust optimization (search for similar items in EconPapers)
Date: 2019
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10957-019-01528-5 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:182:y:2019:i:3:d:10.1007_s10957-019-01528-5

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-019-01528-5

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().