A Distributed Method for Optimal Capacity Reservation

被引：0
|
作者：
Nicholas Moehle
Xinyue Shen
Zhi-Quan Luo
Stephen Boyd
机构：
[1] Stanford University,Mechanical Engineering Department
[2] Tsinghua University,Electronic Engineering Department
[3] University of Minnesota,Electrical and Computer Engineering
[4] Stanford University,Electrical Engineering Department
来源：
Journal of Optimization Theory and Applications | 2019年 / 182卷
关键词：
Convex optimization; Network flow; ADMM; Robust optimization;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
引用
收藏
页码：1130 / 1149
页数：19
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