Asynchronous Incremental Stochastic Dual Descent Algorithm for Network Resource Allocation

Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as energy and bandwidth are divided among nodes to satisfy certain long-term objectives. This paper proposes an asynchronous incremental dual decent resource allocation algorithm that utilizes delayed stochastic gradients for carrying out its updates. The proposed algorithm is well-suited to heterogeneous networks as it allows the computationally-challenged or energy-starved nodes to, at times, postpone the updates. The asymptotic analysis of the proposed algorithm is carried out, establishing dual convergence under both, constant and diminishing step sizes. It is also shown that with constant step size, the proposed resource allocation policy is asymptotically near-optimal. An application involving multicell coordinated beamforming is detailed, demonstrating the usefulness of the proposed algorithm.