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Optimization flow control with estimation error

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3 Author(s)
Mehyar, M. ; Eng. & Appl. Sci., California Inst. of Technol., CA, USA ; Spanos, D. ; Low, S.H.

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.

Published in:

INFOCOM 2004. Twenty-third AnnualJoint Conference of the IEEE Computer and Communications Societies  (Volume:2 )

Date of Conference:

7-11 March 2004

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