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Convergence and stability of the Newton-Like algorithm with estimation error in optimization flow control

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4 Author(s)

The Newton-Like algorithm with price estimation error in optimization flow control in network is analyzed. The estimation error is treated as inexactness of the gradient and the inexact descent direction is analyzed. Based on the optimization theory, a sufficient condition for convergence of this algorithm with bounded price estimation error is obtained. Furthermore, even when this sufficient condition doesn't hold, this algorithm can also converge, provided a modified step size, and an attraction region is obtained. Based on Lasalle's invariance principle applied to a suitable Lyapunov function, the dynamic system described by this algorithm is proved to be global stability if the error is zero. And the Newton-Like algorithm with bounded price estimation error is also globally stable if the error satisfies the sufficient condition for convergence. All trajectories ultimately converge to the equilibrium point.

Published in:

Systems Engineering and Electronics, Journal of  (Volume:18 ,  Issue: 3 )

Date of Publication:

Sept. 2007

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