Deriving time complexities for a class of distributed gradient projection-based optimal routing algorithms

John K. Antonio, G. M. Huang, Wei K. Tsai

Research output: Contribution to journalConference article

Abstract

An upper bound is derived for the time complexity of the gradient projection-based optimal routing algorithm of D. P. Bertsekas et al. (MIT Tech. Rep. LIDS-P-1364, Feb. 1984). The overall time complexity of the algorithm is given by the product of the complexity of each iteration and the complexity of the number of iterations needed to converge. It turns out that the complexity of each iteration is dominated by the time required to solve shortest path problems, and is therefore straightforward to estimate. On the other hand, estimating a meaningful bound for the number of iterations needed for convergence presents a formidable challenge, and is therefore the main focus of this study. Classical results related to convergence rates of gradient projection-type algorithms require precise knowledge of the spectral content of Hessian matrix. Unfortunately, such classical techniques are not readily applicable to the problem at hand since the eigenvalues of the Hessian depend on factors such as network topology and traffic demand patterns in a very non-tractable way. In this paper, an alternate analysis technique is developed which yields an upper bound for the number of iterations needed for convergence to within a small neighborhood of the optimal solution.

Original languageEnglish
Pages (from-to)931-936
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
Volume2
Publication statusPublished - 1 Dec 1990
EventProceedings of the 29th IEEE Conference on Decision and Control Part 6 (of 6) - Honolulu, HI, USA
Duration: 5 Dec 19907 Dec 1990

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ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modelling and Simulation
  • Control and Optimization

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