A Linear Programming Approach to Routing Control in Networks of Constrained Nonlinear Positive Systems with Concave Flow Rates

We consider control design for positive compartmental systems in which each compartment's outflow rate is described by a concave function of the amount of material in the compartment.We address the problem of determining the routing of material between compartments to satisfy time-varying state constraints while ensuring that material reaches its intended destination over a finite time horizon. We give sufficient conditions for the existence of a time-varying state-dependent routing strategy which ensures that the closed-loop system satisfies basic network properties of positivity, conservation and interconnection while ensuring that capacity constraints are satisfied, when possible, or adjusted if a solution cannot be found. These conditions are formulated as a linear programming problem. Instances of this linear programming problem can be solved iteratively to generate a solution to the finite horizon routing problem. Results are given for the application of this control design method to an example problem. Key words: linear programming; control of networks; positive systems; controller constraints and structure

Cross-layer optimization in TCP/IP networks

TCP-AQM can be interpreted as distributed primal-dual algorithms to maximize aggregate utility over source rates. We show that an equilibrium of TCP/IP, if exists, maximizes aggregate utility over both source rates and routes, provided congestion prices are used as link costs. An equilibrium exists if and only if this utility maximization problem and its Lagrangian dual have no duality gap. In this case, TCP/IP incurs no penalty in not splitting traffic across multiple paths. Such an equilibrium, however, can be unstable. It can be stabilized by adding a static component to link cost, but at the expense of a reduced utility in equilibrium. If link capacities are optimally provisioned, however, pure static routing, which is necessarily stable, is sufficient to maximize utility. Moreover single-path routing again achieves the same utility as multipath routing at optimality

Optimization flow control -- I: Basic algorithm and convergence

We propose an optimization approach to flow control where the objective is to maximize the aggregate source utility over their transmission rates. We view network links and sources as processors of a distributed computation system to solve the dual problem using a gradient projection algorithm. In this system, sources select transmission rates that maximize their own benefits, utility minus bandwidth cost, and network links adjust bandwidth prices to coordinate the sources' decisions. We allow feedback delays to be different, substantial, and time varying, and links and sources to update at different times and with different frequencies. We provide asynchronous distributed algorithms and prove their convergence in a static environment. We present measurements obtained from a preliminary prototype to illustrate the convergence of the algorithm in a slowly time-varying environment. We discuss its fairness property

Examination of optimizing information flow in networks

The central role of the Internet and the World-Wide-Web in global communications has refocused much attention on problems involving optimizing information flow through networks. The most basic formulation of the question is called the "max flow" optimization problem: given a set of channels with prescribed capacities that connect a set of nodes in a network, how should the materials or information be distributed among the various routes to maximize the total flow rate from the source to the destination. Theory in linear programming has been well developed to solve the classic max flow problem. Modern contexts have demanded the examination of more complicated variations of the max flow problem to take new factors or constraints into consideration; these changes lead to more difficult problems where linear programming is insufficient. In the workshop we examined models for information flow on networks that considered trade-offs between the overall network utility (or flow rate) and path diversity to ensure balanced usage of all parts of the network (and to ensure stability and robustness against local disruptions in parts of the network). While the linear programming solution of the basic max flow problem cannot handle the current problem, the approaches primal/dual formulation for describing the constrained optimization problem can be applied to the current generation of problems, called network utility maximization (NUM) problems. In particular, primal/dual formulations have been used extensively in studies of such networks. A key feature of the traffic-routing model we are considering is its formulation as an economic system, governed by principles of supply and demand. Considering channel capacities as a commodity of limited supply, we might suspect that a system that regulates traffic via a pricing scheme would assign prices to channels in a manner inversely proportional to their respective capacities. Once an appropriate network optimization problem has been formulated, it remains to solve the optimization problem; this will need to be done numerically, but the process can greatly benefit from simplifications and reductions that follow from analysis of the problem. Ideally the form of the numerical solution scheme can give insight on the design of a distributed algorithm for a Transmission Control Protocol (TCP) that can be directly implemented on the network. At the workshop we considered the optimization problems for two small prototype network topologies: the two-link network and the diamond network. These examples are small enough to be tractable during the workshop, but retain some of the key features relevant to larger networks (competing routes with different capacities from the source to the destination, and routes with overlapping channels, respectively). We have studied a gradient descent method for solving obtaining the optimal solution via the dual problem. The numerical method was implemented in MATLAB and further analysis of the dual problem and properties of the gradient method were carried out. Another thrust of the group's work was in direct simulations of information flow in these small networks via Monte Carlo simulations as a means of directly testing the efficiencies of various allocation strategies

Review of Optimization Problems in Wireless Sensor Networks

International audienc

Optimal joint path computation and rate allocation for real-time traffic

Computing network paths under worst-case delay constraints has been the subject of abundant literature in the past two decades. Assuming Weighted Fair Queueing scheduling at the nodes, this translates to computing paths and reserving rates at each link. The problem is NP-hard in general, even for a single path; hence polynomial-time heuristics have been proposed in the past, that either assume equal rates at each node, or compute the path heuristically and then allocate the rates optimally on the given path. In this paper we show that the above heuristics, albeit finding optimal solutions quite often, can lead to failing of paths at very low loads, and that this could be avoided by solving the problem, i.e., path computation and rate allocation, jointly at optimality. This is possible by modeling the problem as a mixed-integer second-order cone program and solving it optimally in split-second times for relatively large networks on commodity hardware; this approach can also be easily turned into a heuristic one, trading a negligible increase in blocking probability for one order of magnitude of computation time. Extensive simulations show that these methods are feasible in today's ISPs networks and they significantly outperform the existing schemes in terms of blocking probability

Minimum-cost multicast over coded packet networks

We consider the problem of establishing minimum-cost multicast connections over coded packet networks, i.e., packet networks where the contents of outgoing packets are arbitrary, causal functions of the contents of received packets. We consider both wireline and wireless packet networks as well as both static multicast (where membership of the multicast group remains constant for the duration of the connection) and dynamic multicast (where membership of the multicast group changes in time, with nodes joining and leaving the group). For static multicast, we reduce the problem to a polynomial-time solvable optimization problem, and we present decentralized algorithms for solving it. These algorithms, when coupled with existing decentralized schemes for constructing network codes, yield a fully decentralized approach for achieving minimum-cost multicast. By contrast, establishing minimum-cost static multicast connections over routed packet networks is a very difficult problem even using centralized computation, except in the special cases of unicast and broadcast connections. For dynamic multicast, we reduce the problem to a dynamic programming problem and apply the theory of dynamic programming to suggest how it may be solved