Optimal Vaccine Allocation to Control Epidemic Outbreaks in Arbitrary Networks

We consider the problem of controlling the propagation of an epidemic outbreak in an arbitrary contact network by distributing vaccination resources throughout the network. We analyze a networked version of the Susceptible-Infected-Susceptible (SIS) epidemic model when individuals in the network present different levels of susceptibility to the epidemic. In this context, controlling the spread of an epidemic outbreak can be written as a spectral condition involving the eigenvalues of a matrix that depends on the network structure and the parameters of the model. We study the problem of finding the optimal distribution of vaccines throughout the network to control the spread of an epidemic outbreak. We propose a convex framework to find cost-optimal distribution of vaccination resources when different levels of vaccination are allowed. We also propose a greedy approach with quality guarantees for the case of all-or-nothing vaccination. We illustrate our approaches with numerical simulations in a real social network

Online Resource Inference in Network Utility Maximization Problems

The amount of transmitted data in computer networks is expected to grow considerably in the future, putting more and more pressure on the network infrastructures. In order to guarantee a good service, it then becomes fundamental to use the network resources efficiently. Network Utility Maximization (NUM) provides a framework to optimize the rate allocation when network resources are limited. Unfortunately, in the scenario where the amount of available resources is not known a priori, classical NUM solving methods do not offer a viable solution. To overcome this limitation we design an overlay rate allocation scheme that attempts to infer the actual amount of available network resources while coordinating the users rate allocation. Due to the general and complex model assumed for the congestion measurements, a passive learning of the available resources would not lead to satisfying performance. The coordination scheme must then perform active learning in order to speed up the resources estimation and quickly increase the system performance. By adopting an optimal learning formulation we are able to balance the tradeoff between an accurate estimation, and an effective resources exploitation in order to maximize the long term quality of the service delivered to the users

Max-Weight Revisited: Sequences of Non-Convex Optimisations Solving Convex Optimisations

We investigate the connections between max-weight approaches and dual subgradient methods for convex optimisation. We find that strong connections exist and we establish a clean, unifying theoretical framework that includes both max-weight and dual subgradient approaches as special cases. Our analysis uses only elementary methods, and is not asymptotic in nature. It also allows us to establish an explicit and direct connection between discrete queue occupancies and Lagrange multipliers.Comment: convex optimisation, max-weight scheduling, backpressure, subgradient method

A Decomposition Algorithm for Nested Resource Allocation Problems

We propose an exact polynomial algorithm for a resource allocation problem with convex costs and constraints on partial sums of resource consumptions, in the presence of either continuous or integer variables. No assumption of strict convexity or differentiability is needed. The method solves a hierarchy of resource allocation subproblems, whose solutions are used to convert constraints on sums of resources into bounds for separate variables at higher levels. The resulting time complexity for the integer problem is $O(n \log m \log (B/n))$, and the complexity of obtaining an $\epsilon$-approximate solution for the continuous case is $O(n \log m \log (B/\epsilon))$, $n$ being the number of variables, $m$ the number of ascending constraints (such that $m < n$), $\epsilon$ a desired precision, and $B$ the total resource. This algorithm attains the best-known complexity when $m = n$, and improves it when $\log m = o(\log n)$. Extensive experimental analyses are conducted with four recent algorithms on various continuous problems issued from theory and practice. The proposed method achieves a higher performance than previous algorithms, addressing all problems with up to one million variables in less than one minute on a modern computer.Comment: Working Paper -- MIT, 23 page