Optimisation of stochastic networks with blocking: a functional-form approach

This paper introduces a class of stochastic networks with blocking, motivated by applications arising in cellular network planning, mobile cloud computing, and spare parts supply chains. Blocking results in lost revenue due to customers or jobs being permanently removed from the system. We are interested in striking a balance between mitigating blocking by increasing service capacity, and maintaining low costs for service capacity. This problem is further complicated by the stochastic nature of the system. Owing to the complexity of the system there are no analytical results available that formulate and solve the relevant optimization problem in closed form. Traditional simulation-based methods may work well for small instances, but the associated computational costs are prohibitive for networks of realistic size. We propose a hybrid functional-form based approach for finding the optimal resource allocation, combining the speed of an analytical approach with the accuracy of simulation-based optimisation. The key insight is to replace the computationally expensive gradient estimation in simulation optimisation with a closed-form analytical approximation that is calibrated using a single simulation run. We develop two implementations of this approach and conduct extensive computational experiments on complex examples to show that it is capable of substantially improving system performance. We also provide evidence that our approach has substantially lower computational costs compared to stochastic approximation

Joint Subcarrier and Power Allocation in NOMA: Optimal and Approximate Algorithms

Non-orthogonal multiple access (NOMA) is a promising technology to increase the spectral efficiency and enable massive connectivity in 5G and future wireless networks. In contrast to orthogonal schemes, such as OFDMA, NOMA multiplexes several users on the same frequency and time resource. Joint subcarrier and power allocation problems (JSPA) in NOMA are NP-hard to solve in general. In this family of problems, we consider the weighted sum-rate (WSR) objective function as it can achieve various tradeoffs between sum-rate performance and user fairness. Because of JSPA's intractability, a common approach in the literature is to solve separately the power control and subcarrier allocation (also known as user selection) problems, therefore achieving sub-optimal result. In this work, we first improve the computational complexity of existing single-carrier power control and user selection schemes. These improved procedures are then used as basic building blocks to design new algorithms, namely Opt-JSPA, $\varepsilon$-JSPA and Grad-JSPA. Opt-JSPA computes an optimal solution with lower complexity than current optimal schemes in the literature. It can be used as a benchmark for optimal WSR performance in simulations. However, its pseudo-polynomial time complexity remains impractical for real-world systems with low latency requirements. To further reduce the complexity, we propose a fully polynomial-time approximation scheme called $\varepsilon$-JSPA. Since, no approximation has been studied in the literature, $\varepsilon$-JSPA stands out by allowing to control a tight trade-off between performance guarantee and complexity. Finally, Grad-JSPA is a heuristic based on gradient descent. Numerical results show that it achieves near-optimal WSR with much lower complexity than existing optimal methods