A duality model of TCP and queue management algorithms

We propose a duality model of end-to-end congestion control and apply it to understanding the equilibrium properties of TCP and active queue management schemes. The basic idea is to regard source rates as primal variables and congestion measures as dual variables, and congestion control as a distributed primal-dual algorithm over the Internet to maximize aggregate utility subject to capacity constraints. The primal iteration is carried out by TCP algorithms such as Reno or Vegas, and the dual iteration is carried out by queue management algorithms such as DropTail, RED or REM. We present these algorithms and their generalizations, derive their utility functions, and study their interaction

Convex Relaxation of Optimal Power Flow, Part II: Exactness

This tutorial summarizes recent advances in the convex relaxation of the optimal power flow (OPF) problem, focusing on structural properties rather than algorithms. Part I presents two power flow models, formulates OPF and their relaxations in each model, and proves equivalence relations among them. Part II presents sufficient conditions under which the convex relaxations are exact.Comment: Citation: IEEE Transactions on Control of Network Systems, June 2014. This is an extended version with Appendex VI that proves the main results in this tutoria

Convex Relaxation of Optimal Power Flow, Part I: Formulations and Equivalence

This tutorial summarizes recent advances in the convex relaxation of the optimal power flow (OPF) problem, focusing on structural properties rather than algorithms. Part I presents two power flow models, formulates OPF and their relaxations in each model, and proves equivalence relations among them. Part II presents sufficient conditions under which the convex relaxations are exact.Comment: Citation: IEEE Transactions on Control of Network Systems, 15(1):15-27, March 2014. This is an extended version with Appendices VIII and IX that provide some mathematical preliminaries and proofs of the main result

Estimating Euler equations

In this paper we consider conditions under which the estimation of a log-linearized Euler equation for consumption yields consistent estimates of preference parameters. When utility is isoelastic and a sample covering a long time period is available, consistent estimates are obtained from the loglinearized Euler equation when the innovations to the conditional variance of consumption growth are uncorrelated with the instruments typically used in estimation. We perform a Montecarlo experiment, consisting in solving and simulating a simple life cycle model under uncertainty, and show that in most situations, the estimates obtained from the log-linearized equation are not systematically biased. This is true even when we introduce heteroscedasticity in the process generating income. The only exception is when discount rates are very high (e.g. 47% per year). This problem arises because consumers are nearly always close to the maximum borrowing limit: the estimation bias is unrelated to the linearization and estimates using nonlinear GMM are as bad. Across all our situations, estimation using a log-linearized Euler equation does better than nonlinear GMM despite the absence of measurement error. Finally, we plot life cycle profiles for the variance of consumption growth, which, except when the discount factor is very high, is remarkably flat. This implies that claims that demographic variables in log-linearized Euler equations capture changes in the variance of consumption growth are unwarranted

Reverse Engineering TCP/IP-like Networks using Delay-Sensitive Utility Functions

TCP/IP can be interpreted as a distributed primal-dual algorithm to maximize aggregate utility over source rates. It has recently been shown that an equilibrium of TCP/IP, if it exists, maximizes the same delay-insensitive utility over both source rates and routes, provided pure congestion prices are used as link costs in the shortest-path calculation of IP. In practice, however, pure dynamic routing is never used and link costs are weighted sums of both static as well as dynamic components. In this paper, we introduce delay-sensitive utility functions and identify a class of utility functions that such a TCP/IP equilibrium optimizes. We exhibit some counter-intuitive properties that any class of delay-sensitive utility functions optimized by TCP/IP necessarily possess. We prove a sufficient condition for global stability of routing updates for general networks. We construct example networks that defy conventional wisdom on the effect of link cost parameters on network stability and utility

Simulation comparison of RED and REM

We propose earlier an optimization based low control for the Internet called Random Exponential Marking (REM). REM consists of a link algorithm, that probabilistically marks packets inside the network, and a source algorithm, that adapts source rate to observed marking. The marking probability is exponential in a link congestion measure, so that the end-to-end marking probability is exponential in a path congestion measure. Because of the finer measure of congestion provided by REM, sources do not constantly probe the network for spare capacity, but settle around a globally optimal equilibrium, thus avoiding the perpetual cycle of sinking into and recovering from congestion. In this paper we compare the performance of REM with Reno over RED through simulation

Convex Relaxations and Linear Approximation for Optimal Power Flow in Multiphase Radial Networks

Distribution networks are usually multiphase and radial. To facilitate power flow computation and optimization, two semidefinite programming (SDP) relaxations of the optimal power flow problem and a linear approximation of the power flow are proposed. We prove that the first SDP relaxation is exact if and only if the second one is exact. Case studies show that the second SDP relaxation is numerically exact and that the linear approximation obtains voltages within 0.0016 per unit of their true values for the IEEE 13, 34, 37, 123-bus networks and a real-world 2065-bus network.Comment: 9 pages, 2 figures, 3 tables, accepted by Power System Computational Conferenc

Change management for adoption of Building Information Modelling (BIM) in the construction industry

For construction works, right information shall be provided and received by the right parties at the right time. However, in reality, such precise information flow has not been achieved in all projects, resulting in deficiency in the overall performance efficiency. Such pitfalls in information flow in the construction industry have been in existence for long but seem inevitable. A lot of literature have advocated that the adoption of BIM would be beneficial in various aspects. One of them is its capability in information integration, thus leading to the reduction in information flow problems in the industry. However, while BIM applications have already been used in the private sector of Hong Kong for over a decade, the pace in adopting BIM by the entire industry is still not satisfactory, even after the mandatory adoption by the Hong Kong SAR Government in 2017. Construction industry is one of the most significant industries in Hong Kong. In the past several years, the average total value of construction works is about HK$148,200 million (around GBP 14,820 million) per year, at 6% of the GDP. It is one of the major elements in financial aspects and any changes in its performance efficiency would have substantial cost impact and effect on the economy. With the passion to contribute to the construction industry on improvements of the processes, the objectives of the research project are set to review and identify the change factors affecting BIM adoption processes, to examine and reveal how they could facilitate the construction industry to reap the benefits. To achieve the objectives, a Change Management Framework, backed by the results of the research findings and supplemented with recommended way forward in a structured approach, would be developed to enable users to proceed with effective and efficient BIM implementation processes. The research processes start with secondary research by literature reviews to identify the factors affecting the implementation processes. Technological factors related to construction technology and management, as well as non-technological factors, such as those related to cultural and organisational developments, that would have influence upon BIM adoptions are covered in the review. Concepts and theories related to change models and management approaches have also been studied to underpin the researcher’s capabilities. Change factors for BIM implementations are of complexity and complicated in nature. For this, a change factor analysis approach is developed to enable structured analysis of the findings. The analysed findings are reviewed and transformed into meaningful and useful information for further use in the primary research, which consist of analysis of organisational change factors, and the advice obtained from interviews with BIM experts. The tasks for achieving the research objectives, including the review on factors influencing BIM implementation and establishment of the Change Management Framework, have been completed. Users’ guideline incorporated with step-by-step notes on the Framework setup and how would it be used to achieve the desired objectives has also been prepared. A case study with a trial run of the Framework has been conducted and the outcome proves that the Framework is ready for being used is able to serve the intended capabilities. As one of the major contributions of this research project, the structured approach developed for identification and analysis of change factors, and the application of force effects on influence powers being imposed by the various factors have enabled the identification of the source, nature and impact of the change factors in a holistic manner. By using this approach, despite the complexity nature of the construction industry, all-rounded analysis and identification of change factors, which is essential for BIM implementations, could be identified effectively. In addition to the original target of facilitating users to proceed with BIM implementation processes, another contribution of the Change Management Framework is the capability introduced in blending of the technological and non-technological aspects. With such capabilities, the Framework would also enable users to implement the changes for other new technologies or processes, in an effective and efficient manner. For future research, the established Framework could be extended to cover comparisons cross organisation or regions, and to form a base for research on change factors in a global manner. Results derived from the extended Framework and further research could be used to formulate appropriate benchmark indices and platform to facilitate effective implementations of Building Information Modelling world-wide. In conclusion, the process of studying and researching, as a professional worker and a student at the University, has offered me a platform to gain more insights both in the academic as well as the professional world. In turn it has made the researcher looking at the work’s issues not as unsolvable problems but as challenges that require cooperation, productive partnerships, and the acquisition of solutions