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

Abstract

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