Nonconcave Utility Maximization in Locally Coupled Systems, With Applications to Wireless and Wireline Networks

Abstract

Motivated by challenging resource allocation issues arising in large-scale wireless and wireline communication networks, we study distributed network utility maximization problems with a mixture of concave (e.g., best-effort throughputs) and nonconcave (e.g., voice/video streaming rates) utilities. In the first part of the paper, we develop our methodological framework in the context of a locally coupled networked system, where nodes represent agents that control a discrete local state. Each node has a possibly nonconcave local objective function, which depends on the local state of the node and the local states of its neighbors. The goal is to maximize the sum of the local objective functions of all nodes. We devise an iterative randomized algorithm, whose convergence and optimality properties follow from the classical framework of Markov Random Fields and Gibbs Measures via a judiciously selected neighborhood structure. The proposed algorithm is distributed, asynchronous, requires limited computational effort per node/iteration, and yields provable convergence in the limit. In order to demonstrate the scope of the proposed methodological framework, in the second part of the paper we show how the method can be applied to two different problems for which no distributed algorithm with provable convergence and optimality properties is available. Specifically, we describe how the proposed methodology provides a distributed mechanism for solving nonconcave utility maximization problems: 1) arising in OFDMA cellular networks, through power allocation and user assignment; 2) arising in multihop wireline networks, through explicit rate allocation. Several numerical experiments are presented to illustrate the convergence speed and performance of the proposed method.