Optimization flow control with Newton-like algorithm

Abstract

We proposed earlier an optimization approach to reactive flow control where the objective of the control is to maximize the aggregate utility of all sources over their transmission rates. The control mechanism is derived as a gradient projection algorithm to solve the dual problem. We extend the algorithm to a scaled gradient projection. The diagonal scaling matrix approximates the diagonal terms of the Hessian and can be computed at individual links using the same information required by the unsealed algorithm. We prove the convergence of the scaled algorithm and present simulation results that illustrate its superiority to the unsealed algorithm.