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Maximizing Queueing Network Utility Subject to Stability: Greedy Primal-dual algorithm (2005)
| Venue: | Queueing Systems |
| Citations: | 204 - 9 self |
BibTeX
@ARTICLE{Stolyar05maximizingqueueing,
author = {Alexander L. Stolyar},
title = {Maximizing Queueing Network Utility Subject to Stability: Greedy Primal-dual algorithm},
journal = {Queueing Systems},
year = {2005},
pages = {401--457}
}
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Abstract
We study a model of controlled queueing network, which operates and makes control decisions in discrete time. An underlying random network mode determines the set of available controls in each time slot. Each control decision \produces " a certain vector of \commodities"; it also has associated \traditional " queueing control eect, i.e., it determines traÆc (customer) arrival rates, service rates at the nodes, and random routing of processed customers among the nodes. The problem is to nd a dynamic control strategy which maximizes a concave utility function H(X), where X is the average value of commodity vector, subject to the constraint that network queues remain stable. We introduce a dynamic control algorithm, which we call Greedy Primal-Dual (GPD) algorithm, and prove its asymptotic optimality. We show that our network model and GPD algorithm accommodate a wide range of applications. As one exam-ple, we consider the problem of congestion control of networks where both traÆc sources and network processing nodes may be randomly time-varying and interdependent. We also discuss a variety of resource allocation problems in wireless networks, which in particular involve average power consumption constraints and/or optimization, as well as traÆc rate constraints.
Keyphrases
network utility subject greedy primal-dual algorithm control decision network model wide range tra source service rate tra rate constraint resource allocation problem available control average value time slot processed customer congestion control certain vector wireless network commodity vector random routing concave utility function underlying random network mode greedy primal-dual network queue network processing node discrete time queueing network asymptotic optimality dynamic control strategy dynamic control algorithm arrival rate control eect
