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A Distributed Method for Optimal Capacity Reservation

Author

Listed:
  • Nicholas Moehle

    (Stanford University)

  • Xinyue Shen

    (Tsinghua University)

  • Zhi-Quan Luo

    (University of Minnesota)

  • Stephen Boyd

    (Stanford University)

Abstract

We consider the problem of reserving link capacity in a network in such a way that any of a given set of flow scenarios can be supported. In the optimal capacity reservation problem, we choose the reserved link capacities to minimize the reservation cost. This problem reduces to a large linear program, with the number of variables and constraints on the order of the number of links times the number of scenarios. We develop a scalable, distributed algorithm for the problem that alternates between solving (in parallel) one-flow problem per scenario, and coordination steps, which connect the individual flows and the reservation capacities.

Suggested Citation

  • Nicholas Moehle & Xinyue Shen & Zhi-Quan Luo & Stephen Boyd, 2019. "A Distributed Method for Optimal Capacity Reservation," Journal of Optimization Theory and Applications, Springer, vol. 182(3), pages 1130-1149, September.
    • Handle: RePEc:spr:joptap:v:182:y:2019:i:3:d:10.1007_s10957-019-01528-5
    DOI: 10.1007/s10957-019-01528-5
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