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Decentralized Algorithm for Centralized Variational Inequalities in Network Resource Allocation

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  • Hideaki Iiduka

    (Kyushu Institute of Technology)

Abstract

Decentralized algorithms would be useful for making network resource allocations in large-scale and complex system networks because such networks tend to lack centralized operators and are subject to continuous infrastructure improvements. In this paper, we consider a variational inequality for network resource allocation and devise a decentralized allocation algorithm for it. The proposed algorithm enables each user in the network to decide its own optimal resource allocation in cooperation with other users without using other users’ private information such as their utility functions. Moreover, we present a convergence analysis on the algorithm and apply it to the network resource allocation problem.

Suggested Citation

  • Hideaki Iiduka, 2011. "Decentralized Algorithm for Centralized Variational Inequalities in Network Resource Allocation," Journal of Optimization Theory and Applications, Springer, vol. 151(3), pages 525-540, December.
  • Handle: RePEc:spr:joptap:v:151:y:2011:i:3:d:10.1007_s10957-011-9877-4
    DOI: 10.1007/s10957-011-9877-4
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    References listed on IDEAS

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    1. H. Iiduka, 2009. "Hybrid Conjugate Gradient Method for a Convex Optimization Problem over the Fixed-Point Set of a Nonexpansive Mapping," Journal of Optimization Theory and Applications, Springer, vol. 140(3), pages 463-475, March.
    2. Unknown, 2005. "Forward," 2005 Conference: Slovenia in the EU - Challenges for Agriculture, Food Science and Rural Affairs, November 10-11, 2005, Moravske Toplice, Slovenia 183804, Slovenian Association of Agricultural Economists (DAES).
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