ISSN:
1573-2878
Keywords:
Lagrange multipliers
;
nonconvex optimization
;
resource allocation
;
decentralization
;
large-scale systems
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract The use of Lagrange multipliers for decentralization of large resource allocation problems is well known. However, these dual techniques may suffer from the drawback ofduality gaps, to guarantee the absence of which various functions are required to be convex. This limits greatly the applicability of the decentralized approach. We show that less restrictive conditions can be formulated for a certain class of allocation problems, which we call resource management problems, which typically occur in large operational systems. We present a theorem for the existence of optimal multipliers, while placing almost no restrictions on the forms of the resource usage functions or the domains of the decision variables. Efficient solution algorithms, with provable convergence properties, have been given in a companion paper. Our results justify the application of dual methods to this class ofreal-world problems.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00935472
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