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Distributed stochastic multicommodity flow optimization

Publication ,  Journal Article
Chatzipanagiotis, N; Zavlanos, MM
Published in: 2013 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2013 - Proceedings
December 1, 2013

In this paper we are concerned with a class of stochastic multicommodity network flow problems, the so called capacity expansion planning problems. We consider a two-stage stochastic optimization formulation that incorporates uncertainty in the problem parameters. To address the computational complexity of these stochastic models, we propose a decomposition method to divide the original problem into smaller, tractable subproblems that are solved in parallel at the network nodes. Unlike relevant techniques in existing literature that decompose the problem with respect to the possible realizations of the random parameters, our approach can be applied to networked systems that lack a central processing unit and require autonomous decision making by the network nodes. Our method relies on the recently proposed Accelerated Distributed Augmented Lagrangians (ADAL) algorithm, a dual decomposition technique with regularization, which achieves very fast convergence rates. © 2013 IEEE.

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2013 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2013 - Proceedings

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Publication Date

December 1, 2013

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883 / 886
 

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Chatzipanagiotis, N., & Zavlanos, M. M. (2013). Distributed stochastic multicommodity flow optimization. 2013 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2013 - Proceedings, 883–886. https://doi.org/10.1109/GlobalSIP.2013.6737033
Chatzipanagiotis, N., and M. M. Zavlanos. “Distributed stochastic multicommodity flow optimization.” 2013 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2013 - Proceedings, December 1, 2013, 883–86. https://doi.org/10.1109/GlobalSIP.2013.6737033.
Chatzipanagiotis N, Zavlanos MM. Distributed stochastic multicommodity flow optimization. 2013 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2013 - Proceedings. 2013 Dec 1;883–6.
Chatzipanagiotis, N., and M. M. Zavlanos. “Distributed stochastic multicommodity flow optimization.” 2013 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2013 - Proceedings, Dec. 2013, pp. 883–86. Scopus, doi:10.1109/GlobalSIP.2013.6737033.
Chatzipanagiotis N, Zavlanos MM. Distributed stochastic multicommodity flow optimization. 2013 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2013 - Proceedings. 2013 Dec 1;883–886.

Published In

2013 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2013 - Proceedings

DOI

Publication Date

December 1, 2013

Start / End Page

883 / 886