Fixed point optimization algorithm and its application to network bandwidth allocation

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39 Citations (Scopus)

Abstract

A convex optimization problem for a strictly convex objective function over the fixed point set of a nonexpansive mapping includes a network bandwidth allocation problem, which is one of the central issues in modern communication networks. We devised an iterative algorithm, called a fixed point optimization algorithm, for solving the convex optimization problem and conducted a convergence analysis on the algorithm. The analysis guarantees that the algorithm, with slowly diminishing step-size sequences, weakly converges to a unique solution to the problem. Moreover, we apply the proposed algorithm to a network bandwidth allocation problem and show its effectiveness.

Original languageEnglish
Pages (from-to)1733-1742
Number of pages10
JournalJournal of Computational and Applied Mathematics
Volume236
Issue number7
DOIs
Publication statusPublished - 1 Jan 2012

Keywords

  • Convex minimization problem
  • Fixed point optimization algorithm
  • Generalized convex feasible set
  • Network bandwidth allocation problem
  • Nonexpansive mapping

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