NDLI: Fast, accurate second order methods for network optimization

Content Provider	IEEE Xplore Digital Library
Author	Tutunov, Rasul Ammar, Haitham Bou Jadbabaie, Ali
Copyright Year	2015
Description	Author affiliation: Computer and Information Science Department, University of Pennsylvania, United States (Tutunov, Rasul) \|\| Computer and Information Science Department, University of Pennsylvania & Operational Research and Financial Engineering, United States (Ammar, Haitham Bou) \|\| Department of Electrical Engineering, University of Pennsylvania, United States (Jadbabaie, Ali)
Abstract	Dual descent methods are commonly used to solve network flow optimization problems, since their implementation can be distributed over the network. These algorithms, however, often exhibit slow convergence rates. Approximate Newton methods which compute descent directions locally have been proposed as alternatives to accelerate the convergence rates of conventional dual descent. The effectiveness of these methods, is limited by the accuracy of such approximations. In this paper, we propose an efficient and accurate distributed second order method for network flow problems. Our approach utilizes the sparsity pattern of the dual Hessian to approximate the the Newton direction using a novel distributed solver for symmetric diagonally dominant linear equations. We analyze the properties of the proposed algorithm and show that superlinear convergence within a neighborhood of the optimal value. We finally demonstrate the effectiveness of the approach in a set of experiments.
Starting Page	706
Ending Page	711
File Size	692511
Page Count	6
File Format	PDF
e-ISBN	9781479978861
DOI	10.1109/CDC.2015.7402312
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2015-12-15
Publisher Place	Japan
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Yttrium Symmetric matrices Convergence Newton method Approximation algorithms Cost function
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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