Fast Algorithms for Packing Proportional Fairness and its Dual

Francisco Criado · David Martinez-Rubio · Sebastian Pokutta

Hall J #935

Keywords: [ width-independence ] [ packing constraints ] [ acceleration ] [ proportional fairness ]

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Thu 1 Dec 2 p.m. PST — 4 p.m. PST

Abstract: The proportional fair resource allocation problem is a major problem studied in flow control of networks, operations research, and economic theory, where it has found numerous applications. This problem, defined as the constrained maximization of $\sum_i \log x_i$, is known as the packing proportional fairness problem when the feasible set is defined by positive linear constraints and $x \in \mathbb{R}_{\geq 0}^n$. In this work, we present a distributed accelerated first-order method for this problem which improves upon previous approaches. We also design an algorithm for the optimization of its dual problem. Both algorithms are width-independent.

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