Fixed point optimization algorithm and its application to network bandwidth allocation

  • Authors:
  • Hideaki Iiduka

  • Affiliations:
  • -

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2012

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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.