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Fast Algorithms for Packing Proportional Fairness and its Dual

  • 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 ∈ R≥0. 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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Author:Francisco Criado, David Martínez-Rubio, Sebastian Pokutta
Document Type:In Proceedings
Parent Title (German):Proceedings of the Conference on Neural Information Processing Systems
Year of first publication:2022
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