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A four-timescale algorithm for constrained stochastic optimization of RED

Patro, Rajesh Kumar and Bhatnagar, Shalabh (2006) A four-timescale algorithm for constrained stochastic optimization of RED. In: 45th IEEE Conference on Decision and Control, Dec 13-15, 2006, San Diego, CA, pp. 1930-1935.

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The overall performance of random early detection (RED) routers in the Internet is determined by the settings of their associated parameters. The non-availability of a functional relationship between the RED performance and its parameters makes it difficult to implement optimization techniques directly in order to optimize the RED parameters. In this paper, we formulate a generic optimization framework using a stochastically bounded delay metric to dynamically adapt the RED parameters. The constrained optimization problem thus formulated is solved using traditional nonlinear programming techniques. Here, we implement the barrier and penalty function approaches, respectively. We adopt a second-order nonlinear optimization framework and propose a novel four-timescale stochastic approximation algorithm to estimate the gradient and Hessian of the barrier and penalty objectives and update the RED parameters. A convergence analysis of the proposed algorithm is briefly sketched. We perform simulations to evaluate the performance of our algorithm with both barrier and penalty objectives and compare these with RED and a variant of it in the literature. We observe an improvement in performance using our proposed algorithm over RED, and the above variant of it.

Item Type: Conference Paper
Series.: IEEE Conference on Decision and Control
Publisher: IEEE
Additional Information: Copyright 2006 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
Department/Centre: Division of Electrical Sciences > Computer Science & Automation
Date Deposited: 31 Aug 2010 05:57
Last Modified: 19 Sep 2010 06:12
URI: http://eprints.iisc.ac.in/id/eprint/30452

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