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Register a new userRobust Distributed Routing in Dynamical Flow Networks - Part I: Locally Responsive Policies and Weak Resilience
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Added by
Ketan Savla
Publication date
2011
fields
Informatics Engineering
and research's language is
English
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Robustness of distributed routing policies is studied for dynamical flow networks, with respect to adversarial disturbances that reduce the link flow capacities. A dynamical flow network is modeled as a system of ordinary differential equations derived from mass conservation laws on a directed acyclic graph with a single origin-destination pair and a constant inflow at the origin. Routing policies regulate the way the inflow at a non-destination node gets split among its outgoing links as a function of the current particle density, while the outflow of a link is modeled to depend on the current particle density on that link through a flow function. The dynamical flow network is called partially transferring if the total inflow at the destination node is asymptotically bounded away from zero, and its weak resilience is measured as the minimum sum of the link-wise magnitude of all disturbances that make it not partially transferring. The weak resilience of a dynamical flow network with arbitrary routing policy is shown to be upper-bounded by the networks min-cut capacity, independently of the initial flow conditions. Moreover, a class of distributed routing policies that rely exclusively on local information on the particle densities, and are locally responsive to that, is shown to yield such maximal weak resilience. These results imply that locality constraints on the information available to the routing policies do not cause loss of weak resilience. Some fundamental properties of dynamical flow networks driven by locally responsive distributed policies are analyzed in detail, including global convergence to a unique limit flow.
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Strong resilience properties of dynamical flow networks are analyzed for distributed routing policies. The latter are characterized by the property that the way the inflow at a non-destination node gets split among its outgoing links is allowed to depend only on local information about the current particle densities on the outgoing links. The strong resilience of the network is defined as the infimum sum of link-wise flow capacity reductions under which the network cannot maintain the asymptotic total inflow to the destination node to be equal to the inflow at the origin. A class of distributed routing policies that are locally responsive to local information is shown to yield the maximum possible strong resilience under such local information constraints for an acyclic dynamical flow network with a single origin-destination pair. The maximal strong resilience achievable is shown to be equal to the minimum node residual capacity of the network. The latter depends on the limit flow of the unperturbed network and is defined as the minimum, among all the non-destination nodes, of the sum, over all the links outgoing from the node, of the differences between the maximum flow capacity and the limit flow of the unperturbed network. We propose a simple convex optimization problem to solve for equilibrium limit flows of the unperturbed network that minimize average delay subject to strong resilience guarantees, and discuss the use of tolls to induce such an equilibrium limit flow in transportation networks. Finally, we present illustrative simulations to discuss the connection between cascaded failures and the resilience properties of the network.
Robustness of routing policies for networks is a central problem which is gaining increased attention with a growing awareness to safeguard critical infrastructure networks against natural and man-induced disruptions. Routing under limited information and the possibility of cascades through the network adds serious challenges to this problem. This abstract considers the framework of dynamical networks introduced in our earlier work [1,2], where the network is modeled by a system of ordinary differential equations derived from mass conservation laws on directed acyclic graphs with a single origin-destination pair and a constant inflow at the origin. The rate of change of the particle density on each link of the network equals the difference between the inflow and the outflow on that link. The latter is modeled to depend on the current particle density on that link through a flow function. The novel modeling element in this paper is that every link is assumed to have finite capacity for particle density and that the flow function is modeled to be strictly increasing as density increases from zero up to the maximum density capacity, and is discontinuous at the maximum density capacity, with the flow function value being zero at that point. This feature, in particular, allows for the possibility of spill-backs in our model. In this paper, we present our results on resilience of such networks under distributed routing, towards perturbations that reduce link-wise flow functions.
The paper investigates the throughput behavior of single-commodity dynamical flow networks governed by monotone distributed routing policies. The networks are modeled as systems of ODEs based on mass conversation laws on directed graphs with limited flow capacities on the links and constant external inflows at certain origin nodes. Under monotonicity assumptions on the routing policies, it is proven that a globally asymptotically stable equilibrium exists so that the network achieves maximal throughput, provided that no cut capacity constraint is violated by the external inflows. On the contrary, should such a constraint be violated, the network overload behavior is characterized. In particular, it is established that there exists a cut with respect to which the flow densities on every link grow linearly over time (resp. reach their respective limits simultaneously) in the case where the buffer capacities are infinite (resp. finite). The results employ an $l_1$-contraction principle for monotone dynamical systems.
Resilience has become a key aspect in the design of contemporary infrastructure networks. This comes as a result of ever-increasing loads, limited physical capacity, and fast-growing levels of interconnectedness and complexity due to the recent technological advancements. The problem has motivated a considerable amount of research within the last few years, particularly focused on the dynamical aspects of network flows, complementing more classical static network flow optimization approaches. In this tutorial paper, a class of single-commodity first-order models of dynamical flow networks is considered. A few results recently appeared in the literature and dealing with stability and robustness of dynamical flow networks are gathered and originally presented in a unified framework. In particular, (differential) stability properties of monotone dynamical flow networks are treated in some detail, and the notion of margin of resilience is introduced as a quantitative measure of their robustness. While emphasizing methodological aspects -- including structural properties, such as monotonicity, that enable tractability and scalability -- over the specific applications, connections to well-established road traffic flow models are made.
In this work and the supporting Parts II [2] and III [3], we provide a rather detailed analysis of the stability and performance of asynchronous strategies for solving distributed optimization and adaptation problems over networks. We examine asynchronous networks that are subject to fairly general sources of uncertainties, such as changing topologies, random link failures, random data arrival times, and agents turning on and off randomly. Under this model, agents in the network may stop updating their solutions or may stop sending or receiving information in a random manner and without coordination with other agents. We establish in Part I conditions on the first and second-order moments of the relevant parameter distributions to ensure mean-square stable behavior. We derive in Part II expressions that reveal how the various parameters of the asynchronous behavior influence network performance. We compare in Part III the performance of asynchronous networks to the performance of both centralized solutions and synchronous networks. One notable conclusion is that the mean-square-error performance of asynchronous networks shows a degradation only of the order of $O( u)$, where $ u$ is a small step-size parameter, while the convergence rate remains largely unaltered. The results provide a solid justification for the remarkable resilience of cooperative networks in the face of random failures at multiple levels: agents, links, data arrivals, and topology.
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