No Arabic abstract
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.
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.
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.
We focus on the solutions of second-order stable linear difference equations and demonstrate that their behavior can be non-monotone and exhibit peak effects depending on initial conditions. The results are applied to the analysis of the accelerated unconstrained optimization method -- the Heavy Ball method. We explain non-standard behavior of the method discovered in practical applications. In addition, such non-monotonicity complicates the correct choice of the parameters in optimization methods. We propose to overcome this difficulty by introducing new Lyapunov function which should decrease monotonically. By use of this function convergence of the method is established under less restrictive assumptions (for instance, with the lack of convexity). We also suggest some restart techniques to speed up the methods convergence.
We study the convergence of a variant of distributed gradient descent (DGD) on a distributed low-rank matrix approximation problem wherein some optimization variables are used for consensus (as in classical DGD) and some optimization variables appear only locally at a single node in the network. We term the resulting algorithm DGD+LOCAL. Using algorithmic connections to gradient descent and geometric connections to the well-behaved landscape of the centralized low-rank matrix approximation problem, we identify sufficient conditions where DGD+LOCAL is guaranteed to converge with exact consensus to a global minimizer of the original centralized problem. For the distributed low-rank matrix approximation problem, these guarantees are stronger---in terms of consensus and optimality---than what appear in the literature for classical DGD and more general problems.