A note on the convergence of asynchronous greedy algorithm with relaxationin a multiclass queueing environment

Authors
Citation
Wk. Ching, A note on the convergence of asynchronous greedy algorithm with relaxationin a multiclass queueing environment, IEEE COMM L, 3(2), 1999, pp. 34-36
Citations number
9
Categorie Soggetti
Information Tecnology & Communication Systems
Journal title
IEEE COMMUNICATIONS LETTERS
ISSN journal
10897798 → ACNP
Volume
3
Issue
2
Year of publication
1999
Pages
34 - 36
Database
ISI
SICI code
1089-7798(199902)3:2<34:ANOTCO>2.0.ZU;2-Y
Abstract
In this letter, we consider the convergence of asynchronous greedy algorith m with relaxation for the Nash equilibrium in a noncooperative multiclass q ueuing environment, The process of asynchronous greedy algorithm is equival ent to the iteration of Jacobi method in solving a linear system. However, it has been proved that the algorithm converges only for some particular ra nge of queuing parameters, Here we propose the asynchronous greedy algorith m with relaxation, which is in principle equivalent to solving a linear sys tem by Jacobi method with relaxation. We propose also some relaxation param eters such that our algorithm converges very fast.