Proceedings of the 35th
Conference on Decision and Control
Kobe, Japan December 1996
A New Packet-Loss Minimization Routing Algorithm for ATM
High-speed Data Networks *
Shan Zhu
Nortel Inc.
2221 Lakeside Blvd.
Richardson, TX 75082
shanzhuQnortelxa
Abstract:
a
In this paper, a new optimal routing a1 orithm to min-
imize packet loss in high-speed networ s is proposed.
In high-speed networks, such as ATM networks, packets
could be lost while being routed to their destinations.
Minimization of packet loss probabilities becomes a ma-
jor concern. The optimal routing problem [O.RP) mini-
mizing average network packet loss probabi ities is more
complicated since the ORP is a non-convex problem and
the ordinary gradient projection algorithm can not be
directly used to achieve optimal routin To solve the
t
packet loss ORP, we developed an HAD ased two-stage
algorithm, which can effectively avoid the traps of local
minimum caused by the non-convexity of the problem
and thus, can find the true optimal solution of the ORP
with high computation speed.
1 Introduction
The advent of fiber optics combined with VLSI techno]-
ogy enables communication networks to operate in a very
high-speed (Gbps-Tbps) environment. Examples of net-
works with hi h speed fiber-optic transmission include
the Broadbani integrated Service Digital Network (B-
ISDN). The transfer mode recommended by CCITT for
the basis of B-ISDN is called the asynchronous transfer
mode (ATM). The ATM is a high-bandwidth, low-delay,
a
packet-like switchin and multiplexing technique.
In ATM networ s, packets could be lost while be-
ing routed to their destinations. We are concerned with
minimizing average network packet loss probabilities in-
stead of average network packet delay.. Most research
works concerning ATM focus on switching while only a
few has studied optimal routing, one example is Lee and
Yee [I]. Lee and Yee pro osed a routing algorithm min-
imizing the maximum of Pink packet loss probabilities in
an ATM network.
The Dacket loss Drobabilitv minimization of ATM
network; becomes cgmplicated-since packets are lost at
intermediate switching nodes. Link flows are no longer
linear functions of path flows since path flows are not
conserved on the links traversed. Accordingly, the ORP
for ATM networks becomes a non-convex problem and
the ordinary GPM cannot be directly used to obtain o p
timal routing. One way is to adopt an exhaustive search
method to select a global optimum from several local
minima. In this case, the ORP in ATM networks may
take too Ion$ to be solved. In addition, the routing solu-
tion sought is not guaranteed to be an optimal routing
solution.
This work is supported by NSF grants ECS-8900499and N C R
9217407.
0-7803-3590-2/96$5.00 @ 1996 IEEE
WA12 10:40
G. M. Huang
Dept. of Elec. Engr.
Texas A&M University
College Station, TX 77843
huangQee. tamu .ed u
In this paper, we propose a two-stage algorithm to
solve the ORP for high-speed networks. In the first sta e
of the algorithm, we solve the ORP by assuming no pac - f
ets are lost at intermediate switching nodes - packets on
each path are preserved while bein routed from origin to
destination. This problem is callef the reduced-ORP (R-
ORP). The R-ORP now becomes a convex problem: the
objective function (average network packet loss probabil-
ity) is convex with respect to its variables (path flows).
Due to this convexity, an optimal routing solution can
be obtained by usin GPM. However, the routing solu-
tion of R-ORP will%e different from an exact optimal
routing solution (the solution of ORP). In the second
sta e of our two-sta e algorithm, we use the solution of
R-8RP as the initiafguess to solve original ORP, which
includes the packet loss consideration. It turns out that
the difference between the solutions of ORP and R-ORP
is reasonably small and the first stage solution is around
the true optimum. Accordingly, the proposed two-stage
algorithm can avoid the traps of local minimum caused
by the non-convexity of the problem.
The rest of this paper is organized as follows: In sec-
tion 2, we introduce some frequently used definitions for
data networks. In section 3, we discuss the flow model
for high-speed data networks with packet losses. The
packet loss ORP formulation is given in section 4. Sec-
tion 5 is dedicated to our two-stage algorithm which can
be used to solve non-convex ORPs. We show our test
results in section 6. The paper is concluded in section 7.
2 Definitions
In this section, we ive some important definitions of
data network relate tf terms used in this paper. Most of
the definitions introduced here are also frequently used
in many literatures. We put them here for convenient
reference.
Definition A.l: A network G = (V,L) is described
by an ordered pair of finite sets. The first set V rep-
resents the set of all the nodes and the second set L
represents the set of all the directed links. ( u , u ) de-
notes the directly connected link starting at node U and
ending at node U. Its positive cost is denoted by DU,.,,
which is usually a non-decreasing function of the flow on
link (U, U).
Definition A.2: A ath P is a finite sequence of links
p = ((UllU2,,(UZ,U3R...,(Uk-1, Uk)). The path deriva-
tive length D ( P ) is defined to be Dp = DL,,,,+D&,uJ+
~.. + DLk-l,uk,where DLI-l,u,is the first derivative of
Du,-I,u,with respect to the flow on link (uj-l,ui). The
hop length H ( P ) of a path is defined to be the number
of the links in the path. The minimum hop distance
(MHD) between 2 nodes, U, and U , is represented by
287
M H D U , w) and is defined to be M H D ( u , w) = minH(P)
b
for all starting at U and ending at U .
Here we define path derivative length since the short-
est path algorithm GPM routing algorithm computes the
shortest paths in terms of the path derivative length. For
convenience, we also abbreviate path derivative length as
path length in the later text.
Definition A.3: Time complexity of an algorithm or
a procedure is defined to be the sum.of the computa-
tion time complexity and the communication time com-
plexity that are needed to execute the algorithm or the
procedure in a distributed computation environment.
Definition A.4: When a procedure including computa-
tions and communications can be finished in a bounded
time units, we say that the procedure needs 0(1)time
units.
3 Flow Model for High-Speed (ATM) Net-
works
Fig. 1 illustrates a typical hi h-speed packet switch with
f:
output queueing. For simp icity, every out-going com-
munication link connected to the high-speed packet switch
is modeled by a IC-M/M/l/b queue. For ATM networks,
k-M/D/l/b queues seem to be more suitable than IC-
M/M/l/b queues since the ATM uses a fixed size of
acket length. With the IC-M/D/l/b queueing model,
[owever, it is difficult to construct and analyze the net-
work of queues since packet arrivals after the first queue
at their entry points of the network is no longer a Pois-
son process. Usually, Kleinrock independence approx-
imation will not hold for the network of M/D/l-like
queues [2]. However, it is believed that the network of
k-M/M/l/b queues still can be used as an approximate
model for ATM networks [l].
N- M
Figure 1: High-speed packet switch
Let Cu,udenote the total capacity of link ( U , w) and
Fu,udenote input flow on an out-going link ( U , U). Packet
loss probability on link ( U , w), denoted by PRu,u(Fu,u),
is given by
where pu,w = Fu,w/Cu,u is the utilization factor oflink ( U , w)
It is noted that PRu,w(Fu,u) is a function of Fu,u (also
pU,,,). Packet loss rate on link ( U , U ) , denoted by Bu,u(Fu,+,),where y = CwEw
is given by
&,u(Fu,w) = F u , u . f'fL,u(Fu,u)
288
and twice continuously differentiable. Furthermore,
Bu,u(Fu,u)is convex with respect to Fu,usince the second
derivative, d2Bu,,(Fu,,)/d2FU,,,is always bigger than
zero in the domain of 0 5 FU,,,< e,, where Cu,uis
the capacity of link ( U , w). Thus, Bu!u(Fu,u)
can be used
as the objective function to be minimized for the QRP
based on GPM.
4 ORP Formulation for High-speed (ATM)
Networks
Given a network G = (V,L ) with IVI = N and a set W
(IWl = M ) of ordered pairs w of distinct nodes referred
to as the origin and the destination of w, for each w,
we are given a scalar T, referred to as the flow demand
of 20. The QRP is formulated with the objective of di-
viding each r, among the paths from the origin to the
destination in such a way that the resulting total link
flow pattern minimizes a cost function of interest. Let
P, denote a given set of paths startin as the origin and
P
ending at the destination of w. And a so let xw,p denote
the flow of path p . We have the constraints:
xw,p 2 0, V p € Pw, Vw E w (3)
x , , ~ = r,, ~w E w (4)
p e w
Now we define vector x, with components x , , ~ , p E
P,. Then the total flow pattern of the network may be
described by a vector X = ( X I ,x2, . . . , XM). Obviously,
X is subject to the constraint X E G where G = G1 x
G2 x . . . G , . . . x G M ,and 6, is the simplex defined by
(3) We 6""
and s ould note that here, the path flow, x , , ~ , rep-
resents the path flow at the beginning link of a path.
Since some packets are lost in the intermediate links, the
path flow at an intermediate link should be calculated
using ( 5 ) .
For each path p and each link ( U , w), path flow x w , p
and link flow Fu,uhave the following non-linear relation-
ship:
(5)
where UU,,(p) is the set of up-stream links of link ( U , TI)
on path p .
A link cost function is defined to be the packet loss
rate on a link. Let us denote average network packet
loss probability by B ( F ) where F = {Fu,u},( u , u ) E L.
The average network packet loss probability is used as an
overall cost function and is defined by the sum of link
packet loss rates divided by the total traffic demands
over the network:
1
B(F) - &,u(FU,u) (6)
(U,U)€L
r,.
The link-formulated ORP for high-speed networks is
to find a set of path { x , , ~ ) that minimize the cost func-
tion (6) satisfying traffic balance equation ( 5 ) and flow
constraints which are given by (3) and (4). By eliminat-
ing constraint ( 5 ) , the above link-formulated QRP can
be transformed into the path-formulated ORP:
min B ( 2 )
XEG
whereGisdefinedase= ~ l x G 2 x . . . G w . . . X G . M , w i t h
6, being a simplex defined by x , , ~ 2 0 , V p E P w , p #
pw,Vw E W . pw is the shortest path for commodity w.
Since the ORP represented by (7) is not convex, gen-
eral gradient projection methods (GPM) can not be di-
rectly used to solve (7). In this paper, we propose a
two-stage algorithm to find the optimal solut,ion of (7).
5 Our Two-Stage Algorithm
Our two-stage algorithm is intended to solve the non-
convex ORP introduced in the Previous section. The
idea of the algorithm is as follows: In the first stage
of our algorithm, we transfer the original non-convex
ORP into the reduced convex ORP (R-oRP)i which is
discussed in the next sub-sectionl and then, solve the R-
ORP. The solution of the R-ORP is usually very close to
the true optimal solution. In the second sta e, we solve
the original ORP with the solution of R-8RP as the
initial guess. The a1 orithm naturally avoids the local
minimum traps cause3 by the non-convexity of the origi-
nal ORP since the solution of R-ORP is around the true
optimal. Test results show that our two-stage algorithm
works well for most high-speed networks.
5.1 Reduced Optimal Routing Problem (R-
ORP)
In the ORP mentioned in the previous section, path
flows are correlated with each other. Therefore, packet
losses on a path affect other path flows, causing the ob-
jective function (average network packet loss probabil-
ity) to be non-convex with respect to its variables (path
flows). The idea of R-ORP in high-speed networks is to
get rid of this correlation by ignoring the effects of any
packet losses at intermediate switching nodes. from the
traffic balance equation (5) for a generic link (U, .), the
terms P R k , l ( F k J ) , ('7') E 'U,V(P) due to packet losses
at up-stream links of link ( u , ~ are ) eliminated. Then
input flow Fu,,,on link (U,U ) is now expressed by
FUJI = zw,p
WEW P€Pw
EP
(U ,U)
This is the same linear traffic balance equation as in
the conventional network ORPs [3][4]. The convexity
of BU,,,(Fu,,,) on link (U,.) E L with respect to Fu,,,
= $~~u,u~E~Bu,,,(Fu,,,)
implies the convexity of I?(*)
with respect to 2 = ( * 1 , 2 ~ , . . . , X ~ , . . . , X , ) (gW=
{ E ~ , ~ } ,€P P,, w € W ) . The R-ORP now becomes a
convex problem and a unique global minimum exists.
Thus, an optimal routing solution for the R-ORP can
be obtained by applying general GPM.
Fapi= x p 6 , k =XP(~-B*,J(E,J))
Fk,t = Xp(1 - Ba,i(&,~))x
(4 (l - B J , k ( F J , k ) )
(7) Fu,, = xp Fj,k =xp Fk,t = Xp
(b)
Figure 2: (a) Input link flows in ORP. (b) Input link
flows in R-ORP
In R-ORP, for each link, it is assumed that no pack-
ets are lost at upstream links. Therefore, the input link
flows of R-ORP will be different to the actual input link
flows of ORP. Figure 2 shows an example of differences of
a
input link flows on a single path oing through node j ,
k, 1, and so on, with node i as t e origin. We should
mention that since PRk,l(Fk,l) is usually very small for
general network conditions, ignoring PRk,l(Fk,l) in ( 5 )
will not incur significant of the solution
of R-ORP. The of R-ORP should be satisfac-
tory for most network routin problems. However, if
3
more precise solutions are nee ed, we can refine the R-
ORP solutions by the second sta e solution process in
d
our twestage algorithm as intra uced in the following
sub-section.
5.2 Solving the ORP with Our Two-Stage
Algorithm
To get more recise o timal solutions, we propose a two-
sta e algoritim. At t i e first stage, we solve the R-ORP
pro%lem using our GPM. Then the obtained solution is
used as the initial guess of the second stage problem,
which considers the detailed loss formulation. The in-
tuition behind the approach is that the dominant factor
that decides the optimal routes should be the conven-
tional routing problem, the loss problem should be a
secondary issue. The difference between the routing so-
lutions in R-ORP and ORP depends on the differences of
input link flows. If the differences are reasonably small
as shown in 3, ORP can be Obtained at the
second stage with relatively minor efforts. Also, the al-
gorithm avoids many local minimum traps caused by the
non-convexity of the ORP problem since hopefully the
solution of the first stage is around the true optimal.
The area in which the global
minimum can be found by GPM
(8)
Local minimum
Global minimum
Solution Domain
Figure 3: The local minimums and the global mini-
mum of a non-convex ORP
The computation of the first stage of our two-sta e
algorithm is very similar to the computation of tr&-
tional convex ORP. Only the objective functions are dif-
ferent. The iteration form of GPM of the first stage is
shown as follows:
i?(k + 1) = [ 2 ( k ) - ykHH-'(k)VE(2(k))]+ (9)
Here, [.I+ denotes the projection on zT*. H(k) is a positive
and symmetric matrix; yk is a time stepsize parameter.
289
H ( k ) can be chosen as an approximation of the Hes-
sian matrix of E(j(IC)). The time complexit
i
first stage of our two-stage algorithm is also t eOfsame
as the algorithms for conventional ORPs. The most fre-
the
quently used algorithms for conventional ORPs are gra-
dient projection methods. There are a few variations
of GPMs [4][5][6]. Among them, the parallel GPM pro-
posed by authors in [6] fully utilizes the network struc-
tures to efficiently parallelize the computations and so
achieves high computation speed. Here we choose to im-
plement our two-stage algorithm using the parallel GPM
proposed in [6 .
d
The secon stage is dealing with the original ORP.
For each outer iteration, equation (9) . , can also be used
+
to find the new values of 2 ( k l), which denotes the
path flows of the startin6 links of all the paths. We need
to find the flows of the intermediate links of each path
since the flow is not preserved at each intermediate link.
In our algorithm, all the path flows (and thus, all the
link flows alon different paths) need to be adjusted in
’i
parallel. Para1 el flow adjustment is difficult since, as
mentioned at the beginnin of sub-section 5.1, there is
5
a correlation among all lin (path) flows, i.e., when a
link flow, F,,,, changes (due to some path flow adjust-
ment), all the global link flows may be influenced. This
is due to the fact that when a link flow changes, the link
flows along all the paths that share the link will also
need to be adjusted because of the change of the packet
loss probability on the link. Then, more link flows are
influenced and need to be adjusted, and so on. Fi . 4
shows an example of a correlation among all the Enk
flows. When the flow on link (1,2) changes, the flow on
link (3,4) is influenced since packet loss probability on
link (1,2) is different. Then, due to the flow change of
link (3,4), all the flows of down stream links, such as
link (3,5) and (5,6), along path 2 need to be adjusted.
Because of the flow adjustments of these down stream
links, other link flow adjustments, such as,link (5,7) and
(7,8) of path 3, will be needed. Since in our algorithm,
all the path flow adjustments (therefore, the link flows
2
along different paths need to be performed in parallel,
we have to get rid o this correlation.
Pat
Figure 4: Illustration of the correlation among all the
link flows
The strategy we use here is as the follows. We first
introduce path link variables, FG;P, which is defined to
be the flow amount of path P , , ~ at link (u,v). Note
that F,,, is the summation of FC’P for all the the paths,
+
p , that go through link ( u , v ) . We let Fu,,(IC 1) and
+
Fc;P(IC 1) denote the corresponding flow values at the
k + 1-th iteration. At k + 1-th iteration, when the flows
of paths, p w , p ,are adjusted, we need to compute all the
+
new links flows, Fu,,(k 1). We use the following two-
+
step method to compute FU,,(k 1). In the first step,
we compute all the FC;P(IC t I) and the packet loss rate
290
on the links alon each path using all other link flows,
FL$(k), of the (I$-th iteration, where the pair of num-
bers, { T , Q } , is not equal to the pair of numbers, {w,p}.
The link flows, F:;P(IC -t l), along a path are computed
sequentially starting from the beginning link to the end-
ing link in the path. In the second step, we calculate
Fu,,(k + 1) using F$P(k +
1) computed in the first step.
Thus, we can get rid of the correlation among all the
link flows. The computation for the first step and the
second step of different paths can be performed in par-
allel. With our two-ste method, we actually break (5)
into the following two &rmulas:
Fchp (kS.1) = z w , p (k+l).(
(i,WJ”,”(P)
l-PRi,i( F{,i (kS1)))
+
In ( l o ) , F/,i(IC 1) is computed by
F/,l(k + 1) = F$”’(k) + FGjp(IC+ 1) (12)
W’EW,(bI)€P’
tW ’ , P ’ I # tw ,PI
In the first step, (10) is calculated and in the second
step, (11) is calculated.
We should mention here that even though, in ( l o ) ,
we use some of the flow values, F$”’(k),of the (IC)-th it-
eration to compute the flows of the k+ 1-th iteration, we
do not expect any significant flow errors since the differ-
+
ence between FS$lp‘( k ) and F$”’ (k 1)is very small af-
ter certain number of iterations. For all the testfd cases
shown in section 6, the differences between ( I C ) and
F$lP
Fz:’2p‘(k+ 1) are smaller than 2% of F$Jp’(k + 1) after
50% of the number of the iterations needed for stage 2.
Please note that our two-step method described in (10)
and (11) is used for the computation of the second stage
of our two-stage algorithm. We can also apply the HAD
scheme [7], the textured decomposition scheme [8][9] and
parallel GPM algorithm [6], depending on the network
topologies, to our two-stage algorithm to speedup the
computations.
5.3 Differences Between True Optimal So-
lution of O R P and Solution of R-ORP
It is im ortant to au e the differences between the true
optimarsolution of O b and the solution of the associ-
ated R-ORP. This can help us predict
1. How good the solution (computed in the first stage
of our two-stage algorithm) of R-ORP is. So, we
can decide whether we need to continue with the
second stage of our two-stage algorithm. Signifi-
cant amount of time can be saved if the first stage
algorithm can find a solution that is so close to
the true optimal solution that there is no need to
apply the second stage algorithm.
2. Whether the solution of R-ORP can be used as the
initial guess for the ORP of in the second stage in
order to find the true optimal solution. Because
of non-convexity of ORP, the initial guess of the
ORP must be located in the area that can lead to
the global minimum point of the ORP (see fig. 3).
 When we formulate R-ORP, we assume that there
are no packet losses at up-stream links. For a realistic
network the behavior of no upstream packet losses can
be simuiated by injecting, at each link, an extra flow of
packets with the amount equal to the lost packets of each
path so that the flow of each path is virtually preserved.
This is illustrated in fig. 5.
Adficial flow iniections
/ i'\
Packet losses due to finite size of owgoing link buffers
Figure 5: Artificial flow injections to preserve path
flows
The network with artificial flow injections is called
the injected network. The injections of extra flows for
all paths will cause an increase, AFu,v,of the link flow
at each associated link, ( u , v ) . Here, AF,,, 2 0 due to
our definition. We define the global link flow increase,
A F , by A F = {AFU,v}.Let F," and F," denote the link
flows of a real network operating at the optimal solutions
of R-ORP and ORP, respectively. Since F," is the flow
status of true optimal solution, the cost (packet losses),
B(F:), reaches the minimum. So, we have
B(F:) 5 B(FF)
But for the injected network, FF is the optimal flow
status with the flow injection of A F R . If we let the
network route the traffic according to the solution, F,",
with the flow injection of AF', the network will have
bigger cost value, i.e.,
B(F," + AF') 2 B(FF + A F R )
since for injected network, F," is the optimal solution.
Note that B is a non-decreasing function. We have
B(F," + AF') 2 B(FF)
According to (2), We can rewrite the left hand side
of (15):
where PRO is the vector function with each element rep-
resented by (1). Since AF' is quite small with respect
to FF, we can have the following approximation,
F," . PR(F: + AF') AF' + PR(F,"
w F," . PR(F,O) + A F O . PR(F,O)
= B(F;) AF' + . PR(F,")
According to (13), (15) and (18), we obtain
I g ( F f ) - B(F:)I 5 A F o . PR(F?)
(19) can be used to bound the error between the cost,
B ( F F ) ,found by R-ORP (after the first stage ofour two-
stage algorithm) and the true minimum cost, B ( F F ) .
Unfortunately, F," and AF' are usually unknown before
the second stage of our two-stage algorithm is carried
out. Our experiments show that the value of A F R .
PR(F,") is very close to AF' P R ( F Y ) if the packet
loss probabilities of all the links are less than For
all the tested cases shown in section 6, the differences
between A F R . P R ( F 2 ) and AF' . PR(F,") are around
10% of AF' . P R ( F o ) . So, we can use the followin
formula to estimate tke cost error between R-ORP an
ORP.
f
IB(F,R)- B(F,O)(5 C ~ A FPR(F,R)
~ . (20)
where a is a positive number bigger than 1, which makes
the estimation of (20) more conservative. Usually, we
take a = 2. After the first stage, F," (= {FE,}) can be
calculated using the optimal solution, xf
(= { x ~ , ~ } ) ,
of R-ORP:
where B$,,(F,Ef,)denotes the portion of packet loss rate
(13) due to path flow zw,pon link ( u , ~ )AFCv ; is equal to
&k,l)EUu,,(p) B ; , , ( F t r ) and usually is very small com-
pared with CwEW ~ . A F R (= {AF&})
x ~ ,Also,
(u,v)€P
can be calculated by
AF$ = FIftv * m k , W ( F ~ " ) (22)
(14)
If the link packet loss probabilities over a network
are relatively uniform, we can use the following method,
which is simpler than (20), to estimate the cost differ-
ence between R-ORP and ORP. We define AF:, to
(15) be C(u,,)EL AF& and let PRaverage denote the aver-
age packet loss probability, the cost difference between
R-ORP and ORP can be bound by aAFdl,,,, .PRaverage,
which is also a good approximation of the right hand
side of (20).
Our simulations show that AFdl,,.PRaveroge are less
than 5% of B(F,") for the tested cases.
6 Test Results
+ AF747) Since we want to test our two-stage algorithm for the
networks with eneral topologies, we apply our schemes
introduced in [$ to our two-stage algorithm to speed up
(18) the computation. The example network has 200 nodes.
The link speed is assumed to be 100 k packet/sec to sim-
ulate the high speed transmission link. The computation
speed of each node remains the same. We also assume
(19) the buffer size of each out-going link is 50 units. Here,
a unit stores one packet. According to (l),when the
traffic over a link occupies 80% of the link capacity, the
probability that a packet is lost over the link is around
Note that, for high-speed network, the packet loss
29 1
probability of is quite hi h [lo]. We assume high
packet loss probability to test tfle performance of our al-
gorithm at severe network working conditions. To fully
test our algorithm, we will use the schemes introduced
[7] to generate the commodities and use each scheme
to generate 10 commodities (we use scheme 1 to gener-
ate commodity pattern 1-10 and use scheme 2 to gener-
ate commodity 11-20). The average hop distance of the
commodities generated by the first scheme is less than
that of the commodities generated by the second scheme.
The flow demands of all the commodities created in both
schemes are assumed to be 30 k packets/sec. Here, we
should note that even though our tests are based on the
above link capacity and flow demand conditions, our test
results can also apply to the networks with higher link
capacities and flow demands as long as the ratios of flow
demands to the link capacities remain the same.
To verify that the solutions found by our two-stage
algorithm are the true optimal solutions, we apply ex-
haustive search method for each commodity pattern tested.
The exhaustive search results show that our two-stage
algorithm can find the true optimal solutions for all the
generated commodity patterns. In addition, the cost val-
ues shown in table 1 and table 2 found by the first stage
only (solvin the R-ORP) are very close (< 4%) to the
f
true optima minimum costs in all cases.
Table 1: The test results of Dattern 1
(times are in sei.)
- 10
Table 2: The test results of Dattern 11 - 20
18 I 24.9 I 24.8 I 0.4 I 6.68
19 I 29.9 I 29.0 I 3.1 I 6.66
20 I 28.9 I 28.7 1 0.7 1 6.98
This implies that our R-ORP is a very good approx-
imation of the original ORP. We believe that the so-
lution of R-ORP has a reasonable precision for eneral
fi
networks. Our tests show that the run time o f t e first
stage occupies approximately 50% of the total run time.
So, roughly half of the run time can be saved if the sec-
ond stage is not applied. However, if network links have
relatively high packet loss probabilities, we have to ap-
ply the second stage of our two-stage algorithm to get
the precise solution since our R-ORP, in such a case, has
bigger error representing the original ORP.
7 Summary
In this paper, we first formulate the packet loss ORP
for high-speed networks. The ORP is non-convex and
thus, can not be solved using traditional GPM. Accord-
ingly, we developed a new two-stage algorithm which
can avoid local minimum traps caused by non-convexity
of the problem and therefore, can find the true optimal
solution. The algorithm is shown to be effective and
efficient. Furthermore, all the schemes and algorithms
introduced in the earlier chapters can be combined into
our two-stage algorithm to achieve extremely high com-
putation speed in solving the non-convex ORP for high-
speed networks.
References
M. Lee, and J. R. Yee, “Optimal minimax routing
in ATM networks,” in Proc. of ZEEE GLOBECOM,
December, 1990.
L. Kleinrock, Queueing Systems: Vol. ZZ, Computer
Applications, New York: John Wiley & Sons, 1976.
G. M. Huang and S. Zhu, “Parallel optimal rout-
ing control by commodities for large data network,”
in Proc. of 33rd IEEE Conference on Decasion and
Control, Orlando, Florida, 1994.
J. Tsitsiklis and D. P. Bertsekas, “Distributed asyn-
chronous optimal routing in data networks,” ZEEE
Trans. on Automatic Control, Vol. AC-31, No. 4,
pp. 325-332, 1986.
W. K. Tsai, G. M. Huang and J. K. Antonio,
“Distributed iterative aggregation algorithms for
box-constrained minimization problems and opti-
mal routing in data networks,” ZEEE Trans. on Au-
tomatic Control, Vol. 34, No. 1, pp. 34-46, 1989.
G. M. Huang and S. Zhu, “A fast distributed opti-
mal routing algorithm for multi-commodity large
high-speed data networks,’’ in Proc. of Zntema-
tional Parallel Processing Symposium, Santa Bar-
bara, CA, April, 1995.
G. M. Huang and S. Zhu, “A new HAD algorithm
for optimal routing problem for hierarchically struc-
tured data networks,” in Proc. of ZEEE ZNFOCOM,
Boston, NJ, April, 1995.
G. M. Huang and W. Hsieh, “A parallel textured
algorithm for optimal routing in data networks,” in
Proc. of ZEEE Global COM 91, Phoenix, Arizona,
December, 1991.
‘
G. M. Huang, S. Zhu and W. L. Hsieh, “Parallel
implementation issues of the textured algorithm for
optimal routing in data networks,” in Proc. of Zn-
ternational Parallel Processing Symposium, Irvine,
CA, 1993.
J. R. Jones, “Baseband and passband transport sys-
tems for interactive video services,” ZEEE Commu-
nication Magazine, Vol. 32, No. 5, pp. 90-101, 1994.
292