Relaxed Schroedinger bridges and robust network routing
Optimization and Control
2018-01-25 v1
Abstract
We consider network routing under random link failures with a desired final distribution. We provide a mathematical formulation of a relaxed transport problem where the final distribution only needs to be close to the desired one. The problem is a maximum entropy problem for path distributions with an extra terminal cost. We show that the unique solution may be obtained solving a generalized Schroedinger system. An iterative algorithm to compute the solution is provided. It contracts the Hilbert metric with contraction ratio less than 1/2 leading to extremely fast convergence.
Cite
@article{arxiv.1801.07852,
title = {Relaxed Schroedinger bridges and robust network routing},
author = {Yongxin Chen and Tryphon Georgiou and Michele Pavon and Allen Tannenbaum},
journal= {arXiv preprint arXiv:1801.07852},
year = {2018}
}
Comments
16 pages, 1 figure