Abstract
Augmented Infinitesimal Perturbation Analysis is used to determine asymptotically unbiased and strong consistent gradient estimates for use in the capacity planning of intree ATM networks. These gradients are used to determine the locally optimal minimum average network delay by applying a steepest descent algorithm with projection and an Armijo line search to solve the capacity assignment (CA) problem. The network capacities are governed by a linear cost constraint. It is assumed that input regulators (e.g., leaky bucket regulators) are used at the source of each virtual circuit. All virtual circuit external arrivals are modeled as independent Poisson processes. Regenerative simulation is used to determine gradient estimates.
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Brooks, C.A., Varaiya, P. Using Augmented Infinitesimal Perturbation Analysis for Capacity Planning in Intree ATM Networks. Discrete Event Dynamic Systems 7, 377–390 (1997). https://doi.org/10.1023/A:1008214527268
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DOI: https://doi.org/10.1023/A:1008214527268