Application of Shadow Price in Capacity Expansion of State Dependent Routing
A. Rayes
Bellcore
444 Hoes Lane
Piscataway, NJ 08854
Email: rayes_AT_cc.bellcore.com
P.S. Min
Department of Electrical Engineering, Washington University,
St. Louis, MO 63130
Email: psm_AT_ee.wustl.edu
Abstract
We develop a capacity expansion method for state dependent routing
which utilizes the concept of shadow price.
To cope with the computational complexity which is inherent with
the capacity expansion process, special forms of fixed point iteration
are developed for network blocking evaluation. The
proposed capacity expansion method is illustrated
through the example of a well known state dependent routing, namely
Least Busy Alternate Routing. We verify the method in
simulated networks and the resulting network cost
is seen to be quite close to the ones derived from the
methods with much higher computational complexity.
The proposed method also results in a network design
that satisfies the prescribed network blocking probability very accurately.
JNSM: Vol. 4, No. 1, 1996
Application of Shadow Price in Capacity Expansion of State Dependent Routing [Vol. 4, No. 1, 1996]
NOTE: only abstract of paper available on-line
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