Learn-and-Adapt Stochastic Dual Gradients for Network Resource Allocation

Network resource allocation shows revived popularity in the era of data deluge and information explosion. Existing stochastic optimization approaches fall short in attaining a desirable cost-delay tradeoff. Recognizing the central role of Lagrange multipliers in a network resource allocation, a novel learn-and-adapt stochastic dual gradient (LA-SDG) method is developed in this paper to learn the sample-optimal Lagrange multiplier from historical...