{"paper":{"title":"A Simple Convergence Time Analysis of Drift-Plus-Penalty for Stochastic Optimization and Convex Programs","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.OC","authors_text":"Michael J. Neely","submitted_at":"2014-12-02T06:29:13Z","abstract_excerpt":"This paper considers the problem of minimizing the time average of a stochastic process subject to time average constraints on other processes. A canonical example is minimizing average power in a data network subject to multi-user throughput constraints. Another example is a (static) convex program. Under a Slater condition, the drift-plus-penalty algorithm is known to provide an $O(\\epsilon)$ approximation to optimality with a convergence time of $O(1/\\epsilon^2)$. This paper proves the same result with a simpler technique and in a more general context that does not require the Slater condit"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1412.0791","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}