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arxiv: 1801.07852 · v1 · pith:EPG2OUUHnew · submitted 2018-01-24 · 🧮 math.OC

Relaxed Schroedinger bridges and robust network routing

classification 🧮 math.OC
keywords problemdesireddistributionfinalnetworkrelaxedroutingschroedinger
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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.

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