Max-Weight Revisited: Sequences of Nonconvex Optimizations Solving Convex Optimizations

Víctor Valls, Douglas J. Leith

Abstract: We investigate the connections between max-weight approaches and dual subgradient methods for convex optimization. We find that strong connections exist, and we establish a clean, unifying theoretical framework that includes both max-weight and dual subgradient approaches as special cases. Our analysis uses only elementary methods and is not asymptotic in nature. It also allows us to establish an explicit and direct connection between discrete queue occupancies and Lagrange multipliers.