Fast Algorithms for Packing Proportional Fairness and its Dual

The proportional fair resource allocation problem is a major problem studied in flow control of networks, operations research, and economic theory, where it has found numerous applications. This problem, defined as the constrained maximization of sumi log xi, is known as the packing proportional fairness problem when the feasible set is defined by positive linear constraints and x ∈ ℝn≥ 0. In this work, we present a distributed accelerated first-order method for this problem which improves upon previous approaches. We also design an algorithm for the optimization of its dual problem. Both algorithms are width-independent. Finally, we show the latter problem has applications to the volume reduction of bounding simplices in an old linear programming algorithm of (YL82), and we obtain some improvements as a result.