Upward Max Min Fairness

Often one would like to allocate shared resources in a fair way. A common and well studied notion of fairness is Max-Min Fairness, where we first maximize the smallest allocation, and subject to that the second smallest, and so on. We consider a networking application where multiple commodities compete over the capacity of a network. In our setting each commodity has multiple possible paths to route its demand (for example, a network using MPLS tunneling). In this setting, the only known way of finding a max-min fair allocation requires an iterative solution of multiple linear programs. Such an approach, although polynomial time, scales badly with the size of the network, the number of demands, and the number of paths. More importantly, a network operator has limited control and understanding of the inner working of the algorithm. Finally, this approach is inherently centralized and cannot be implemented via a distributed protocol. In this paper we introduce Upward Max-Min Fairness, a novel relaxation of Max-Min Fairness and present a family of simple dynamics that converge to it. These dynamics can be implemented in a distributed manner. Moreover, we present an efficient combinatorial algorithm for finding an upward max-min fair allocation, which is a natural extension of the well known Water Filling Algorithm for a multiple path setting. We test the expected behavior of this new algorithm and show that on realistic networks upward max-min fair allocations are comparable to the max-min fair allocations both in fairness and in network utilization.