We introduce a novel variant of stochastic load balancing that enables a quantitative trade-off between the practical benefits of non-adaptive policies and their performance limitations. Our model describes a solution in two stages. In the first stage, given only job-size distributions, we reserve a set of at most k machines for each job (a k-reservation). In the second stage, after observing job-size realizations, we assign each job to one of its reserved machines (a consistent assignment). The goal is to minimize the expected makespan. If k=1 , we get the standard stochastic load balancing problem of finding a non-adaptive assignment with minimum expected makespan, and if k is equal to the number of machines, then we obtain an all-powerful omniscient optimum that can tailor the assignment arbitrarily to the job-size realizations. We give a number of results that quantify this trade-off. Most saliently, we show that in the setting of identical machines, a 2-reservation suffices to achieve a constant-factor approximation to the omniscient optimum, establishing a “power-of-two-choices” result for stochastic load balancing. We also show that this no longer holds true in the more challenging setting of related machines. Nonetheless, we give a number of positive algorithmic results for this setting: a true O(log m/loglog m) -approximation; a bicriteria O(1)-approximation by reserving twice as many machines per job relative to an optimal k-reservation; and a 2-reservation whose cost is within a constant factor of the adaptive optimum.
We consider a dynamic model of traffic that has received a lot of attention in the past few years. Users control infinitesimal flow particles aiming to travel from a source to destination as quickly as possible. Flow patterns vary over time, and congestion effects are modeled via queues, which form whenever the inflow into a link exceeds its capacity. Despite lots of interest, some very basic questions remain open in this model. We resolve a number of them: • We show uniqueness of journey times in equilibria. • We show continuity of equilibria: small perturbations to the instance or to the traffic situation at some moment cannot lead to wildly different equilibrium evolutions. • We demonstrate that, assuming constant inflow into the network at the source, equilibria always settle down into a “steady state” in which the behavior extends forever in a linear fashion. One of our main conceptual contributions is to show that the answer to the first two questions, on uniqueness and continuity, are intimately connected to the third. Our result also shows very clearly that resolving uniqueness and continuity, despite initial appearances, cannot be resolved by analytic techniques, but are related to very combinatorial aspects of the model. To resolve the third question, we substantially extend the approach of Cominetti et al. [1], who show a steady-state result in the regime where the input flow rate is smaller than the network capacity. The full version of this extended abstract can be found on the arXiv preprint server as article 2111.06877
The strong thin tree conjecture states that every k-edge-connected graph G contains an O(1/k)-thin spanning tree, meaning a spanning tree which contains at most an O(1/k) fraction of the edges across each cut in G. This conjecture is still open despite significant effort; the best current result by Anari and Oveis Gharan shows the existence of an O(polyloglog(n)/k)-thin tree. In this work, we demonstrate that the conjecture is true if one only requires thinness for the set of η-near minimum cuts of the graph for η= 1/40, in other words, for the set of cuts with fewer than (1+1/40)k edges. Our approach constructs such a tree in polynomial time. To show this, we utilize the structure of near minimum cuts, and in particular the polygon representation of Benczúr and Goemans, to reduce to the previously solved problem of finding a spanning tree that is O(1/k)-thin for all sets in a laminar family.
Emerging optical switching technologies enable demand-aware datacenter networks, whose topology can be flexibly optimized toward the traffic they serve. This paper revisits the bounded-degree network design problem underlying such demand-aware networks. Namely, given a distribution over communicating node pairs (represented has a demand graph), we want to design a network with bounded maximum degree (called host graph) that minimizes the expected communication distance. We improve the understanding of this problem domain by filling several gaps in prior work. First, we present the first practical algorithm for solving this problem on arbitrary instances without violating the degree bound. Our algorithm is based on novel insights obtained from studying a new Steiner node version of the problem, and we report on an extensive empirical evaluation, using several real-world traffic traces from datacenters, finding that our approach results in improved demand-aware network designs. Second, we shed light on the complexity and hardness of the bounded-degree network design problem by formally establishing its NP-completeness for any degree. We use our techniques to improve prior upper bounds for sparse instances. Finally, we study an intriguing connection between demand-aware network design and the virtual networking embedding problem, and show that the latter cannot be used to approximate the former: there is no universal host graph which can provide a constant approximation for our problem.
We give a strongly polynomial algorithm for minimum cost generalized flow, and hence for optimizing any linear program with at most two non-zero entries per row, or at most two non-zero entries per column. Primal and dual feasibility were shown by Vegh (MOR '17) and Megiddo (SICOMP '83), respectively. Our result can be viewed as progress towards understanding whether all linear programs can be solved in strongly polynomial time, also referred to as Smale's 9th problem. Our approach is based on the recent primal-dual interior point method (IPM) by Allamigeon, Dadush, Loho, Natura, and Vegh (FOCS '22). The number of iterations needed by the IPM is bounded, up to a polynomial factor in the number of inequalities, by the straight line complexity of the central path. Roughly speaking, this is the minimum number of pieces of any piecewise linear curve that multiplicatively approximates the central path. As our main contribution, we show that the straight line complexity of any minimum cost generalized flow instance is polynomial in the number of arcs and vertices. By applying a reduction of Hochbaum (ORL '04), the same bound applies to any linear program with at most two non-zeros per column or per row. To be able to run the IPM, one requires a suitable initial point. For this purpose, we develop a novel multistage approach, where each stage can be solved in strongly polynomial time given the result of the previous stage. Beyond this, substantial work is needed to ensure that the bit complexity of each iterate remains bounded during the execution of the algorithm. For this purpose, we show that one can maintain a representation of the iterates as a low complexity convex combination of vertices and extreme rays. Our approach is black-box and can be applied to any log-barrier path-following method.
In the laminar-constrained spanning tree problem, the goal is to find a minimum-cost spanning tree which respects upper bounds on the number of times each cut in a given laminar family is crossed. This generalizes the well-studied degree-bounded spanning tree problem, as well as a previously studied setting where a chain of cuts is given. We give the first constant-factor approximation algorithm; in particular we show how to obtain a multiplicative violation of the crossing bounds of less than 22 while losing less than a factor of 5 in terms of cost. Our result compares to the natural LP relaxation. As a consequence, our results show that given a $k$-edge-connected graph and a laminar family $\mathcal{L} \subseteq 2^V$ of cuts, there exists a spanning tree which contains only an $O(1/k)$ fraction of the edges across every cut in $\mathcal{L}$. This can be viewed as progress towards the Thin Tree Conjecture, which (in a strong form) states that this guarantee can be obtained for all cuts simultaneously.
We consider a dynamic model of traffic that has received a lot of attention in the past few years. Infinitesimally small agents aim to travel from a source to a destination as quickly as possible. Flow patterns vary over time, and congestion effects are modeled via queues, which form based on the deterministic queueing model whenever the inflow into a link exceeds its capacity.Are equilibria in this model meaningful as a prediction of traffic behavior? For this to be the case, a certain notion of stability under ongoing perturbations is needed. Real traffic consists of discrete, atomic “packets”, rather than being a continuous flow of non-atomic agents. Users may not choose an absolutely quickest route available, if there are multiple routes with very similar travel times. We would hope that in both these situations - a discrete packet model, with packet size going to 0, and $\varepsilon$-equilibria, with $\varepsilon$ - going to 0 - equilibria converge to dynamic equilibria in the flow over time model. No such convergence results were known.We show that such a convergence result does hold in single-commodity instances for both of these settings, in a unified way. More precisely, we introduce a notion of “strict” $\varepsilon$-equilibria, and show that these must converge to the exact dynamic equilibrium in the limit as $\varepsilon \rightarrow 0$. We then show that results for the two settings mentioned can be deduced from this with only moderate further technical effort.
Emerging optical and virtualization technologies enable the design of more flexible and demand-aware networked systems, in which resources can be optimized toward the actual workload they serve. For example, in a demand-aware datacenter network, frequently communicating nodes (e.g., two virtual machines or a pair of racks in a datacenter) can be placed topologically closer, reducing communication costs and hence improving the overall network performance. This paper revisits the bounded-degree network design problem underlying such demand-aware networks. Namely, given a distribution over communicating server pairs, we want to design a network with bounded maximum degree that minimizes expected communication distance. In addition to this known problem, we introduce and study a variant where we allow Steiner nodes (i.e., additional routers) to be added to augment the network. We improve the understanding of this problem domain in several ways. First, we shed light on the complexity and hardness of the aforementioned problems, and study a connection between them and the virtual networking embedding problem. We then provide a constant-factor approximation algorithm for the Steiner node version of the problem, and use it to improve over prior state-of-the-art algorithms for the original version of the problem with sparse communication distributions. Finally, we investigate various heuristic approaches to bounded-degree network design problem, in particular providing a reliable heuristic algorithm with good experimental performance. We report on an extensive empirical evaluation, using several real-world traffic traces from datacenters, and find that our approach results in improved demand-aware network designs.
We give a 2-approximation algorithm for the Maximum Agreement Forest problem on two rooted binary trees. This NP-hard problem has been studied extensively in the past two decades, since it can be used to compute the rooted Subtree Prune-and-Regraft (rSPR) distance between two phylogenetic trees. Our algorithm is combinatorial and its running time is quadratic in the input size. To prove the approximation guarantee, we construct a feasible dual solution for a novel exponential-size linear programming formulation. In addition, we show this linear program has a smaller integrality gap than previously known formulations, and we give an equivalent compact formulation, showing that it can be solved in polynomial time.
Performance of the Smallest-Variance-First Rule in Appointment Sequencing
The theory of majorizing measures, extensively developed by Fernique, Talagrand and many others, provides one of the most general frameworks for controlling the behavior of stochastic processes. In particular, it can be applied to derive quantitative bounds on the expected suprema and the degree of continuity of sample paths for many processes. One of the crowning achievements of the theory is Talagrand’s tight alternative characterization of the suprema of Gaussian processes in terms of majorizing measures. The proof of this theorem was difficult, and thus considerable effort was put into the task of developing both shorter and easier to understand proofs. A major reason for this difficulty was considered to be theory of majorizing measures itself, which had the reputation of being opaque and mysterious. As a consequence, most recent treatments of the theory (including by Talagrand himself) have eschewed the use of majorizing measures in favor of a purely combinatorial approach (the generic chaining) where objects based on sequences of partitions provide roughly matching upper and lower bounds on the desired expected supremum. In this paper, we return to majorizing measures as a primary object of study, and give a viewpoint that we think is natural and clarifying from an optimization perspective. As our main contribution, we give an algorithmic proof of the majorizing measures theorem based on two parts: We make the simple (but apparently new) observation that finding the best majorizing measure can be cast as a convex program. This also allows for efficiently computing the measure using off-the-shelf methods from convex optimization. We obtain tree-based upper and lower bound certificates by rounding, in a series of steps, the primal and dual solutions to this convex program. While duality has conceptually been part of the theory since its beginnings, as far as we are aware no explicit link to convex optimization has been previously made.
The Step out–Step in sequencing game is a particular example of a game from the sequencing game framework of Curiel, Perderzoli, and Tijs, where coalitions of players in a queue may reorder themselves to improve the their overall cost, under some restrictions. Musegaas, Borm and Quant proved, in two papers, that a simple greedy algorithm correctly computes the valuation of a coalition, and that the game is convex. These proofs entail rather involved case analyses; in this note, we give short proofs of both results.
Flows over time have received substantial attention from both an optimization and (more recently) a game-theoretic perspective. In this model, each arc has an associated delay for traversing the arc, and a bound on the rate of flow entering the arc; flows are time-varying. We consider a setting which is very standard within the transportation economic literature, but has received little attention from an algorithmic perspective. The flow consists of users who are able to choose their route but also their departure time, and who desire to arrive at their destination at a particular time, incurring a scheduling cost if they arrive earlier or later. The total cost of a user is then a combination of the time they spend commuting, and the scheduling cost they incur. We present a combinatorial algorithm for the natural optimization problem, that of minimizing the average total cost of all users (i.e., maximizing the social welfare). Based on this, we also show how to set tolls so that this optimal flow is induced as an equilibrium of the underlying game.
Hypercongestion - the phenomenon that higher traffic densities can reduce throughput - is well understood at the link level, but has also been observed in a macroscopic form at the level of traffic networks; for instance, in morning rush-hour traffic into a downtown core. In this paper, we show that macroscopic hypercongestion can occur as a purely emergent effect of dynamic equilibrium behaviour on a network, even if the underlying link dynamics (we consider Vickrey bottlenecks with spaceless vertical queues) do not exhibit hypercongestion.
We give new approximation algorithms for the submodular joint replenishment problem and the inventory routing problem, using an iterative rounding approach. In both problems, we are given a set of N items and a discrete time horizon of T days in which given demands for the items must be satisfied. Ordering a set of items incurs a cost according to a set function, with properties depending on the problem under consideration. Demand for an item at time t can be satisfied by an order on any day prior to t, but a holding cost is charged for storing the items during the intermediate period; the goal is to minimize the sum of the ordering and holding cost. Our approximation factor for both problems is $$O(\log \log \min (N,T))$$; this improves exponentially on the previous best results.
We consider the following natural scheduling problem: Given a sequence of jobs with weights and processing times, one needs to assign each job to one of m identical machines in order to minimize the sum of weighted completion times. The twist is that for machine the jobs assigned to it must obey the order of the input sequence, as is the case in multi-server queuing systems. We establish a constant factor approximation algorithm for this (strongly NP-hard) problem. Our approach is necessarily very different from what has been used for similar scheduling problems without the fixed-order assumption. We also give a QPTAS for the special case of unit processing times.
We introduce the itinerant list update problem (ILU), which is a relaxation of the classic list update problem in which the pointer no longer has to return to a home location after each request. The motivation to introduce ILU arises from the fact that it naturally models the problem of track memory management in Domain Wall Memory. Both online and offline versions of ILU arise, depending on specifics of this application. First, we show that ILU is essentially equivalent to a dynamic variation of the classical minimum linear arrangement problem (MLA), which we call DMLA. Both ILU and DMLA are very natural, but do not appear to have been studied before. In this work, we focus on the offline ILU and DMLA problems. We then give an O(log ^2n) -approximation algorithm for these problems. While the approach is based on well-known divide-and-conquer approaches for the standard MLA problem, the dynamic nature of these problems introduces substantial new difficulties. We also show an (log n) lower bound on the competitive ratio for any randomized online algorithm for ILU. This shows that online ILU is harder than online LU, for which O(1)-competitive algorithms, like Move-To-Front, are known.
We provide a deterministic construction of the sparse Johnson-Lindenstrauss transform of Kane & Nelson (J.ACM 2014) which runs, under a mild restriction, in the time necessary to apply the sparse embedding matrix to the input vectors. Specifically, given a set of n vectors in Rd and target error ϵ, we give a deterministic algorithm to compute a {−1, 0, 1} embedding matrix of rank O((ln n)/ϵ2) with O((ln n)/ϵ) entries per column which preserves the norms of the vectors to within 1 ± ϵ. If NNZ, the number of non-zero entries in the input set of vectors, is Ω(d2), our algorithm runs in time O(NNZ · ln n/ϵ).One ingredient in our construction is an extremely simple proof of the Hanson-Wright inequality for subgaussian random variables, which is more amenable to derandomization. As an interesting byproduct, we are able to derive the essentially optimal form of the inequality in terms of its functional dependence on the parameters.
A fluid queuing network constitutes one of the simplest models in which to study flow dynamics over a network. In this model we have a single source-sink pair and each link has a per-time-unit capacity and a transit time. A dynamic equilibrium (or equilibrium flow over time) is a flow pattern over time such that no flow particle has incentives to unilaterally change its path. Although the model has been around for almost fifty years, only recently results regarding existence and characterization of equilibria have been obtained. In particular the long term behavior remains poorly understood. Our main result in this paper is to show that, under a natural (and obviously necessary) condition on the queuing capacity, a dynamic equilibrium reaches a steady state (after which queue lengths remain constant) in finite time. Previously, it was not even known that queue lengths would remain bounded. The proof is based on the analysis of a rather non-obvious potential function that turns out to be monotone along the evolution of the equilibrium. Furthermore, we show that the steady state is characterized as an optimal solution of a certain linear program. When this program has a unique solution, which occurs generically, the long term behavior is completely predictable. On the contrary, if the linear program has multiple solutions the steady state is more difficult to identify as it depends on the whole temporal evolution of the equilibrium.