Improving the Price of Anarchy for Selfish Routing via Coordination Mechanisms

We reconsider the well-studied Selfish Routing game with affine latency functions. The Price of Anarchy for this class of games takes maximum value 4/3; this maximum is attained already for a simple network of two parallel links, known as Pigou's network. We improve upon the value 4/3 by means of Coordination Mechanisms. We increase the latency functions of the edges in the network, i.e., if $\ell_e(x)$ is the latency function of an edge $e$, we replace it by $\hat{\ell}_e(x)$ with $\ell_e(x) \le \hat{\ell}_e(x)$ for all $x$. Then an adversary fixes a demand rate as input. The engineered Price of Anarchy of the mechanism is defined as the worst-case ratio of the Nash social cost in the modified network over the optimal social cost in the original network. Formally, if \CM(r) denotes the cost of the worst Nash flow in the modified network for rate $r$ and \Copt(r) denotes the cost of the optimal flow in the original network for the same rate then [\ePoA = \max_{r \ge 0} \frac{\CM(r)}{\Copt(r)}.] We first exhibit a simple coordination mechanism that achieves for any network of parallel links an engineered Price of Anarchy strictly less than 4/3. For the case of two parallel links our basic mechanism gives 5/4 = 1.25. Then, for the case of two parallel links, we describe an optimal mechanism; its engineered Price of Anarchy lies between 1.191 and 1.192.Comment: 17 pages, 2 figures, preliminary version appeared at ESA 201

Smooth Inequalities and Equilibrium Inefficiency in Scheduling Games

We study coordination mechanisms for Scheduling Games (with unrelated machines). In these games, each job represents a player, who needs to choose a machine for its execution, and intends to complete earliest possible. Our goal is to design scheduling policies that always admit a pure Nash equilibrium and guarantee a small price of anarchy for the l_k-norm social cost --- the objective balances overall quality of service and fairness. We consider policies with different amount of knowledge about jobs: non-clairvoyant, strongly-local and local. The analysis relies on the smooth argument together with adequate inequalities, called smooth inequalities. With this unified framework, we are able to prove the following results. First, we study the inefficiency in l_k-norm social costs of a strongly-local policy SPT and a non-clairvoyant policy EQUI. We show that the price of anarchy of policy SPT is O(k). We also prove a lower bound of Omega(k/log k) for all deterministic, non-preemptive, strongly-local and non-waiting policies (non-waiting policies produce schedules without idle times). These results ensure that SPT is close to optimal with respect to the class of l_k-norm social costs. Moreover, we prove that the non-clairvoyant policy EQUI has price of anarchy O(2^k). Second, we consider the makespan (l_infty-norm) social cost by making connection within the l_k-norm functions. We revisit some local policies and provide simpler, unified proofs from the framework's point of view. With the highlight of the approach, we derive a local policy Balance. This policy guarantees a price of anarchy of O(log m), which makes it the currently best known policy among the anonymous local policies that always admit a pure Nash equilibrium.Comment: 25 pages, 1 figur

Approximate Pure Nash Equilibria in Weighted Congestion Games: Existence, Efficient Computation, and Structure

We consider structural and algorithmic questions related to the Nash dynamics of weighted congestion games. In weighted congestion games with linear latency functions, the existence of (pure Nash) equilibria is guaranteed by potential function arguments. Unfortunately, this proof of existence is inefficient and computing equilibria is such games is a {\sf PLS}-hard problem. The situation gets worse when superlinear latency functions come into play; in this case, the Nash dynamics of the game may contain cycles and equilibria may not even exist. Given these obstacles, we consider approximate equilibria as alternative solution concepts. Do such equilibria exist? And if so, can we compute them efficiently? We provide positive answers to both questions for weighted congestion games with polynomial latency functions by exploiting an "approximation" of such games by a new class of potential games that we call $\Psi$-games. This allows us to show that these games have $d!$-approximate equilibria, where $d$ is the maximum degree of the latency functions. Our main technical contribution is an efficient algorithm for computing O(1)-approximate equilibria when $d$ is a constant. For games with linear latency functions, the approximation guarantee is $\frac{3+\sqrt{5}}{2}+O(\gamma)$ for arbitrarily small $\gamma>0$; for latency functions with maximum degree $d\geq 2$, it is $d^{2d+o(d)}$. The running time is polynomial in the number of bits in the representation of the game and $1/\gamma$. As a byproduct of our techniques, we also show the following structural statement for weighted congestion games with polynomial latency functions of maximum degree $d\geq 2$: polynomially-long sequences of best-response moves from any initial state to a $d^{O(d^2)}$-approximate equilibrium exist and can be efficiently identified in such games as long as $d$ is constant.Comment: 31 page

Improving the Price of Anarchy for Selfish Routing via Coordination Mechanisms

We reconsider the well-studied Selfish Routing game with affine latency functions. The Price of Anarchy for this class of games takes maximum value 4/3; this maximum is attained already for a simple network of two parallel links, known as Pigou's network. We improve upon the value 4/3 by means of Coordination Mechanisms. We increase the latency functions of the edges in the network, i.e., if $\ell_e(x)$ is the latency function of an edge $e$, we replace it by $\hat{\ell}_e(x)$ with $\ell_e(x) \le \hat{\ell}_e(x)$ for all $x$. Then an adversary fixes a demand rate as input. The engineered Price of Anarchy of the mechanism is defined as the worst-case ratio of the Nash social cost in the modified network over the optimal social cost in the original network. Formally, if \CM(r) denotes the cost of the worst Nash flow in the modified network for rate $r$ and \Copt(r) denotes the cost of the optimal flow in the original network for the same rate then [\ePoA = \max_{r \ge 0} \frac{\CM(r)}{\Copt(r)}.] We first exhibit a simple coordination mechanism that achieves for any network of parallel links an engineered Price of Anarchy strictly less than 4/3. For the case of two parallel links our basic mechanism gives 5/4 = 1.25. Then, for the case of two parallel links, we describe an optimal mechanism; its engineered Price of Anarchy lies between 1.191 and 1.192

Enforcing efficient equilibria in network design games via subsidies

The efficient design of networks has been an important engineering task that involves challenging combinatorial optimization problems. Typically, a network designer has to select among several alternatives which links to establish so that the resulting network satisfies a given set of connectivity requirements and the cost of establishing the network links is as low as possible. The Minimum Spanning Tree problem, which is well-understood, is a nice example. In this paper, we consider the natural scenario in which the connectivity requirements are posed by selfish users who have agreed to share the cost of the network to be established according to a well-defined rule. The design proposed by the network designer should now be consistent not only with the connectivity requirements but also with the selfishness of the users. Essentially, the users are players in a so-called network design game and the network designer has to propose a design that is an equilibrium for this game. As it is usually the case when selfishness comes into play, such equilibria may be suboptimal. In this paper, we consider the following question: can the network designer enforce particular designs as equilibria or guarantee that efficient designs are consistent with users' selfishness by appropriately subsidizing some of the network links? In an attempt to understand this question, we formulate corresponding optimization problems and present positive and negative results.Comment: 30 pages, 7 figure

Cost-Sharing Methods for Scheduling Games under Uncertainty

We study the performance of cost-sharing protocols in a selfish scheduling setting with load-dependent cost functions. Previous work on selfish scheduling protocols has focused on two extreme models: omnipotent protocols that are aware of every machine and every job that is active at any given time, and oblivious protocols that are aware of nothing beyond the machine they control. The main focus of this paper is on a well-motivated middle-ground model of resource-aware protocols, which are aware of the set of machines that the system comprises, but unaware of what jobs are active at any given time. Apart from considering budget-balanced protocols, to which previous work was restricted, we augment the design space by also studying the extent to which overcharging can lead to improved performance. We first show that, in the omnipotent model, overcharging enables us to enforce the optimal outcome as the unique equilibrium, which largely improves over the Θ(log n)-approximation of social welfare that can be obtained by budget-balanced protocols, even in their best equilibrium. We then transition to the resource-aware model and provide price of anarchy (PoA) upper and lower bounds for different classes of cost functions. For concave cost functions, we provide a protocol with PoA of 1+ε for arbitrarily small ε0. When the cost functions can be both convex and concave we construct an overcharging protocol that yields PoA ≤ 2; a spectacular improvement over the bounds obtained for budget-balanced protocols, even in the omnipotent model. We complement our positive results with impossibility results for general increasing cost functions. We show that any resource-aware budget-balanced cost-sharing protocol has PoA of Θ(n) in this setting and, even if we use overcharging, no resource-aware protocol can achieve a PoA of o(√n)

Nature-inspired Methods for Stochastic, Robust and Dynamic Optimization

Nature-inspired algorithms have a great popularity in the current scientific community, being the focused scope of many research contributions in the literature year by year. The rationale behind the acquired momentum by this broad family of methods lies on their outstanding performance evinced in hundreds of research fields and problem instances. This book gravitates on the development of nature-inspired methods and their application to stochastic, dynamic and robust optimization. Topics covered by this book include the design and development of evolutionary algorithms, bio-inspired metaheuristics, or memetic methods, with empirical, innovative findings when used in different subfields of mathematical optimization, such as stochastic, dynamic, multimodal and robust optimization, as well as noisy optimization and dynamic and constraint satisfaction problems

Designing Networks with Good Equilibria under Uncertainty

We consider the problem of designing network cost-sharing protocols with good equilibria under uncertainty. The underlying game is a multicast game in a rooted undirected graph with nonnegative edge costs. A set of $k$ terminal vertices or players needs to establish connectivity with the root. The social optimum is the minimum Steiner tree. We study situations where the designer has incomplete information about the input. We propose two different models, the adversarial and the stochastic. In both models, the designer has prior knowledge of the underlying graph metric, but the requested subset of the players is not known and is activated either in an adversarial manner (adversarial model) or is drawn from a known probability distribution (stochastic model). In the adversarial model, the goal of the designer is to choose a single, universal cost-sharing protocol that has low Price of Anarchy (PoA) for all possible requested subsets of players. The main question we address is, to what extent can prior knowledge of the underlying graph metric help in the design? We first demonstrate that there exist classes of graphs where knowledge of the underlying graph metric can dramatically improve the performance of good network cost-sharing design. For outerplanar graph metrics, we provide a universal cost-sharing protocol with constant PoA, in contrast to protocols that, by ignoring the graph metric, cannot achieve PoA better than $\Omega(\log k)$. Then, in our main technical result, we show that there exist graph metrics for which knowing the underlying graph metric does not help and any universal protocol has PoA of $\Omega(\log k)$, which is tight. We attack this problem by developing new techniques that employ powerful tools from extremal combinatorics, and more specifically Ramsey theory in high-dimensional hypercubes. Then we switch to the stochastic model, where the players are activated according to some probability distribution that is known to the designer. We show that there exists a randomized ordered protocol that achieves constant PoA. If, further, each player is activated independently with some probability, by using standard derandomization techniques, we produce a deterministic ordered protocol that achieves constant PoA. We remark that the first result holds also for the black-box model, where the probabilities are not known to the designer, but she is allowed to draw independent (polynomially many) samples. Read More: https://epubs.siam.org/doi/10.1137/16M109669