The Value-of-Information in Matching with Queues

We consider the problem of \emph{optimal matching with queues} in dynamic systems and investigate the value-of-information. In such systems, the operators match tasks and resources stored in queues, with the objective of maximizing the system utility of the matching reward profile, minus the average matching cost. This problem appears in many practical systems and the main challenges are the no-underflow constraints, and the lack of matching-reward information and system dynamics statistics. We develop two online matching algorithms: Learning-aided Reward optimAl Matching ($\mathtt{LRAM}$) and Dual-$\mathtt{LRAM}$ ($\mathtt{DRAM}$) to effectively resolve both challenges. Both algorithms are equipped with a learning module for estimating the matching-reward information, while $\mathtt{DRAM}$ incorporates an additional module for learning the system dynamics. We show that both algorithms achieve an $O(\epsilon+\delta_r)$ close-to-optimal utility performance for any $\epsilon>0$, while $\mathtt{DRAM}$ achieves a faster convergence speed and a better delay compared to $\mathtt{LRAM}$, i.e., $O(\delta_{z}/\epsilon + \log(1/\epsilon)^2))$ delay and $O(\delta_z/\epsilon)$ convergence under $\mathtt{DRAM}$ compared to $O(1/\epsilon)$ delay and convergence under $\mathtt{LRAM}$ ($\delta_r$ and $\delta_z$ are maximum estimation errors for reward and system dynamics). Our results reveal that information of different system components can play very different roles in algorithm performance and provide a systematic way for designing joint learning-control algorithms for dynamic systems

Optimisation of stochastic networks with blocking: a functional-form approach

This paper introduces a class of stochastic networks with blocking, motivated by applications arising in cellular network planning, mobile cloud computing, and spare parts supply chains. Blocking results in lost revenue due to customers or jobs being permanently removed from the system. We are interested in striking a balance between mitigating blocking by increasing service capacity, and maintaining low costs for service capacity. This problem is further complicated by the stochastic nature of the system. Owing to the complexity of the system there are no analytical results available that formulate and solve the relevant optimization problem in closed form. Traditional simulation-based methods may work well for small instances, but the associated computational costs are prohibitive for networks of realistic size. We propose a hybrid functional-form based approach for finding the optimal resource allocation, combining the speed of an analytical approach with the accuracy of simulation-based optimisation. The key insight is to replace the computationally expensive gradient estimation in simulation optimisation with a closed-form analytical approximation that is calibrated using a single simulation run. We develop two implementations of this approach and conduct extensive computational experiments on complex examples to show that it is capable of substantially improving system performance. We also provide evidence that our approach has substantially lower computational costs compared to stochastic approximation

Joint Energy Efficient and QoS-aware Path Allocation and VNF Placement for Service Function Chaining

Service Function Chaining (SFC) allows the forwarding of a traffic flow along a chain of Virtual Network Functions (VNFs, e.g., IDS, firewall, and NAT). Software Defined Networking (SDN) solutions can be used to support SFC reducing the management complexity and the operational costs. One of the most critical issues for the service and network providers is the reduction of energy consumption, which should be achieved without impact to the quality of services. In this paper, we propose a novel resource (re)allocation architecture which enables energy-aware SFC for SDN-based networks. To this end, we model the problems of VNF placement, allocation of VNFs to flows, and flow routing as optimization problems. Thereafter, heuristic algorithms are proposed for the different optimization problems, in order find near-optimal solutions in acceptable times. The performance of the proposed algorithms are numerically evaluated over a real-world topology and various network traffic patterns. The results confirm that the proposed heuristic algorithms provide near optimal solutions while their execution time is applicable for real-life networks.Comment: Extended version of submitted paper - v7 - July 201