14,687 research outputs found
Minimizing value-at-risk in the single-machine total weighted tardiness problem
The vast majority of the machine scheduling literature focuses on deterministic
problems, in which all data is known with certainty a priori. This may be a reasonable assumption when the variability in the problem parameters is low. However, as variability in the parameters increases incorporating this uncertainty explicitly into a scheduling model is essential to mitigate the resulting adverse effects. In this paper, we consider the celebrated single-machine total weighted tardiness (TWT) problem in the presence of uncertain problem parameters. We impose a probabilistic constraint on the random TWT and introduce a risk-averse stochastic programming model. In particular, the objective of the proposed model is to find a non-preemptive static job processing sequence that minimizes the value-at-risk (VaR) measure on the random
TWT at a specified confidence level. Furthermore, we develop a lower bound on the optimal VaR that may also benefit alternate solution approaches in the future. In this study, we implement a tabu-search heuristic to obtain reasonably good feasible solutions and present results to demonstrate the effect of the risk parameter and the value of the proposed model with respect to a corresponding risk-neutral approach
Probabilistic alternatives for competitive analysis
In the last 20 years competitive analysis has become the main tool for analyzing the quality of online algorithms. Despite of this, competitive analysis has also been criticized: it sometimes cannot discriminate between algorithms that exhibit significantly different empirical behavior or it even favors an algorithm that is worse from an empirical point of view. Therefore, there have been several approaches to circumvent these drawbacks. In this survey, we discuss probabilistic alternatives for competitive analysis.operations research and management science;
Some recent results in the analysis of greedy algorithms for assignment problems
We survey some recent developments in the analysis of greedy algorithms for assignment and transportation problems. We focus on the linear programming model for matroids and linear assignment problems with Monge property, on general linear programs, probabilistic analysis for linear assignment and makespan minimization, and on-line algorithms for linear and non-linear assignment problems
Relaxed Schedulers Can Efficiently Parallelize Iterative Algorithms
There has been significant progress in understanding the parallelism inherent
to iterative sequential algorithms: for many classic algorithms, the depth of
the dependence structure is now well understood, and scheduling techniques have
been developed to exploit this shallow dependence structure for efficient
parallel implementations. A related, applied research strand has studied
methods by which certain iterative task-based algorithms can be efficiently
parallelized via relaxed concurrent priority schedulers. These allow for high
concurrency when inserting and removing tasks, at the cost of executing
superfluous work due to the relaxed semantics of the scheduler.
In this work, we take a step towards unifying these two research directions,
by showing that there exists a family of relaxed priority schedulers that can
efficiently and deterministically execute classic iterative algorithms such as
greedy maximal independent set (MIS) and matching. Our primary result shows
that, given a randomized scheduler with an expected relaxation factor of in
terms of the maximum allowed priority inversions on a task, and any graph on
vertices, the scheduler is able to execute greedy MIS with only an additive
factor of poly() expected additional iterations compared to an exact (but
not scalable) scheduler. This counter-intuitive result demonstrates that the
overhead of relaxation when computing MIS is not dependent on the input size or
structure of the input graph. Experimental results show that this overhead can
be clearly offset by the gain in performance due to the highly scalable
scheduler. In sum, we present an efficient method to deterministically
parallelize iterative sequential algorithms, with provable runtime guarantees
in terms of the number of executed tasks to completion.Comment: PODC 2018, pages 377-386 in proceeding
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