Stochastic scheduling on unrelated machines

Two important characteristics encountered in many real-world scheduling problems are heterogeneous machines/processors and a certain degree of uncertainty about the actual sizes of jobs. The first characteristic entails machine dependent processing times of jobs and is captured by the classical unrelated machine scheduling model.The second characteristic is adequately addressed by stochastic processing times of jobs as they are studied in classical stochastic scheduling models. While there is an extensive but separate literature for the two scheduling models, we study for the first time a combined model that takes both characteristics into account simultaneously. Here, the processing time of job $j$ on machine $i$ is governed by random variable $P_{ij}$, and its actual realization becomes known only upon job completion. With $w_j$ being the given weight of job $j$, we study the classical objective to minimize the expected total weighted completion time $E[\sum_j w_jC_j]$, where $C_j$ is the completion time of job $j$. By means of a novel time-indexed linear programming relaxation, we compute in polynomial time a scheduling policy with performance guarantee $(3+\Delta)/2+\epsilon$. Here, $\epsilon>0$ is arbitrarily small, and $\Delta$ is an upper bound on the squared coefficient of variation of the processing times. We show that the dependence of the performance guarantee on $\Delta$ is tight, as we obtain a $\Delta/2$ lower bound for the type of policies that we use. When jobs also have individual release dates $r_{ij}$, our bound is $(2+\Delta)+\epsilon$. Via $\Delta=0$, currently best known bounds for deterministic scheduling are contained as a special case

Greed Works -- Online Algorithms For Unrelated Machine Stochastic Scheduling

This paper establishes performance guarantees for online algorithms that schedule stochastic, nonpreemptive jobs on unrelated machines to minimize the expected total weighted completion time. Prior work on unrelated machine scheduling with stochastic jobs was restricted to the offline case, and required linear or convex programming relaxations for the assignment of jobs to machines. The algorithms introduced in this paper are purely combinatorial. The performance bounds are of the same order of magnitude as those of earlier work, and depend linearly on an upper bound on the squared coefficient of variation of the jobs' processing times. Specifically for deterministic processing times, without and with release times, the competitive ratios are 4 and 7.216, respectively. As to the technical contribution, the paper shows how dual fitting techniques can be used for stochastic and nonpreemptive scheduling problems.Comment: Preliminary version appeared in IPCO 201

Stochastic Online Scheduling on Unrelated Machines

We derive the first performance guarantees for a combinatorial online algorithm that schedules stochastic, nonpreemptive jobs on unrelated machines to minimize the expectation of the total weighted completion time. Prior work on unrelated machine scheduling with stochastic jobs was restricted to the offline case, and required sophisticated linear or convex programming relaxations for the assignment of jobs to machines. Our algorithm is purely combinatorial, and therefore it also works for the online setting. As to the techniques applied, this paper shows how the dual fitting technique can be put to work for stochastic and nonpreemptive scheduling problems

Approximation algorithms for stochastic scheduling on unrelated machines

Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2008.Includes bibliographical references (p. 59-60).Motivated by problems in distributed computing, this thesis presents the first nontrivial polynomial time approximation algorithms for an important class of machine scheduling problems. We study the family of preemptive minimum makespan scheduling problems where jobs have stochastic processing requirements and provide the first approximation algorithms for these problems when machines have unrelated speeds. We show a series of algorithms that apply given increasingly general classes of precedence constraints on jobs. Letting n and m be, respectively, the number of jobs and machines in an instance, when jobs need an exponentially distributed amount of processing, we give: -- An O(log log min {m, n} )-approximation algorithm when jobs are independent; -- An 0 (log(n + m) log log min {m, n})-approximation algorithm when precedence constraints form disjoint chains; and, -- An O(log n log(n + m) log log min {m, n} )-approximation algorithm when precedence constraints form a directed forest. Very simple modifications allow our algorithms to apply to more general distributions, at the cost of slightly worse approximation ratios. Our O(log log n)-approximation algorithm for independent jobs holds when we allow restarting instead of preemption. Here jobs may switch machines, but lose all previous processing if they do so. We also consider problems in the framework of scheduling under uncertainty. This model considers jobs that require unit processing on machines with identical speeds. However, after processing a job to completion, a machine has an (unrelated) probability of failing and leaving the job uncompleted. This difficulty is offset by allowing multiple machines to process a job simultaneously. We prove that this model is equivalent to a slightly modified version of the family of problems described above and provide approximation algorithms for analogous problems with identical ratios.by Jacob Scott.S.M