Online Non-Monotone DR-submodular Maximization

In this paper, we study fundamental problems of maximizing DR-submodular continuous functions that have real-world applications in the domain of machine learning, economics, operations research and communication systems. It captures a subclass of non-convex optimization that provides both theoretical and practical guarantees. Here, we focus on minimizing regret for online arriving non-monotone DR-submodular functions over different types of convex sets: hypercube, down-closed and general convex sets. First, we present an online algorithm that achieves a $1/e$-approximation ratio with the regret of $O(T^{2/3})$ for maximizing DR-submodular functions over any down-closed convex set. Note that, the approximation ratio of $1/e$ matches the best-known guarantee for the offline version of the problem. Moreover, when the convex set is the hypercube, we propose a tight 1/2-approximation algorithm with regret bound of $O(\sqrt{T})$. Next, we give an online algorithm that achieves an approximation guarantee (depending on the search space) for the problem of maximizing non-monotone continuous DR-submodular functions over a \emph{general} convex set (not necessarily down-closed). To best of our knowledge, no prior algorithm with approximation guarantee was known for non-monotone DR-submodular maximization in the online setting. Finally we run experiments to verify the performance of our algorithms on problems arising in machine learning domain with the real-world datasets

From Preemptive to Non-preemptive Scheduling Using Rejections

International audienceWe study the classical problem of scheduling a set of independent jobs with release dates on a single machine. There exists a huge literature on the preemptive version of the problem, where the jobs can be interrupted at any moment. However, we focus here on the non-preemptive case, which is harder, but more relevant in practice. For instance, the jobs submitted to actual high performance platforms cannot be interrupted or migrated once they start their execution (due to prohibitive management overhead). We target on the minimization of the total stretch objective, defined as the ratio of the total time a job stays in the system (waiting time plus execution time), normalized by its processing time. Stretch captures the quality of service of a job and the minimum total stretch reflects the fairness between the jobs. So far, there have been only few studies about this problem, especially for the non-preemptive case. Our approach is based to the usage of the classical and efficient for the preemptive case shortest remaining processing time (SRPT) policy as a lower bound. We investigate the (offline) transformation of the SRPT schedule to a non-preemptive schedule subject to a recently introduced resource augmentation model, namely the rejection model according to which we are allowed to reject a small fraction of jobs. Specifically, we propose a 2 ǫ-approximation algorithm for the total stretch minimization problem if we allow to reject an ǫ-fraction of the jobs, for any ǫ > 0. This result shows that the rejection model is more powerful than the other resource augmentations models studied in the literature, like speed augmentation or machine augmentation, for which non-polynomial or non-scalable results are known. As a byproduct, we present a O(1)-approximation algorithm for the total flow-time minimization problem which also rejects at most an \epsilon-fraction of jobs

Covering Clients with Types and Budgets

In this paper, we consider a variant of the facility location problem. Imagine the scenario where facilities are categorized into multiple types such as schools, hospitals, post offices, etc. and the cost of connecting a client to a facility is realized by the distance between them. Each client has a total budget on the distance she/he is willing to travel. The goal is to open the minimum number of facilities such that the aggregate distance of each client to multiple types is within her/his budget. This problem closely resembles to the set cover and r-domination problems. Here, we study this problem in different settings. Specifically, we present some positive and negative results in the general setting, where no assumption is made on the distance values. Then we show that better results can be achieved when clients and facilities lie in a metric space

Online Non-Preemptive Scheduling to Minimize Maximum Weighted Flow-Time on Related Machines

We consider the problem of scheduling jobs to minimize the maximum weighted flow-time on a set of related machines. When jobs can be preempted this problem is well-understood; for example, there exists a constant competitive algorithm using speed augmentation. When jobs must be scheduled non-preemptively, only hardness results are known. In this paper, we present the first online guarantees for the non-preemptive variant. We present the first constant competitive algorithm for minimizing the maximum weighted flow-time on related machines by relaxing the problem and assuming that the online algorithm can reject a small fraction of the total weight of jobs. This is essentially the best result possible given the strong lower bounds on the non-preemptive problem without rejection

Online Non-Preemptive Scheduling to Minimize Weighted Flow-time on Unrelated Machines

In this paper, we consider the online problem of scheduling independent jobs non-preemptively so as to minimize the weighted flow-time on a set of unrelated machines. There has been a considerable amount of work on this problem in the preemptive setting where several competitive algorithms are known in the classical competitive model. However, the problem in the non-preemptive setting admits a strong lower bound. Recently, Lucarelli et al. presented an algorithm that achieves a O(1/epsilon^2)-competitive ratio when the algorithm is allowed to reject epsilon-fraction of total weight of jobs and has an epsilon-speed augmentation. They further showed that speed augmentation alone is insufficient to derive any competitive algorithm. An intriguing open question is whether there exists a scalable competitive algorithm that rejects a small fraction of total weights. In this paper, we affirmatively answer this question. Specifically, we show that there exists a O(1/epsilon^3)-competitive algorithm for minimizing weighted flow-time on a set of unrelated machine that rejects at most O(epsilon)-fraction of total weight of jobs. The design and analysis of the algorithm is based on the primal-dual technique. Our result asserts that alternative models beyond speed augmentation should be explored when designing online schedulers in the non-preemptive setting in an effort to find provably good algorithms

Online Non-preemptive Scheduling on Unrelated Machines with Rejections

When a computer system schedules jobs there is typically a significant cost associated with preempting a job during execution. This cost can be from the expensive task of saving the memory's state and loading data into and out of memory. It is desirable to schedule jobs non-preemptively to avoid the costs of preemption. There is a need for non-preemptive system schedulers on desktops, servers and data centers. Despite this need, there is a gap between theory and practice. Indeed, few non-preemptive \emph{online} schedulers are known to have strong foundational guarantees. This gap is likely due to strong lower bounds on any online algorithm for popular objectives. Indeed, typical worst case analysis approaches, and even resource augmented approaches such as speed augmentation, result in all algorithms having poor performance guarantees. This paper considers on-line non-preemptive scheduling problems in the worst-case rejection model where the algorithm is allowed to reject a small fraction of jobs. By rejecting only a few jobs, this paper shows that the strong lower bounds can be circumvented. This approach can be used to discover algorithmic scheduling policies with desirable worst-case guarantees. Specifically, the paper presents algorithms for the following two objectives: minimizing the total flow-time and minimizing the total weighted flow-time plus energy under the speed-scaling mechanism. The algorithms have a small constant competitive ratio while rejecting only a constant fraction of jobs. Beyond specific results, the paper asserts that alternative models beyond speed augmentation should be explored to aid in the discovery of good schedulers in the face of the requirement of being online and non-preemptive

Online Min-Sum Flow Scheduling with Rejections

International audienceIn this paper, we study the problems of preemptive and non-preemptive online scheduling of jobs on unrelated machines in order to minimize the average time a job remains in the system.Both problems are known to be non-approximable by a constant factor. However, the preemptive variant has been extensively studied under the different resource augmentation models. On the other hand, the non-preemptive variant is much less explored. An O( 1/epsilon )-competitive algorithm has been presented in [7] for the non-preemptive average flow-time minimization problem on a set of unrelated machines if bothan epsilon-speed augmentation is used and an epsilon-fraction of jobs is rejected. We are interested here in exploring the power of the rejection model and, mainly, in eliminating the need for speed augmentation in the latter result. On the road to this, we show how to replace speed augmentation with rejection in the preemptive variant. Our analysis is based on the dual-fitting paradigm

On theoretical and practical aspects of trade-offs in resource allocation problems

Le contenu de cette thèse est divisé en deux parties. La première partie de cette thèse porte sur l'étude d'approches heuristiques pour approximer des fronts de Pareto. Nous proposons un nouvel algorithme de recherche locale pour résoudre des problèmes d'optimisation combinatoire. Cette technique est intégrée dans un modèle opérationnel générique où l'algorithme évolue vers de nouvelles solutions formées en combinant des solutions trouvées dans les étapes précédentes. Cette méthode améliore les algorithmes de recherche locale existants pour résoudre le problème d'assignation quadratique bi- et tri-objectifs.La seconde partie se focalise sur les algorithmes d'ordonnancement dans un contexte non-préemptif. Plus précisément, nous étudions le problème de la minimisation du stretch maximum sur une seule machine pour une exécution online. Nous présentons des résultats positifs et négatifs, puis nous donnons une solution optimale semi-online. Nous étudions ensuite le problème de minimisation du stretch sur une seule machinedans le modèle récent de la réjection. Nous montrons qu'il existe un rapport d'approximation en O(1) pour minimiser le stretch moyen. Nous montrons également qu'il existe un résultat identique pour la minimisation du flot moyen sur une machine. Enfin, nous étudions le problème de la minimisation du somme des flots pondérés dans un contexte online.The content of this thesis is divided into two parts. The first part of the thesis deals with the study of heuristic based approaches for the approximation Pareto fronts. We propose a new Double Archive Pareto local search algorithm for solving multi-objective combinatorial optimization problems. We embed our technique into a genetic framework where our algorithm restarts with the set of new solutions formed by recombination and mutation of solutions found in the previous run. This method improves upon the existing Pareto local search algorithm for bi-objective and tri-objective quadratic assignment problem.In the second part of the thesis, we focus on non-preemptive scheduling algorithms. Here, we study the online problem of minimizing maximum stretch on a single machine. We present both positive and negative theoretical results. Then, we provide an optimally competitive semi-online algorithm. Furthermore, we study the problem of minimizing stretch on a single machine in a recently proposed rejection model. We show that there exists an O(1)-approximation ratio for minimizing average stretch. We also show that there exists an O(1)-approximation ratio for minimizing average flow time on a single machine. Lastly, we study the weighted average flow time minimization problem in online settings. We present a mathematical programming based framework that unifies multiple resource augmentation. Using the concept of duality, we show that there exists an O(1)-competitive algorithm for solving the weighted average flow time problem on unrelated machines. Furthermore, we proposed that this idea can be extended to minimizing l_k norms of weighted flow problem on unrelated machines