Do you want to publish a course? Click here

Mean-field Dynamics of Load-Balancing Networks with General Service Distributions

101   0   0.0 ( 0 )
 Added by Reza Aghajani
 Publication date 2015
  fields
and research's language is English




Ask ChatGPT about the research

We introduce a general framework for the mean-field analysis of large-scale load-balancing networks with general service distributions. Specifically, we consider a parallel server network that consists of N queues and operates under the $SQ(d)$ load balancing policy, wherein jobs have independent and identical service requirements and each incoming job is routed on arrival to the shortest of $d$ queues that are sampled uniformly at random from $N$ queues. We introduce a novel state representation and, for a large class of arrival processes, including renewal and time-inhomogeneous Poisson arrivals, and mild assumptions on the service distribution, show that the mean-field limit, as $N rightarrow infty$, of the state can be characterized as the unique solution of a sequence of coupled partial integro-differential equations, which we refer to as the hydrodynamic PDE. We use a numerical scheme to solve the PDE to obtain approximations to the dynamics of large networks and demonstrate the efficacy of these approximations using Monte Carlo simulations. We also illustrate how the PDE can be used to gain insight into network performance.



rate research

Read More

85 - Xin Liu , Kang Gong , Lei Ying 2020
This paper studies load balancing for many-server ($N$ servers) systems. Each server has a buffer of size $b-1,$ and can have at most one job in service and $b-1$ jobs in the buffer. The service time of a job follows the Coxian-2 distribution. We focus on steady-state performance of load balancing policies in the heavy traffic regime such that the normalized load of system is $lambda = 1 - N^{-alpha}$ for $0<alpha<0.5.$ We identify a set of policies that achieve asymptotic zero waiting. The set of policies include several classical policies such as join-the-shortest-queue (JSQ), join-the-idle-queue (JIQ), idle-one-first (I1F) and power-of-$d$-choices (Po$d$) with $d=O(N^alphalog N)$. The proof of the main result is based on Steins method and state space collapse. A key technical contribution of this paper is the iterative state space collapse approach that leads to a simple generator approximation when applying Steins method.
Randomized load-balancing algorithms play an important role in improving performance in large-scale networks at relatively low computational cost. A common model of such a system is a network of $N$ parallel queues in which incoming jobs with independent and identically distributed service times are routed on arrival using the join-the-shortest-of-$d$-queues routing algorithm. Under fairly general conditions, it was shown by Aghajani and Ramanan that as $Nrightarrowinfty$, the state dynamics converges to the unique solution of a countable system of coupled deterministic measure-valued equations called the hydrodynamic equations. In this article, a characterization of invariant states of these hydrodynamic equations is obtained and, when $d=2$, used to construct a numerical algorithm to compute the queue length distribution and mean virtual waiting time in the invariant state. Additionally, it is also shown that under a suitable tail condition on the service distribution, the queue length distribution of the invariant state exhibits a doubly exponential tail decay, thus demonstrating a vast improvement in performance over the case $d=1$, which corresponds to random routing, when the tail decay could even be polynomial. Furthermore, numerical evidence is provided to support the conjecture that the invariant state is the limit of the steady-state distributions of the $N$-server models. The proof methodology, which entails analysis of a coupled system of measure-valued equations, can potentially be applied to other many-server systems with general service distributions, where measure-valued representations are useful.
59 - Xin Liu , Lei Ying 2019
This paper considers the steady-state performance of load balancing algorithms in a many-server system with distributed queues. The system has $N$ servers, and each server maintains a local queue with buffer size $b-1,$ i.e. a server can hold at most one job in service and $b-1$ jobs in the queue. Jobs in the same queue are served according to the first-in-first-out (FIFO) order. The system is operated in a heavy-traffic regime such that the workload per server is $lambda = 1 - N^{-alpha}$ for $0.5leq alpha<1.$ We identify a set of algorithms such that the steady-state queues have the following universal scaling, where {em universal} means that it holds for any $alphain[0.5,1)$: (i) the number of of busy servers is $lambda N-o(1);$ and (ii) the number of servers with two jobs (one in service and one in queue) is $O(N^{alpha}log N);$ and (iii) the number of servers with more than two jobs is $Oleft(frac{1}{N^{r(1-alpha)-1}}right),$ where $r$ can be any positive integer independent of $N.$ The set of load balancing algorithms that satisfy the sufficient condition includes join-the-shortest-queue (JSQ), idle-one-first (I1F), and power-of-$d$-choices (Po$d$) with $dgeq N^alphalog^2 N.$ We further argue that the waiting time of such an algorithm is near optimal order-wise.
Randomized load balancing networks arise in a variety of applications, and allow for efficient sharing of resources, while being relatively easy to implement. We consider a network of parallel queues in which incoming jobs with independent and identically distributed service times are assigned to the shortest queue among a randomly chosen subset of $d$ queues, and leave the network on completion of service. Prior work on dynamical properties of this model has focused on the case of exponential service distributions. In this work, we analyze the more realistic case of general service distributions. We first introduce a novel particle representation of the state of the network, and characterize the state dynamics via a sequence of interacting measure-valued stochastic processes. Under mild assumptions, we show that the sequence of scaled state processes converges, as the number of servers goes to infinity, to a hydrodynamic limit that is characterized as the unique solution to a countable system of coupled deterministic measure-valued equations. We also establish a propagation of chaos result that shows that finite collections of queues are asymptotically independent. The general framework developed here is potentially useful for analyzing a larger class of models arising in diverse fields including biology and materials science.
Set function optimization is essential in AI and machine learning. We focus on a subadditive set function that generalizes submodularity, and examine the subadditivity of non-submodular functions. We also deal with a minimax subadditive load balancing problem, and present a modularization-minimization algorithm that theoretically guarantees a worst-case approximation factor. In addition, we give a lower bound computation technique for the problem. We apply these methods to the multi-robot routing problem for an empirical performance evaluation.
comments
Fetching comments Fetching comments
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا