Greedy primal-dual algorithm for dynamic resource allocation in complex networks

In Stolyar (Queueing Systems 50 (2005) 401–457) a dynamic control strategy, called greedy primal-dual (GPD) algorithm, was introduced for the problem of maximizing queueing network utility subject to stability of the queues, and was proved to be (asymptotically) optimal. (The network utility is a concave function of the average rates at which the network generates several “commodities.”) Underlying the control problem of Stolyar (Queueing Systems 50 (2005) 401–457) is a convex optimization problem subject to a set of linear constraints. In this paper we introduce a generalized GPD algorithm, which applies to the network control problem with additional convex (possibly non-linear) constraints on the average commodity rates. The underlying optimization problem in this case is a convex problem subject to convex constraints. We prove asymptotic optimality of the generalized GPD algorithm. We illustrate key features and applications of the algorithm on simple examples. AMS Subject Classifications: 90B15 · 90C25 · 60K25 · 68M12     

Dynamic resource allocation: A flexible and tractable modeling framework

This paper presents a binary optimization framework for modeling dynamic resource allocation problems. The framework (a) allows modeling flexibility by incorporating different objective functions, alternative sets of resources and fairness controls; (b) is widely applicable in a variety of problems in transportation, services and engineering; and (c) is tractable, i.e., provides near optimal solutions fast for large-scale instances. To justify these assertions, we model and report encouraging computational results on three widely studied problems – the Air Traffic Flow Management, the Aircraft Maintenance Problems and Job Shop Scheduling. Finally, we provide several polyhedral results that offer insights on its effectiveness.     

A simple technique in Markovian control with applications to resource allocation in communication networks

The purpose of this note is to demonstrate that for semi-Markov decision problems with exponentially distributed transition times considerable computational improvements on the value-iteration algorithm can be obtained. This can be achieved by the simple trick of introducing fictitious decision epochs so that sparse transition matrices are created. Applications to optimal sharing of resources in communication networks are given.     

Optimal multiple-objective resource allocation using hybrid particle swarm optimization and adaptive resource bounds technique

The multiple-objective resource allocation problem (MORAP) seeks for an allocation of resource to a number of activities such that a set of objectives are optimized simultaneously and the resource constraints are satisfied. MORAP has many applications, such as resource distribution, project budgeting, software testing, health care resource allocation, etc. This paper addresses the nonlinear MORAP with integer decision variable constraint. To guarantee that all the resource constraints are satisfied, we devise an adaptive-resource-bound technique to construct feasible solutions. The proposed method employs the particle swarm optimization (PSO) paradigm and presents a hybrid execution plan which embeds a hill-climbing heuristic into the PSO for expediting the convergence. To cope with the optimization problem with multiple objectives, we evaluate the candidate solutions based on dominance relationship and a score function. Experimental results manifest that the hybrid PSO derives solution sets which are very close to the exact Pareto sets. The proposed method also outperforms several representatives of the state-of-the-art algorithms on a simulation data set of the MORAP.     

Optimal resource allocation in survey designs

Resource allocation is a relatively new research area in survey designs and has not been fully addressed in the literature. Recently, the declining participation rates and increasing survey costs have steered research interests towards resource planning. Survey organizations across the world are considering the development of new mathematical models in order to improve the quality of survey results while taking into account optimal resource planning. In this paper, we address the problem of resource allocation in survey designs and we discuss its impact on the quality of the survey results. We propose a novel method in which the optimal allocation of survey resources is determined such that the quality of survey results, i.e., the survey response rate, is maximized. We demonstrate the effectiveness of our method by extensive numerical experiments.     

Optimal resource allocation in presidential primaries

A model for the optimal allocation of resources in presidential primaries is described, under the assumption that two candidates seek to maximize their expected delegate vote in a sequential game that allows for momentum transfer from earlier to later contests. Specifically, the model assumes that the probability that a voter in a primary state votes for a particular candidate is a function of both the resources that candidate and his opponent allocate to that primary and their performances in the immediately preceding primary - and indirectly on all earlier primaries. Given that the candidates make equal (optimal) allocations to each primary, a local maximum, which heavily emphasizes the earlier primaries, is found. Several modifications in the basic model are discussed. Preliminary financial expenditure data are used to test the basic model for the 1976 primaries, and some cursory comparisons with 1980 are made. Possible normative implications of changes in the primary rules are briefly considered, particularly with respect to inequities the present rules seem to engender.     

Bandwidth allocation in ATM networks

In an ATM network, bandwidth is allocated at different levels and in different stages. At the physical level, the ATM topology can be dynamically reconfigured by adding/removing truns between ATM switches. This allocation of bandwidth is made possible by the SONET Synchronous Transfer Mode (STM) infrastructure equipped with Digital Cross Connect Systems (DCSs). We will refer to this allocation asSTM allocation. At the ATM level, we can allocate bandwidth to individual Virtual Circuits (ATM-VC allocation) as well as to Virtual Paths (ATM-VP allocation). For example, in order to implement the Connectionless Network Access layer functions we find it convenient to organize the Virtual Paths in a Connectionless Overlay Network. This introduces another type of bandwidth allocation (CLS allocation). In this paper, we address and formulate the above bandwidth allocation problems, and propose efficient techniques for their solution. We illustrate these techniques with examples based on STM and CLS allocation, respectively.This work was jointly supported by the Brazilian National Science Council (CNPq) and NSF.     

Computationally modeling organizational learning and adaptability as resource allocation: An artificial adaptive systems approach

A framework for and a computational model of organizational behavior based on an artificial adaptive system (AAS) is presented. An AAS, a modeling approach based on genetic algorithms, enables the modeling of organizational learning and adaptability. This learning can be represented as decisions to allocate resources to the higher performing organizational agents (i.e., individuals, groups, departments, or processes, depending on the level of analysis) critical to the organization's survival in different environments. Adaptability results from the learning function enabling the organizations to change as the environment changes. An AAS models organizational behavior from a micro-unit perspective, where organizational behavior is a function of the aggregate actions and interactions of each of the individual agents of which the organization is composed. An AAS enables organizational decision making in a dynamic environment to be modeled as a satisficing process and not as a maximization process. To demonstrate the feasibility and usefulness of such an approach, a financial trading adaptive system (FTAS) organization is computationally modeled based on the AAS framework. An FTAS is an example of how the learning mechanism in an AAS can be used to allocate resources to critical individuals, processes, functions, or departments within an organization.     

An architecture for solving sequencing and resource allocation problems using approximation methods

In the search for better optimisation techniques, new methods that mix artificial intelligence and operations research have emerged. Search heuristics are integrated with optimisation algorithms. Approximation methods, like Hill Climbing, Simulated Annealing, and Tabu Search, that have been used with success in combinatorial optimisation problems, are one of such research lines. This paper presents the key elements of approximation methods and combines them in a tool appropriate for solving sequencing and resource allocation problems. The system permits a clear division between problem specification and problem solving, allowing a declarative representation and therefore minimising developing costs. The key issues discussed in this work are a model for representing this class of problems in a standard form, a set of strategies for applying the approximation methodology, and an expert system that dynamically manipulates the strategies' parameters.     

On swarm-level resource allocation in BitTorrent communities

BitTorrent is a peer-to-peer computer network protocol for sharing content in an efficient and scalable way. Modeling and analysis of the popular private BitTorrent communities has become an active area of research. In these communities users are strongly incentivized to contribute their resources, i.e., to share their files. In BitTorrent terminology, users who have finished downloading files and stay online to share these files with others in the network are called seeders. The combination of seeders and downloaders of a file is called a swarm. In this paper we examine and evaluate the efficiency of the resource allocation of seeders in multiple swarms. This is formulated as an integer linear fractional programming problem. The evaluation is done on traces representing two existing BitTorrent communities. We find that in communities, particularly with low users-to-files ratio (which is typically the case), there is room for improvement.     

Optimality conditions in a resource allocation problem

Translated from Vychislitel'nye Kompleksy i Modelirovanie Slozhnykh Sistem, pp. 138–141, Moscow State University, 1989.     

Centralized resource allocation with stochastic data

Data Envelopment Analysis (DEA) is a technique based on mathematical programming for evaluating the efficiency of homogeneous Decision Making Units (DMUs). In this technique inefficient DMUs are projected on to the frontier which constructed by the best performers. Centralized Resource Allocation (CRA) is a method in which all DMUs are projected on to the efficient frontier through solving just one DEA model. The intent of this paper is to present the Stochastic Centralized Resource Allocation (SCRA) in order to allocate centralized resources where inputs and outputs are stochastic. The concept discussed throughout this paper is illustrated using the aforementioned example.     

Mathematical cognition: individual differences in resource allocation

Individuals scoring higher in tests of general cognitive abilities tend to perform better on novel and familiar mathematical tasks. It has been scarcely investigated how this superior mathematical performance relates to the amount of cognitive resources that is invested to solve a given task. In this study we propose that, on novel tasks, individuals with high cognitive abilities outperform less able individuals, because they allocate a higher amount of resources. On familiar tasks, however, individuals with higher abilities profit from more efficient processes compared to individuals of lower cognitive abilities. We tested this hypothesis by administering to 11th graders a geometric analogy task not practiced at school and an algebraic transformation task comprising operations that are routinely required during mathematical courses. General cognitive abilities were measured with Ravens Advanced Progressive matrices (fluid intelligence), the d2 (focused attention) and KAI-N (working memory capacity). Resource allocation was measured by assessing pupil diameter during the problem-solving process. Performance on both the analogy and the algebra task was correlated with general cognitive abilities, especially fluid intelligence. In line with our assumptions, a positive correlation between fluid intelligence and resource allocation was observed in the novel geometric analogy task, whereas the correlation was not significant in the more familiar algebra task.     

Optimal resource allocation in a complex queueing system

This paper studies the optimal allocation of service rates in a three-stage complex queueing system with total finite waiting space. The word ‘optimal’ is being used in the seitse minimising sum of costs of servers and holding subject to relevant constraints. The problem has been solved through geometric programming.     

Optimal resource allocation for security in reliability systems

Recent results have used game theory to explore the nature of optimal investments in the security of simple series and parallel systems. However, it is clearly important in practice to extend these simple security models to more complicated system structures with both parallel and series subsystems (and, eventually, to more general networked systems). The purpose of this paper is to begin to address this challenge. While achieving fully general results is likely to be difficult, and may require heuristic approaches, we are able to find closed-form results for systems with moderately general structures, under the assumption that the cost of an attack against any given component increases linearly in the amount of defensive investment in that component. These results have interesting and sometimes counterintuitive implications for the nature of optimal investments in security.     

Some algorithms for resource allocation in multiprocessor systems

The paper considers the admissible scheduling with interrupts in a multiprocessor system in the case when directive intervals are specified and program execution times linearly depend on the amounts of allocated resources. A pseudopolynomial algorithm based on reduction of the original problem to the problem of the minimum-cost stream is developed.     

Robust resource allocations in temporal networks

Temporal networks describe workflows of time-consuming tasks whose processing order is constrained by precedence relations. In many cases, the durations of the network tasks can be influenced by the assignment of resources. This leads to the problem of selecting an ‘optimal’ resource allocation, where optimality is measured by network characteristics such as the makespan (i.e., the time required to complete all tasks). In this paper we study a robust resource allocation problem where the task durations are uncertain, and the goal is to minimise the worst-case makespan. We show that this problem is generically ${\mathcal{NP}}$ -hard. We then develop convergent bounds on the optimal objective value, as well as feasible allocations whose objective values are bracketed by these bounds. Numerical results provide empirical support for the proposed method.     

Resource allocation in state-dependent emergency evacuation networks

Most of the previous studies on the Emergency Evacuation Problem (EEP) assume that the length and widths of the circulation spaces are fixed. This assumption is only true if one is evaluating facilities that are already built. However, when designing the network for the first time, the size of the circulation space is not known to the designer, in fact it is one of several design parameters. After the routes have been established, it seems that the next logical question is to find out whether or not the system circulation spaces are capable of accommodating the traffic for both normal circulation and in an emergency. The problem of designing emergency evacuation networks is very complex and it is only recently that queueing networks are now being used to model this problem. Recent advances include state-dependent queueing network models that incorporate the mean value analysis algorithm to capture the non-linearities in the problem. We extend these models by incorporating the mean value analysis algorithm within Powell's derivative free unconstrained optimization algorithm. The effect of varying circulation widths on throughput will be discussed and a methodology for solving the resource allocation problem is proposed and demonstrated on several examples. The computational experience of the new methodology illustrates its usefulness in network design problems.     

Interactive model-based search with reactive resource allocation

We revisit the interactive model-based approach to global optimization proposed in Wang and Garcia (J Glob Optim 61(3):479–495, 2015) in which parallel threads independently execute a model-based search method and periodically interact through a simple acceptance-rejection rule aimed at preventing duplication of search efforts. In that paper it was assumed that each thread successfully identifies a locally optimal solution every time the acceptance-rejection rule is implemented. Under this stylized model of computational time, the rate of convergence to a globally optimal solution was shown to increase exponentially in the number of threads. In practice however, the computational time required to identify a locally optimal solution varies greatly. Therefore, when the acceptance-rejection rule is implemented, several threads may fail to identify a locally optimal solution. This situation calls for reallocation of computational resources in order to speed up the identification of local optima when one or more threads repeatedly fail to do so. In this paper we consider an implementation of the interactive model-based approach that accounts for real time, that is, it takes into account the possibility that several threads may fail to identify a locally optimal solution whenever the acceptance-rejection rule is implemented. We propose a modified acceptance-rejection rule that alternates between enforcing diverse search (in order to prevent duplication) and reallocation of computational effort (in order to speed up the identification of local optima). We show that the rate of convergence in real-time increases with the number of threads. This result formalizes the idea that in parallel computing, exploitation and exploration can be complementary provided relatively simple rules for interaction are implemented. We report the results from extensive numerical experiments which are illustrate the theoretical analysis of performance.