Related papers: Stochastic Load Balancing on Unrelated Machines
Majorization-minimization schemes are a broad class of iterative methods targeting general optimization problems, including nonconvex, nonsmooth and stochastic. These algorithms minimize successively a sequence of upper bounds of the…
Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…
We consider the problem of minimizing the weighted makespan on a single machine with restarts. Restarts are similar to preemptions but weaker: a job can be interrupted, but then it has to be run again from the start instead of resuming at…
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…
We consider the problem of scheduling $n$ precedence-constrained jobs on $m$ uniformly-related machines in the presence of an arbitrary, fixed communication delay $\rho$. We consider a model that allows job duplication, i.e. processing of…
The problem of scheduling unrelated machines has been studied since the inception of algorithmic mechanism design \cite{NR99}. It is a resource allocation problem that entails assigning $m$ tasks to $n$ machines for execution. Machines are…
Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…
We consider a new scheduling problem on parallel identical machines in which the number of machines is initially not known, but it follows a given probability distribution. Only after all jobs are assigned to a given number of bags, the…
The configuration balancing problem with stochastic requests generalizes many well-studied resource allocation problems such as load balancing and virtual circuit routing. In it, we have $m$ resources and $n$ requests. Each request has…
We consider scheduling problems over scenarios where the goal is to find a single assignment of the jobs to the machines which performs well over all possible scenarios. Each scenario is a subset of jobs that must be executed in that…
In the load balancing problem, introduced by Graham in the 1960s (SIAM J. of Appl. Math. 1966, 1969), jobs arriving online have to be assigned to machines so to minimize an objective defined on machine loads. A long line of work has…
Linear programming is a powerful method in combinatorial optimization with many applications in theory and practice. For solving a linear program quickly it is desirable to have a formulation of small size for the given problem. A useful…
In the unsplittable flow problem on a path, we are given a capacitated path $P$ and $n$ tasks, each task having a demand, a profit, and start and end vertices. The goal is to compute a maximum profit set of tasks, such that for each edge…
We study three two-stage optimization problems with a similar structure and different objectives. In the first stage of each problem, the goal is to assign input jobs of positive sizes to unsplittable bags. After this assignment is decided,…
This paper revisits the well known single machine scheduling problem to minimize total weighted completion times. The twist is that job sizes are stochastic from unknown distributions, and the scheduler has access to only a single sample…
We consider a recently introduced fair repetitive scheduling problem involving a set of clients, each asking for their associated job to be daily scheduled on a single machine across a finite planning horizon. The goal is to determine a job…
We study unconstrained optimization problems with nonsmooth and convex objective function in the form of a mathematical expectation. The proposed method approximates the expected objective function with a sample average function using…
This work introduces a natural variant of the online machine scheduling problem on unrelated machines, which we refer to as the favorite machine model. In this model, each job has a minimum processing time on a certain set of machines,…
Makespan minimization in restricted assignment $(R|p_{ij}\in \{p_j, \infty\}|C_{\max})$ is a classical problem in the field of machine scheduling. In a landmark paper in 1990 [8], Lenstra, Shmoys, and Tardos gave a 2-approximation algorithm…
The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…