skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


This content will become publicly available on January 22, 2026

Title: CONGO: Compressive Online Gradient Optimization
We address the challenge of zeroth-order online convex optimization where the objective function's gradient exhibits sparsity, indicating that only a small number of dimensions possess non-zero gradients. Our aim is to leverage this sparsity to obtain useful estimates of the objective function's gradient even when the only information available is a limited number of function samples. Our motivation stems from the optimization of large-scale queueing networks that process time-sensitive jobs. Here, a job must be processed by potentially many queues in sequence to produce an output, and the service time at any queue is a function of the resources allocated to that queue. Since resources are costly, the end-to-end latency for jobs must be balanced with the overall cost of the resources used. While the number of queues is substantial, the latency function primarily reacts to resource changes in only a few, rendering the gradient sparse. We tackle this problem by introducing the Compressive Online Gradient Optimization framework which allows compressive sensing methods previously applied to stochastic optimization to achieve regret bounds with an optimal dependence on the time horizon without the full problem dimension appearing in the bound. For specific algorithms, we reduce the samples required per gradient estimate to scale with the gradient's sparsity factor rather than its full dimensionality. Numerical simulations and real-world microservices benchmarks demonstrate CONGO's superiority over gradient descent approaches that do not account for sparsity.  more » « less
Award ID(s):
2326576
PAR ID:
10594516
Author(s) / Creator(s):
; ; ; ; ;
Publisher / Repository:
ICLR 2025
Date Published:
Format(s):
Medium: X
Location:
https://openreview.net/forum?id=4BFzTrIjPN
Sponsoring Org:
National Science Foundation
More Like this
  1. Dispatching systems, where arriving jobs are immediately assigned to one of multiple queues, are ubiquitous in computer systems and service systems. A natural and practically relevant model is one in which each queue serves jobs in FCFS (First-Come First-Served) order. We consider the case where the dispatcher is size-aware, meaning it learns the size (i.e. service time) of each job as it arrives; and state-aware, meaning it always knows the amount of work (i.e. total remaining service time) at each queue. While size- and state-aware dispatching to FCFS queues has been extensively studied, little is known about optimal dispatching for the objective of minimizing mean delay. A major obstacle is that no nontrivial lower bound on mean delay is known, even in heavy traffic (i.e. the limit as load approaches capacity). This makes it difficult to prove that any given policy is optimal, or even heavy-traffic optimal. In this work, we propose the first size- and state-aware dispatching policy that provably minimizes mean delay in heavy traffic. Our policy, called CARD (Controlled Asymmetry Reduces Delay), keeps all but one of the queues short, then routes as few jobs as possible to the one long queue. We prove an upper bound on CARD's mean delay, and we prove the first nontrivial lower bound on the mean delay of any size- and state-aware dispatching policy. Both results apply to any number of servers. Our bounds match in heavy traffic, implying CARD's heavy-traffic optimality. In particular, CARD's heavy-traffic performance improves upon that of LWL (Least Work Left), SITA (Size Interval Task Assignment), and other policies from the literature whose heavy-traffic performance is known. 
    more » « less
  2. null (Ed.)
    High-throughput computing (HTC) workloads seek to complete as many jobs as possible over a long period of time. Such workloads require efficient execution of many parallel jobs and can occupy a large number of resources for a longtime. As a result, full utilization is the normal state of an HTC facility. The widespread use of container orchestrators eases the deployment of HTC frameworks across different platforms,which also provides an opportunity to scale up HTC workloads with almost infinite resources on the public cloud. However, the autoscaling mechanisms of container orchestrators are primarily designed to support latency-sensitive microservices, and result in unexpected behavior when presented with HTC workloads. In this paper, we design a feedback autoscaler, High Throughput Autoscaler (HTA), that leverages the unique characteristics ofthe HTC workload to autoscales the resource pools used by HTC workloads on container orchestrators. HTA takes into account a reference input, the real-time status of the jobs’ queue, as well as two feedback inputs, resource consumption of jobs, and the resource initialization time of the container orchestrator. We implement HTA using the Makeflow workload manager, WorkQueue job scheduler, and the Kubernetes cluster manager. We evaluate its performance on both CPU-bound and IO-bound workloads. The evaluation results show that, by using HTA, we improve resource utilization by 5.6×with a slight increase in execution time (about 15%) for a CPU-bound workload, and shorten the workload execution time by up to 3.65×for an IO-bound workload. 
    more » « less
  3. We consider a distributed server system consisting of a large number of servers, each with limited capacity on multiple resources (CPU, memory, etc.). Jobs with different rewards arrive over time and require certain amounts of resources for the duration of their service. When a job arrives, the system must decide whether to admit it or reject it, and if admitted, in which server to schedule it. The objective is to maximize the expected total reward received by the system. This problem is motivated by control of cloud computing clusters, in which jobs are requests for virtual machines (VMs) or containers that reserve resources for various services, and rewards represent service priority of requests or price paid per time unit of service. We study this problem in an asymptotic regime where the number of servers and jobs’ arrival rates scale by a factor L, as L becomes large. We propose a resource reservation policy that asymptotically achieves at least 1/2, and under certain monotone property on jobs’ rewards and resources, at least [Formula: see text] of the optimal expected reward. The policy automatically scales the number of VM slots for each job type as the demand changes and decides in which servers the slots should be created in advance, without the knowledge of traffic rates. 
    more » « less
  4. The fundamental problem in the study of parallel-server systems is that of finding and analyzing routing policies of arriving jobs to the servers that efficiently balance the load on the servers. The most well-studied policies are (in decreasing order of efficiency) join the shortest workload (JSW), which assigns arrivals to the server with the least workload; join the shortest queue (JSQ), which assigns arrivals to the smallest queue; the power-of-[Formula: see text] (PW([Formula: see text])), which assigns arrivals to the shortest among [Formula: see text] queues that are sampled from the total of [Formula: see text] queues uniformly at random; and uniform routing, under which arrivals are routed to one of the [Formula: see text] queues uniformly at random. In this paper we study the stability problem of parallel-server systems, assuming that routing errors may occur, so that arrivals may be routed to the wrong queue (not the smallest among the relevant queues) with a positive probability. We treat this routing mechanism as a probabilistic routing policy, named a [Formula: see text]-allocation policy, that generalizes the PW([Formula: see text]) policy, and thus also the JSQ and uniform routing, where [Formula: see text] is an [Formula: see text]-dimensional vector whose components are the routing probabilities. Our goal is to study the (in)stability problem of the system under this routing mechanism, and under its “nonidling” version, which assigns new arrivals to an idle server, if such a server is available, and otherwise routes according to the [Formula: see text]-allocation rule. We characterize a sufficient condition for stability, and prove that the stability region, as a function of the system’s primitives and [Formula: see text], is in general smaller than the set [Formula: see text]. Our analyses build on representing the queue process as a continuous-time Markov chain in an ordered space of [Formula: see text]-dimensional real-valued vectors, and using a generalized form of the Schur-convex order. 
    more » « less
  5. We study the problem of finding an 𝜀-first-order stationary point (FOSP) of a smooth function, given access only to gradient information. The best-known gradient query complexity for this task, assuming both the gradient and Hessian of the objective function are Lipschitz continuous, is O(𝜀−7/4). In this work, we propose a method with a gradient complexity of O(𝑑1/4𝜀−13/8), where 𝑑 is the problem dimension, leading to an improved complexity when 𝑑 = O(𝜀−1/2). To achieve this result, we design an optimization algorithm that, underneath, involves solving two online learning problems. Specifically, we first reformulate the task of finding a stationary point for a nonconvex problem as minimizing the regret in an online convex optimization problem, where the loss is determined by the gradient of the objective function. Then, we introduce a novel optimistic quasi-Newton method to solve this online learning problem, with the Hessian approximation update itself framed as an online learning problem in the space of matrices. Beyond improving the complexity bound for achieving an 𝜀-FOSP using a gradient oracle, our result provides the first guarantee suggesting that quasi-Newton methods can potentially outperform gradient descent-type methods in nonconvex settings. 
    more » « less