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Cloud computing has motivated renewed interest in resource allocation problems with new consumption models. A common goal is to share a resource, such as CPU or I/O bandwidth, among distinct users with different demand patterns as well as different quality of service requirements. To ensure these service requirements, cloud offerings often come with a service level agreement (SLA) between the provider and the users. A SLA specifies the amount of a resource a user is entitled to utilize. In many cloud settings, providers would like to operate resources at high utilization while simultaneously respecting individual SLAs. There is typically a trade-off between these two objectives; for example, utilization can be increased by shifting away resources from idle users to “scavenger” workload, but with the risk of the former then becoming active again. We study this fundamental tradeoff by formulating a resource allocation model that captures basic properties of cloud computing systems, including SLAs, highly limited feedback about the state of the system, and variable and unpredictable input sequences. Our main result is a simple and practical algorithm that achieves near-optimal performance on the above two objectives. First, we guarantee nearly optimal utilization of the resource even if compared with the omniscient offline dynamic optimum. Second, we simultaneously satisfy all individual SLAs up to a small error. The main algorithmic tool is a multiplicative weight update algorithm and a primal-dual argument to obtain its guarantees. We also provide numerical validation on real data to demonstrate the performance of our algorithm in practical applications. 

Constrained submodular function maximization has been used in subset selection problems such as selection of most informative sensor locations. Although these models have been quite popular, the solutions obtained via this approach are unstable to perturbations in data defining the submodular functions. Robust submodular maximization has been proposed as a richer model that aims to overcome this discrepancy as well as increase the modeling scope of submodular optimization. In this work, we consider robust submodular maximization with structured combinatorial constraints and give efficient algorithms with provable guarantees. Our approach is applicable to constraints defined by single or multiple matroids and knapsack as well as distributionally robust criteria. We consider both the offline setting where the data defining the problem are known in advance and the online setting where the input data are revealed over time. For the offline setting, we give a general (nearly) optimal bicriteria approximation algorithm that relies on new extensions of classical algorithms for submodular maximization. For the online version of the problem, we give an algorithm that returns a bicriteria solution with sublinear regret. Summary of Contribution: Constrained submodular maximization is one of the core areas in combinatorial optimization with a wide variety of applications in operations research and computer science. Over the last decades, both communities have been interested on the design and analysis of new algorithms with provable guarantees. Sensor location, influence maximization and data summarization are some of the applications of submodular optimization that lie at the intersection of the aforementioned communities. Particularly, our work focuses on optimizing several submodular functions simultaneously. We provide new insights and algorithms to the offline and online variants of the problem which significantly expand the related literature. At the same time, we provide a computational study that supports our theoretical results. 

It is well known that the standard greedy algorithm guarantees a worst-case approximation factor of 1 − 1/e when maximizing a monotone submodular function under a cardinality constraint. However, empirical studies show that its performance is substantially better in practice. This raises a natural question of explaining this improved performance of the greedy algorithm. In this work, we define sharpness for submodular functions as a candidate explanation for this phenomenon. We show that the greedy algorithm provably performs better as the sharpness of the submodular function increases. This improvement ties in closely with the faster convergence rates of first order methods for sharp functions in convex optimization. 

Semi-definite programming is a powerful tool in the design and analysis of approximation algorithms for combinatorial optimization problems. In particular, the random hyperplane rounding method of Goemans and Williamson [23] has been extensively studied for more than two decades, resulting in various extensions to the original technique and beautiful algorithms for a wide range of applications. Despite the fact that this approach yields tight approximation guarantees for some problems, e.g., Max-Cut, for many others, e.g., Max-SAT and Max-DiCut, the tight approximation ratio is still unknown. One of the main reasons for this is the fact that very few techniques for rounding semi-definite relaxations are known. In this work, we present a new general and simple method for rounding semi-definite programs, based on Brownian motion. Our approach is inspired by recent results in algorithmic discrepancy theory. We develop and present tools for analyzing our new rounding algorithms, utilizing mathematical machinery from the theory of Brownian motion, complex analysis, and partial differential equations. Focusing on constraint satisfaction problems, we apply our method to several classical problems, including Max-Cut, Max-2SAT, and Max-DiCut, and derive new algorithms that are competitive with the best known results. To illustrate the versatility and general applicability of our approach, we give new approximation algorithms for the Max-Cut problem with side constraints that crucially utilizes measure concentration results for the Sticky Brownian Motion, a feature missing from hyperplane rounding and its generalizations. 

The research problem of how to use a high-speed circuit switch, typically an optical switch, to most effectively boost the switching capacity of a datacenter network, has been extensively studied. In this work, we focus on a different but related research problem that arises when multiple (say $s$) parallel circuit switches are used: How to best split a switching workload $D$ into sub-workloads $D_1, D_2, ..., D_s$, and give them to the $s$ switches as their respective workloads, so that the overall makespan of the parallel switching system is minimized? Computing such an optimal split is unfortunately NP-hard, since the circuit/optical switch incurs a nontrivial reconfiguration delay when the switch configuration has to change. In this work, we formulate a weaker form of this problem: How to minimize the total number of nonzero entries in $D_1, D_2, ..., D_s$ (so that the overall reconfiguration cost can be kept low), under the constraint that every row or column sum of $D$ (which corresponds to the workload imposed on a sending or receiving rack respectively) is evenly split? Although this weaker problem is still NP-hard, we are able to design LESS, an approximation algorithm that has a low approximation ratio of only $1+\epsilon$ in practice and a low computational complexity of only $O(m^2)$, where $m = \|D\|_0$ is the number of nonzero entries in $D$. Our simulation studies show that LESS results in excellent overall makespan performances under realistic datacenter traffic workloads and parameter settings. 

Motivated by the use of high speed circuit switches in large scale data centers, we consider the problem of circuit switch scheduling. In this problem we are given demands between pairs of servers and the goal is to schedule at every time step a matching between the servers while maximizing the total satisfied demand over time. The crux of this scheduling problem is that once one shifts from one matching to a different one a fixed delay delta is incurred during which no data can be transmitted. For the offline version of the problem we present a (1-(1/e)-epsilon) approximation ratio (for any constant epsilon >0). Since the natural linear programming relaxation for the problem has an unbounded integrality gap, we adopt a hybrid approach that combines the combinatorial greedy with randomized rounding of a different suitable linear program. For the online version of the problem we present a (bi-criteria) ((e-1)/(2e-1)-epsilon)-competitive ratio (for any constant epsilon >0 ) that exceeds time by an additive factor of O(delta/epsilon). We note that no uni-criteria online algorithm is possible. Surprisingly, we obtain the result by reducing the online version to the offline one. 

In an optimal design problem, we are given a set of linear experiments v1,…,vn∈Rd and k≥d, and our goal is to select a set or a multiset S⊆[n] of size k such that Φ((∑i∈Sviv⊤i)−1) is minimized. When Φ(M)=Determinant(M)1/d, the problem is known as the D-optimal design problem, and when Φ(M)=Trace(M), it is known as the A-optimal design problem. One of the most common heuristics used in practice to solve these problems is the local search heuristic, also known as the Fedorov’s exchange method (Fedorov, 1972). This is due to its simplicity and its empirical performance (Cook and Nachtrheim, 1980; Miller and Nguyen, 1994; Atkinson et al., 2007). However, despite its wide usage no theoretical bound has been proven for this algorithm. In this paper, we bridge this gap and prove approximation guarantees for the local search algorithms for D-optimal design and A-optimal design problems. We show that the local search algorithms are asymptotically optimal when kd is large. In addition to this, we also prove similar approximation guarantees for the greedy algorithms for D-optimal design and A-optimal design problems when k/d is large. 

Constrained submodular function maximization has been used in subset selection problems such as selection of most informative sensor locations. While these models have been quite popular, the solutions obtained via this approach are unstable to perturbations in data defining the submodular functions. Robust submodular maximization has been proposed as a richer model that aims to overcome this discrepancy as well as increase the modeling scope of submodular optimization. In this work, we consider robust submodular maximization with structured combinatorial constraints and give efficient algorithms with provable guarantees. Our approach is applicable to constraints defined by single or multiple matroids, knapsack as well as distributionally robust criteria. We consider both the offline setting where the data defining the problem is known in advance as well as the online setting where the input data is revealed over time. For the offline setting, we give a nearly optimal bi-criteria approximation algorithm that relies on new extensions of the classical greedy algorithm. For the online version of the problem, we give an algorithm that returns a bi-criteria solution with sub-linear regret. 

We study the A-optimal design problem where we are given vectors υ1, …, υn ∊ ℝd, an integer k ≥ d, and the goal is to select a set S of k vectors that minimizes the trace of (∑i∊Svivi⊺)−1. Traditionally, the problem is an instance of optimal design of experiments in statistics [35] where each vector corresponds to a linear measurement of an unknown vector and the goal is to pick k of them that minimize the average variance of the error in the maximum likelihood estimate of the vector being measured. The problem also finds applications in sensor placement in wireless networks [22], sparse least squares regression [8], feature selection for k-means clustering [9], and matrix approximation [13, 14, 5]. In this paper, we introduce proportional volume sampling to obtain improved approximation algorithms for A-optimal design. Given a matrix, proportional volume sampling involves picking a set of columns S of size k with probability proportional to µ(S) times det(∑i∊Svivi⊺) for some measure µ. Our main result is to show the approximability of the A-optimal design problem can be reduced to approximate independence properties of the measure µ. We appeal to hardcore distributions as candidate distributions µ that allow us to obtain improved approximation algorithms for the A-optimal design. Our results include a d-approximation when k = d, an (1 + ∊)-approximation when and -approximation when repetitions of vectors are allowed in the solution. We also consider generalization of the problem for k ≤ d and obtain a k-approximation. We also show that the proportional volume sampling algorithm gives approximation algorithms for other optimal design objectives (such as D-optimal design [36] and generalized ratio objective [27]) matching or improving previous best known results. Interestingly, we show that a similar guarantee cannot be obtained for the E-optimal design problem. We also show that the A-optimal design problem is NP-hard to approximate within a fixed constant when k = d. 

Experimental design is a classical area in statistics and has also found new applications in machine learning. In the combinatorial experimental design problem, the aim is to estimate an unknown m-dimensional vector x from linear measurements where a Gaussian noise is introduced in each measurement. The goal is to pick k out of the given n experiments so as to make the most accurate estimate of the unknown parameter x. Given a set S of chosen experiments, the most likelihood estimate x0 can be obtained by a least squares computation. One of the robust measures of error estimation is the D-optimality criterion which aims to minimize the generalized variance of the estimator. This corresponds to minimizing the volume of the standard confidence ellipsoid for the estimation error x − x0. The problem gives rise to two natural variants depending on whether repetitions of experiments is allowed or not. The latter variant, while being more general, has also found applications in geographical location of sensors. We show a close connection between approximation algorithms for the D-optimal design problem and constructions of approximately m-wise positively correlated distributions. This connection allows us to obtain first approximation algorithms for the D-optimal design problem with and without repetitions. We then consider the case when the number of experiments chosen is much larger than the dimension m and show one can obtain asymptotically optimal algorithms in this case.