arXiv subjects

Gideon Weiss

Publications and source records attributed to Gideon Weiss.

12 recordsLinked to original sources

arXiv2021

Revised SCLP-simplex Algorithm with Application to Large-Scale Fluid Processing Networks

We describe an efficient implementation of a recent simplex-type algorithm for the exact solution of separated continuous linear programs, and compare it with linear programming approximation of these problems obtained via discretization of the time horizon. The implementation overcomes many numerical pitfalls often neglected in theoretical analysis allowing better accuracy or acceleration up to several orders of magnitude both versus previous implementation of the simplex-type algorithms and versus a state-of-the-art LP solver using discretization. Numerical study includes medium, large, and very large examples of scheduling problems and problems of control of fluid processing networks. We discuss online and offline optimization settings for various applications and outline future research directions.

math.OC↗

arXiv2019

Directed FCFS Infinite Bipartite Matching

We consider an infinite sequence consisting of agents of several types and goods of several types, with a bipartite compatibility graph between agent and good types. Goods are matched with agents that appear earlier in the sequence using FCFS matching, if such are available, and are lost otherwise. This model may be used for two sided queueing applications such as ride sharing, web purchases, organ transplants, and for abandon at completion redundancy parallel service queues. For this model we calculate matching rates and delays. These can be used to obtain waiting times and help with design questions for related service systems. We explore some relations of this model to other FCFS stochastic matching models.

math.PR↗

arXiv2018

FCFS Parallel Service Systems and Matching Models

We consider three parallel service models in which customers of several types are served by several types of servers subject to a bipartite compatibility graph, and the service policy is first come first served. Two of the models have a fixed set of servers. The first is a queueing model in which arriving customers are assigned to the longest idling compatible server if available, or else queue up in a single queue, and servers that become available pick the longest waiting compatible customer, as studied by Adan and Weiss, 2014. The second is a redundancy service model where arriving customers split into copies that queue up at all the compatible servers, and are served in each queue on FCFS basis, and leave the system when the first copy completes service, as studied by Gardner et al., 2016. The third model is a matching queueing model with a random stream of arriving servers. Arriving customers queue in a single queue and arriving servers match with the first compatible customer and leave immediately with the customer, or they leave without a customer. The last model is relevant to organ transplants, to housing assignments, to adoptions and many other situations. We study the relations between these models, and show that they are closely related to the FCFS infinite bipartite matching model, in which two infinite sequences of customers and servers of several types are matched FCFS according to a bipartite compatibility graph, as studied by Adan et al., 2017. We also introduce a directed bipartite matching model in which we embed the queueing systems. This leads to a generalization of Burke's theorem to parallel service systems.

math.PR↗

arXiv2017

A simplex-type algorithm for continuous linear programs with constant coefficients

We consider continuous linear programs over a continuous finite time horizon $T$, with a constant coefficient matrix, linear right hand side functions and linear cost coefficient functions, where we search for optimal solutions in the space of measures or of functions of bounded variation. These models generalize the separated continuous linear programming models and their various duals, as formulated in the past by Anderson, by Pullan, and by Weiss. In previous papers we have shown that these problems possess optimal strongly dual solutions. We also have presented a detailed description of optimal solutions and have defined a combinatorial analogue to basic solutions of standard LP. In this paper we present an algorithm which solves this class of problems in a finite bounded number of steps, using an analogue of the simplex method, in the space of measures.

math.OC↗

arXiv2016

Fluid Models of Parallel Service Systems under FCFS

We study deterministic fluid approximations of parallel service systems operating under first come first served policy (FCFS). The condition for complete resource pooling is identified in terms of the system structure and the customer service times. The static planning linear programming approach (Harrison and Lopez \cite{harrison-lopez:99}) is used to obtain a maximum throughput compatibility tree and to show that FCFS using this compatibility tree is throughput optimal. We investigate matching rates and show by Hotelling's $T^2$-test and simulation that they are dependent on the service time distribution.

math.PR↗

arXiv2016

Many Server Scaling of the N-System Under FCFS-ALIS

The N-System with independent Poisson arrivals and exponential server-dependent service times under first come first served and assign to longest idle server policy has explicit steady state distribution. We scale the arrival and the number of servers simultaneously, and obtain the fluid and central limit approximation for the steady state. This is the first step towards exploring the many server scaling limit behavior of general parallel service systems.

math.PR↗

arXiv2016

Design Heuristic for Parallel Many Server Systems under FCFS-ALIS

We study a parallel queueing system with multiple types of servers and customers. A bipartite graph describes which pairs of customer-server types are compatible. We consider the service policy that always assigns servers to the first, longest waiting compatible customer, and that always assigns customers to the longest idle compatible server if on arrival, multiple compatible servers are available. For a general renewal stream of arriving customers and general service time distributions, the behavior of such systems is very complicated. In particular, the calculation of matching rates, the fraction of services of customer-server type, is intractable. We suggest through a heuristic argument that if the number of servers becomes large, the matching rates are well approximated by matching rates calculated from the tractable bipartite infinite matching model. We present simulation evidence to support this heuristic argument, and show how this can be used to design systems with desired performance requirements.

math.PR↗

arXiv2015

Local stability in a transient Markov chain

We prove two propositions with conditions that a system, which is described by a transient Markov chain, will display local stability. Examples of such systems include partly overloaded Jackson networks, partly overloaded polling systems, and overloaded multi-server queues with skill based service, under first come first served policy.

math.PR↗

arXiv2015

Reversibility and further properties of FCFS infinite bipartite matching

The model of FCFS infinite bipartite matching was introduced in caldentey-kaplan-weiss 2009. In this model there is a sequence of items that are chosen i.i.d. from $\mathcal{C}=\{c_1,\ldots,c_I\}$ and an independent sequence of items that are chosen i.i.d. from $\mathcal{S}=\{s_1,\ldots,s_J\}$, and a bipartite compatibility graph $G$ between $\mathcal{C}$ and $\mathcal{S}$. Items of the two sequences are matched according to the compatibility graph, and the matching is FCFS, each item in the one sequence is matched to the earliest compatible unmatched item in the other sequence. In adan-weiss 2011 a Markov chain associated with the matching was analyzed, a condition for stability was verified, a product form stationary distribution was derived and the rates $r_{c_i,s_j}$ of matches between compatible types $c_i$ and $s_j$ were calculated. In the current paper, we present several new results that unveil the fundamental structure of the model. First, we provide a pathwise Loynes' type construction which enables to prove the existence of a unique matching for the model defined over all the integers. Second, we prove that the model is dynamically reversible: we define an exchange transformation in which we interchange the positions of each matched pair, and show that the items in the resulting permuted sequences are again independent and i.i.d., and the matching between them is FCFS in reversed time. Third, we obtain product form stationary distributions of several new Markov chains associated with the model. As a by product, we compute useful performance measures, for instance the link lengths between matched items.

math.PR↗

arXiv2014

Structure of Solutions for Continuous Linear Programs with Constant Coefficients

We consider Continuous Linear Programs over a continuous finite time horizon $T$, with linear cost coefficient functions, linear right hand side functions, and a constant coefficient matrix, as well as their symmetric dual. We search for optimal solutions in the space of measures or of functions of bounded variation. These models generalize the Separated Continuous Linear Programming models and their various duals, as formulated in the past by Anderson, by Pullan, and by Weiss. In a recent paper we have shown that under a Slater type condition, these problems possess optimal strongly dual solutions. In this paper we give a detailed description of optimal solutions and define a combinatorial analog to basic solutions of standard LP. We also show that feasibility implies existence of strongly dual optimal solutions without requiring the Slater condition. We present several examples to illustrate the richness and complexity of these solutions.

math.OC↗

arXiv2014

Symmetric Strong Duality for a Class of Continuous Linear Programs with Constant Coefficients

We consider Continuous Linear Programs over a continuous finite time horizon $T$, with linear cost coefficient functions and linear right hand side functions and a constant coefficient matrix, where we search for optimal solutions in the space of measures or of functions of bounded variation. These models generalize the Separated Continuous Linear Programming models and their various duals, as formulated in the past by Anderson, by Pullan, and by Weiss. We present simple necessary and sufficient conditions for feasibility. We formulate a symmetric dual and investigate strong duality by considering discrete time approximations. We prove that under a Slater type condition there is no duality gap and there exist optimal solutions which have impulse controls at $0$ and $T$ and have piecewise constant densities in $(0,T)$. Moreover, we show that under non-degeneracy assumptions all optimal solutions are of this form, and are uniquely determined over $(0,T)$.

math.OC↗

arXiv2006

Optimal Scheduling of Peer-to-Peer File Dissemination

Peer-to-peer (P2P) overlay networks such as BitTorrent and Avalanche are increasingly used for disseminating potentially large files from a server to many end users via the Internet. The key idea is to divide the file into many equally-sized parts and then let users download each part (or, for network coding based systems such as Avalanche, linear combinations of the parts) either from the server or from another user who has already downloaded it. However, their performance evaluation has typically been limited to comparing one system relative to another and typically been realized by means of simulation and measurements. In contrast, we provide an analytic performance analysis that is based on a new uplink-sharing version of the well-known broadcasting problem. Assuming equal upload capacities, we show that the minimal time to disseminate the file is the same as for the simultaneous send/receive version of the broadcasting problem. For general upload capacities, we provide a mixed integer linear program (MILP) solution and a complementary fluid limit solution. We thus provide a lower bound which can be used as a performance benchmark for any P2P file dissemination system. We also investigate the performance of a decentralized strategy, providing evidence that the performance of necessarily decentralized P2P file dissemination systems should be close to this bound and therefore that it is useful in practice.

cs.NI↗