arXiv subjects

Neil Olver

Publications and source records attributed to Neil Olver.

At least 19 recordsLinked to original sources

arXiv2026

Stochastic Load Balancing with Machine Reservations

We introduce a novel variant of stochastic load balancing that enables a quantitative tradeoff between the practical benefits of non-adaptive policies and their performance limitations. Our model describes a solution in two stages. In the first stage, given only job-size distributions, we reserve a set of at most k machines for each job (a k-reservation). In the second stage, after observing job-size realizations, we assign each job to one of its reserved machines (a consistent assignment). The goal is to minimize the expected makespan. If k=1, we get the standard stochastic load balancing problem of finding a non-adaptive assignment with minimum expected makespan. If k is equal to the number of machines, then we obtain an all-powerful omniscient optimum that can tailor the assignment arbitrarily to the job-size realizations. We give a number of results that quantify this tradeoff. Most saliently, we show that in the setting of identical machines, a 2-reservation suffices to achieve a constant-factor approximation to the omniscient optimum, establishing a "power-of-two-choices" result for stochastic load balancing. We also show that this no longer holds true in the more challenging setting of related machines. Nonetheless, we give a number of positive algorithmic results for this setting: a true O(log m/log log m)-approximation; a bicriteria O(1)-approximation by reserving twice as many machines per job relative to an optimal k-reservation; and a 2-reservation whose cost is within a constant factor of what the adaptive optimum can achieve.

cs.DS↗

arXiv2026

Thin Trees for Near Minimum Cuts

The strong thin tree conjecture states that every $k$-edge-connected graph $G$ contains an $O(1/k)$-thin spanning tree, meaning a spanning tree which contains at most an $O(1/k)$ fraction of the edges across each cut in $G$. This conjecture is still open despite significant effort; the best current result by Anari and Oveis Gharan shows the existence of an $O(\text{polyloglog}(n)/k)$-thin tree. In this work, we demonstrate that the conjecture is true if one only requires thinness for the set of $\eta$-near minimum cuts of the graph for $\eta = 1/40$, in other words, for the set of cuts with fewer than $(1+1/40)k$ edges. Our approach constructs such a tree in polynomial time. To show this, we utilize the structure of near minimum cuts, and in particular the polygon representation of Bencz\'ur and Goemans, to reduce to the previously solved problem of finding a spanning tree that is $O(1/k)$-thin for all sets in a laminar family.

cs.DS↗

arXiv2024

Convergence of Approximate and Packet Routing Equilibria to Nash Flows Over Time

We consider a dynamic model of traffic that has received a lot of attention in the past few years. Infinitesimally small agents aim to travel from a source to a destination as quickly as possible. Flow patterns vary over time, and congestion effects are modeled via queues, which form based on the deterministic queueing model whenever the inflow into a link exceeds its capacity. Are equilibria in this model meaningful as a prediction of traffic behavior? For this to be the case, a certain notion of stability under ongoing perturbations is needed. Real traffic consists of discrete, atomic ''packets'', rather than being a continuous flow of non-atomic agents. Users may not choose an absolutely quickest route available, if there are multiple routes with very similar travel times. We would hope that in both these situations -- a discrete packet model, with packet size going to 0, and $\epsilon$-equilibria, with $\epsilon$ going to 0 -- equilibria converge to dynamic equilibria in the flow over time model. No such convergence results were known. We show that such a convergence result does hold in single-commodity instances for both of these settings, in a unified way. More precisely, we introduce a notion of ''strict'' $\epsilon$-equilibria, and show that these must converge to the exact dynamic equilibrium in the limit as $\epsilon \to 0$. We then show that results for the two settings mentioned can be deduced from this with only moderate further technical effort.

cs.GT↗

arXiv2023

Demand-Aware Network Design with Steiner Nodes and a Connection to Virtual Network Embedding

Emerging optical and virtualization technologies enable the design of more flexible and demand-aware networked systems, in which resources can be optimized toward the actual workload they serve. For example, in a demand-aware datacenter network, frequently communicating nodes (e.g., two virtual machines or a pair of racks in a datacenter) can be placed topologically closer, reducing communication costs and hence improving the overall network performance. This paper revisits the bounded-degree network design problem underlying such demand-aware networks. Namely, given a distribution over communicating server pairs, we want to design a network with bounded maximum degree that minimizes expected communication distance. In addition to this known problem, we introduce and study a variant where we allow Steiner nodes (i.e., additional routers) to be added to augment the network. We improve the understanding of this problem domain in several ways. First, we shed light on the complexity and hardness of the aforementioned problems, and study a connection between them and the virtual networking embedding problem. We then provide a constant-factor approximation algorithm for the Steiner node version of the problem, and use it to improve over prior state-of-the-art algorithms for the original version of the problem with sparse communication distributions. Finally, we investigate various heuristic approaches to bounded-degree network design problem, in particular providing a reliable heuristic algorithm with good experimental performance. We report on an extensive empirical evaluation, using several real-world traffic traces from datacenters, and find that our approach results in improved demand-aware network designs.

cs.NI↗

arXiv2023

Thin trees for laminar families

In the laminar-constrained spanning tree problem, the goal is to find a minimum-cost spanning tree which respects upper bounds on the number of times each cut in a given laminar family is crossed. This generalizes the well-studied degree-bounded spanning tree problem, as well as a previously studied setting where a chain of cuts is given. We give the first constant-factor approximation algorithm; in particular we show how to obtain a multiplicative violation of the crossing bounds of less than 22 while losing less than a factor of 5 in terms of cost. Our result compares to the natural LP relaxation. As a consequence, our results show that given a $k$-edge-connected graph and a laminar family $\mathcal{L} \subseteq 2^V$ of cuts, there exists a spanning tree which contains only an $O(1/k)$ fraction of the edges across every cut in $\mathcal{L}$. This can be viewed as progress towards the Thin Tree Conjecture, which (in a strong form) states that this guarantee can be obtained for all cuts simultaneously.

cs.DS↗

arXiv2021

Long term behavior of dynamic equilibria in fluid queuing networks

A fluid queuing network constitutes one of the simplest models in which to study flow dynamics over a network. In this model we have a single source-sink pair and each link has a per-time-unit capacity and a transit time. A dynamic equilibrium (or equilibrium flow over time) is a flow pattern over time such that no flow particle has incentives to unilaterally change its path. Although the model has been around for almost fifty years, only recently results regarding existence and characterization of equilibria have been obtained. In particular the long term behavior remains poorly understood. Our main result in this paper is to show that, under a natural (and obviously necessary) condition on the queuing capacity, a dynamic equilibrium reaches a steady state (after which queue lengths remain constant) in finite time. Previously, it was not even known that queue lengths would remain bounded. The proof is based on the analysis of a rather non-obvious potential function that turns out to be monotone along the evolution of the equilibrium. Furthermore, we show that the steady state is characterized as an optimal solution of a certain linear program. When this program has a unique solution, which occurs generically, the long term behavior is completely predictable. On the contrary, if the linear program has multiple solutions the steady state is more difficult to identify as it depends on the whole temporal evolution of the equilibrium.

cs.GT↗

arXiv2021

A Short Proof of Convexity of Step-out Step-in Sequencing Games

The Step out-Step in sequencing game is a particular example of a game from the sequencing game framework of Curiel, Perderzoli, and Tijs, where coalitions of players in a queue may reorder themselves to improve the their overall cost, under some restrictions. Musegaas, Borm and Quant proved, in two papers, that a simple greedy algorithm correctly computes the valuation of a coalition, and that the game is convex. These proofs entail rather involved case analyses; in this note, we give short proofs of both results.

cs.GT↗

arXiv2021

Continuity, Uniqueness and Long-Term Behavior of Nash Flows Over Time

We consider a dynamic model of traffic that has received a lot of attention in the past few years. Users control infinitesimal flow particles aiming to travel from an origin to a destination as quickly as possible. Flow patterns vary over time, and congestion effects are modeled via queues, which form whenever the inflow into a link exceeds its capacity. Despite lots of interest, some very basic questions remain open in this model. We resolve a number of them in the single-commodity setting: - We show uniqueness of journey times in equilibria. - We show continuity of equilibria: small perturbations to the instance or to the traffic situation at some moment cannot lead to wildly different equilibrium evolutions. - We demonstrate that, assuming constant inflow into the network at the source, equilibria always settle down into a "steady state" in which the behavior extends forever in a linear fashion. One of our main conceptual contributions is to show that the answer to the first two questions, on uniqueness and continuity, are intimately connected to the third. To resolve the third question, we substantially extend the approach of Cominetti et al., who show a steady-state result in the regime where the input flow rate is smaller than the network capacity.

cs.GT↗

arXiv2020

Majorizing Measures for the Optimizer

The theory of majorizing measures, extensively developed by Fernique, Talagrand and many others, provides one of the most general frameworks for controlling the behavior of stochastic processes. In particular, it can be applied to derive quantitative bounds on the expected suprema and the degree of continuity of sample paths for many processes. One of the crowning achievements of the theory is Talagrand's tight alternative characterization of the suprema of Gaussian processes in terms of majorizing measures. The proof of this theorem was difficult, and thus considerable effort was put into the task of developing both shorter and easier to understand proofs. A major reason for this difficulty was considered to be theory of majorizing measures itself, which had the reputation of being opaque and mysterious. As a consequence, most recent treatments of the theory (including by Talagrand himself) have eschewed the use of majorizing measures in favor of a purely combinatorial approach (the generic chaining) where objects based on sequences of partitions provide roughly matching upper and lower bounds on the desired expected supremum. In this paper, we return to majorizing measures as a primary object of study, and give a viewpoint that we think is natural and clarifying from an optimization perspective. As our main contribution, we give an algorithmic proof of the majorizing measures theorem based on two parts: (1) We make the simple (but apparently new) observation that finding the best majorizing measure can be cast as a convex program. This also allows for efficiently computing the measure using off-the-shelf methods from convex optimization. (2) We obtain tree-based upper and lower bound certificates by rounding, in a series of steps, the primal and dual solutions to this convex program. [...]

math.PR↗

arXiv2019

Improved Approximation Algorithms for Inventory Problems

We give new approximation algorithms for the submodular joint replenishment problem and the inventory routing problem, using an iterative rounding approach. In both problems, we are given a set of $N$ items and a discrete time horizon of $T$ days in which given demands for the items must be satisfied. Ordering a set of items incurs a cost according to a set function, with properties depending on the problem under consideration. Demand for an item at time $t$ can be satisfied by an order on any day prior to $t$, but a holding cost is charged for storing the items during the intermediate period; the goal is to minimize the sum of the ordering and holding cost. Our approximation factor for both problems is $O(\log \log \min(N,T))$; this improves exponentially on the previous best results.

cs.DS↗

arXiv2019

Algorithms for flows over time with scheduling costs

Flows over time have received substantial attention from both an optimization and (more recently) a game-theoretic perspective. In this model, each arc has an associated delay for traversing the arc, and a bound on the rate of flow entering the arc; flows are time-varying. We consider a setting which is very standard within the transportation economic literature, but has received little attention from an algorithmic perspective. The flow consists of users who are able to choose their route but also their departure time, and who desire to arrive at their destination at a particular time, incurring a 'scheduling cost' if they arrive earlier or later. The total cost of a user is then a combination of the time they spend commuting, and the scheduling cost they incur. We present a combinatorial algorithm for the natural optimization problem, that of minimizing the average total cost of all users (i.e., maximizing the social welfare). Based on this, we also show how to set tolls so that this optimal flow is induced as an equilibrium of the underlying game.

cs.DS↗

arXiv2018

Performance of the smallest-variance-first rule in appointment sequencing

A classical problem in appointment scheduling, with applications in health care, concerns the determination of the patients' arrival times that minimize a cost function that is a weighted sum of mean waiting times and mean idle times. One aspect of this problem is the sequencing problem, which focuses on ordering the patients. We assess the performance of the smallest-variance-first (SVF) rule, which sequences patients in order of increasing variance of their service durations. While it was known that SVF is not always optimal, it has been widely observed that it performs well in practice and simulation. We provide a theoretical justification for this observation by proving, in various settings, quantitative worst-case bounds on the ratio between the cost incurred by the SVF rule and the minimum attainable cost. We also show that, in great generality, SVF is asymptotically optimal, i.e., the ratio approaches 1 as the number of patients grows large. While evaluating policies by considering an approximation ratio is a standard approach in many algorithmic settings, our results appear to be the first of this type in the appointment scheduling literature.

math.PR↗

arXiv2018

Approximate Multi-Matroid Intersection via Iterative Refinement

We introduce a new iterative rounding technique to round a point in a matroid polytope subject to further matroid constraints. This technique returns an independent set in one matroid with limited violations of the other ones. On top of the classical steps of iterative relaxation approaches, we iteratively refine/split involved matroid constraints to obtain a more restrictive constraint system, that is amenable to iterative relaxation techniques. Hence, throughout the iterations, we both tighten constraints and later relax them by dropping constrains under certain conditions. Due to the refinement step, we can deal with considerably more general constraint classes than existing iterative relaxation/rounding methods, which typically round on one matroid polytope with additional simple cardinality constraints that do not overlap too much. We show how our rounding method, combined with an application of a matroid intersection algorithm, yields the first $2$-approximation for finding a maximum-weight common independent set in $3$ matroids. Moreover, our $2$-approximation is LP-based, and settles the integrality gap for the natural relaxation of the problem. Prior to our work, no better upper bound than $3$ was known for the integrality gap, which followed from the greedy algorithm. We also discuss various other applications of our techniques, including an extension that allows us to handle a mixture of matroid and knapsack constraints.

cs.DS↗

arXiv2018

A Duality Based 2-Approximation Algorithm for Maximum Agreement Forest

We give a 2-approximation algorithm for the Maximum Agreement Forest problem on two rooted binary trees. This NP-hard problem has been studied extensively in the past two decades, since it can be used to compute the rooted Subtree Prune-and-Regraft (rSPR) distance between two phylogenetic trees. Our algorithm is combinatorial and its running time is quadratic in the input size. To prove the approximation guarantee, we construct a feasible dual solution for a novel linear programming formulation. In addition, we show this linear program is stronger than previously known formulations, and we give a compact formulation, showing that it can be solved in polynomial time

cs.DS↗

arXiv2017

On the Integrality Gap of the Prize-Collecting Steiner Forest LP

In the prize-collecting Steiner forest (PCSF) problem, we are given an undirected graph $G=(V,E)$, edge costs $\{c_e\geq 0\}_{e\in E}$, terminal pairs $\{(s_i,t_i)\}_{i=1}^k$, and penalties $\{\pi_i\}_{i=1}^k$ for each terminal pair; the goal is to find a forest $F$ to minimize $c(F)+\sum_{i: (s_i,t_i)\text{ not connected in }F}\pi_i$. The Steiner forest problem can be viewed as the special case where $\pi_i=\infty$ for all $i$. It was widely believed that the integrality gap of the natural (and well-studied) linear-programming (LP) relaxation for PCSF is at most 2. We dispel this belief by showing that the integrality gap of this LP is at least $9/4$. This holds even for planar graphs. We also show that using this LP, one cannot devise a Lagrangian-multiplier-preserving (LMP) algorithm with approximation guarantee better than $4$. Our results thus show a separation between the integrality gaps of the LP-relaxations for prize-collecting and non-prize-collecting (i.e., standard) Steiner forest, as well as the approximation ratios achievable relative to the optimal LP solution by LMP- and non-LMP- approximation algorithms for PCSF. For the special case of prize-collecting Steiner tree (PCST), we prove that the natural LP relaxation admits basic feasible solutions with all coordinates of value at most $1/3$ and all edge variables positive. Thus, we rule out the possibility of approximating PCST with guarantee better than $3$ using a direct iterative rounding method.

cs.DM↗

arXiv2016

A Simpler and Faster Strongly Polynomial Algorithm for Generalized Flow Maximization

We present a new strongly polynomial algorithm for generalized flow maximization that is significantly simpler and faster than the previous strongly polynomial algorithm [V\'egh16]. For the uncapacitated problem formulation, the complexity bound $O(mn(m+n\log n)\log (n^2/m))$ improves on the previous estimate by almost a factor $O(n^2)$. Even for small numerical parameter values, our running time bound is comparable to the best weakly polynomial algorithms. The key new technical idea is relaxing the primal feasibility conditions. This allows us to work almost exclusively with integral flows, in contrast to all previous algorithms for the problem.

cs.DS↗

arXiv2014

Explosion and linear transit times in infinite trees

Let $T$ be an infinite rooted tree with weights $w_e$ assigned to its edges. Denote by $m_n(T)$ the minimum weight of a path from the root to a node of the $n$th generation. We consider the possible behaviour of $m_n(T)$ with focus on the two following cases: we say $T$ is explosive if \[ \lim_{n\to \infty}m_n(T) < \infty, \] and say that $T$ exhibits linear growth if \[ \liminf_{n\to \infty} \frac{m_n(T)}{n} > 0. \] We consider a class of infinite randomly weighted trees related to the Poisson-weighted infinite tree, and determine precisely which trees in this class have linear growth almost surely. We then apply this characterization to obtain new results concerning the event of explosion in infinite randomly weighted spherically-symmetric trees, answering a question of Pemantle and Peres. As a further application, we consider the random real tree generated by attaching sticks of deterministic decreasing lengths, and determine for which sequences of lengths the tree has finite height almost surely.

math.PR↗

arXiv2014

A note on hierarchical hubbing for a generalization of the VPN problem

Robust network design refers to a class of optimization problems that occur when designing networks to efficiently handle variable demands. The notion of "hierarchical hubbing" was introduced (in the narrow context of a specific robust network design question), by Olver and Shepherd [2010]. Hierarchical hubbing allows for routings with a multiplicity of "hubs" which are connected to the terminals and to each other in a treelike fashion. Recently, Fr\'echette et al. [2013] explored this notion much more generally, focusing on its applicability to an extension of the well-studied hose model that allows for upper bounds on individual point-to-point demands. In this paper, we consider hierarchical hubbing in the context of a previously studied (and extremely natural) generalization of the hose model, and prove that the optimal hierarchical hubbing solution can be found efficiently. This result is relevant to a recently proposed generalization of the "VPN Conjecture".

cs.DS↗