arXiv subjects

Siva Theja Maguluri

Publications and source records attributed to Siva Theja Maguluri.

61 records · Page 4Linked to original sources

arXiv2019

Fast Convergence Rates of Distributed Subgradient Methods with Adaptive Quantization

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. Recent advances using the distributed gradient algorithm with a quantization scheme at a fixed resolution have established convergence, but at rates significantly slower than when the communications are unquantized. In this paper, we introduce a novel quantization method, which we refer to as adaptive quantization, that allows us to match the convergence rates under perfect communications. Our approach adjusts the quantization scheme used by each node as the algorithm progresses: as we approach the solution, we become more certain about where the state variables are localized, and adapt the quantizer codebook accordingly. We bound the convergence rates of the proposed method as a function of the communication bandwidth, the underlying network topology, and structural properties of the constituent objective functions. In particular, we show that if the objective functions are convex or strongly convex, then using adaptive quantization does not affect the rate of convergence of the distributed subgradient methods when the communications are quantized, except for a constant that depends on the resolution of the quantizer. To the best of our knowledge, the rates achieved in this paper are better than any existing work in the literature for distributed gradient methods under finite communication bandwidths. We also provide numerical simulations that compare convergence properties of the distributed gradient methods with and without quantization for solving distributed regression problems for both quadratic and absolute loss functions.

math.OC↗

arXiv2018

Distributed Stochastic Approximation for Solving Network Optimization Problems Under Random Quantization

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental challenge, and this imperfect communication, if not properly accounted for, prevents the convergence of these algorithms. Our first contribution in this paper is to propose a modified consensus-based gradient method for solving such problems using random (dithered) quantization. This algorithm can be interpreted as a distributed variant of a well-known two-time-scale stochastic algorithm. We then study the convergence and derive upper bounds on the rates of convergence of the proposed method as a function of the bandwidths available between the nodes and the underlying network topology, for both convex and strongly convex objective functions. Our results complement for existing literature where such convergence and explicit formulas of the convergence rates are missing. Finally, we provide numerical simulations to compare the convergence properties of the distributed gradient methods with and without quantization for solving the well-known regression problems over networks, for both quadratic and absolute loss functions.

math.OC↗

arXiv2017

On Optimal Portfolios of Dynamic Resource Allocations

We consider the optimal allocation of generic resources among multiple generic entities of interest over a finite planning horizon, where each entity generates stochastic returns as a function of its resource allocation during each period. The main objective is to maximize the expected return while at the same time managing risk to an acceptable level for each period. We devise a general solution framework and establish how to obtain the optimal dynamic resource allocation.

math.OC↗

arXiv2017

Heavy Traffic Queue Length Behavior in Switches with Reconfiguration Delay

Optical switches have been drawing attention due to their large data bandwidth and low power consumption. However, scheduling policies need to account for the schedule reconfiguration delay of optical switches to achieve good performance. The Adaptive MaxWeight policy achieves optimal throughput for switches with nonzero reconfiguration delay, and has been shown in simulation to have good delay performance. In this paper, we analyze the queue length behavior of a switch with nonzero reconfiguration delay operating under the Adaptive MaxWeight. We first show that the Adaptive MaxWeight policy exhibits a weak state space collapse behavior in steady-state, which could be viewed as an inheritance of the MaxWeight policy in a switch with zero reconfiguration delay. We then use the weak state space collapse result to obtain a steady state delay bound under the Adaptive MaxWeight algorithm in heavy traffic by applying a recently developed drift technique. The resulting delay bound is dependent on the expected schedule duration. We then derive the relation between the expected schedule duration and the steady state queue length through drift analysis, and obtain asymptotically tight queue length bounds in the heavy traffic regime.

math.OC↗

arXiv2016

Optimal Heavy-Traffic Queue Length Scaling in an Incompletely Saturated Switch

We consider an input queued switch operating under the MaxWeight scheduling algorithm. This system is interesting to study because it is a model for Internet routers and data center networks. Recently, it was shown that the MaxWeight algorithm has optimal heavy-traffic queue length scaling when all ports are uniformly saturated. Here we consider the case when an arbitrary number of ports are saturated (which we call the incompletely saturated case), and each port is allowed to saturate at a different rate. We use a recently developed drift technique to show that the heavy-traffic queue length under the MaxWeight scheduling algorithm has optimal scaling with respect to the switch size even in these cases.

math.PR↗

arXiv2015

Queue Length Behavior in a Switch under the MaxWeight Algorithm

We consider a switch operating under the MaxWeight scheduling algorithm, under any traffic pattern such that all the ports are loaded. This system is interesting to study since the queue lengths exhibit a multi-dimensional state-space collapse in the heavy-traffic regime. We use a Lyapunov-type drift technique to characterize the heavy-traffic behavior of the expectation of the sum queue lengths in steady-state, under the assumption that all ports are saturated and all queues receive non-zero traffic. Under these conditions, we show that the heavy-traffic scaled queue length is given by $\left(1-\frac{1}{2n}\right)||σ||^2$, where $σ$ is the vector of the standard deviations of arrivals to each port in the heavy-traffic limit. In the special case of uniform Bernoulli arrivals, the corresponding formula is given by $\left(n-\frac{3}{2}+\frac{1}{2n}\right)$. The result shows that the heavy-traffic scaled queue length has optimal scaling with respect to $n,$ thus settling one version of an open conjecture; in fact, it is shown that the heavy-traffic queue length is at most within a factor of two from the optimal. We then consider certain asymptotic regimes where the load of the system scales simultaneously with the number of ports. We show that the MaxWeight algorithm has optimal queue length scaling behavior provided that the arrival rate approaches capacity sufficiently fast.

math.PR↗

arXiv2012

Heavy Traffic Optimal Resource Allocation Algorithms for Cloud Computing Clusters

Cloud computing is emerging as an important platform for business, personal and mobile computing applications. In this paper, we study a stochastic model of cloud computing, where jobs arrive according to a stochastic process and request resources like CPU, memory and storage space. We consider a model where the resource allocation problem can be separated into a routing or load balancing problem and a scheduling problem. We study the join-the-shortest-queue routing and power-of-two-choices routing algorithms with MaxWeight scheduling algorithm. It was known that these algorithms are throughput optimal. In this paper, we show that these algorithms are queue length optimal in the heavy traffic limit.

cs.PF↗