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A New Approximation Technique for Resource-Allocation Problems BarnaSaha1 AravindSrinivasan1 ∗ † 1UniversityofMaryland,CollegePark,MD20742,USA [email protected] [email protected] 0 Abstract: We developa roundingmethod based on randomwalks in polytopes, which leads to im- 1 proved approximation algorithms and integrality gaps for several assignment problems that arise in 0 resourceallocation and scheduling. In particular, it generalizesthe work of Shmoys& Tardoson the 2 generalizedassignmentproblemintwo differentdirections, wherethe machineshavehardcapacities, n and where some jobs can be dropped. We also outline possible applications and connections of this a methodologytodiscrepancytheoryanditeratedrounding. J 0 Keywords: Scheduling;rounding;approximationalgorithms;integralitygap 1 ] 1 Introduction inrandomizedrounding,weuserandomizationto S D The “relax-and-round” paradigm is a well- map x∗ = (x∗1,x∗2,...,x∗n) back to some x = (x ,x ,...,x ) [39]. Typically, we choose a . known approach in combinatorial optimization. 1 2 n s value α that is problem-specific, and, indepen- c Givenaninstanceofanoptimizationproblem,we [ enlargethe setoffeasible solutionsI tosome set dently for each i, define xi to be 1 with proba- v1 Ila′xa⊃tioIn–ofofttheenpthroebllienmea;r-wpreogthreanmmmianpga(LnP()efrfie-- bpirloitbyabαilxit∗iy,oafnd1−toαbxe∗i0. wInidtheptehnedceonmcepcleamn,ehnotawry- ever, lead to noticeable deviationsfrom the mean 0 ciently computed, optimal) solution x I to 7 ∗ ∈ ′ for random variables that are required to be very some “nearby” x I and prove that x is near- 4 ∈ closeto(orevenbeequalto)theirmean. Afruit- optimal in I. This second “rounding” step is of- 1 fulideadevelopedin[27,32,45]istocarefullyin- . ten a crucial ingredient, and many general tech- 1 troducedependenciesintotheroundingprocess:in niqueshavebeendevelopedforit. Inthiswork,we 0 particular,somesumsofrandomvariablesareheld presentanewroundingmethodologywhichleads 0 fixedwithprobabilityone,whilestillretainingran- 1 to several improved approximation algorithms in domness in the individual variables and guaran- : scheduling, and which, as we explain, appears to v teeing certain types of negative-correlation prop- i have connections and applications to other tech- X ertiesamongthem. See[1]forarelateddetermin- niquesandproblems,respectively. istic approach that precedes these works. These r We next present background on (randomized) a dependent-roundingapproachesleadtonumerous rounding and a fundamentalscheduling problem, improvedapproximationalgorithmsinscheduling beforedescribingourcontribution. andpacket-routing[1,27,32,45]. Our work generalizes various dependent ran- We now introduce a fundamental scheduling domized rounding techniques that have been de- model,whichhasspurredmanyadvancesandap- veloped over the past decade or so. Recall that plicationsincombinatorialoptimization,including ∗Dept.ofComputerScience,UniversityofMaryland,Col- linear-, quadratic- & convex-programmingrelax- legePark,MD20742.ResearchsupportedbyNSFAwardNSF ationsandnewroundingapproaches[6,8,10,15, CCF-0728839. 21, 29, 32, 34, 41, 43]. This model, scheduling †Dept. of Computer Science and Institute for Advanced withunrelatedparallelmachines(UPM)–andits ComputerStudies,UniversityofMaryland,CollegePark,MD relatives–playakeyroleinthiswork.Herein,we 20742. Supported inpartbyNSFITRAwardCNS-0426683 andNSFAwardCNS-0626636. aregivenasetJ ofnjobs,asetM ofmmachines, 1 and non-negative values p (i M, j J): “Ax b”untilthenumberofconstraintsbecomes i,j ∈ ∈ ≤ each job j has to be assigned to some machine, smaller than n, thus making the system linearly- and assigning it to machine i will impose a pro- dependent – leading to the efficient computation cessingtimeofp onmachinei. (Theword“un- of an r n that is in the nullspace of this re- i,j ∈ ℜ related” arises from the fact that there may be no ducedsystem. Wethencomputepositivescalarsα pattern among the given numbers p .) Variants andβ suchthatx := x+αr andx := x βr i,j 1 2 − suchasthetypeofobjectivefunction(s)tobeop- bothliein[0,1]n,andbothhaveatleastonecom- timizedinsuchanassignment,whetherthereisan ponentlyingin 0,1 ;wethenupdatextoaran- { } additional“cost-function”,whetherafewjobscan domY as: Y := x withprobabilityβ/(α+β), 1 bedropped,andsituationswheretherearerelease andY := x withthecomplementaryprobability 2 dates for, and precedence constraints among, the α/(α + β). Thus we have rounded at least one jobs,leadtoarichspectrumofproblemsandtech- further componentof x, and also have the useful niques. We now briefly discuss two such highly- propertythatforallj,E[Y ]=x . Differentways j j impactfulresults[34, 41]. TheprimaryUPM ob- of conducting the “judicious” reduction lead to a jectiveintheseworksistominimizethemakespan varietyofimprovedschedulingalgorithmsin[32]. – the maximum total load on any machine. It is Thesettingof[27,45]onbipartiteb-matchingscan shown in [34] that this problem can be approxi- beinterpretedinthisframework. mated to within a factor of 2; furthermore, even somenaturalspecialcasescannotbeapproximated We further generalize the above-sketched ap- better than 1.5 unless P = NP [34]. Despite proach of [32]. Suppose we are given a poly- mucheffort,theseboundshavenotbeenimproved. tope in n dimensions, and a non-vertex point P The work of [41] builds on the upper-bound of x belonging to . An appropriate basic-feasible P [34]toconsiderthegeneralizedassignmentprob- solution will of course lead us to a vertex of , P lem(GAP)whereweincuracostc ifwesched- but we approach (not necessarily reach) a vertex i,j ule job j on machine i; a simultaneous (2,1)– of by a random walk as follows. Let de- P C approximationfor the (makespan, total cost)-pair note the set of constraints defining which are P isdevelopedin[41],leadingtonumerousapplica- satisfied tightly (i.e., with equality) by x. Then, tions(see,e.g.,[2,17]). note that there is a non-empty linear subspace S of n such that for any nonzero r S, we can Wegeneralizethemethodsof[1,27,31,32,45], ℜ ∈ travel up to some strictly-positive distance f(r) via a type of random walk toward a vertex of along r starting from x, while staying in and the underlyingpolytopethatwe outline next. We P continuing to satisfy all constraints in tightly. thenpresentseveralapplicationsinschedulingand C Our broad approach to conduct a random move bipartite matching through problem-specific spe- Y :=x+Rbychoosinganappropriatelyrandom cializations of this approach, and discuss further R from S, such that the property “E[Y ] = x ” prospectsforthismethodology. j j ofthepreviousparagraphstillholds. Inparticular, The roundingapproachesof [1, 27, 31, 45] are let RandMove(x, ) – or simply RandMove(x) P generalized to linear systems as follows in [32]. if is understood – be as follows. Choose a P Supposewehaveann-dimensionalconstraintsys- nonzeror S arbitrarily,andsetY :=x+f(r)r ∈ tem Ax b with the additional constraints that withprobabilityf( r)/(f(r)+f( r)),andY := ≤ − − x [0,1]n. This will often be a LP-relaxation, x f( r)r with the complementary probability ∈ − − whichweaimtoroundtosomey 0,1 n such of f(r)/(f(r) +f( r)). Note that if we repeat ∈ { } − thatsomeconstraintsin“Ay b”holdwithprob- RandMove, weobtainarandomwalkthatfinally ≤ ability one, while the rest are violated “a little” leads us to a vertex of ; the high-level idea is P (with high probability). Given some x [0,1]n, to intersperse this walk with the idea of “judi- ∈ theroundingapproachof[32]isasfollows. First, ciously droppingsome constraints” from the pre- we assume without loss of generality that x viousparagraph,aswellascombiningcertaincon- ∈ (0,1)n: those x that get rounded to 0 or 1 at straintstogetherintoone. Threemajordifferences j some point, are held fixed from then on. Next, from[32] are: (a) the care givento the tightcon- we “judiciously” drop some of the constraints in straints , (b) the choice of which constraint to C 2 dropbeingbasedon ,and(c)clubbingsomecon- structuredobjectivefunctionf with boundedco- i C straintsintoone.Asdiscussednext,thisrecipeap- efficientsassociatedwitheachi M,theninfact ∈ pearsfruitfulinanumberofdirectionsinschedul- allthe f (X) f (x) canbeboundedindependent i i | − | ing,andasanewroundingtechniqueingeneral. ofN. Thisappearstobethefirstsuchresulthere, andhelpswith equitablemax-minfairallocations Capacityconstraintsonmachines,randommatch- asdiscussedbelow. ings with sharp tail bounds. Handling “hard ca- Schedulingwith outliers: makespan andfairness. pacities” –those thatcannotbe violated– isgen- Note that the (2,1) bicriteria approximation that erallytrickyinvarioussettings,includingfacility- we obtain for GAP above, generalizes the results locationandothercoveringproblems[19,26,36]. of [41]. We now present such a generalization Motivated by problems in crew-scheduling [22, inanotherdirection: thatof“outliers”inschedul- 40] and by the fact that servers have a limit on ing[29]. Forinstance,supposeinthe“processing how many jobs can be assigned to them, the nat- times p and costs c ” setting of GAP, we also ural question of scheduling with a hard capacity- i,j i,j haveaprofitπ forchoosingtoscheduleeachjob constraint of “at most b jobs to be scheduled on j i j. Givena“hard”targetprofitΠ,targetmakespan each machine i” has been studied in [18, 48, 50– T and total cost C, the LP-rounding method of 52]. Most recently, the work of [18] has shown [29]eitherprovesthatthesetargetsarenotsimul- that this problem can be approximated to within taneouslyachievable,orconstructsaschedulewith a factor of 3 in the special case where the ma- values(Π,3T,C(1+ǫ)) for any constantǫ > 0. chinesare identical(job j hasprocessingtime p j Using ourroundingapproach,we improvethisto on any machine). In 2, we use our random- § (Π,(2+ǫ)T,C(1+ǫ))in 3. (Thefactorsofǫin walk approach to generalize this to the setting of § thecostarerequiredduetothe hardnessofknap- GAP and obtain the GAP bounds of [41] – i.e., sack [29].) Also, fairness is a fundamental issue approximationratiosof2 and1forthe makespan in dealing with outliers: e.g., in repeated runs of and cost respectively, while satisfying the capac- suchalgorithms,wemaynotdesirelongstarvation ityconstraints: theimprovementsareinthemore- of individualjob(s) in sacrifice to a globalobjec- general scheduling model, adding the cost con- tive function. Theorem 7 accommodates fairness straint, and in the approximation ratio. We an- intheformofscheduling-probabilitiesforthejobs ticipate that such a capacity-sensitive generaliza- thatcanbepartoftheinput. tion of [41] would lead to improved approxima- tion algorithms for several applications of GAP, Max-Min Fair Allocation. This problem, also andpresentonesuchinSection5. known as the Santa Claus problem, is the max- min versionof UPM, where we aim to maximize Theorem 1 generalizes such capacitated prob- theminimum“load”(viewedasutility)onthema- lemstorandombipartite(b-)matchingswithtarget chines;ithasreceivedagooddealofattentionre- degreeboundsandsharptailboundsforgivenlin- cently[4,5,8,10,15,24]. Weareabletoemploy ear functions; see [23] to applications to models dependentrandomizedroundingtonear-optimally forcomplexnetworks. Recall thata (b)-matching determinetheintegralitygapofawell-studiedLP isasubgraphinwhicheveryvertexvhasdegreeat relaxation. Also, Theorem 1 lets us generalize a mostb(v). Givenafractional(b)-matchingxina resultof[14]onmax-minfairnesstothesettingof bipartitegraphG = (J,M,E) of N verticesand equitablepartitioningofthejobs;see 4. acollectionofk linearfunctions f ofx, many i § { } works have considered the problem of construct- Directions for the future: some potential con- ing (b-)matchings X such that f (X) is “close” nectionsandapplications.Distributionsonstruc- i tof (x)simultaneouslyforeachi[3,27,28,38]. tured matchingsin bipartite graphsis a topic that i The works [28, 38] focus on the case of constant models many scenarios in discrete optimization, k;thoseof[3,27]considergeneralk,andrequire and we view our work as a useful contribution theusual“discrepancy”termofΩ( f (x)logN) to it. We explore further applications and con- i in f (X) f (x) for most/all i; in a few cases, nections in 6. A general question involving | i − i | p § o(N)verticeswillhavetoremainunmatchedalso. “roundingwell”isthelatticeapproximationprob- In contrast, Theorem 1 shows that if there is one lem [39]: givenA 0,1 m n and p [0,1]n, × ∈ { } ∈ 3 we wanta q 0,1 n such that A (q p) the maximum number of jobs that can be sched- is “small”; th∈e l{inear}discrepancykof A· is−definke∞d uled on any machine, and is a hard constraint. tobelindisc(A) = max min A Formally the problem is as follows, where x p [0,1]n q 0,1 n i,j (q p) . The field of∈combinator∈i{al d}isckrep-· is the indicator variable for job j being sched- − k∞ ancy theory [13] has developed several classical uled on machine i. Given m machines and n results that bound lindisc(A) for various matrix jobs, where job j requires a processing time of familiesA; column-sparsematriceshavereceived p in machine i and incurs a cost of c if as- i,j i,j muchattentioninthisregard. Section6discusses signedto i, the goalis to minimizethe makespan a concrete approach to use our method for the T = max x p , subject to the constraint i j i,j i,j famous Beck-Fiala conjecture on the discrepancy that the total cost x c is at most C and P i,j i,j i,j of column-sparse matrices [12], in the setting of foreachmachinei, x b . C isthe given P j i,j ≤ i random matrices. 6 also suggests that there upperboundontotalcostandb isthecapacityof i § P may be deeper connections to iterated rounding, machinei,thatmustbeobeyed. a fruitful approach in approximation algorithms Ourmaincontributionhereisanefficientalgo- [25, 30, 33, 42, 49]. We view our approach as rithmSched-Capthathasthefollowingguarantee, having broader connections/applications (e.g., to generalizingtheGAPboundsof[41]: openproblemsincludingcapacitatedfacilityloca- tion[36]),andarestudyingthesedirections. THEOREM2 There is an efficient algorithm Sched-Capthatreturnsaschedulemaintainingall 2 Random Matchings with Linear thecapacityconstraints, ofcostatmost C and Constraints, and GAP with Capac- makespanat most 2T, where T is the optimal ityConstraints makespanwithcostC thatsatisfiesthecapacity constraints. We develop an efficient scheme to generate random subgraphs of bipartite graphs that satisfy We guess the optimum makespan T by binary harddegree-constraintsandnear-optimallysatisfy searchasin[34]. Ifp > T,x issetto0. The i,j i,j acollectionoflinearconstraints: solutiontothefollowingintegerprogramgivesthe optimumschedule: THEOREM1 LetG = (J,M,E) beabipartite graphwith“jobs”J and“machines”M. Let c x C (Cost) bethecollectionofedge-indexedvectorsy (wiFth i,j i,j ≤ i,j X y denotingy wheree = (i,j) E).Suppose i,j e ∈ x =1 j (Assign) wearegiven:(i)anintegerrequirementrjforeach i,j ∀ j J andanintegercapacityb foreachi M; Xi,j i ∈ ∈ (ii)foreachi M,alinearobjectivefunction p x T i (Load) i,j i,j ∈ ≤ ∀ fi : F → ℜgivenbyfi(y) = j:(i,j) Epi,jyi,j Xj suchthat0 p ℓ foreachj,and∈(iii)avec- ≤ i,j ≤ i P xi,j bi i (Capacity) torx withx [0,1]foreache. Then,we ≤ ∀ canef∈ficiFentlyconest∈ructarandomsubgraphofG Xj x 0,1 i,j givenbyabinaryvectorX ,suchthat: (a) i,j ∈{ }∀ withprobabilityone,eachj∈ FJ hasdegreeat xi,j =0 ifpi,j >T ∈ leastr ,eachi M hasdegreeatmostb,and j ∈ i We relax the constraint “x 0,1 (i,j)” |EfiX(Xe)=−xfei(.x)| < ℓi ∀i;and(b)foralle ∈ E, taotio“nxiL,jP-∈Ca[0p,.1W] ∀e(sio,ljv)e”tthoeoiL,bjPta∈tion{othbetaiL}nP∀threeloapx-- (cid:2)We(cid:3)willnowproveanimportantspecialcaseof timumLPsolutionx ;wenextshowhowSched- ∗ Theorem 1: GAP with individual capacity con- Caproundsx toobtainanintegralsolutionwithin ∗ straints on each machine. This special case cap- theapproximationguarantee. tures much of the essence of Theorem 1; the full Notethatx [0,1]denotesthe“fraction”of ∗i,j ∈ proof of Theorem 1 is deferred to the final ver- job j assigned to machine i. Initialize X = x . ∗ sionofthiswork.Thecapacityconstraintspecifies The algorithm is composed of several iterations. 4 The random value of the assignment-vectorX at allowableifY isindeednotavertexof . P theendofiterationhoftheoverallalgorithmisde- Theabovethreestepscompleteiteration(h+1). notedbyXh. Eachiterationhconductsarandom- It is not hard to verify that the invariants (I1)- izedupdateusingtheRandMoveonthepolytope (I4) hold true (though the fact that we drop the ofalinearsystemconstructedfromasubsetofthe all-importantcapacityconstraintformachinesi constraintsofLP-Cap.Therefore,byinductionon ∈ M may look bothersome, a moment’s reflection h,wewillhaveforall(i,j,h)thatE Xh =x . 1 i,j ∗i,j shows that such a machine cannot have a tight Let J and M denote the set of jobs and ma- (cid:2) (cid:3) capacity-constraintsinceitssolerelevantjobjhas chines,respectively. Supposeweareatthebegin- value Y (0,1)). Since we make at least one ningofsomeiteration(h+1)oftheoverallalgo- i,j ∈ furtherconstrainttight via RandMove in each it- rithm: wearecurrentlylookingatthevaluesXh . i,j eration,invariant(I4)showsthatweterminate,and Wewillmaintainfourinvariants: that the number of iterations is at most the ini- (I1) Onceavariablex getsassignedto0or1,it i,j tial number of constraints. Let us next present isneverchanged; Lemma3,akeylemma: (I2) Theconstraints(Assign)alwayshold;and (I3) Once a constraint in (Capacity) becomes LEMMA 3 InnoiterationisY avertexofthecur- tight,itremainstight. rentpolytope . (IV) Once a constraint is dropped in some itera- P tion,itisneverreinstated. Proof. Suppose that in a particular iteration, Y Iteration (h+1) of Sched-Cap consists of three isavertexof . Fixthenotationv,M etc.w.r.t. mainsteps: P k this iteration; let m = M , and let n denote k k ′ 1. Since we aim to maintain (I1), let us remove theremainingnumberofj|obst|hatareyettobeas- allXh 0,1 ;i.e.,weprojectXh tothoseco- signed permanently to a machine. Let us lower- i,j ∈ { } ordinates(i,j)for whichXh (0,1), to obtain and upper-bound the number of variables v. On i,j ∈ thecurrentvectorY of“floating”(to-be-rounded) theonehand,wehavev = k m ,bydef- k 1 · k variables;let (A Y =u )denotethecurrent initionofthesetsM ;sinceeac≥hremainingjobj S ≡ h h k P linearsystemthatrepresentsLP-Cap.(A issome contributesatleasttwovariables(co-ordinatesfor h matrixandu isavector;weavoidusing“ ”to Y),wealsohavev 2n. Thusweget h h ′ S ≥ simplifynotation.) Inparticular,the“capacity”of machineiin isitsresidualcapacityb ,i.e.,b mi- v n + (k/2) m . (1) S ′i i ≥ ′ · k nusthenumberofjobsthathavebeenpermanently k 1 X≥ assignedtoithusfar. On the other hand, since Y has been assumed to 2. LetY v forsomev;notethatY (0,1)v. ∈ ℜ ∈ be a vertex of , the number t of constraints in LetM denotethesetofallmachinesiforwhich P k that are satisfied tightly by Y, must be at least exactly k of the values Y are positive. We will P i,j v. How large can t be? Each current job con- nowdropsomeoftheconstraintsin : S tributesone(Assign)constrainttot;byour“drop- (D1) foreachi M ,wedropitsloadandcapac- ∈ 1 pingconstraints”steps(D1),(D2)and(D3)above, ityconstraintsfrom ; S thenumberoftightconstraints(“load”and/or“ca- (D2) foreachi M ,wedropitsloadconstraint ∈ 2 pacity”) contributed by the machines is at most and rewrite its capacity constraintas x + x Xh +Xh ,wherej ,j air,ej1the m2+m3+ k 42mk. Thuswehave i,j2 ≤ ⌈ i,j1 i,j2⌉ 1 2 ≥ twojobsfractionallyassignedtoi. P v t n +m +m + 2m . (2) (D3) for each i (M3) for which both its load ≤ ≤ ′ 2 3 k and capacity∈constraints are tight in , we kX≥4 S dropitsloadconstraintfrom . Comparison of (1) and (2) and a moment’s re- S 3. Let denote the polytope defined by this re- flectionshowsthatsuchasituationispossibleonly P duced system of constraints. A key claim that is if:(i)m =m =0andm =m = =0;(ii) 1 3 5 6 ··· proveninLemma3belowisthatY isnotavertex the capacity constraintsare tight for all machines of . We now invoke RandMove(Y, ); this is inM M –i.e.,forallmachines;and(iii)t=v. 2 4 P P ∪ 5 However,insuchasituation,thetconstraintsin c = 2; the case of c = 1 is similar to the case P constitute the tight assignmentconstraints for the of ℓ = 2 with y + y 1. Here again, sim- 1 2 ≤ jobsandthetightcapacityconstraintsforthema- ple algebrayields thatif 0 p ,p ,p T and 1 2 3 ≤ ≤ chines,andarehencelinearlydependent(sincethe 0 < y ,y ,y < 1 with y +y +y = c = 2, 1 2 3 1 2 3 total assignment “emanating from” the jobs must thenfor anybinaryvector(X ,X ,X ) of Ham- 1 2 3 equalthe totalassignment“arrivinginto”the ma- ming weight c = 2, p X + p X + p X < 1 1 2 2 3 3 chines). Thuswereachacontradiction,andhence p y +p y +p y +max p ,p ,p . 2 1 1 2 2 3 3 1 2 3 Y isnotavertexof . 2 { } P Finallywehavethefollowinglemma. Wenextshowthatthefinalmakespanisatmost 2T withprobabilityone: LEMMA 5 AlgorithmSched-Capcanbederan- domizedtocreateascheduleofcostatmostC. LEMMA4 LetX denotethefinalroundedvec- tor. Algorithm Sched-Cap returns a schedule, Proof. Let Xih,j denote the value of xi,j at iter- where with probability one: (i) all capacity- ation h. We know for all i,j,h, E[Xh ] = x , i,j ∗i,j constraints on the machines are satisfied, and where x is solution of LP-Cap. Therefore, at ∗i,j (ii) for all i, X p < x p + the end, we have that the total expected cost in- j J i.j i,j j ∗i,j i,j maxj J:x∗ (0,1)p∈i,j. curredis C. The procedurecan be derandomized ∈ i,j∈ P P directlybythemethodofconditionalexpectation, Proof. Part(i) mostlyfollowsfromthe factthat givingan1-approximationtocost. 2 we never drop any capacity constraint; the only Lemmas4and5yieldTheorem2. caretobetakenisformachinesithatendupinM 1 andhencehavetheir capacity-constraintdropped. 3 Schedulingwith Outliers However, as argued soon after the description of thethreestepsofaniteration,notethatsuchama- In this section, we consider GAP with outliers chinecannothaveatightcapacity-constraintwhen and with a hard profit constraint [29]. Formally, such a constraintwas dropped; hence, even if the theproblemisasfollows,wherex istheindica- i,j remainingjobjgotassignedfinallytoi,itscapac- tor variablefor job j to be scheduledon machine ityconstraintcannotbeviolated. i. Givenm machinesandn jobs, wherejob j re- Letusnowprove(ii). Fixamachinei. Ifatall quiresprocessingtimeofp inmachinei,incurs i,j itsload-constraintwasdropped,itmustbewheni acostofc ifassignedtoiandprovidesaprofitof i,j endedupinM1,M2orM3. ThecaseofM1isar- πj ifscheduled,thegoalistominimizethemake- guedasinthepreviousparagraph.Sosupposei span, T = max x p , subject to the con- ∈ i j i,j i,j Mgoℓtdfororpspoemde. Lℓe∈tu{s2fi,r3s}tcwohnesnidietrstlhoeadcacsoenℓst=rain2t. astnrdaitnottathlaptrtohfiettotaPlπcost xi,jxisi,jactil,ejaisstaΠt.mostC Letthe two jobsfractionallyassignedon i atthat OurmaincontrijbujtionPiheir,ejisthefollowing: pointhaveprocessingtimes(p ,p )andfractional P P 1 2 assignments(y1,y2)oni,where0 ≤ p1,p2 ≤ T, THEOREM6 Foranyconstantǫ > 0,thereisan and0<y1,y2 <1. Ify1+y2 1,weknowthat efficientalgorithmSched-Outlierthatreturnsa ≤ at the end, the assignment vector X will have at scheduleofprofitatleastΠ,costatmostC(1+ǫ) mostoneofX1andX2beingone.Simplealgebra andmakespanatmost(2 + ǫ)T,whereT isthe now shows thatp1X1 +p2X2 < p1y1 +p2y2 + optimalmakespanwithcostCandprofitΠ. max p ,p as required. If 1 < y + y 2, 1 2 1 2 { } ≤ then both X and X can be assigned and again, Notethatthisisanimprovementoverthework 1 2 p X +p X <p y +p y +max p ,p . For of[29], thatconstructsa schedulewith makespan 1 1 2 2 1 1 2 2 1 2 { } the case ℓ = 3, we knowfrom(I3) and(D3)that 3T withprofitΠandcostC(1+ǫ).Inaddition,our its capacity-constraintmustbe tight at some inte- approachalso accommodatesfairness, a basic re- gral value u at that point, and that this capacity- quirementindealingwithoutliers,especiallywhen constraint was preserved until the end. We must problems have to be run repeatedly. We formu- havec =1or2here. Letusjustconsiderthecase late fairness via stochastic programs that specify 6 foreachjobj,alower-boundr ontheprobability Notethatx [0,1]denotesthefractionofjob j ∗i,j ∈ that it gets scheduled. We adapt our approach to j assignedtomachineiinx . Initially, x = ∗ i ∗i,j honorsuchrequirements: y . Initialize X = x . The algorithm is com- j∗ ∗ P posed of several iterations; the random values at the end of iteration h of the overallalgorithmare THEOREM7 Thereisanefficientrandomizedal- denoted by Xh. (Since y is given by the equal- gorithmthatreturnsascheduleofprofitatleastΠ, j ity x ,Xh iseffectivelythesetofvariables.) expectedcostatmost2C andmakespanatmost i i,j Eachiterationh(exceptperhapsthelastone)con- 3T andguaranteesthatforeachjobj,itissched- P ducts a randomized update using RandMove on uledwithprobabilityr ,whereT istheoptimal j a suitable polytope constructed from a subset of expectedmakespanwithexpectedcostC andex- the constraints of LP-Out. Therefore, for all h pectedprofitΠ. Ifthefairnessguaranteeonany exceptperhapsthe last, we have E Xh = x . onejobcanberelaxed,thenforeveryfixedǫ>0, i,j ∗i,j thereisanefficientalgorithmtoconstructasched- A variable Xih,j is said to be floati(cid:2)ng if(cid:3)it lies in ulethathasprofitatleastΠ,expectedcostatmost (0,1), and a job is floating if it is not yet finally C(1+1/ǫ)andmakespanatmost(2+ǫ)T. assigned.Thesubgraphof(J,M,E)composedof thefloatingedges(i,j),naturallysuggeststhefol- We defer the proof of Theorem 7 to the full lowingnotationatanypointoftime: machinesof version, and focus on Theorem 6. Guess the op- “degree”k inaniterationarethosewithexactlyk timum makespan T by binary search as in [34]. floatingjobsassignedfractionally,andjobsof“de- If p > T, x is set to 0. We guess all as- gree”karethoseassignedfractionallytoexactlyk i,j i,j signments (i,j) where c > ǫC, with ǫ = ǫ2. machinesin iterationh. Notethatsince we allow i,j ′ ′ Anyvalidschedulecanscheduleatmost1/ǫ′pairs yj < 1, there can exist singleton (i.e., degree-1) with assignment costs higher than ǫC; since ǫ jobswhicharefloating. ′ ′ is a constant, this guessing can be done in poly- Supposeweareatthebeginningofsomeitera- nomial time. For all (i,j) with c > ǫC, let tion(h+1)oftheoverallalgorithm;sowearecur- i,j ′ 0,1 be a correct guessed assignment. rentlylookingatthevaluesXh . Wewillmaintain i,j i,j G ∈ { } Thesolutiontothefollowingintegerprogramthen thefollowinginvariants: givesanoptimalsolution: (I1’) Onceavariablex getsassignedto0or1, i,j itisneverchanged; (I2’) Ifj isnotasingleton,then x remains i i,j c x C (Cost) atitsinitialvalue; i,j i,j ≤ P (I3’) Theconstraint(Profit)alwaysholds; i,j X (I4’) Once a constraintis dropped, it is neverre- x =y j (Assign) i,j j ∀ instated. i X Algorithm Sched-Outlier starts by initializing p x T i (Load) i,j i,j with LP-Out. Iteration (h + 1) consists of four ≤ ∀ Xj majorsteps. πjyj Π (Profit) 1. Since we aim to maintain(I1’), we removeall ≥ Xj Xih,j ∈ {0,1}; i.e., we project Xh to those co- xi,j 0,1 i,j; yj 0,1 j ordinates (i,j) for which Xh (0,1), to ob- ∈{ } ∀ ∈{ } ∀ i,j ∈ x =0 ifp >T tainthecurrentvectorZof“floating”variables;let i,j i,j (A Z =u )denotethecurrentlinearsystem xi,j = i,j (i,j)suchthatci,j >ǫ′C S ≡ h h G ∀ that represents LP-Out. (A is some matrix and h u isavector.) Werelaxtheconstraint“x 0,1 andy h i,j j ∈ { } ∈ 0,1 ” to “x [0,1] and y [0,1]” to ob- 2. LetZ v forsomev; notethatZ (0,1)v. i,j j { } ∈ ∈ ∈ ℜ ∈ tain the LP relaxation LP-Out. We solve the LP Let M and N denote the set of degree-k ma- k k to obtain an optimal LP solution x ,y ; we next chinesanddegree-kjobsrespectively,withm = ∗ ∗ k show how Sched-Outlier roundsx ,y to obtain M and n = N . We will now drop/replace ∗ ∗ k k k | | | | theclaimedapproximation. someoftheconstraintsin : S 7 (D1’) foreachi M ,wedropitsloadconstraint v = km . Therefore,v = k(m + from ; ∈ 1 n ) + km≥11. Zkbeing a vertex of k,≥v2 2 EkQ. S k P 2 PP ≤ (D2’) for each i N , we drop its assignment Thus, we must have, n ,m = 0, k 3 and 1 k k ∈ ∀ ≥ constraintfrom ;weincludeoneprofitcon- m =0.Henceeveryfloatingmachinehasexactly 1 S straint, Z π = Xh π that two floatingjobsassigned to itand everyfloating replaces thj∈eNc1onsi,tjraijnt (Projfi∈tN).1 (Ni,jotej that job is assigned exactly to two floating machines at this pPoint, the values XPh are some con- (Config-1ofFigure1). i,j stants.) Case 2: Thereareatleast3singletonjobs: We Thus, the assignment constraints of the single- have n 3. Then the number of linear con- 1 ≥ tonjobsarereplacedbyoneprofitconstraint. straintsisEQ = m + n +1. The k 2 k k 2 k 3. If Z is a vertex of then define fractional last “1” comes from≥considering ≥one profit con- S straintforthesingPletonjobs. TPhenumberofvari- assignment of a machine i by h = Z . 1D.efiDneropa ajollbasjsigtonmbeentticgohnt,strifaiintsi∈oPMf jtZh∈eJi,jnoi,n=j- a32b+les, kv 2=k2(nm21k++Pnkk)≥+2mk221(m. Hke+ncentkh)e+sysmt2e1m≥is tight jobs and maintain a single prPofit constraint, alwaysu≥nderdeterminedandZ cannotbeavertex P Z π = Xh π , where of . J j∈aNre1t∪hJeNnoni,tjighjtjobs. Ijf∈ZN1is∪JnNotyei,tjajvertexof CPase 3: Thereareexactly2singletonjobs: We N P P themodified , thenwhilethereexistsa machine have n = 2. Following similar counting argu- 1 S i′whosedegreedsatisfieshi′ (d 1 ǫ),drop ments,wecanshowthateachmachinemusthave ≥ − − theloadconstraintonmachinei. exactly two floating jobs assigned to it and each ′ jobexcepttwoisassignedtoexactlytwomachines 4. Let denote the polytope defined by this re- P fractionally(Config-2ofFigure1). duced system of constraints. If Z is not a vertex Case 4: There is exactly 1 singleton job: We of , invoke RandMove(Z, ). Else, if there is P P haven =1.ThenEQ= m + n + a degree-3 machine with 1 singleton job, assign 1 k 2 k k 2 k thesingletonjobandthecheaper(lessprocessing 1andv ≥ 12 +n2 + 32n3P+ m≥21 +m2P+≥23m3+ time)ofthenon-singletonjobstoit. Ifthereexist k(m + n ). If Z is a vertex of , then k 4 2 k k P two singletonjobs, thendiscard the one with less v ≥EQ. There are few possible configurations P≤ profit. Assign remaining of the jobs in a way, so thatmightariseinthiscase. thateachmachinegetsatmostoneextrajob. (i)Onlyonejobofdegree3andonejobofde- Wenowproveakeylemma,whichshowswhen gree1. Alltheotherjobshavedegree2andallthe in step 4, Z can possibly be a vertex of the poly- machineshavedegree2. WecallthisConfig-3. topeunderconsideration. Recallthatinthebipar- (ii)Onlyonemachineofdegree3andonejobof tite graph G = (J,M,E), we have in iteration degree1. The restof the jobsandmachineshave (h + 1) that (i,j) E iff Xh (0,1). Any degree2. WecallthisConfig-4. ∈ i,j ∈ jobormachinehavingdegree0isnotpartofG. (iii)Onlyonemachineofdegree1andonejob ofdegree1.Therestofthejobsandmachineshave LEMMA8 Letmdenotethenumberofmachine- degree2. WecallthisConfig-5. nodesinG.Ifm 1,thenZisnotavertexofthe TheseconfigurationsareshowninFig.1. Each ≥ ǫ currentpolytope. configurationcanhavearbitrarynumberofdisjoint cycles. Proof. Let us consider the different possible Inanyconfiguration,if thereisa cyclewithall configurationsofG, whenZ becomesavertexof tightjobs,thentherealwaysexistsamachinewith the polytope at step 3. There are several cases total fractional assignment 1 and hence its load P toconsiderdependingonthenumberofsingleton constraintcanalwaysbedroppedtomakethesys- floatingjobsinGinthatiteration. tem underdetermined. So we assume there is no Case 1: There is no singleton job: We have such cycle in any configurations. Now suppose n = 0. Then, the number of constraints in is the algorithm reaches Config-1. If there are two 1 S EQ= m + n . Alsothenumberof non-tightjobs,thenthesystembecomesunderde- k 2 k k 2 k floatingvar≥iablesisv =≥ kn . Alternatively, termined.Therefore,therecanbeatmostonenon- P P k≥2 k P 8 Figure1:Differentconfigurationsofmachine-jobbipartitegraphatStep3and4 tightjobandonlyonecycle(sayC)withthatnon- constraintcanbedroppedtomakethesystemun- tightjob.LetChavemmachinesandthusmjobs. derdetermined. Otherwise,thetotalassignmentto Therefore, x m 1.Thusthereexists thedegree-2machinesfromallthejobsinthecy- i,j C i,j ≥ − amachine,such∈thatthetotalfractionalassignment cle is at least m 2+ǫ. Therefore, there exists ofjobsontPhatmachineis m 1 = 1 1/m. If at least one degre−e-2 machine with fractional as- ≥ m− − m 1,thenthereexistsamachinewithtotalfrac- signmentatleast m 2+ǫ = 1 1 ǫ 1 ǫ, if ≥ ǫ m− 1 − m−1 ≥ − tional assignment (1 ǫ). Dropping the load m 1. Thiscomplet−estheproof. − 2 constraint on that m≥achi−ne makes the system un- ≥ ǫ We next show that the final profit is at least Π derdetermined. andthefinalmakespanisatmost(2+ǫ)T: If the algorithm reaches Config-2, then all the jobs must be tight for Z to be a vertex. If there LEMMA 9 LetX denotethefinalroundedvec- aremmachines,thenthenumberofnon-singleton tor.AlgorithmSched-Outlierreturnsaschedule, jobs is m 1. If x + x 1, then fol- − i1,j1 i2,j2 ≥ wherewithprobabilityone,(i)profitisatleastΠ, lowing similar averaging argument as in Config- (ii)foralli, X p < x p +(1+ 1, we canshowthemachinewith maximumfrac- ǫ)maxj J:x∗ j∈0J,1 pii,,jj.i,j j ∗i,j i,j tionaljobassignment,musthaveatotalfractional ∈ iP,j∈{ } P assignmentatleast1. Otherwise,ifm 1,again ≥ ǫ Proof. (i) This essentially followsfrom the fact themachinewithmaximumfractionaljobassign- that whenever assignment constraint on any job ment, must have a total fractional assignment at is dropped, its profit constraint is included in the least 1 ǫ. For Config-3 and 5, if Z is a ver- global profit constraint of the system. At step 4, − tex of , then all jobs must be tight and using exceptforonecase(Config-2),allthejobsareal- P same argument, there exists a machine with frac- waysassigned,soprofitcannotdecreaseinthose tionalassignmentatleast(1 ǫ)if thealgorithm cases. A singleton job (say j ) is dropped, only − 1 reachesConfig-3andthereexistsamachinewith when G has two singleton jobs j ,j fraction- 1 2 fractional assignment 1, if the algorithm reaches ally assigned to i and i respectively, with to- 1 2 Config-5. tal assignment x + x < 1. Otherwise i1,j1 i2,j2 IfthealgorithmreachesConfig-4,thenagainall thesystemremainsunderdeterminedfromLemma jobs must be tight. If the degree-3 machine has 8. Since the job with higher profit is retained, fractionalassignment at least 2 ǫ, then its load π x +π x max π ,π . − j1 i1,j1 j2 i2,j2 ≤ { j1 j2} 9 (ii) From Lemma 8 and(D1’), load constraints 4 Max-Min Fair Allocation are dropped from machines i M and might ∈ 1 Wenowpresentourresultsformax-minfairal- be dropped from machine i M M . For ∈ 2 ∪ 3 location[4,5,8,14,15]. Therearemgoodsandk i M , only the remaining job j with Xh > ∈ 1 i,j persons. Eachpersonihasanon-negativeinteger 0, can get fully assigned to it. Hence for i ∈ valuationui,j forgoodj. Thevaluationfunctions M , its total load is bounded by x p + 1 j ∗i,j i,j arelinear,i.e. u = u foranysetofC maxj∈J:x∗i,j∈{0,1}pi,j. ForanymachPinei ∈ M2∪ goods. Thegoali,iCstoallojc∈aCteei,ajchgoodtoaper- M ,iftheirdegreed(2or3)issuchthat,itsfrac- P 3 son such that the “least happyperson is as happy tional assignment is at least d 1 ǫ, then by aspossible”: i.e.,min u ismaximized. Oural- − − i i,C simple algebra, it can be shown that for any such gorithmis based uponroundingthe configuration machine i, its total load is at most x p + j ∗i,j i,j LPwhichisdescribedinSubsection4.1 (1 + ǫ)maxj J:x∗ 0,1 pi,j. For the remaining machinescon∈sideir,jw∈{hat}happensatsPtep4. Except THEOREM11 Givenanyfeasiblesolutiontothe whenConfig-4isreached,anyremainingmachine configurationLP,itcanberoundedtoafeasible igetsatmostoneextrajob,andthusitstotalloadis integersolutionsuchthateverypersongetsatleast bWohuenndeCdobnyfig-4jixs∗ir,ejapci,hje+damtastxejp∈J4:,xif∗i,jth∈e{0d,1e}gprei,ej-. Θ( lokglologgkk)fractionoftheoptimumutilitywith 3 machine haPs a fractional assignment at most 1, higqhprobabilityinpolynomialtime. thenforanyvalueofm,therewillexistadegree-2 machinewhosefractionalassignmentis1,givinga The approximation factor of O( klogk ) loglogk contradiction.Hence,letj1,j2,j3bethethreejobs is an improvement of the previousqwork of assignedfractionallytothedegree-3machineiand [5], that achieved an approximation factor of letj bethe singletonjob, andx +x > 1. O(√klog3k); our bound is near-optimal since 3 i,j1 i,j2 If p p , then the degree-3 machine gets the integrality gap of the configuration LP is i,j1 ≤ i,j2 j ,j . Elsethedegree-3machinegetsj ,j . The Ω(√k) [8]. However, note that the recent work 1 3 2 3 degree-3machinegets2jobs,butitsfractionalas- ofChakrabarty,ChuzhoyandKhanna[20]hasim- signmentfromj andj isalreadyatleast1.Since provedtheboundtomǫ. (Alsonotethatm k.) 1 2 ≥ thejobwithlessprocessingtimeamongj andj Ourmainpointistoshowtheapplicabilityofour 1 2 areassignedtoi,itsincreaseinloadcanbeatmost types of rounding approaches to this variation of jx∗i,jpi,j +maxj∈J:x∗i,j∈{0,1}pi,j. 2 theproblemaswell. In the context of fair allocation, an additional PFinallywehavethefollowinglemma. important criterion can be an equitable partition- ingof goods: we mayimposean upperboundon LEMMA10 AlgorithmSched-Outliercanbede- the number of items a person might receive. For randomizedtooutputascheduleofcostatmost example, we may want each person to receive at C(1+ǫ). most m goods. Theorem1 leadsto the follow- ⌈k⌉ ing: Proof. In all iterations h, except the last one, for all i,j, E[Xh ] = x , where x is solu- i,j ∗i,j ∗i,j tion of LP-Out. Therefore, before the last itera- THEOREM12 Suppose, in max-min allocation, tion,wehavethatthetotalexpectedcostincurred wearegivenupperboundsci onthenumberof isC. Theprocedurecanbederandomizeddirectly itemsthateachpersoni canreceive,inaddition by the method of conditional expectation, giving totheutilityvaluesui,j. LetT betheoptimum an1-approximationtocost, justbeforethelastit- max-minallocationvaluethatsatisfiesciforalli. eration. Nowat thelast iteration,since atmost 1 Then,wecanefficientlyconstructanallocationin ǫ jobsareassignedandeachassignmentrequiresat whichforeachpersonitheboundciholdsandshe mostǫ′C = ǫ2C incost,thetotalincreaseincost receivesatotalutilityofatleastT −maxjui,j. is atmost ǫC, givingthe requiredapproximation. Thisgeneralizestheresultof[14],whichyields 2 the “T max u ” value when no boundssuch j i,j − Lemmas9and10yieldTheorem6. asthec aregiven. Toourknowledge,theresults i 10

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