A Fast Distributed Algorithm for α-Fair Packing Problems

Subscribers:
342,000
Published on ● Video Link: https://www.youtube.com/watch?v=TitJ39GmeOY



Duration: 55:06
1,198 views
8


Over the past two decades, fair resource allocation problems received considerable attention in a variety of application areas. While polynomial time distributed algorithms have been designed for max-min fair resource allocation, the design of distributed algorithms with convergence guarantees for the more general α-fair allocations received little attention. In this talk, I will present a fast distributed algorithm for weighted α -fair packing problems, that is, the problems of maximizing the objective functions Σj wj xj1- α /(1- α) when alpha ≠ 1 and Σj wj ln(xj) when alpha = 1 over linear constraints Ax ≤ b, x ≥ 0, where wj are positive weights and A and b are non-negative. The model of distributed computation is similar to the models used in previous work on packing linear programs and network utility maximization problems. The algorithm uses simple local update rules that mimic a tatonnement process, and is stateless (namely, it allows asynchronous updates, is self-stabilizing, and allows incremental and local adjustments). The algorithm converges to approximate solutions in running times that have an inverse polynomial dependence on the approximation parameter epsilon and poly-logarithmic dependence on the problem size. These are the best convergence times known for these problems. The talk is based on a recent joint work with Cliff Stein and Gil Zussman.




Other Videos By Microsoft Research


2016-06-21Circle Packing and Its Applications
2016-06-21Advances in Quantum Algorithms & Devices: Quantum Monte Carlo versus Quantum Adiabatic Optimization
2016-06-21Fast Algorithms for Online Stochastic Convex Programming
2016-06-21Research on Concert Hall Acoustics at Aalto University
2016-06-21Fixed-Energy Harmonic Functions
2016-06-21RDFox — A Modern Materialisation-Based RDF System
2016-06-21Competitive erosion is conformally invariant
2016-06-21A Simple O(loglog(rank))-Competitive Algorithm for the Matroid Secretary Problem
2016-06-21Recent Advances in Deep Learning at Microsoft: A Selected Overview
2016-06-21The Interplay of Social Influence and Own Preference in Social Networks
2016-06-21A Fast Distributed Algorithm for α-Fair Packing Problems
2016-06-21Theory Day Session 3
2016-06-21Provable Submodular Minimization via Wolfe’s Algorithm
2016-06-21A Faster Cutting Plane Method and its Implications for Combinatorial and Convex Optimization
2016-06-21Stochastic Methods for Complex Performance Measures: A Tale of Two Families
2016-06-21Parallel Bayesian Network Structure Learning for Genome-Scale Gene Networks
2016-06-21Empirical Inference for Intelligent Systems
2016-06-21Ordered Stick-breaking Prior for Sequential MCMC Inference of Bayesian Non-Parametric Models
2016-06-21Effective-Resistance-Reducing Flows, Spectrally Thin Trees and Asymmetric TSP
2016-06-21Non-Convex Robust PCA
2016-06-21Communication-Avoiding Algorithms and Fast Matrix Multiplication



Tags:
microsoft research
algorithms