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Stochastic Load Balancing on Unrelated Machines

Published: 01 February 2021 Publication History

Abstract

We consider the problem of makespan minimization on unrelated machines when job sizes are stochastic. The goal is to find a fixed assignment of jobs to machines, to minimize the expected value of the maximum load over all the machines. For the identical-machines special case when the size of a job is the same across all machines, a constant-factor approximation algorithm has long been known. Our main result is the first constant-factor approximation algorithm for the general case of unrelated machines. This is achieved by (i) formulating a lower bound using an exponential-size linear program that is efficiently computable and (ii) rounding this linear program while satisfying only a specific subset of the constraints that still suffice to bound the expected makespan. We also consider two generalizations. The first is the budgeted makespan minimization problem, where the goal is to minimize the expected makespan subject to scheduling a target number (or reward) of jobs. We extend our main result to obtain a constant-factor approximation algorithm for this problem. The second problem involves q-norm objectives, where we want to minimize the expected q-norm of the machine loads. Here we give an O(q/log q)-approximation algorithm, which is a constant-factor approximation for any fixed q.

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cover image Mathematics of Operations Research
Mathematics of Operations Research  Volume 46, Issue 1
February 2021
404 pages
ISSN:0364-765X
DOI:10.1287/moor.2021.46.issue-1
Issue’s Table of Contents

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INFORMS

Linthicum, MD, United States

Publication History

Published: 01 February 2021
Accepted: 13 December 2019
Received: 28 December 2018

Author Tags

  1. Primary: 68W25
  2. 90B36
  3. 90C15

Author Tags

  1. Primary: Production/scheduling
  2. secondary: analysis of algorithms

Author Tags

  1. stochastic optimization
  2. approximation algorithms
  3. scheduling

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