Mathematics – Optimization and Control
Scientific paper
2010-10-09
Mathematics
Optimization and Control
Scientific paper
We consider the problem of utility optimal scheduling in general \emph{processing networks} with random arrivals and network conditions. These are generalizations of traditional data networks where commodities in one or more queues can be combined to produce new commodities that are delivered to other parts of the network. This can be used to model problems such as in-network data fusion, stream processing, and grid computing. Scheduling actions are complicated by the \emph{underflow problem} that arises when some queues with required components go empty. In this paper, we develop the Perturbed Max-Weight algorithm (PMW) to achieve optimal utility. The idea of PMW is to perturb the weights used by the usual Max-Weight algorithm to ``push'' queue levels towards non-zero values (avoiding underflows). We show that when the perturbations are carefully chosen, PMW is able to achieve a utility that is within $O(1/V)$ of the optimal value for any $V\geq1$, while ensuring an average network backlog of $O(V)$.
Huang Longbo
Neely Michael J.
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