Abstract 1 Introduction 2 Problem formulation 3 Lower Bound on Competitive Ratio 4 Optimal Competitive Ratio via Modified Greedy Algorithms 5 Computing modified cost functions 6 Beyond Online Optimization - A Game-Theoretic Perspective References Appendix A Missing Proof of Corollary 3 from Section 3 Appendix B Missing Results and Proofs from Section 4 Appendix C Missing Proofs from Section 5 Appendix D Other Results, Tables and Graphs

Optimal Competitive Ratio for Optimization Problems with Congestion Effects

Miriam Fischer Imperial College, London, UK Dario Paccagnan ORCID Imperial College, London, UK Cosimo Vinci ORCID University of Salento, Lecce, Italy
Abstract

In this work we study online optimization problems with congestion effects. These are problems where tasks arrive online and a decision maker is required to allocate them on the fly to available resources in order to minimize the cost suffered, which grows with the amount of resources used. This class of problems corresponds to the online counterpart of well-known studied problems, including optimization problems with diseconomies of scale [33], minimum cost in congestion games [25], and load balancing problems [4].

Within this setting, our work settles the problem of designing online algorithms with optimal competitive ratio, i.e., algorithms whose incurred cost is as close as possible to that of an oracle with complete knowledge of the future instance ahead of time. We provide three contributions underpinning this result. First, we show that no online algorithm can achieve a competitive ratio below a given factor depending solely on the resource costs. Second, we show that, when guided by carefully modified cost functions, the greedy algorithm achieves a competitive ratio matching this lower bound and thus is optimal. Finally, we show how to compute such modified cost functions in polynomial time.

Keywords and phrases:
Online Algorithms, Competitive Ratio, Algorithmic Game Theory, Greedy Algorithms, Congestion Games
Category:
APPROX
Copyright and License:
[Uncaptioned image] © Miriam Fischer, Dario Paccagnan, and Cosimo Vinci; licensed under Creative Commons License CC-BY 4.0
2012 ACM Subject Classification:
Theory of computation Online algorithms
; Mathematics of computing Mathematical optimization ; Theory of computation Algorithmic game theory
Acknowledgements:
We thank the reviewers for valuable comments and suggestions.
Funding:
This work is partially supported by: a Google DeepMind Scholarship awarded to Miriam Fischer; the PNRR MIUR project FAIR – Future AI Research (PE00000013), Spoke 9 – Green-aware AI; MUR – PNRR IF Agro@intesa; the Project SERICS (PE00000014) under the NRRP MUR program funded by the EU – NGEU; GNCS-INdAM.
Editors:
Alina Ene and Eshan Chattopadhyay

1 Introduction

In this work, we study optimization problems with congestion effects. These are cost minimization problems where the goal is to allocate resources to tasks, and the cost suffered by the system grows with the amount of tasks assigned to each resource. This fundamental class of problems is ubiquitous, including celebrated classes of problems such as load balancing [4, 43, 32, 16], social cost minimization in congestion games [40, 35, 25], online virtual circuit routing [3, 31], as well as energy-efficient algorithm design [1, 2], for which we now have a comprehensive picture of the achievable performances and fundamental algorithmic barriers.

However, while much of the existing literature focuses on offline settings, real-world decisions often need to be taken sequentially, with no access to future information, and irrevocably. For these reasons, we are interested in an online setting, where tasks arrive sequentially and resources need to be allocated on the fly. In this context, one measures the quality of a given algorithm over a class of inputs through the notion of competitive ratio [42, 27]. The latter represents the worst-case ratio between the cost achieved by the given algorithm and the optimal cost of an offline algorithm with complete knowledge of the input ahead of time. The goal is then to design an algorithm that minimize such measure of inefficiency.

In this work we settle this problem and develop algorithms that are optimal in the sense that they achieve minimal competitive ratio. We do so by developing a greedy algorithm that is guided in its search by an auxiliary cost function that, crucially, does not align with the cost one wishes to minimize in the first place.

We note that, prior to our work, results on the design of online algorithms for specialized subclasses of problems were given in [4, 16, 15] for the widely-studied class of load balancing problems. Within this setting, these works analyze the performance of standard greedy algorithms whose decisions are guided by the original cost function, rather than by general auxiliary functions, as in our more general algorithmic framework. However, their approach has been shown to be optimal only for specific settings, such as those involving polynomial resource cost functions and weighted tasks. The design of optimal online algorithms for other settings, such as those involving unweighted tasks and/or potentially more general cost functions than polynomials, remains an open problem - see the first paragraph of Section 1.1 for further details. In this respect, our work resolves a number of open questions, e.g., by providing the optimal competitive ratio, and improves upon previous design, e.g., by developing a general algorithmic framework applicable to a variety of settings with strong guarantees of both optimality and computational efficiency. At the same time, we highlight that the results we provide apply well-beyond the class of load balancing problems and extend to general resource cost functions. We are not aware of optimal algorithms at this level of generality. As for offline counterparts of the problem we consider, our work connects with the contributions of [33] and [25], which provide tight polynomial time algorithms for optimization problems with diseconomies of scale, and for minimizing social cost in congestion games. Our work settles a similar question to those of the above-cited papers but, crucially, in the online setting.

Finally, we highlight that our results can also be interpreted under a game-theoretic lens, wherein greedy agents appear online, and one is tasked with introducing interventions, in the form of incentives or taxes, to steer their behavior and reduce the resulting cost. In this context, our work provides a recipe to compute online optimal interventions, i.e., interventions that minimize the inefficiency of the resulting allocation. Indeed, the auxiliary cost functions we design for the greedy algorithm can be leveraged to define incentives or taxes to influence the agents’ behavior. This is discussed in detail in Section 6.

Our contribution and techniques

Our work settles the problem of designing optimal algorithms for online optimization problems with congestion effects. Three technical contributions support this claim.

  • First, we provide a lower bound on the competitive ratio of any online algorithm. This lower bound provides an insurmountable barrier on the achievable performance and, interestingly, depends only on the class of resource costs used, e.g., polynomials. We obtain this result for any class of non-decreasing and non-negative cost functions.

  • Second, we show that, for strictly convex cost functions, the greedy algorithm (guided by carefully modified cost functions) achieves a competitive ratio matching this lower bound and thus is optimal.

  • Third, we give a constructive approach to compute the modified cost functions to be used by the greedy algorithm, through poly-time solvable linear programs. In particular, we give an explicit construction for the case of polynomial resource costs.

Before discussing our techniques, we highlight that, while optimal, the algorithm we propose is easily and efficiently implementable. In fact, the modified cost functions employed by the greedy algorithm do not need to be computed online but can instead be evaluated offline. This aspect is important as it ensures that the online component of the algorithm incurs small computational cost, consisting in the use of a simple greedy algorithm with respect to the previously computed modified costs.

Techniques.

Our work utilizes a mix of combinatorial and duality-based ideas. Regarding the lower bound, perhaps interesting is the fact that the instance we construct features resources with identical cost functions, thus implying that the fundamental barrier we obtain on the achievable competitive ratio is very strong, as it applies already in simple settings such as that of online load balancing problems – see first paragraph of Section 1.1 for further details. The core idea in deriving our lower bound is to make the constructed instance algorithm-dependent in a way so that tasks arrive in groups. Within each group, any possible allocation of tasks to resources is constructed to incur the same cost, so that no online algorithm can distinguish between the quality of one allocation from another.

Designing an optimal algorithm with matching upper bound requires, instead, a different line of work. We follow here a three-pronged approach. First, we leverage linear programming to tightly evaluate the competitive ratio of the greedy algorithm with respect to a-priori given costs, though in a setting where such costs need not coincide with the objective we wish to minimize. Second we utilize linear programming duality to design optimal costs, i.e., costs that, once employed by greedy, minimize the competitive ratio. Third, we show that the optimal value of such linear program matches the lower bound previously found. Finally, as the resulting linear programs contain infinitely many constraints, we show how only finitely many of them can be considered to provide an explicit construction of the modified costs.

1.1 Related work

Our work relates to a number of research streams, which we review in the following paragraphs.

Online load balancing.

In online load balancing problems, tasks arrive sequentially over time, and the decision maker needs to schedule on the fly each individual task to a single machine from a given set of machines, so as to minimize the long-term cost incurred (typically measured by the p-norm of the machine loads or, in a closely related formulation, by polynomial resource cost functions). This is a well-studied area, starting with the works of [4, 5, 6] and various follow-up contributions, e.g., [10, 15, 16, 19, 36, 43]. In the weighted version of load balancing, the increase in cost that a task causes to a resource depends on a task-specific weight. For this setting, a specialized greedy algorithm has been shown to guarantee the best competitive ratio when the resource cost functions are restricted to polynomials [15, 36]. However, such an optimality guarantee does not apply to more general cost functions or to the unweighted version of the problem (where all task weights are unitary, and thus potentially allow a lower competitive ratio), which, as will be clear from Section 2, belongs to the class of online optimization problems studied in this manuscript. In such unweighted settings, the works of [10, 16, 19, 22, 43] provide upper and lower bounds for specialized classes of online algorithms. Contrary to that, our work settles the general question of designing optimal online algorithms and deriving fundamental barriers, in the form of tight lower bounds, to which any online algorithm is subject and which depend only on the considered class of resource cost functions.

Perhaps interestingly, the instance we construct to lower bound the competitive ratio for the broader class of optimization problems with congestion effects, is also an instance of online load balancing problems, thus giving a tight answer for this smaller, but important, class too.

Online congestion games.

The setup considered in online congestion games is similar to that of online load balancing problems, with the crucial difference that individual tasks (referred to as agents in that literature) may require more then one resource for their completion. This class of problems is subsumed, too, by the broader class of online optimization problems we study in this work, motivating the ensuing comparison. Most of the literature in online congestion games has focused on providing performance certificates, in the form of competitive ratios, for fixed classes of online algorithms, notably greedy algorithms [4, 8, 9, 10, 15, 16, 19, 22, 29, 43, 44]. Specifically, for linear latency functions (see Section 4 for its definition), [19] and [9] provide a tight competitive ratio of (ϕ+1)2ϕ4.236, where ϕ=1+52 is the golden ratio. For quadratic and cubic latency functions, [8] provides upper bounds of approximately 37.589 and 527.323, respectively. A general lower bound of (d+1)d+1 is given by [22] for polynomial latency functions of degree d, while upper bounds for the same setting are shown in [29]. The above-mentioned works analyze the performance of greedy algorithms utilizing the original cost function. Instead, in this work we provide tight lower bounds that hold for any online algorithm, and further show that one can achieve such tight lower bound by judiciously modifying the cost function used by the greedy algorithm. To the best of our knowledge, lower bounds that apply to any online algorithm were previously only known for linear latency functions [26]. Our work not only improves upon the lower bound in [26, Proposition 4.4] by a factor of 2, but - more importantly - provides lower bounds for arbitrary classes of non-negative and non-decreasing latency functions. Finally, we highlight that, while [11] seemingly improves on the performance achieved by the above-cited works, their algorithm requires a priori knowledge of an optimal allocation and of the full instance. As such, their results are not applicable in an online setting.

Offline optimization problems with congestion effects.

Offline versions of the problem we consider have been well studied, both under the umbrella of optimization problems (or generalized network design problems) with diseconomies of scale [33, 21] and under that of minimum social cost in congestion games [25]. While there is significant work in both these domains including [35, 2], notable are the works of [33, 21, 25], which provide polynomial time algorithms with optimal approximation and matching lower bounds, and apply these results to a variety of relevant cost functions, including polynomial ones. Our work settles a similar question to that of the above-cited papers, but crucially, in the online setting.

Online optimization.

Finally, we would like to highlight that our work focuses on developing online algorithms in the spirit of competitive analysis [13, 14, 23], i.e., in a setting where one compares the performance of the algorithm at hand with that of an offline optimal algorithm with complete knowledge of the future instance. While connected, this approach differs significantly from other types of analysis performed in online settings, e.g., the extensive line of work on no-regret algorithms [41, 34].

Organization of the manuscript

The remainder of the manuscript is organized as follows. In Section 2, we present the model. In Section 3, we provide a lower bound on the competitive ratio of any online algorithm. In Section 4, we introduce a greedy algorithm that employs modified cost functions, and show that this algorithm achieves best-possible competitive ratio among all online algorithms. In Section 5, we address the efficient computation of such modified cost functions. Finally, in Section 6, we outline connections with Game Theory and, specifically, how our results can be applied to the design of optimal interventions in congestion games. All omitted results and proofs are deferred to the appendix.

2 Problem formulation

We consider an online version of a classical cost minimization problem that involves resource selection and congestion, referred to as online optimization with congestion effects. With regards to notation, denotes the set of natural numbers, 0 denotes the set of natural numbers including zero, and given an integer n, [n] denotes the set {1,,n} and [n]0 the set {0,1,,n}. In a specific instance of this setting, we are given a fixed set of resources , while individual tasks arrive at discrete time steps t[T], each with a feasible set 𝒜t2{} containing collections of resources needed to complete such task. The length of the time horizon T is unknown in advance and, for simplicity, we identify each task with the time step t at which it arrives. At each time step t, the decision maker needs to irrevocably assign the corresponding task to a non-empty collection of resources from the set 𝒜t, which we denote with at𝒜t. We refer to the collection of resources at to which task t is assigned as the action for task t, and 𝒜t denotes the set of admissible actions for task t. An allocation a=(a1,,aT) specifies the resources allocated to each task throughout the whole horizon. Each resource r is associated with a non-negative and non-decreasing cost function cr(xr):00, with cr(0)=0 and cr(x)>0 for x>0111For our purposes, the assumption that cr(x)>0 for x>0 is without loss of generality. Indeed, it can be shown that if this condition does not hold, the competitiveness of online solutions become arbitrarily bad (see Remark 15 in the appendix for further details)., that relates the number of tasks assigned to each resource r (in a given allocation) to the cost incurred by r due to the assignment. An example of a well-studied cost functions is that of polynomials with non-negative coefficients and maximum degree d. The total cost incurred at the end of the time horizon and associated to the allocation a=(a1,,aT) is then obtained by summing the costs experienced over all resources, i.e.,

C(a)=rcr(|a|r)

where |a|r|{t[T]:rat}| denotes the congestion of resource r in a, that is, the number of tasks assigned to resource r, under allocation a.

In this work, we are interested in developing online algorithms that minimize the total cost. Specifically, an online algorithm Alg acting on instance I=(,{cr}r,{𝒜t}t=1T) is a map that irrevocably and deterministically222We focus in this work on deterministic algorithms. associates to each time/task t a feasible action at𝒜t solely using information available up to that time, i.e., solely using knowledge of , {cr}r and of the previous decisions {a1,,at1}. We denote the allocation (a1,,aT) generated by algorithm Alg as Alg(I). Finally, we evaluate the quality of an online algorithm by considering its competitive ratio, that is, the worst-case ratio between the cost achieved by this algorithm and the optimal cost that could have been achieved by an algorithm that minimizes the cost C(a) with complete knowledge of the instance ahead of time. Formally, given a class of input instances , the competitive ratio of algorithm Alg is defined as

supIC(Alg(I))C(Opt(I)),

where Opt(I) denotes an optimal offline solution, i.e., Opt(I)argmina𝒜1××𝒜TC(a).

In this work we aim at designing algorithms that minimize such competitive ratio, i.e., whose corresponding cost is as close as possible to that of an offline optimal solution. In our analysis, we will often consider classes of instances that are generated using resource costs taken from a given set of resource cost functions 𝒞, e.g., polynomials. These are instances where each resource cost cr belongs to the given set 𝒞. From now on, we implicitly assume that all sets 𝒞 of cost functions under consideration, by default, satisfy the properties stated at the beginning of the section (e.g., non-negativity and non-decreasing monotonicity); additional assumptions (e.g., strict convexity) will be specified explicitly. Interesting sub-classes of the model are given by load balancing instances, where each feasible action in 𝒜t contains a single resource, and instances with identical resources, where all resources have the same cost function, i.e., cr=cr for all r,r.

3 Lower Bound on Competitive Ratio

In this section, we provide a lower bound on the competitive ratio of any online algorithm, parametrized by the class of resource costs 𝒞 utilized in constructing the instances. Towards this goal, given a cost function c𝒞, it is instrumental to introduce

𝖢𝖱(c)supy0sup(x0,,xy)y+1i=0yc(i)1xih=1ixhxh+1+c(y+1)h=1yxhxh+1i=0yc(xi)1xih=1ixhxh+1. (1)

As will become apparent later, 𝖢𝖱(c) arises from the lower bound instance used in the proof of Theorem 1. We observe that 𝖢𝖱(c)1, since setting y=0 and (x0)=(1) in the right-hand side of (1) yields 1, regardless of the choice of the cost function c. The following theorem constitutes our first main result. It shows that no online algorithm can achieve a competitive ratio below supc𝒞𝖢𝖱(c).

Theorem 1.

For an arbitrary class 𝒞 of cost functions, no online algorithm can achieve a competitive ratio over instances generated by 𝒞 below supc𝒞𝖢𝖱(c). This result also holds when restricting to load balancing instances with identical resources.

Proof.

We will show that, for any fixed cost function c𝒞 and online algorithm Alg, there exists a load balancing instance I where all cost functions are identically equal to c and such that C(Alg(I))C(Opt(I))𝖢𝖱(c). By taking the worst case over c𝒞, it follows that supc𝒞𝖢𝖱(c) provides a lower bound on the competitive ratio of any online algorithm over load balancing instances with identical resources and cost functions drawn from 𝒞. One then concludes by observing that such a lower bound applies directly to optimization problems with congestion effects, as these form a superset of the set of load balancing instances considered.

Fix a cost function c𝒞, and an online algorithm Alg. To prove the claim, we design an instance constructed adversarially with respect to any choice made by Alg at each task’s arrival, aiming to obtain an allocation with the highest possible cost. Specifically, for a given y0 and a sequence (xh)h[y]0 of y+1 positive integers, let I=I(y,(xh)h[y]0,c,Alg)=(,{cr}r,{𝒜t}t=1T) be a load balancing instance defined as follows:

  • Resources and Cost Functions: Let p:=h=0yxh. is a set of ph=0yxh+1xh=h=0y(xh+1) distinct resources. The cost function cr of each resource r is identically equal to c.

  • Time Horizon: Given i[y+1], let qi:=ph=iyxh+1xh; we observe that, by the choice of p, || and each qi are integers. We set T:=i=1y+1qi. We partition the set of time-steps/tasks [T] into y+1 sets Q1,,Qy,Qy+1 of consecutive time steps, where each Qi is defined as {1+j=1i1qj,,j=1iqj} (i.e., Qi is made of qi consecutive time steps).

  • Tasks and Actions: According to the definitions of Q1,,Qy+1, the algorithm Alg first processes all the tasks in Q1, then all the tasks in Q2, and so forth. As the instance is of load balancing type, we can characterize the feasible set of actions 𝒜t for each task t as 𝒜t={{r}rt}, for a given set t of singletons to which each task t can be assigned, constructed as follows. Given i[y+1] and tQi, t is adversarially and iteratively defined, based on the decisions that the algorithm would take up to and including time t1. Specifically, for tQi, assuming that the algorithm has allocated the first t1 tasks, t consists of all resources which have a congestion of i1 at time t (that is, just before processing task t). This design procedure is feasible, as the considered online algorithm is deterministic, and its decision at time t is uniquely determined by the previous observations and decisions.

The following lemma exhibits some fundamental structural properties of the set of resources t to which each task t can potentially be assigned; notably, it shows that each t is non-empty and well-defined.

Lemma 2.

There exists a sequence of y+2 non-empty resource subsets 𝒮0,𝒮1,,𝒮y+1, with =𝒮0𝒮1𝒮y+1 and |𝒮i|=|Qi|=qi for any i[y+1], such that Alg assigns distinct tasks tQi to distinct resources r𝒮i in a one-to-one correspondence. Furthermore, for any i[y+1] and task tQi, t consists of all the resources in 𝒮i1 to which no task in Qi has been previously assigned by Alg.

The proof of the above lemma directly follows from the iterative and adversarial definition of each t; in particular, it holds since, for any i[y+1] and time step tQi, there always exists at least a resource in 𝒮i1 having congestion i1 at time t, to which task t can be assigned. Figure 1 represents an example of input instance I, along with the application of Lemma 2.

Figure 1: An example of an input instance I with y=2 and (x0,x1,x2)=(1,5,3) derived from a given online algorithm Alg, along with the allocation aAlg returned by the algorithm (upper figure) and the benchmark allocation a~ (lower figure). In both the upper and lower figures, the indexes along the x-axis represent the (x0+1)(x1+1)(x2+1)=48 resources in . Each square labeled with i[y+1]={1,2,3} in the upper (resp. lower) figure represents a distinct task of Qi, and its position on the x-axis indicates the resource to which it is assigned in aAlg (resp. a~). The set t of feasible resources for each task t[T][59] is defined iteratively and adversarially as follows: the first task of Q1 can potentially be assigned to each resource of 𝒮0=, and all subsequent tasks of Q1 can potentially be assigned to each resource of 𝒮0 to which no task in Q1 has been previously assigned by Alg; then, the first task of Q2 can potentially be assigned to each resource of 𝒮1 (resources 25 to 48), and all subsequent tasks of Q2 can potentially be assigned to each resource of 𝒮1 to which no task in Q2 has been previously assigned by Alg; finally, the above reasoning extends to Q3.
The upper figure represents the allocation aAlg returned by Alg. Alg assigns all tasks in Q1,Q2,Q3 to the resources in 𝒮1 (resources 25 to 48), 𝒮2 (resources 29 to 48), 𝒮3 (resources 34 to 48), respectively, in a one-to-one-correspondence. At the end of the execution of Alg, the congestion of each resource in the obtained allocation aAlg is given by the number of labeled squares (i.e., tasks) in the column corresponding to that resource. Specifically, each resource in 𝒮0𝒮1 (resources 1 to 24), 𝒮1𝒮2 (resources 25 to 28), 𝒮2𝒮3 (resources 29 to 33) and 𝒮3 (resources 34 to 48) has congestion 0,1,2 and 3 (under aAlg), respectively.
The lower figure represents the benchmark allocation a~. Specifically, xi tasks of Qi are assigned to each resource in 𝒮i1𝒮i. The congestion of each resource in allocation a~ is again represented by the number of labeled squares in the column corresponding to that resource. Specifically, each resource in 𝒮0𝒮1, 𝒮1𝒮2, 𝒮2𝒮3 and 𝒮3 has congestion 1,5,3 and 0 (under a~), respectively.

By exploiting Lemma 2 and the related notation, we can also efficiently characterize the total cost of the allocation returned by algorithm Alg, along with the resulting competitive ratio. Let aAlg:=Alg(I) denote the allocation returned by Alg. We observe that, for any i[y+1]0, the congestion of each resource in 𝒮i𝒮i+1 is equal to i, where we set 𝒮y+2:=. Indeed, by Lemma 2, each resource in 𝒮1𝒮0= first receives a task, followed by each resource in 𝒮2𝒮1, and so on. Consequently, since =𝒮0𝒮1𝒮y+1𝒮y+2=, by the end of the algorithm, every resource in 𝒮i𝒮i+1 is used by exactly i tasks. Then, the total cost achieved by aAlg is

C(aAlg)=i=0y+1c(i)|𝒮i𝒮i+1|=i=1yc(i)pxih=i+1yxh+1xh+pc(y+1),

where the last equality holds by |𝒮i𝒮i+1|=|Qi||Qi+1|=qiqi+1=ph=iyxh+1xhph=i+1yxh+1xh=pxih=i+1yxh+1xh for i[y]0, and |𝒮y+1𝒮y+2|=|𝒮y+1|=p.

Now, let a~ denote the allocation that, for any i[y+1], uniformly distributes all qi tasks of Qi over all resources in 𝒮i1𝒮i; a~ will be used as benchmark to measure the performance of aAlg. As a consequence of Lemma 2, 𝒮i1𝒮it is valid for any i[y+1] and task tQi (i.e., each task in Qi can potentially be assigned to each resource in 𝒮i1𝒮i), and then a~ effectively represents a feasible allocation. Figure 1 represents the allocations aAlg and a~ in an example input instance I. Then, the congestion of each resource in 𝒮i1𝒮i under allocation a~ is qi|𝒮i1𝒮i|=ph=iy(xh+1)/xh(p/xi1)h=iy(xh+1)/xh=xi1. Thus, the total cost of allocation a~ is

C(a~) =i=1y+1c(xi1)|𝒮i1𝒮i|=i=0yc(xi)|𝒮i𝒮i+1|=i=0yc(xi)pxih=i+1yxh+1xh,

where, in the second equality, we have shifted the index i by one. By exploiting the values of C(aAlg) and C(a~) determined above, we conclude that the competitive ratio of algorithm Alg, when applied to instance I, is

C(Alg(I))C(Opt(I)) C(aAlg)C(a~)=i=1yc(i)pxih=i+1yxh+1xh+pc(y+1)i=0yc(xi)pxih=i+1yxh+1xh
=i=1yc(i)1xih=1ixhxh+1+h=1yxhxh+1c(y+1)i=0yc(xi)1xih=1ixhxh+1, (2)

where the last equality in (2) is obtained multiplying by 1ph=1yxhxh+1 both numerator and denominator of the fraction in the previous line. Taking the worst case over y0 and (xh)h[y]0y+1, one immediately obtains the expression of 𝖢𝖱(c), and thus concludes. Theorem 1 can be applied to quantify lower bounds for specific classes of resource costs, such as polynomials.

Corollary 3.

No online algorithm can achieve a competitive ratio lower than (d+1)d+1, over instances generated by polynomial resource costs of maximum degree d+1, with d0. This result also holds when restricting to load balancing instances with identical monomial cost functions c(x)=xd+1.

The proof of the above corollary is deferred to Appendix A.

4 Optimal Competitive Ratio via Modified Greedy Algorithms

In Section 3 we show that the efficiency of online algorithms cannot exceed a certain barrier, established by the lower bound of supc𝒞𝖢𝖱(c) on their competitive ratio, when cost functions are drawn from 𝒞. Thus, it is interesting to ask a complementary question: does there exist an online algorithm whose competitive ratio matches this bound? Despite the fact that the class of instances used to obtain the lower bound supc𝒞𝖢𝖱(c) is rather complex, in this section we show, perhaps surprisingly, that a simple greedy algorithm relying on carefully defined cost functions to evaluate the greedy moves guarantees a competitive ratio matching this lower bound and is therefore optimal.

In the remainder of the paper, instead of working directly with cost functions cr, it will be often convenient to work with their rescaled version, referred to in the literature as latency functions. Specifically, the latency function r associated with cr is defined by rcr(x)/x for any x, where we set r(0)0 for convenience. Here, r can be interpreted as the cost of resource r per task, assuming such a cost is equally shared among the tasks assigned to it. Within this setting, the standard greedy algorithms process tasks sequentially and irrevocably, and assign each task t[T] to the action at minimizing the overall latency r:ratr(|(a1,,at1)|r) of task t, e.g., [19], or the total cost r:ratcr(|(a1,,at1)|r), e.g., [4]. The greedy algorithms we consider in this work are instead more general than the previous ones and work as follows. Let LT be a latency transformation, that is, a map that associates the original latency function r:0 of resource r with a (possibly) modified one ^r:0. In this work, we consider a greedy algorithm with respect to modified latency functions derived from LT. Specifically, we consider a greedy algorithm employing latency functions ^r:=LT(r) in place of the original latency functions r, and assigning each task t to the action at minimizing the overall modified latency rat^r(|(a1,,at1)|r) of task t.333We assume that ties are resolved according to an arbitrary deterministic tie-braking rule.

A pseudo-code of the greedy algorithm with modified latency functions is given in Algorithm 1.

Algorithm 1 Greedy Algorithm with Modified Latency Functions.

As the main result of this section, we show that the greedy algorithm with modified latency obtained from the solution of a specific linear program (LP) provides a competitive ratio that matches the lower bound provided in Theorem 1, when the considered cost functions satisfy a very mild convexity requirement. In the following we discuss our three-step approach to achieve this goal, and then state the main result in Theorem 7.

First, for a given cost function c, consider the following infinite LP in the variables (λ,(^(y))y), denoted as LP(c):

infλ,(^(y))yλs.t.λc(x)c(y)j=1y^(j)+x^(y+1)x,y0^(y+1)^(y),^(y)0y LP(c)

Equipped with this linear program, Lemma 4 establishes that the greedy algorithm employing the latency transformation LT has a competitive ratio no higher than λ when the input instance has cost functions in 𝒞, so long as λ is simultaneously feasible for all the above LPs, i.e., for LP(c), for all c𝒞. As becomes evident in the proof of Lemma 4, LP(c) arises from imposing the greedy choice on each task, compared to any other choice.

Second, under mild convexity assumptions on the resource costs, Lemma 6 shows that, by appropriately choosing a specific latency transformation LT, the value λ=supc𝒞𝖢𝖱(c) simultaneously satisfies all LPs. Third, and final, by putting Lemma 4 and 6 together, Theorem 7 shows that the competitive ratio of the greedy algorithm associated with LT is at most λ=supc𝒞𝖢𝖱(c). This implies that 𝖢𝖱(c) is a tight bound on the optimal competitive ratio and the algorithm we have designed is optimal.

Lemma 4.

Let λ0 and LT be a latency transformation such that (λ,^), with ^=LT() and (x)=c(x)/x, is feasible for LP(c), for all c𝒞. Then, the competitive ratio of the greedy algorithm over instances generated by 𝒞 with modified latency functions ^ is at most λ.

Proof.

Let I=(,{cr}r,{𝒜t}t=1T) be a given input instance with cost functions in 𝒞, such that each pair (λ,^r) with ^r=LT(r) is feasible for any r. Let aGr=(a1Gr,,aTGr) and a~=(a~1,,a~T) be the allocation of the greedy algorithm with modified latency functions ^r=LT(r) and any other allocation at the end of the time horizon, respectively. Denote with yr=|aGr|r and xr=|a~|r the congestion of resource r in allocations aGr and a~, respectively.
As λc(x)c(y)t=1y^(t)+x^(y+1) for all x,y, it specifically holds for xr,yr, for any resource r. Thus, summing over all resources, we obtain

rλc(|a~|r)rc(|aGr|r)rj=1|aGr|r^(j)+r|a~|r^(|aGr|r+1).

As rc(|a~|r)=C(a~) and rc(|aGr|r)=C(aGr), showing that r|a~|r^(|aGr|r+1)rj=1|aGr|r^(j)0 suffices to conclude, as then λC(a~)C(aGr)rj=1|aGr|r^(j)+r|a~|r^(|aGr|r+1)C(aGr) and λC(aGr)C(a~) follows.

Let |aGr|r,t=|(a1Gr,,atGr)|r|{j[t]:rajGr}| denote the congestion of resource r up to and including time step t, when employing the greedy algorithm with modified latency functions ^r. Observe that the action atGr according to the greedy algorithm at time step t minimizes the sum of the modified latency functions of the corresponding resources up to and including time step t. Thus, atGrargmina𝒜tr:rat^r(|aGr|r,t1+1) and, for any other action a~t, it holds that r:ra~t^(|aGr|r,t1+1)r:ratGr^(|aGr|r,t1+1).

Aggregating 0r:ra~t^(|aGr|r,t1+1)r:ratGr^(|aGr|r,t1+1) over all time steps, we obtain

0 t=1T(r:ra~t^(|aGr|r,t1+1)r:ratGr^(|aGr|r,t1+1))
=t=1T(r:ra~t^(|aGr|r,t1+1)r:ratGr^(|aGr|r,t))
t=1T(r:ra~t^(|aGr|r+1)r:ratGr^(|aGr|r,t))
=r|a~|r^(|aGr|r+1)rj=1|aGr|r^(j)

and the second inequality follows as ^(x+1)^(x) for all x and |aGr|r|aGr|r,t for all t[T].

 Remark 5.

We observe that the optimal value of each LP(c) is at least 1. Specifically, by leveraging the condition ^(2)^(1) in the constraint corresponding to (x,y)=(1,1), we obtain LP(c)1. Furthermore, if c is a non-negative linear function of the form c(x)=αx, the optimal value of LP(c) is λ=1, which can be trivially achieved by setting ^(x)=α for all x. Thus, in light of Lemma 4, linear functions with non-negative coefficients can be regarded as dummy functions that do not influence the analysis of (the upper bound on) the competitive ratio. Consequently, they can be excluded from the considered class 𝒞 without loss of generality.

From this point onward, the results we obtain hold under very mild convexity assumptions on the considered cost functions. Specifically, we consider strictly convex latency functions, meaning they satisfy condition c(h+1)c(h)>c(h)c(h1) for any h. We note that this requirement is broad enough to encompass most functions of interest, including polynomials, exponentials, polylogarithms, and many others. In fact, these functions are either strictly convex or linear, and the latter type can be discarded from our analysis without loss of generality (by Remark 5).

Lemma 6.

Let 𝒞 be a class of strictly convex cost functions. Then, if supc𝒞𝖢𝖱(c)<, there exists a latency transformation LT such that (λ,^), with λ=supc𝒞𝖢𝖱(c), ^=LT(), and (x)=c(x)/x, is feasible for LP(c), for all c𝒞.

Proof.

Given c𝒞, let λ(c)𝖢𝖱(c)<. To show the claim, it will be sufficient to show that λ(c) is feasible for LP(c), for any c𝒞. Indeed, by setting λ:=supc𝒞λ(c), the claim of the lemma follows. From this point onward, the proof of the lemma can be divided into two main parts, which we outline below:

Part 1: Consider the following linear program with infinite constraints and variables (L^(y))y0, derived from the linear program LP(c) by setting L^(y)j=1y^(j) for any y0, removing the monotonicity constraints and imposing L^(y)c(y) for any y:

infλ,(L^(y))y0λs.t. λc(x)c(y)L^(y)+x(L^(y+1)L^(y))x,y0L^(0)=0,L^(y)c(y)y. LP2(c)

Let (L^(y))y0 be the sequence of values iteratively defined by L^(0)0 and

L^(y+1)minxλ(c)c(x)c(y)+(x+1)L^(y)xy0, (3)

where the above minimum is well-defined as the right-hand part of (3), which can be written as λ(c)c(x)x+L^(y)+L(y)c(y)x, goes to infinite for x, due to the strict convexity of c and λ(c)=𝖢𝖱(c)1. By exploiting the iterative definition of L^(y) for all y and the definition of λ(c)=𝖢𝖱(c), we show that (λ(c),L^) is a feasible solution for LP2(c).

Part 2: Let (λ(c),^) be the pair obtained from the previous solution of LP2(c), by setting ^(y+1)L^(y+1)L^(y) for any y0. By exploiting the feasibility of (λ(c),L^) for LP2(c), we show that (λ(c),^) is also a feasible solution for the linear program LP(c).

Proof of Part 1 of Lemma 6.

Given x,y0, let constL^(x,y) denote the constraint associated with (x,y) in LP2(c). We will first show that the solution (λ(c),L^), with L^ determined iteratively from (3), is feasible for LP2(c). We observe that each constraint constL^(x,y) can be written as λc(x)c(y)+(x+1)L^(y)xL^(y+1). Thus, the solution (λ,L^) provided in (3) satisfies all constraints constL^(x,y) with x and y0.

It remains to show that L^(y)c(y) holds for any y. As outlined in the observation below (3), for any y0 there exists xy that minimizes the right-hand side of (3), that is,

L^(y+1)=λ(c)c(xy)c(y)+(xy+1)L^(y)xy. (4)

By using (4), one can show by induction that

L^(y+1)=λ(c)(i=0yc(xi)xih=i+1yxh+1xh)(i=0yc(i)xih=i+1yxh+1xh),y0 (5)

(see Lemma 11 in the appendix for a proof).

Thus, for any y0, we get

L^(y+1)c(y+1)i=0yc(xi)xih=i+1yxh+1xh =λ(c)i=0yc(i)xih=i+1yxh+1xh+c(y+1)i=0yc(xi)xih=i+1yxh+1xh
=𝖢𝖱(c)i=0yc(i)xih=1ixhxh+1+c(y+1)h=1yxhxh+1i=0yc(xi)xih=1ixhxh+10,

where the first equality holds by (5), the second equality is obtained by using λ(c)=𝖢𝖱(c) and dividing both the numerator and denominator of the fraction by h=1yxhxh+1, and the last inequality follows from the definition of 𝖢𝖱(c) (see (1)). The above inequalities imply L^(y+1)c(y+1)0 for any y0, that is, the constraint L^(y)c(y)0 of LP2(c) is satisfied for any y. This shows the feasibility of (λ(c),L^) for LP2(c), and concludes the proof of Part 1.

Proof of Part 2 of Lemma 6.

Let (λ(c),^) be the pair obtained by setting ^(y+1)L^(y+1)L^(y) for any y, that is, L(y+1)=j=1y+1^(j). Given x,y0, let const^(x,y) denote the constraint in LP(c) associated with (x,y). By the results obtained in the proof of Part 1, we have that all constraints const^(x,y) with x0 are satisfied. Thus, to prove the feasibility of (λ(c),^) for LP(c), it remains to show that const^(0,y) is satisfied for any y0 and that the monotonicity constraints ^(y+1)^(y) hold.

We observe that j=1y^(j)=L^(y)c(y) holds for any y, where the inequality follows from the feasibility of the last constraint of LP2(c) (shown in Part 1). As the obtained inequality is equivalent to const^(0,y) for (λ,^)=(λ(c),^), we have that const^(0,y) is satisfied by (λ(c),^).

Now, we show that the monotonicity constraints ^(y+1)^(y) hold. Assume by contradiction that there exists y0 such that ^(y+1)<(y). Let (xy)y denote the sequence of integers defined in the proof of Part 1, that is, the sequence satisfying (4). By the convexity of cost function c, the tightness of constraints constL^(xy,y) (by (4)) and the feasibility of constL^(x,y) for any x, one can show that ^ is decreasing in yy. The proof of this property is deferred to Lemma 12 in Appendix B, and is shown by induction on yy.

Then, by exploiting the strict convexity of c and the decreasing monotonicity of (y) in yy we have that, under solution (λ(c),^), the right-hand side of const^(1,y) tends to for y tending to (see Lemma 13 in Appendix B). However, this violates the feasibility of (λ(c),^) for a constraint const^(1,y) with a sufficiently large y, thus yielding a contradiction.

Thus, (y) is necessarily non-decreasing in y, which concludes the proof of Part 2, and therefore the entire proof of Lemma 6.

By Lemma 6, we conclude that there exists a latency transformation LT such that the resulting modified latency functions ^, associated with cost functions in 𝒞, ensure the feasibility of λ=supc𝒞𝖢𝖱(c) in the linear program LP(c) for all c𝒞. Then, by Lemma 4, we obtain the following main result of the section:

Theorem 7.

Let 𝒞 be a class of strictly convex cost functions. Then, there exists a latency transformation LT such that supc𝒞𝖢𝖱(c) is an upper bound on the competitive ratio of the greedy algorithm with modified latencies derived from LT, over instances with cost functions drawn from 𝒞.

5 Computing modified cost functions

While the result in Theorem 7 is existential, its proof suggests that optimal modified cost functions can be computed through the solution of LP(c). However, this is an infinite linear program so that it is unclear how such modified cost functions should be computed, and whether their computation can be carried out efficiently. This will constitute the focus of this section, which we divide in two parts. First, we will consider the case where an upper bound on the total congestion on each resource is known (Section 5.1). We will then move beyond this case in Section 5.2.

5.1 Upper bound on congestion

If an upper bound m¯ on the total congestion at any resource is known, for example because we are aware of the maximum number of tasks appearing, it is possible to limit the number of constraints appearing in LP(c) to finitely many, specifically by considering constraints for x,ym¯ only. This intuition is made formal in the ensuing corollary.

Corollary 8.

Consider the class of input instances obtained employing cost functions in 𝒞, and such that the total congestion on any resource is at most m¯. Let, for given c𝒞 and m¯, λ¯(c,m¯) be the optimal value of the linear program LP(c,m¯), and let λsupc𝒞λ¯(c,m¯). Then we can compute, in polynomial time, a latency transformation LT such that the greedy algorithm with modified latency functions derived from LT achieves a competitive ratio no greater than λ. Furthermore, if 𝒞 is made of strictly convex functions, the resulting competitive ratio is no greater than supc𝒞𝖢𝖱(c).

infλ,(^(y))y[m¯+1]λs.t.λc(x)c(y)j=1y^(j)+x^(y+1)x,y[m¯]0^(y+1)^(y)0y[m¯] (LP(c,m¯))
Proof.

Observe that, for given c𝒞 and m¯, LP(c,m¯) is feasible, as, for arbitrary ^ satisfying ^(y+1)^(y)0 and j=1y^(j)c(y) for all y[m¯] (the latter constraint equals the top constraint in LP(c,m¯) for x=0), we can find λ large enough such that the top constraint in LP(c,m¯) is satisfied for all x,y[m¯]0.
Let (λ¯(c,m¯),) be an optimal solution to LP(c,m¯).444The dependence of on c and m¯ is for sake of readability omitted. Observe that (λ¯(c,m¯),) is computable in polynomial time since it is the solution of a finite linear program. Denote λsupc𝒞λ¯(c,m¯). As λc(x)λ¯(c,m¯)c(x) and (λ¯(c,m¯),) is feasible for LP(c,m¯), so is (λ,). Let aGr be the allocation of the greedy algorithm with modified latency functions , and let a~ be any other allocation. By definition of the class of input instances, for any resource r, |aGr|r,|a~|rm¯. Thus, by considering the above restriction for each resource congestion in the proof of Lemma 4, we can immediately obtain that, given λ that is simultaneously feasible for all LP(c,m¯), λ is an upper bound on the competitive ratio - in other words, we obtain an equivalent statement of Lemma 4, but adapted to this case of bounded resource congestion. As we have already shown that (λ,) is feasible for each LP(c,m¯), it follows that λ is an upper bound on the competitive ratio.
If 𝒞 contains strictly convex functions only, suppose supc𝒞𝖢𝖱(c)<, otherwise the second statement is trivial. From the proof of Lemma 6, we know that λ=supc𝒞𝖢𝖱(c) is simultaneously feasible for each LP(c). Since λ is the optimal value for LP(c,m¯) for at least one c𝒞 and the feasible region of LP(c,m¯) contains that of LP(c), any value λ that is simultaneously feasible for each LP(c) must also be feasible for each LP(c,m¯). Therefore, supc𝒞𝖢𝖱(c)λ, and consequently, supc𝒞𝖢𝖱(c) is, just like λ, an upper bound on the competitive ratio.

A very well-studied class of problems is that where latency functions are polynomials with non-negative coefficients and degree no higher than d, i.e., extracted from the set {k=0dαkxk,αk0}. Note that, in these settings, it suffices to compute a modified latency for each individual monomial xk, k=0,,d as explained in general terms in the following remark. This allows to compute and store ahead of time the modified latency functions.

 Remark 9.

When the latency functions used to generate the instance are obtained from the set {k=0dαkbk(x),αk0}, i.e., they are linear combination of some given basis functions b0,,bd taking the form r(x)=k=0dαk,rbk(x), then the modified latencies ^r(x)=k=0dαk,rb^k(x), obtained by linearly combining b^k=LT(bk), as per Theorem 7, also achieve optimal competitive ratio. For details, we refer to Appendix C.

Notice that the transformation defined by LP(c,m¯) achieves a competitive ratio that depends on m¯ and may be strictly better than supc𝒞𝖢𝖱(c), converging to the latter as m¯ grows. Table 2 in Appendix D illustrates how such value increases with m¯ for polynomial latency functions with non-negative coefficients of varying maximum degree d.

5.2 No upper bound on congestion

Without an explicit upper bound on the total congestion or time horizon, it is unclear whether modified cost functions can be efficiently computed as the linear program LP(c) contains infinitely many constraints. To tackle this issue, we take the following approach. The idea is to fix some finite m¯, compute the modified resource costs up until m¯, by accounting for finitely many constraints only, and then extend the solution from m¯+1 to infinity with a carefully defined function. For this purpose, it is convenient to work with the sum of the modified latency functions, defined as L^(y)=j=1y^(j), where we let y range in 1,,m¯+2, instead of working directly with ^(y). Note that, given L^(y), one can reconstruct ^(y+1)=L^(y+1)L^(y) and similarly, given ^, one can compute L^ using the above definition. We investigate this approach for polynomial latency functions r(x)=k=0dαk,rxk with non-negative coefficients. For ease of readability, we present the approach for monomial latency functions xk. Using Remark 9, we easily obtain modified latency functions for general polynomials r(x)=k=0dαk,rxk with identical competitive ratio. Further, by Remark 5, we can disregard the constant monomial x0 (which has cost function c(x)=x), as ^(y)=1 (likewise, L^(y)=y) achieves competitive ratio equal to 1. Therefore, w.l.o.g., we consider latency functions {x1,,xd}, and for each given monomial xk consider the following (finite) linear program

(λk,L^k)arginfλ,(L^(y))y[m¯+2]0λs.t.λxk+1yk+1L^(y)+x(L^(y+1)L^(y))x,y[m¯]0L^(y+1)L^(y)L^(y)L^(y1)y[1,,m¯+1]L^(0)=0,L^(y)=βyk+1y{m¯+1,m¯+2},β=k+1. (6)

Here, the first set of constraints represents the constraints already appearing in LP(c), the second set of constraints ensures non-decreasingness of ^, while the third set imposes that the sum of the modified latencies L^(y) matches the monomial βyk+1 at the cut-off point y=m¯+1. This choice will be crucial as the monomial βyk+1 will be used to patch L^ for y=m¯+1 and beyond. Armed with this, we can state the main result of this section, which allows us to evaluate the competitive ratio of the resulting patched modified latency functions. Due to space limitations, we refer to the full version of the paper for the proof.

Theorem 10.

Consider the class of instances generated by polynomial latencies of degree no higher than d, i.e., where r(y)=k=0dαk,ryk. Consider modified latency functions obtained as ^r(y)=k=0dαk,rb^k(y), where b^k(y+1)=L^k(y+1)L^k(y) and

L^k(y)={L^k(y)fory[m¯]0βyd+1forym¯+1,whereβ=k+1. (7)

Then, the greedy algorithm employing such modified latencies achieves a competitive ratio no higher than

maxk[d]{λk,((m¯+2)d+1(m¯+1)d+1(m¯+1)d)d+1}.

By Lemma 14, limm¯((m¯+2)d+1(m¯+1)d+1(m¯+1)d)d+1=(d+1)d+1, hence the second term recovers the lower bound on the competitive ratio obtained in Corollary 3 in the limit.

The competitive ratio above is presented with the explicit choice β=d+1 for computing and patching L^. In principle, (7) can be computed for arbitrary β>1, as long as the same β is used in (6) as in the patched L^k. In that case we obtain, for fixed β>1, the bound λk(β)=max{λk(β),λkΔ(β)}, and

λkΔ(β)=((m¯+2)k+1(m¯+1)k+1(m¯+1)k)k+1β(ββ1)k[kk(k+1)k+1]. (8)

Although optimizing λk(β) over β may allow for slightly better competitive ratio, it is unclear how to do so efficiently and whether there exists an explicit expression of the optimal β. If m¯ is small, λkΔ(β) outweighs λk(β), and our choice β=(d+1) is motivated by achieving the lowest possible λkΔ(β) of all β>1 , which is especially relevant for small m¯, whilst at the same time yielding good values for λk(β) compared to other β’s for larger m¯ (see Table 1 and Table 3 for k=1 and k=2, respectively). We leave the question of optimal choice of β for future research.

Table 1: Comparison of λ1(β)=max{λ1(β),λ1Δ(β)} for (x)=x, for varying β and m¯.
β=d+0.5 β=d+0.9 β=d+1 β=d+1.1 β=d+1.5
m¯ λ1 λ1Δ λ1 λ1Δ λ1 λ1Δ λ1 λ1Δ λ1 λ1Δ
1 2.33 7.03 2.87 6.27 3 6.25 3.13 6.26 3.67 6.51
2 2.79 6.13 3.30 5.46 3.43 5.44 3.56 5.46 4.07 5.67
5 3.29 5.28 3.73 4.71 3.85 4.69 3.97 4.71 4.43 4.89
10 3.55 4.92 3.91 4.38 4.01 4.37 4.10 4.38 4.51 4.55
20 3.71 4.72 3.99 4.20 4.07 4.19 4.15 4.20 4.49 4.37
40 3.81 4.61 4.02 4.11 4.08 4.10 4.15 4.11 4.44 4.27
100 3.88 4.54 4.03 4.05 4.08 4.04 4.13 4.05 4.38 4.21
200 3.92 4.52 4.03 4.03 4.07 4.02 4.11 4.03 4.33 4.19
400 3.94 4.51 4.03 4.02 4.06 4.01 4.10 4.02 4.30 4.18
  • For given β and m¯, λ1(β) equals the optimal value of (6) with the respective value of β, whereas λ1Δ(β) equals the value in (8). Both values are rounded to two decimal places. In bold the minimal value of λ1(β)=max{λ1(β),λ1Δ(β)} among the reported β-values.

6 Beyond Online Optimization - A Game-Theoretic Perspective

Standard Congestion Games [39] constitute the game-theoretic framework most closely related to our model. In these games, tasks t[T] act as rational and selfish agents, each autonomously choosing its action at to minimize its individual cost rat(|a|r), expressed by means of the latency functions r(x)=cr(x)/x. The impact of selfish behavior is often quantified via the Price of Anarchy [30], which, similarly to the competitive ratio, represents the worst-case ratio between the total cost of stable solutions arising from agents’ interactions (i.e., Nash equilibria [37]) and the optimal cost. Significant bulk of work addresses the problem of designing taxes or incentives to reduce as much as possible the price of anarchy [7, 12, 17, 18, 20, 25, 24, 28, 38]. Similarly as in our online optimization model, [11] provide taxation mechanisms for agents that act myopically and greedily select the action that minimize their individual costs. The optimality of the resulting greedy outcomes is measured through the competitive analysis adopted for our model. However, their taxation mechanism uses the full knowledge of the instance and is therefore unusable in online settings. In this context, we observe that the modified latency functions provided by our general greedy algorithm can be exploited to define taxes or incentives that guide agents toward better outcomes. Specifically, if we charge each agent selecting a resource r an amount δr(x):=^r(x)r(x), with x being the congestion of resource r after the agent’s selection, and δr(x) representing a tax if positive and an incentive if negative, the greedy choices of the agents “simulate” an execution of the greedy algorithm with modified latencies (^r)r. Indeed, the individual cost of the agent processed at time step t[T], when choosing action at, becomes rat(δr(|(a1,,at)|r)+r(|(a1,,at)|r))=rat^r(|(a1,,at)|r), that is, the cost used by our algorithm to perform the greedy assignment.

We conclude that the decentralized intervention mechanism, in which each resource autonomously calculates a tax/incentive δr(x) to charge/credit the agents who select it, guarantees the same competitive ratio analyzed in our work on the online optimization front. Furthermore, the optimality of our greedy framework among all online algorithms translates into the optimality of the resulting intervention mechanisms among all others.

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Appendix A Missing Proof of Corollary 3 from Section 3

By Theorem 1, it is sufficient to show that 𝖢𝖱(c)(d+1)d+1, for c being the monomial function c(x)=xd+1 with d0. Let (xi)i0 be an infinite sequence of natural numbers defined by xi:=i/(d+1) for any i0. By definition of 𝖢𝖱(c), we have

𝖢𝖱(c) limyi=0yc(i)xih=1ixhxh+1+c(y+1)h=1yxhxh+1i=0yc(xi)xih=1ixhxh+1 (9)
=limyi=0yid+1i/(d+1)h=1ih/(d+1)h/(d+1)+1+(y+1)d+1h=1yh/(d+1)h/(d+1)+1i=0yi/(d+1)d+1i/(d+1)h=1ih/(d+1)h/(d+1)+1 (10)
limyi=0yid+1i/(d+1)h=1ih/(d+1)h/(d+1)+1i=0yi/(d+1)d+1i/(d+1)h=1ih/(d+1)h/(d+1)+1 (11)
=limyi=0yid+1i/(d+1)(1i/(d+1)+1)1+(i1)%(d+1)(1i/(d+1))d(i1)%(d+1)i=0yi/(d+1)d+1i/(d+1)(1i/(d+1)+1)1+(i1)%(d+1)(1i/(d+1))d(i1)%(d+1) (12)
=(d+1)d+1limyi=0y(i/(d+1))d+1i/(d+1)(1i/(d+1)+1)1+(i1)%(d+1)(1i/(d+1))d(i1)%(d+1)i=0yi/(d+1)d+1i/(d+1)(1i/(d+1)+1)1+(i1)%(d+1)(1i/(d+1))d(i1)%(d+1) (13)
=(d+1)d+1limy(d+1)H(y/(d+1))(d+1)H(y/(d+1)) (14)
=(d+1)d+1, (15)

where (9) holds by definition of 𝖢𝖱(c), (12) holds by exploiting the telescoping properties of product h=1ih/(d+1)h/(d+1)+1 (with a%b denoting the remainder of a divided by b) and (14) holds since both the numerator and the denominator of (13) are asymptotically equal to (d+1)H(y/(d+1)), with H(n)=i=1n1n denoting the n-th harmonic number.

Appendix B Missing Results and Proofs from Section 4

Lemma 11.
L^(y+1)=λ(c)(i=0yc(xi)xih=i+1yxh+1xh)(i=0yc(i)xih=i+1yxh+1xh),y0.
Proof.

We prove the statement with induction over y.
Base case (y=0): We have

L^(1)=λ(c)c(x0)c(0)+(x0+1)L^(0)x0,=λ(c)c(x0)c(0)x0,

where we use L^(0)=0. Further, we have

λ(c)(i=00c(xi)xih=i+10xh+1xh)(i=00c(i)xih=i+10xh+1xh)=λ(c)c(x0)x0c(0)x0,

where we use h=10xh+1xh=1.

Inductive step: Assume the statement holds for y=n. Hence,

L^(n+1) =λ(c)c(xn)c(n)+(xn+1)L^(n)xn
=λ(c)(i=0nc(xi)xih=i+1nxh+1xh)(i=0nc(i)xih=i+1nxh+1xh)

Then, for y=n+1,

L^(n+2) =λ(c)c(xn+1)c(n+1)+(xn+1+1)L^(n+1)xn+1
=λ(c)c(xn+1)c(n+1)xn+1
+(xn+1+1)xn+1[λ(c)(i=0nc(xi)xih=i+1nxh+1xh)(i=0nc(i)xih=i+1nxh+1xh)]
=λ(c)c(xn+1)c(n+1)xn+1+λ(c)(i=0nc(xi)xih=i+1n+1xh+1xh)
(i=0nc(i)xih=i+1n+1xh+1xh)
=h=n+2n+1xh+1xh(λ(c)c(xn+1)c(n+1)xn+1)
+λ(c)(i=0nc(xi)xih=i+1n+1xh+1xh)(i=0nc(i)xih=i+1n+1xh+1xh)
=λ(c)(i=0n+1c(xi)xih=i+1n+1xh+1xh)(i=0n+1c(i)xih=i+1n+1xh+1xh),

where we use h=n+2n+1xh+1xh=1.

Lemma 12.

If ^(y+1)<^(y) holds for some y, then ^ is decreasing in integers yy.

Proof.

We show, by induction on yy, that ^(y+1)<^(y) holds for any integer yy.

The base case y=y trivially holds by the assumptions. Assume that the claim holds for y=n, and let us show it for y=n+1. By exploiting the feasibility of constL^(x,y) for any x,y (shown in Part 1 of Lemma 6) and the tightness of constL^(x,y) for x=xn and any y (arising from (4)), we proceed as follows. When considering solution (λ(c),L^) and using L^(y)=j=1y^(j), constraint constL^(xn,n) can be written as λ(c)c(xn)=c(n)j=1n^(j)+xn^(n+1), and constL^(xn,n1) can be written as λ(c)c(xn)c(n1)j=1n1^(j)+xn^(n). Since the left-hand sides of constL^(xn,n) and constL^(xn,n1) are equal, these constraints imply that c(n)j=1n^(j)+xn^(n+1)c(n1)j=1n1^(j)+xn^(n), that is:

c(n)c(n1)^(n)+xn(^(n+1)^(n))0. (16)

Similarly, by exploiting the equality constraint constL^(xn,n) and the inequality constraint constL^(xn,n+1), we obtain

c(n+1)c(n)^(n+1)+xn(^(n+2)^(n+1))0. (17)

Combining (16) and (17) gives

xn[^(n+2)^(n+1)]xn[^(n+1)^(n)][c(n)c(n1)^(n)][c(n+1)c(n))^(n+1)]<0 (18)

where the last inequality holds since c(n+2)c(n+1)c(n+1)c(n) (by the convexity of cost function c) and ^(n+1)(n)<0 (by the inductive hypothesis). By (18) and ^(n+1)^(n)<0 we have ^(n+2)^(n+1)<^(n+1)^(n)<0, and this shows the inductive step.

Lemma 13.

Let f: be the function defined as f(y):=c(y)j=1y^(j)+^(y+1). If ^ is decreasing in yy, then limyf(y)=.

Proof.

Given yy, we have f(y)=c(y)j=1y^(j)+^(y+1)c(y)j=1y^(j)c(y)j=1y^(j)(yy)^(y), where the last inequality holds by the non-decreasing monotonicity of ^ on yy. By the monotonicity and strict convexity of cost function c, we necessarily have that limy(c(y)j=1y^(j)(yy)^(y))=. Thus, by the previous inequalities, limyf(y)= must also hold.

Appendix C Missing Proofs from Section 5

Further details on Remark 9.
 Remark.

When the latency functions used to generate the instance are obtained from the set {k=0dαkbk(x),αk0}, i.e., they are linear combination of some given basis functions b0,,bd taking the form r(x)=k=0dαk,rbk(x), then the modified latencies ^r(x)=k=0dαk,rb^k(x), obtained by linearly combining b^k=LT(bk), as per Theorem 7, also achieve optimal competitive ratio.

Proof.

To see this, denote with 𝖢𝖱¯=maxk𝖢𝖱(bk) the largest competitive ratio over all individual basis bk, and notice that the optimal competitive ratio supc𝒞𝖢𝖱(c) cannot be lower than 𝖢𝖱¯. To see that the modified latencies in fact attain a competitive ratio equal to 𝖢𝖱¯, and therefore are optimal, one can simply observe that 𝖢𝖱¯ must be feasible for the linear program to evaluate the performance of a given generic latency of the form r(x)=k=0dαk,rbk(x). In more detail, as, for each basis function bk, (𝖢𝖱(bk),b^k) is feasible for the linear program LP(c) corresponding to bk (i.e., LP(c) with cr(x)=k=0dαk,rbk(x)x), and 𝖢𝖱¯bk(x)𝖢𝖱(bk)bk(x) for any x0, (𝖢𝖱¯,b^k) is also feasible for LP(c). Thus, as for every basis function bk, (𝖢𝖱¯,b^k) satisfies all constraints of LP(c), 𝖢𝖱¯ taken with any linear, non-negative combination of modified basis functions ^r(x)=k=0dαk,rb^k(x) then also is feasible for the same combination of basis functions r(x)=k=0dαk,rbk(x).

Lemma 14.

For fixed d>0,

limy((y+1)d+1yd+1yd)d+1=(d+1)d+1.
Proof.

The proof employs the binomial approximation (1+x)n=1+nx+𝒪(x2) for x,nx sufficiently small.
Consider the term (1+1y)d+1. For sufficiently large y such that (d+1)(1/y)1, (1+1y)d+1=1+(d+1)1y+𝒪(y2). This yields, for sufficiently large y,

((y+1)d+1yd+1yd)d+1 =(y(y+1y)d+1y)d+1
=(y(1+1y)d+1y)d+1
=(y(1+(d+1)1y+𝒪(y2))y)d+1
=(y+(d+1)+𝒪(y1)y)d+1
=((d+1)+𝒪(y1))d+1.inutes

As y, 𝒪(y1)0, which leaves the constant term (d+1)d+1.

Appendix D Other Results, Tables and Graphs

 Remark 15.

Let c be a non-null, non-negative function with some y,x such that c(y)>0 and c(x)=0. Then, the competitive ratio of any online algorithm over instances employing c is unbounded.

Proof.

Let yargmint>0{c(t)|c(t)>0}. By the assumption on c, y>0, thus c(y)>0. Further, c(x)=0, and c(y+1)0 as c is non-negative. Hence, setting yy and xhx for any h[y]0 in (1), the numerator is strictly positive, whereas the denominator is zero, thus 𝖢𝖱(c)=. Then, by exploiting the lower bound instance provided in Theorem 1 with these values of y and (xh)h[y]0, we have that no online algorithm can achieve a competitive ratio over instances generated by c below .

Table 2: Achievable competitive ratios for polynomial latency functions and bounded congestion m¯, for varying m¯ (rounded to two decimal places).
Maximum degree d of latency function
m¯   1   2   3
1   1   1   1
2   2   4   8
5   2.88   10.75   46.38
10   3.30   15.63   91.60
20   3.56   19.33   137.55
40   3.71   21.81   174.93
100   3.82   23.76   205.82
200   3.88   24.64   219.97
400   3.91   25.25   238.68
Table 3: Comparison of λ2(β)=max{λ2(β),λ2Δ} for (x)=x2 for varying β and m¯.
β=d+0.5 β=d+0.9 β=d+1 β=d+1.1 β=d+1.5
m¯ λ2(β) λ2Δ λ2(β) λ2Δ λ2(β) λ2Δ λ2(β) λ2Δ λ2(β) λ2Δ
1 7 110.26 8.07 107.27 8.33 107.17 8.60 107.26 9.67 108.92
2 11.07 71.48 12.61 69.54 13 69.48 13.39 69.54 14.93 70.62
5 17.29 45.17 19.26 43.94 19.75 43.90 20.25 43.94 22.22 44.62
10 21.29 36.34 23.21 35.35 23.71 35.32 24.20 35.35 26.18 35.90
20 23.76 32.01 25.46 31.14 25.90 31.11 26.34 31.14 28.11 31.62
40 25.07 29.88 26.47 29.07 26.83 29.04 27.20 29.06 28.71 29.51
100 25.90 28.61 26.94 27.84 27.23 27.81 27.52 27.83 28.73 28.27
200 26.21 28.20 27.05 27.43 27.29 27.41 27.53 27.43 28.57 27.85
400 26.41 27.99 27.19 27.23 27.37 27.20 27.55 27.22 28.54 27.65
  • For given β and m¯, λ2(β) equals the optimal value of (6) with the respective value of β, whereas λ2Δ(β) equals the value in (8). Both values are rounded to two decimal places. In bold the minimal value of λ2(β)=max{λ2(β),λ2Δ(β)} among the reported β-values.