IDEAS home Printed from https://ideas.repec.org/a/spr/mathme/v86y2017i1d10.1007_s00186-017-0583-3.html
   My bibliography  Save this article

Scheduling for a processor sharing system with linear slowdown

Author

Listed:
  • Liron Ravner

    (The Hebrew University of Jerusalem)

  • Yoni Nazarathy

    (The University of Queensland)

Abstract

We consider the problem of scheduling arrivals to a congestion system with a finite number of users having identical deterministic demand sizes. The congestion is of the processor sharing type in the sense that all users in the system at any given time are served simultaneously. However, in contrast to classical processor sharing congestion models, the processing slowdown is proportional to the number of users in the system at any time. That is, the rate of service experienced by all users is linearly decreasing with the number of users. For each user there is an ideal departure time (due date). A centralized scheduling goal is then to select arrival times so as to minimize the total penalty due to deviations from ideal times weighted with sojourn times. Each deviation penalty is assumed quadratic, or more generally convex. But due to the dynamics of the system, the scheduling objective function is non-convex. Specifically, the system objective function is a non-smooth piecewise convex function. Nevertheless, we are able to leverage the structure of the problem to derive an algorithm that finds the global optimum in a (large but) finite number of steps, each involving the solution of a constrained convex program. Further, we put forward several heuristics. The first is the traversal of neighbouring constrained convex programming problems, that is guaranteed to reach a local minimum of the centralized problem. This is a form of a “local search”, where we use the problem structure in a novel manner. The second is a one-coordinate “global search”, used in coordinate pivot iteration. We then merge these two heuristics into a unified “local–global” heuristic, and numerically illustrate the effectiveness of this heuristic.

Suggested Citation

  • Liron Ravner & Yoni Nazarathy, 2017. "Scheduling for a processor sharing system with linear slowdown," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(1), pages 71-102, August.
  • Handle: RePEc:spr:mathme:v:86:y:2017:i:1:d:10.1007_s00186-017-0583-3
    DOI: 10.1007/s00186-017-0583-3
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s00186-017-0583-3
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s00186-017-0583-3?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Hani Mahmassani & Robert Herman, 1984. "Dynamic User Equilibrium Departure Time and Route Choice on Idealized Traffic Arterials," Transportation Science, INFORMS, vol. 18(4), pages 362-384, November.
    2. P. Tseng, 2001. "Convergence of a Block Coordinate Descent Method for Nondifferentiable Minimization," Journal of Optimization Theory and Applications, Springer, vol. 109(3), pages 475-494, June.
    3. Yoni Nazarathy & Gideon Weiss, 2009. "Near optimal control of queueing networks over a finite time horizon," Annals of Operations Research, Springer, vol. 170(1), pages 233-249, September.
    4. Kenneth R. Baker & Gary D. Scudder, 1990. "Sequencing with Earliness and Tardiness Penalties: A Review," Operations Research, INFORMS, vol. 38(1), pages 22-36, February.
    5. Henderson, J. V., 1974. "Road congestion : A reconsideration of pricing theory," Journal of Urban Economics, Elsevier, vol. 1(3), pages 346-365, July.
    6. Glazer, Amihai & Hassin, Refael, 1983. "?/M/1: On the equilibrium distribution of customer arrivals," European Journal of Operational Research, Elsevier, vol. 13(2), pages 146-150, June.
    7. Juan Pablo Vielma & Shabbir Ahmed & George Nemhauser, 2010. "Mixed-Integer Models for Nonseparable Piecewise-Linear Optimization: Unifying Framework and Extensions," Operations Research, INFORMS, vol. 58(2), pages 303-315, April.
    8. Sen, Tapan & Gupta, Sushil K, 1984. "A state-of-art survey of static scheduling research involving due dates," Omega, Elsevier, vol. 12(1), pages 63-76.
    9. Jesús A. De Loera & Raymond Hemmecke & Matthias Köppe & Robert Weismantel, 2006. "Integer Polynomial Optimization in Fixed Dimension," Mathematics of Operations Research, INFORMS, vol. 31(1), pages 147-153, February.
    10. Arnott, Richard & de Palma, Andre & Lindsey, Robin, 1993. "A Structural Model of Peak-Period Congestion: A Traffic Bottleneck with Elastic Demand," American Economic Review, American Economic Association, vol. 83(1), pages 161-179, March.
    11. Potts, Chris N. & Kovalyov, Mikhail Y., 2000. "Scheduling with batching: A review," European Journal of Operational Research, Elsevier, vol. 120(2), pages 228-249, January.
    12. Ravner, Liron & Haviv, Moshe & Vu, Hai L., 2016. "A strategic timing of arrivals to a linear slowdown processor sharing system," European Journal of Operational Research, Elsevier, vol. 255(2), pages 496-504.
    13. Daganzo, Carlos F., 2007. "Urban gridlock: Macroscopic modeling and mitigation approaches," Transportation Research Part B: Methodological, Elsevier, vol. 41(1), pages 49-62, January.
    14. Ahmet B. Keha & Ismael R. de Farias & George L. Nemhauser, 2006. "A Branch-and-Cut Algorithm Without Binary Variables for Nonconvex Piecewise Linear Optimization," Operations Research, INFORMS, vol. 54(5), pages 847-858, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Moshe Haviv & Liron Ravner, 2021. "A survey of queueing systems with strategic timing of arrivals," Queueing Systems: Theory and Applications, Springer, vol. 99(1), pages 163-198, October.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Yu Nie, 2015. "A New Tradable Credit Scheme for the Morning Commute Problem," Networks and Spatial Economics, Springer, vol. 15(3), pages 719-741, September.
    2. Kenneth Small, 2015. "The Bottleneck Model: An Assessment and Interpretation," Working Papers 141506, University of California-Irvine, Department of Economics.
    3. Bao, Yue & Verhoef, Erik T. & Koster, Paul, 2021. "Leaving the tub: The nature and dynamics of hypercongestion in a bathtub model with a restricted downstream exit," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 152(C).
    4. Verhoef, Erik T., 2003. "Inside the queue:: hypercongestion and road pricing in a continuous time-continuous place model of traffic congestion," Journal of Urban Economics, Elsevier, vol. 54(3), pages 531-565, November.
    5. Fosgerau, Mogens & Small, Kenneth A., 2013. "Hypercongestion in downtown metropolis," Journal of Urban Economics, Elsevier, vol. 76(C), pages 122-134.
    6. Moshe Haviv & Liron Ravner, 2021. "A survey of queueing systems with strategic timing of arrivals," Queueing Systems: Theory and Applications, Springer, vol. 99(1), pages 163-198, October.
    7. Zhang, Xiaoning & Yang, Hai & Huang, Hai-Jun & Zhang, H. Michael, 2005. "Integrated scheduling of daily work activities and morning-evening commutes with bottleneck congestion," Transportation Research Part A: Policy and Practice, Elsevier, vol. 39(1), pages 41-60, January.
    8. Ravner, Liron & Haviv, Moshe & Vu, Hai L., 2016. "A strategic timing of arrivals to a linear slowdown processor sharing system," European Journal of Operational Research, Elsevier, vol. 255(2), pages 496-504.
    9. Small, Kenneth A., 2015. "The bottleneck model: An assessment and interpretation," Economics of Transportation, Elsevier, vol. 4(1), pages 110-117.
    10. Ross, Stephen L. & Yinger, John, 2000. "Timing Equilibria in an Urban Model with Congestion," Journal of Urban Economics, Elsevier, vol. 47(3), pages 390-413, May.
    11. Shabtay, Dvir & Steiner, George & Zhang, Rui, 2016. "Optimal coordination of resource allocation, due date assignment and scheduling decisions," Omega, Elsevier, vol. 65(C), pages 41-54.
    12. Christensen, Tue R.L. & Labbé, Martine, 2015. "A branch-cut-and-price algorithm for the piecewise linear transportation problem," European Journal of Operational Research, Elsevier, vol. 245(3), pages 645-655.
    13. Russo, Antonio & Adler, Martin W. & Liberini, Federica & van Ommeren, Jos N., 2021. "Welfare losses of road congestion: Evidence from Rome," Regional Science and Urban Economics, Elsevier, vol. 89(C).
    14. Jesper Breinbjerg & Alexander Sebald & Lars Peter Østerdal, 2016. "Strategic behavior and social outcomes in a bottleneck queue: experimental evidence," Review of Economic Design, Springer;Society for Economic Design, vol. 20(3), pages 207-236, September.
    15. Platz, Trine Tornøe & Østerdal, Lars Peter, 2017. "The curse of the first-in–first-out queue discipline," Games and Economic Behavior, Elsevier, vol. 104(C), pages 165-176.
    16. Erik T. Verhoef, 1998. "An Integrated Dynamic Model of Road Traffic Congestion based on Simple Car-Following Theory," Tinbergen Institute Discussion Papers 98-030/3, Tinbergen Institute.
    17. C N Potts & V A Strusevich, 2009. "Fifty years of scheduling: a survey of milestones," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(1), pages 41-68, May.
    18. Verhoef, Erik T., 2020. "Optimal congestion pricing with diverging long-run and short-run scheduling preferences," Transportation Research Part B: Methodological, Elsevier, vol. 134(C), pages 191-209.
    19. Yao, Tao & Friesz, Terry L. & Wei, Mike Mingcheng & Yin, Yafeng, 2010. "Congestion derivatives for a traffic bottleneck," Transportation Research Part B: Methodological, Elsevier, vol. 44(10), pages 1149-1165, December.
    20. Verhoef, Erik T., 1999. "Time, speeds, flows and densities in static models of road traffic congestion and congestion pricing," Regional Science and Urban Economics, Elsevier, vol. 29(3), pages 341-369, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:mathme:v:86:y:2017:i:1:d:10.1007_s00186-017-0583-3. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.