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arXiv 1904.05040cs.NIcs.PFmath.PR
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随机损失系统网络容量优化分配的函数形式方法

Optimising capacity allocation in networks of stochastic loss systems: A functional-form approach

Brendan Patch, Mark S. Squillante, Peter M. Van de Ven

摘要:

出于各种各样的应用,本文介绍了一类一般的网络的随机损失系统中,拥塞使收入损失,由于客户或工作被永久地从系统中删除。我们力求在通过增加服务容量缓解拥堵和维持所提供服务容量的低成本之间取得平衡。由于缺乏分析结果和基于模拟的方法的计算负担,我们提出了一种混合函数形式的方法,找到最佳的资源分配在一般网络的随机损失系统,结合分析方法的速度与基于模拟的优化的准确性。关键的洞察力是一个核心的迭代算法,它取代了计算昂贵的梯度估计模拟优化与封闭形式的分析近似,使用一个简单的模拟运行校准。在复杂网络上进行的大量计算实验表明,我们的方法可以获得接近最优的解,其目标函数值与使用随机近似、替代优化和贝叶斯优化方法获得的目标函数值相当,同时需要的计算工作量显著减少。

英文摘要:

Motivated by a wide variety of applications, this paper introduces a general class of networks of stochastic loss systems in which congestion renders lost revenue due to customers or jobs being permanently removed from the system. We seek to balance the trade-off between mitigating congestion by increasing service capacity and maintaining low costs for the service capacity provided. Given the lack of analytical results and the computational burden of simulation-based methods, we propose a hybrid functional-form approach for finding the optimal resource allocation in general networks of stochastic loss systems that combines the speed of an analytical approach with the accuracy of simulation-based optimisation. The key insight is a core iterative algorithm that replaces the computationally expensive gradient estimation in simulation optimisation with a closed-form analytical approximation that is calibrated using a simple simulation run. Extensive computational experiments on complex networks show that our approach renders near-optimal solutions with objective function values that are comparable to those obtained using stochastic approximation, surrogate optimisation and Bayesian optimisation methods while requiring significantly less computational effort.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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