Difference between revisions of "CATS-May-13-2013"

 
 
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== Title ==
 
== Title ==
Risk in network routing games
+
Network Diffusion & Node-Weighted Steiner Trees
  
 
== Speaker ==
 
== Speaker ==
Evdokia Nikolova is an Assistant Professor at the Computer Science &
+
Jochen Koenemann, Associate Professor, University of Waterloo
Engineering Department at Texas A&M University. Previously she was a
 
postdoctoral associate in the Computer Science and Artificial
 
Intelligence Laboratory at MIT. She graduated with a BA in Applied
 
Mathematics with Economics from Harvard University, MS in Mathematics
 
from Cambridge University (U.K.) and Ph.D. in Computer Science from
 
MIT. She is interested in risk analysis from an algorithmic
 
perspective arising in stochastic optimization, networks, economics
 
and complex systems.  She has worked on applications to transportation
 
and is also interested in energy and other domains where her work may
 
apply.
 
  
 
== Abstract ==
 
== Abstract ==
Network routing games are instrumental in understanding
+
The first part of this talk focuses on a network diffusion model
traffic patterns and improving congestion in networks. They have a
+
that was recently introduced by Goldberg & Liu (SODA'13). Goldberg &
direct application in transportation and telecommunication networks
+
Liu's model adapts the earlier linear threshold model of Kempe,
and extend to many other applications such as task planning, etc.
+
Kleinberg & Tardos (KDD'03) in an effort to capture aspects of
Theoretically, network games were one of the central examples in the
+
technology adaptation processes in networks. We present new,
development of algorithmic game theory.
+
improved, yet simple algorithms for the so called Influence
 +
Maximization problem in this setting.
  
In these games, multiple users need to route between di fferent
+
A key component of our algorithm is a Langrangean multiplier
source-destination pairs and links are congestible, namely, each link
+
preserving (LMP) algorithm for the Prize-collecting Node-weighted
delay is a non-decreasing function of the flow on the link. Many of
+
Steiner Tree problem (PC-NWST). This problem had been studied in
the fundamental game theoretic questions are now well understood for
+
prior work by Moss and Rabani (STOC'01 & SICOMP'07) who presented a
these games, for example, does equilibrium exist, is it unique, can it
+
primal-dual O(log |V|) approximate and LMP algorithm, and showed
be computed e fficiently, does
+
that this is best possible unless NP=P.
it have a compact representation; the same questions can be asked of
 
the socially optimal solution that minimizes the total user delay.
 
  
So far, most research has focused on the classical models in which the
+
We demonstrate that Moss & Rabani's algorithm for PC-NWST is
link delays are deterministic. In contrast, real world applications
+
seriously flawed. We then present a new, fundamentally different
contain a lot of uncertainty, which may stem from exogenous factors
+
primal-dual method achieving the same performance guarantee. Our
such as weather, time of day, weekday versus weekend, etc. or
+
algorithm introduces several novel features to the primal-dual
endogenous factors such as the network tra ffic.  Furthermore, many
+
method that may be of independent interest.
users are risk-averse in the presence of uncertainty, so that they do
 
not simply want to minimize expected delays and instead may need to
 
add a bu ffer to ensure a guaranteed arrival time to a destination.
 
  
I present my recent work on a new stochastic network game model with
+
Joint work with Laura Sanita and Sina Sadeghian
risk-averse users.  Risk-aversion poses a computational challenge and
 
it often fundamentally alters the mathematical structure of the game
 
compared to its deterministic counterpart, requiring new tools for
 
analysis.  The talk will discuss best response and equilibrium
 
analysis, as well as equilibrium efficiency (price of anarchy) and a
 
new concept, the price of risk.
 
 
 
One relevant paper is here:
 
http://faculty.cse.tamu.edu/nikolova/papers/Stochastic-selfish-routing-full.pdf
 
 
 
A short summary of the paper is here:
 
http://www.sigecom.org/exchanges/volume_11/1/NIKOLOVA.pdf
 

Latest revision as of 20:18, 25 April 2013

Title

Network Diffusion & Node-Weighted Steiner Trees

Speaker

Jochen Koenemann, Associate Professor, University of Waterloo

Abstract

The first part of this talk focuses on a network diffusion model that was recently introduced by Goldberg & Liu (SODA'13). Goldberg & Liu's model adapts the earlier linear threshold model of Kempe, Kleinberg & Tardos (KDD'03) in an effort to capture aspects of technology adaptation processes in networks. We present new, improved, yet simple algorithms for the so called Influence Maximization problem in this setting.

A key component of our algorithm is a Langrangean multiplier preserving (LMP) algorithm for the Prize-collecting Node-weighted Steiner Tree problem (PC-NWST). This problem had been studied in prior work by Moss and Rabani (STOC'01 & SICOMP'07) who presented a primal-dual O(log |V|) approximate and LMP algorithm, and showed that this is best possible unless NP=P.

We demonstrate that Moss & Rabani's algorithm for PC-NWST is seriously flawed. We then present a new, fundamentally different primal-dual method achieving the same performance guarantee. Our algorithm introduces several novel features to the primal-dual method that may be of independent interest.

Joint work with Laura Sanita and Sina Sadeghian