Title: Two Problems in Stochastic Service Systems
1Two Problems inStochastic Service Systems
- Jun Guo
- Supervisors Moshe Zukerman, Peter Taylor, Hai Le
Vu
2Outline
- Stochastic service system
- Part 1 Delay analysis of finite buffer TDMA
systems - Constant service
- State-dependent service
- Part 2 File assignment optimization for VOD
systems - Performance analysis
- Heuristic allocation method
- Problem transformation
- Single-objective optimization
- Multi-objective optimization
3Stochastic Service System
- Random arrival service ? contention for finite
system resources - Delay Blocking, given a finite buffer
- Blocking, given no buffer
- Two typical performance measures
- Waiting time distribution
- Probability of a packet waiting longer than 20
sec in the buffer should not exceed 5. - Blocking probability
- Probability of a user request being blocked
should not exceed 1.
4Time Division Multiple Access (TDMA)
- Unique time slots for each user to transmit data
packets across the shared channel, no
interference - Wide applications in telecommunications systems
and computer communication systems GSM, GPRS,
EDGE, PDC, iDEN, - Few results in the literature on delay analysis
for finite buffer TDMA systems, all for constant
service - Constant unit service in Birdsall62, flawed
- Constant batch service in Ryden93 and
Simonot95, rather complicated
5Assumptions
- Time axis divided equally into successive time
slots of length T - Homogeneous Poisson packet arrival process with
rate ?. The probability of n
arrivals during time t is - Size of the buffer K packets.
- An arriving packet is admitted if fewer than K
packets are present in the buffer, otherwise it
is lost. - Service occurs at the end of a time slot.
- First come first served
6Embedded Markov Chain
- Let Jk be the number of packets in the buffer at
time kT. Jk is a Markov chain with state space
0, 1, , K. - The probability transition matrix
is given by - are the
steady-state probabilities of Jk.
7Waiting Time
- A packet admitted in (0, T) may be removed at
kT?, k 1. If it is admitted at time T?u, 0 lt u
lt T, its waiting time is then u(k?1)T.
5
8
4
6
7
3
2
1
3
Remove 2
Remove 1
Remove 3
8Constant Unit Service
- Given at least one packet in the buffer at time
kT?, one and only one packet is removed from the
buffer. - Waiting time bounded by KT.
Waiting Time Density
Wrong!
K 1
?T 0.8
Value of Density
K 2
K 3
Time
Results from Birdsall62
9Why Birdsall62 is wrong?
- If the size K of the buffer is one, and the
buffer is empty at time kT, only the first
arriving packet can be admitted. - This packet is removed from the buffer at time
(k1)T?. - The waiting time of an arbitrary admitted packet
is with emphasis toward T.
10Our Solution
- expected number of packets admitted during
(0, T) - expected number of packets
admitted during - (0, T) whose delay lies between u and udu
- waiting time density of an arbitrary
admitted packet
11 for Constant Unit Service
- Waiting time bounded by KT.
- For an arbitrary admitted packet to depart at
time kTT, - 0 k K-1, it must arrive and occupy exactly
the (k1)th position in the buffer. - On the interval (kT, kTT)
12Our Results
Waiting Time Density Histogram
?T 0.8
K 1
Value of Density
K 2
K 3
Time
13Constant Batch Service
- Given N or more packets in the buffer at time
kT?, N packets are removed otherwise, all
packets in the buffer will be removed. - Let , waiting time
bounded by MT - Solutions in Ryden93 and Simonot95 rather
complicated, no rigorous proof of validity
14 for Constant Batch Service
- For an arbitrary admitted packet to depart at
time kTT, 0 k M-1, it must arrive and
occupy one of the positions r, Nk1 r NkN,
in the buffer. - On the interval (kT, kTT), 0 k M-3
- On the interval (MT-2T, MT-T)
- On the interval (MT-T, MT)
15Results for Constant Batch Service
K 70, N 10, ?T 10
16State-Dependent Service
- Motivated from GSM paging in Ivanovich03
- Given j packets in the buffer at the end of a
time slot, remove i of j with conditional
probability , and - Versatility
- Generalize constant service
- Support delay analysis for time-slotted optical
burst switching networks Vu05 - Quality-of-service classification, demand
assigned - If , waiting time arbitrarily
large with positive probability
17 for State-Dependent Service
- We must keep track of the buffer content at each
epoch kT and of the position r, K r 1, of
the packet that we are following. - A matrix formalism to handle the complex
accounting of the queueing process - Expressions for in this case were
presented in my earlier progress talk on 03 Dec
2003.
18Other Results
Little Formula
- Mean waiting time
- is the limiting time-average number of
admitted packets in the buffer. - is the limiting time-average rate at
which packets are admitted. - Blocking probability
19Video-on-Demand (VOD)
Limited storage space limited bandwidth
Large file-size large bit-rate
Long-lived connection
Blocked
User Community
20File Assignment Problem
- Given a large number of disks, with limited
capacity in both storage space and I/O bandwidth,
and a large library of movie titles, with
significant asymmetry in access demand and
file-size, how to assign movie files to disks, so
that the blocking probability of user requests is
minimized, subject to capacity constraints.
21Notation
Set of disks in the system Number of disks in the
system Disk storage space (in unit) Set of movies
in the system Number of movies in the
system File-size (in unit) of movie m Number of
file-copies of movie m Popularity profile of
movie m Mean request arrival rate (Poisson) Mean
movie connection time
22Mathematical Formulation
Request Blocking Probability
Movie Availability Constraint
Disk Storage Space Constraint
23Earlier Attempts
- Little95, Mourad96, Serpanos98, Tang01
and Leung05 assumed an inefficient resource
selection scheme Single Random Trial (SRT)
Single random selection among the set of disks,
no subsequent retrials attempted - Easy to analyze RBP ?
- Underutilize system resources given the existence
of multi-copy movies ? - Wolf97, Tsao99, and Zhao03 assumed all
movies of identical file size - Using a so-called apportionment method to decide
number of file-copies for each movie title ? - Unrealistic ?
24Our Assumptions
- We assume an efficient resource selection scheme
Least Busy Fit (LBF) Select the least busy disk
among the set of disks - Utilize system resources efficiently ?
- State-dependent traffic, difficult to analyze RBP
? - We assume movies of different file sizes
- Realistic ?
- No straightforward method to decide number of
file-copies for each movie title ? - This file assignment problem is more realistic
but more challenging.
25Performance Analysis of LBF
- Difficulty of analysis
- Multidimensional Markov process (dimension J )
- Curse of dimensionality, computationally
infeasible - Developed approximate solutions to evaluate RBP
of LBF using the well-known fixed-point
approximation method Kelly86 - Decouple the whole system of J disks into J
independent subsystems - Analyze each subsystem using Erlang-B formula
- Fast and sufficiently accurately differentiate
performance of different file assignments ? - Limited information about RBP ?
26Heuristic Allocation Method
- Type c movies All movies that have c file-copies
- For a given replication instance
, an ideal allocation instance is,
for each c, the traffic wishing to access movies
of Type c is uniformly distributed among all
combination groups enumerated in the set of all J
disks in the system ? Combination Load Balancing
(CLB) - At the state of CLB, RBP is minimal for the given
replication instance. - CLB motivates our design of a good performance
heuristic allocation method, deterministic ?
27Problem Transformation
- Divide the entire solution space into subspaces
- All file assignment solutions in a subspace ?
- A common replication instance
- Heuristic allocation instance ? The local
optimal solution of each replication instance - Original problem file assignments ?
- Transformed problem replication
instances - Further, for a given replication instance, if
, - no file assignment solutions ? strictly
non-allocatable - Interestingly, even if ,
not strictly allocatable ? likely allocatable
28Example
- 3 disks, 4, 12
- 8 movies,
- 1.17, 0.67, 1.08, 1.07, 1.25, 0.61,
0.77, 1.00 - Original problem 224 16,777,216 file
assignments ? - Transformed problem 38 6,561 replication
instances - Further, only 507 likely allocatable replication
instances - In fact, only 355 strictly allocatable
replication instances - Optimal solution
- Original problem LBF RBP 0.00302
- Transformed problem LBF RBP 0.00422
- Drastically reduced and yet quite effective
solution space
29Genetic Algorithm (GA)
- Inspired from the mechanism of natural selection,
survival of the fittest - Population-based stochastic search optimization
- Start from an initial population of randomly
generated solutions - Perform multi-directional stochastic search
through a genetic evolution process - Selection, crossover, mutation, replacement
- Only rely on the objective function, no auxiliary
knowledge required ?
30How GA is used in our context?
31Single-Objective Optimization
- RBP as the objective in each cycle of the
evolution process
20 disks, 200 movies
0.958
0.792
LBF RBP ()
0.252
(a) (b)
(c)
(a) Single-objective GA using LBF, CPU time 204
min (b) Random search (c) Single-objective GA
using SRT
32Performance Indices
MTI
STI
- MTI quality of assignment on multi-copy movie
files - STI quality of assignment on single-copy movie
files - Two conflicting objectives
33Justification of Conflicting Relationship
3 disks, 8 movies
MTI
STI
34Multi-Objective Optimization
- Promote RBP as higher level decision maker
- Use MTI and STI as the conflicting objectives in
each cycle of the evolution process
20 disks, 200 movies
LBF RBP ()
0.252
0.247
(a)
(b)
(a) Single-objective GA, CPU time 204 min (b)
Multi-objective GA, CPU time 50 min
35Non-dominated front in the last generation
- Authentic conflicting relationship between MTI
and STI
20 disks, 200 movies
LBF RBP ()
Minimal RBP
MTI
STI
36Summary
- Presented delay analysis of a new finite buffer
TDMA model with state-dependent stochastic
service - Provided concise treatments for delay analysis of
traditional finite buffer TDMA models with
constant unit service or constant batch service - Presented a viable proposal using evolutionary
algorithms to solve a file assignment problem for
a large scale VOD service system computationally
efficiently