Multipath Network Flows: Bounded Buffers and Jitter

Size: px
Start display at page:

Download "Multipath Network Flows: Bounded Buffers and Jitter"

Transcription

1 Mulpah Nework Flow: Bounded Buffer and Jer Trcha Anjal, Aleander Forn Deparmen of Elecrcal and Compuer Engneerng Illno Inue of Technology Chcago, Illno Emal: {anjal, Grua Calnecu, Sanjv Kapoor, Nandakran Krubanandan Deparmen of Compuer Scence Illno Inue of Technology Chcago, Illno Emal: {calnecu, kapoor, Suep Tongngam School of Appled Sac Naonal Inue of Developmen Admnraon Bangkok, Thaland Emal: Abrac In h paper we addre he ue of degnng mulpah roung algorhm. Mul-pah roung ha he poenal of mprovng he hroughpu bu requre buffer a he denaon. Our model aume a nework wh capacaed edge and a delay funcon aocaed wh he nework lnk (edge). We conder he problem of eablhng a pecfed hroughpu from ource o denaon n he nework, gven bound on he buffer ze avalable a he denaon and a bound on he mamum delay pah are allowed o have. A relaed problem whch we conder o eablh bound on he delay varance (alo called jer) among he pah choen for he mul-pah roung cheme. We how ha he problem are NP-complee and preen peudo-polynomal algorhm baed on lnear programmng. We alo propoe praccal heurc and preen he epermenal reul on an eng nework opology. The reul are promng. I. INTRODUCTION Tradonal algorhm for eablhng nework connecvy beween a ource-nk par fnd a ngle pah of hore lengh (delay) beween he ource and denaon. However, h pah may be plagued by congeon problem nce h he pah ha wll alway be choen o forward he oal raffc beween he node par. On he oher hand, plng he raffc among mulple pah ulze he pah mulaneouly and reduce he congeon on any gven pah, whle ncreang he overall nework ranmon capacy. Mulpah roung proocol work on he prncple ha hgher performance can be acheved by ulzng more han one feable pah []. Mulpah roung can be effecvely ued for mamum ulzaon of nework reource by gvng he node a choce of ne hop for he ame denaon. Mulpah roung ha been propoed o ake advanage of nework redundancy, reduce congeon, and addre QoS ue [], []. Traffc engneerng, lower delay, ncreaed faul olerance, and hgher ecury are oher compellng reaon ha e for dcoverng and ulzng mulple pah. The man dadvanage aocaed wh he mulpah roung manfe a he packe dorderng a he recever, nce he raffc pl no hee mulple pah wh dfferen laence creang jer. Soluon o h problem for he TCP proocol have been propoed n he leraure uch a [4], [5]. The problem of dfferen laence onmulple pah can be reolved va eher boundng he jer or by he ue of buffer a he denaon. The choce of mulpah enal ha, o ynchronze acro varou pah, buffer need o be eablhed a he denaon o ha he daa packe can be ored and equenced appropraely. In h paper, we formulae opmzaon problem o model he problem n mulpah roung. We wan o eablh a pecfed hroughpu from ource o denaon n he nework, gven bound on he buffer ze avalable a he denaon or requremen on he jer. The pah o be eablhed are requred o be of bounded delay. Th formulaon general enough and can be appled o nework wh dfferen approache o mplemen mulpah roung. Our model aume a nework wh capacaed edge and a delay funcon aocaed wh he nework lnk (edge). We formulae he opmal Fed Buffer MulPah Flow (FBMPF) problem o deermne he e of mulpah beween he ourcedenaon par gven a fed buffer ze a he denaon. The relaed problem o eablh bound on he delay varance (alo called jer) among he pah choen for he mulpah roung cheme, ermed he Bounded Jer Mulpah Flow (BJMPF) problem. We how ha he problem are NPcomplee and degn a mnmum co nework flow problem whch model he bounded-buffer problem. Th lead o a peudo-polynomal algorhm, baed on lnear programmng. For he bounded-jer problem, we preen a faer peudopolynomal algorhm whch cloely appromae he requred hroughpu. The oluon of he lnear program brng ou an nereng feaure aocaed wh he FBMPF problem. We found ha may be benefcal o ue long pah n he nework n order o afy he buffer bound, nce pah whch have mlar delay would requre lower buffer ze. Long pah can be

2 obaned by accrung he delay n a cycle one or mulple me. Thu, he arfcal conruc of choong non-mple pah (pah repeang node, or n oher word, wh cycle) can lead o maller buffer ze a he recever. The eplc roung capably provded by echnologe uch a MulProocol Label Swchng (MPLS) can be ued o eablh hee nonmple pah n a nework. Before he acual daa ranfer, a Label Swched Pah (LSP) eablhed beween he endho. Durng he eablhmen of he LSP, label ranlaon able are creaed a each nermedae hop. The daa hen forwarded on he LSP by performng a label ranlaon. Relaed problem have been uded, bu we are no aware of any work dealng eplcly wh buffer ze conran. In he emnal work [6], he auhor addre mulpah roung ue a a non-lnear opmzaon problem. They are concerned wh delay and lo rae n an adapve eng, and her co per lnk a funcon of he raffc on ha lnk, an approach whch gnore he buffer a he recever. A fed number (k) of acual pah are conruced n [7] o mamze he oal flow (hroughpu). We alo mamze flow, bu we conder ogeher he buffer conran, and allow ofer (dcaed by oal co) conran on he pah. The paper organzed a follow. In Secon II, we nroduce he mahemacal model for he FBMPF problem, a well a he relaed Bounded Jer MulPah Flow (BJMPF) problem. Unforunaely, boh problem are NP-Complee a we prove n Secon III. In Secon IV, we provde an appromae oluon for BJMPF followed by he appromae FBMPF oluon n Secon V. The oluon we preen ue relaed dea. In Secon VI, we dcu he heurc mplemenaon followed by he epermenal reul n Secon VII and concluon n Secon VIII. II. MULTI-PATH PROBLEMS In h econ we defne relaed nework roung problem ha are of nere: We fr defne he bounded-laency nework flow problem: Conder a dgraph G = (V,E), wh n node and m edge (lnk), a capacy funcon c(u,v) : E R +, a lengh (delay) funcon l(u,v) : E R +, a ource, and a nk. Noe ha we do no aume ha delay or capace acro he edge o be equal. For a flow pah P from o, defne he oal lengh (delay) pah, L(P), a: L(P) = l(u, v) e=(u,v) P ha, he oal lengh (delay) of he pah equal o he um of he lengh of he edge on he pah. The mulpah flow problem (MPF), o generae a e of - pah P,P,...,P k wh correpondng flow value f,f,...,f k uch ha he followng condon are afed k = f = γ (demand conran),e=(u,v) P f c(u,v); e = (u,v) E conran) (capacy L(P ) L; P (pah lengh (delay) conran) where γ Z +. An nance of he mulpah flow problem denoed a MPF(N,γ,L), where N he npu nework characerzed by N = (G,c,l,,). Addonal conran for jer and buffer ze can be mpoed on he lengh (delay) of he pah eleced a oulned below. Bounded Jer MulPah Flow (BJMPF): The delay varance (jer) on he pah eleced, gnfcanly affec he buffer ze a he nk. Thu, advable o bound he mamum allowed delay varance (δ) for he pah choen, ha L(P ) L(P j ) δ; P,P j Fed Buffer MulPah Flow (FBMPF): Suppoe pah P,P...P k carry flow f,f...f k, where P he pah of mamum lengh (or delay), n order o acheve he dered hroughpu. The chedule o ranm he flow would requre ha a un of flow puhed on P a me would arrve a he denaon a me + L(P ). Daa packe ranmed a he rae f on pah P, k would accumulae a he denaon whn h me frame. The number of packe arrvng beween me + L(P ) and + L(P ) on pah P gven by f (L(P ) L(P )). Thee packe would requre o be buffered a he denaon ll he packe on he pah P arrve a he denaon, nce hee packe have arrved ou of equence. Aumng ha he buffer ze a he nk gven a a conan, we acheve he followng conran: f (L(P ) L(P )) B. () Here B he buffer ze a nk, and P he pah wh mamum lengh (delay). Due o he naure of he problem, we can ge oluon nvolvng cycle. In he followng eample, we how ha how cycle can gnfcanly mprove he performance. Conrucon z Fg.. u y Why cycle are good

3 In he fgure we have a nework wh all edge capace, and lengh (delay) a noed on each edge. The ource, he nk, and he flow demand. Conder he BJMPF problem wh jer 0. A flow of value acheved by ung he pah,,y,z,, and,u,, each of lengh (delay) 5 and carryng one un of flow. No oluon wh jer 0 e wh only mple pah (or, n oher word, whou cycle). Smlarly, n he ame eample, f he buffer ze 0, he only oluon for FBMPF wh flow demand he one gven above wh non-mple pah. Alo, a oppoed o clacal ma-flow problem, for neher BJMPF nor FBMPF rue ha a oluon carryng negral flow alway e. Theorem : BJMPF and FBMPF are NP-Complee. Proof: For boh problem we ue he ame reducon, from he well known Paron problem [8]: gven a mule X = {,,..., n } of neger, he decon problem ak here a paron of X no A and D uch ha A = D. We conruc our nework a follow: V = {v 0,v,...,v n }, = v 0, = v n, and for all =,,...,n, we pu wo edge e and e, boh wh al v, head v and capacy. We e l(e ) = + and l(e ) =. We e γ =, and for BJMPF we e δ = 0, whle for FBMPF B = 0. See Fgure for an eample Conrucon v y z y z v Fg.. Eample whou negral oluon Such a counereample (ee Fgure ) gven below: he nework N = (G, c, l,, ) wh G = (V,e) ha V = {,,v,,y,z,v,,y,z }, E = {,y,,y,y, y,yz,y z,v, v,v,z,v,z }, all edge e have c(e) =, and all egde e have l(e) = ecep l(v) = l( v ) = and l(y) = l(y ) = l(y) = l( y ) =. If γ =, and eher δ = 0 (for BJMPF) or B = 0 (for FBMPF), hen he only oluon ue each of he followng pah carryng0.5 un of flow:p =,,v,,p =,,v, P =,,y,z,, P 4 =,,y,z,, P 5 =,y,z,v,, and P 6 =,y,z,v,. One can check h by npecon, nong ha he pah,y,z, and,y z, of whch a lea one needed n any oluon wh demand γ =, have lengh 4, horer han he lengh of he pah,,v, and.,v, - of whch agan a lea one needed n any oluon wh demand γ =. In he counereample above all capace and lengh are non-negave neger bounded by. A we wll ee laer (Secon IV and V) we can olve olve uch nance n polynomal me. III. NP-COMPLETENESS In h econ, we how ha he problem of fndng mulpah wh bounded jer (or fed buffer) NP-Complee. Fg.. Eample of he NP reducon. If he nance of Paron {,,4,5,0}, hen we ge he graph above wh = v 0 and =v 5. Th nance can be paroned no A = {,4,5} and D = {,0}, and he mulpah oluon ue he pah wch ue he fr and la upper edge (wh he oher lower), and he pah wh fr and la lower edge (wh he oher hgher) - makng boh jer and buffer ze 0. If here a paron of X uch ha A = D, we ue wo pah P and P defned a follow: f A, we pu e n P and e n P, oherwe ( D), we pu e n P and e n P. The l(p ) = n + A, whle l(p ) = n+ D, afyng boh he jer and he buffer conran. Converely, any oluon ha afe he demand conran, and eher he jer or he buffer conran, mu con of a e of pah P, for {.,...,q} for ome q, of he ame lengh (delay) L. Every edge n he nework mu be ued a full capacy a appear n ome mn-cu. Then q l(p ) = =f n l(e) = n+. e E = Snce q = f = and all he pah have he ame lengh (delay), we oban l(p ) = n + (/) n =. Now f we le A = { n and P ue e }, mmedae ha A = (/) n =. Defnng D = S A gve u A = D ; hu he Paron nance feable. Noe: If he nework undreced, or ymmerc (each edge ha an oppoe edge wh he ame delay and capacy), he conrucon above (or he ymmerc varan) ll work a one canno hp wo un of flow from o whle ung pove flow from ome v j o v j. I urn ou ha NP-Compleene ndeed a conequence of havng large value of he delay funcon l(e) for e E. However, a we how below, he problem do adm peudopolynomal algorhm, precely polynomal me algorhm when he delay funcon can only aume value from a e of mall neger.

4 IV. SOLUTION TO BOUNDED JITTER MULTIPATH FLOW By roundng we aume ha he delay funcon gven al : E {,,...,k}. The roundng can caue mall error when compung he jer (or, n he ne econ, buffer ze), bu neceary o oban effcen oluon. We oban an algorhm polynomal n n,m,k, and U, where U = ma e E c(e). Fr hng we do, f a value L and n ha all pah P ued by he oluon have lengh (delay) beween L δ and L. In fac we do no know L and mu ry many value from a range - we delay for he momen he calculaon of h range. We denoe by P(L,δ) he e of uch pah. Wh he lengh (delay) rercon above, he problem become: Gven a nework N = (V,E,c,l,,) and neger L,δ,γ, fnd an neger q and for each {,,...,q}, a pah P P(L,δ) and pove flow value f uch ha: q f = γ = q f m(,e) c(e), e E = where m(,e) he number of me pah P ue edge e. I benefcal o rephrae h problem a he followng packng lnear program, wh eponenally many varable: mamze ubjec o P cp(l,δ) P P(L,δ) f P f P m(p,e) c(e) e E () f P 0 P P(L,δ) () where m(p,e) he number of me pah P ue edge e. If he objecve funcon a lea γ, he pah P wh f P > 0 gve a feable oluon o BJMPF. Th lnear program can be olved n me polynomal n n,m,l,logu by dong a layered conrucon a n [9] and n [7]. Whle h program reemble he clacal mamum flow problem, we do no have a combnaoral mehod for olvng eacly. Among oher dfference, a oppoed o mamum flow, no rue ha f all he npu capace are neger he opmum objecve an neger. If we are wllng o ele for an ε appromaon for he objecve funcon (o nead of γ un of flow, we only ge γ( ε), hen we can apply he Garg-Könemann algorhm [0] a eplaned ne. The lnear program above a packng LP. In general, a packng LP defned a ma{c T A b, 0} (4) where A, b, and c have pove enre; we denoe he dmenon of A a mn. In our cae he number of column of A prohbvely large (eponenal n number of edge). The algorhm of [0] aume ha he LP mplcly gven by a vecor b R m and here e an oracle whch fnd he column of A mnmzng a o-called lengh funcon. The lengh of column j wh repec o LP n Equaon (4) defned a lengh y (j) = ΣA(,j)y() c(j) for any pove vecor y. Th mean, for our parcular LP, ha we mu fnd, for a vecor y(e) : e E a pah P P mnmzng y(p) := e P y(e) where we make he convenon ha P a mule and each edge e couned every me P ue. Fndng uch a P can be accomplhed by a hore pah algorhm n he followng layered graph. See Fgure 4 for an eample. For each = 0,,,...,L, make V a copy of V. Conruc a new dreced graph ˆN wh ˆV = V( ˆN) = L =0 V We call u he copy of node u from V. For an edge e E wh al u and head v pu n ˆE = E( ˆN), for each = 0,,...,L l(e), an edge e wh al u and head v +l(e). Se y(e ) = y(e). Alo add edge f j, for j =,,δ, wh al L j and head L ; hee edge have y-value 0. Now fnd a hore pah, wh repec o y, from 0 o L n ˆN. y y Fg. 4. From he nework (V,E,,) on he rgh, he layered graph ˆN on he rgh when L = 7 and δ. A an eample, he pah,,y,, n he orgnal nework appear a 0,,y, 4, 7 n ˆN, and he pah,y, n he orgnal nework appear a 0,y, 5, 7 n ˆN. Snce ˆN acyclc, he runnng me of he hore pah algorhm O(mL). The runnng me of he Garg-Könemann algorhm [0] O((/ε) mt orc, nce m he number of conran (oher han non-negavy) and T orc he me requred o compue he mnmum lengh column - n our cae O(mL). Thu he oal runnng me, for one value of L, O((/ε) m L. I reman now o bound he range of poble value of L. Fr, we can aume γ > mn e E c(e), or ele we can ue one ngle pah. Second, we can aume δ nk, or ele we could mple ue ma-flow gnorng he delay conran, and hen decompoe he flow no mple pah of lengh (delay) beween and nk. Now, every pah P n a feable oluon ha lengh (delay) a lea L δ and ue f (L δ) lengh-capacy. The oal lengh-capacy of he graph e E l(e)c(e) mk e E c(e). A f = γ, we oban (L δ)γ mk e E c(e). We conclude L e E nk +mk c(e) mn e E c(e). Noe ha O((mkmU) ), we oban an algorhm producng ( ε)γ flow wh oal runnng me O((/ε) m (mkmu) ) = O((/ε) m 6 k U ), e E c(e) mn e E c(e) mu. Ung nk+mkmu L= L =

5 V. SOLUTION TO FIXED-BUFFER-MULTIPATH-FLOW Agan we aume ha he delay funcon gven a l : E {,,...,k},.e. only ake a value mall neger. Fr, we f a value L and gue ha he longe pah ued ha lengh (delay) eacly L. In fac we do no know L and mu ry many value from a range - we delay for he momen he calculaon of h range. We denoe by P(L) he e of uch pah. Wh he lengh (delay) rercon above, he problem become: Gven a nework N = (V,E,c,l,,) and neger L,γ,B, fnd an neger q and for each {,,...,q}, a pah P P(L) and pove flow value f uch ha: l(p ) = L (5) q f = γ (6) = q f (L L(P )) B (7) = q f m(,e) c(e), (8) = for all e E, where m(,e) he number of me pah P ue edge e. We olve he above problem by conrucng a lnear program whch reemble he mnmum co flow problem. Smlar conrucon appeared n [9], [7] for varaon of ma-flow. To decrbe and conruc he lnear program, we fr conruc from N a nework ˆN a follow. ˆV = V( ˆN) = L =0 V We call u he copy of node u from V. For an edge e E wh al u and head v pu n ˆE = E( ˆN), for each = 0,,...,L l(e), an edge e wh al u and head v +l(e). Alo add edge g j, for j = 0,,,L, wh al j and head L ; hee are he only edge wh co: co(g j ) = L j. The goal o hp a mnmum co γ un of flow from 0 o L n ˆN, ubjec o jon capacy conran a follow. For each edge e E, and each = 0,,,...,L l(e), we have f(e ) a he flow on edge e of ˆN. Alo, f(g j ) defned for he g j edge above. We ue he followng noaon: for a node u, δ + (u) he e of edge wh al u. and δ (u) he e of edge wh head u. The lnear program : ˆe δ (ˆv) L mnmze (L j)f(g j ) f(ˆe) = ˆe δ + (ˆv) j=0 L l(e) =0 ubjec o f(ˆe) ˆv ˆV { 0, L } (9) ˆe δ + ( 0) f(ˆe) = γ (0) f(e ) c(e) e E () f(ˆe) 0 ˆe ˆE () Conran 9, 0, and are flow conervaon, repecvely oal flow ou (replacng conran 6 ) and jon capacy conran (replacng conran 8). More precely: Clam : Aumng he longe pah ha lengh (delay) eacly L, he above lnear program ha objecve value a mo B f and only f he FBMPF nance ha a feable oluon. Proof: Aume fr ha he FBMPF ha a feable oluon: here an neger q and for each {,,...,q}, a pahp P(L) and pove flow valuef afyng Equaon 5, 6, 7 and 8. For a P P(L), le e(p,j) be he j h edge of P. We ue he convenon ha ummaon over an empy e 0. In he lnear program, for each e E and j = 0,,...,L l(e), defne Q(e,j) = {P P(L) r > 0 (e(p,r) = e and r j=l(e(p,r)) = j) } and f(e j ) = P f Q(e,j). In he feable oluon, Q(e,j) repren he e of pah n P(L) ha ue edge e afer a delay of j me un. In he lnear program, f(e j ) e o be he value of he flow carred by hee pah hrough edge e a he jh me ep. For each j = 0,,...,L, defne f(g j ) = P l(p f )=j. Then one can ealy check ha all he conran of he lnear program are afed, and ha he objecve value a mo B. Now aume ha he lnear program ha a feable oluon wh objecve funcon a mo B. Snce he flow conervaon conran are afed, h oluon can be decompoed n ˆN no a e of pahp. EachP drecly correpond o pah ofn afer, f neceary, we remove he la edge of P f ha edge of ype g j, for j {0,,...,L }. Smple calculaon how ha Equaon 5, 6, 7 and 8 are afed by hee value P. I reman now o bound he range of poble value of L. Fr, we can aume γ > mn e E c(e), or ele we can ue one ngle pah. Second, we can aume B nkγ, a any ma-flow ung mple pah ha lengh (delay) a mo nk. Thu: f (L l(p )) B nkγ. () Aume now we have a feable oluon wh pah P and flow f. We have ha f l(p ) canno eceed he oal lengh-capacy of he graph, e E l(e)c(e), whch upperbounded by mk e E c(e). Thu f l(p ) mk e Ec(e). (4) From Equaon and he prevou equaon we oban: Lf nkγ +mk e Ec(e). (5) Wh f = γ, we conclude ha for a feable oluon L nk +mk e Ec(e)/γ = O(m ku), (6) where a defned before, U = ma e E c(e). Thu FBMPF ha an algorhm polynomal n k,m,u.

6 oughpu Thro Buffer ze Fg. 5. Heurc reul for opology VI. HEURISTIC SOLUTION Heurc Heurc Opmal Becaue of he NP-complee naure of he BJMPF and FBMPF problem, we propoe a heurc algorhm o fnd feable pah ha afy he conran. The nereng apec of heurc ha hey allow u o ge faer, realme oluon wh reul cloe o he opmal, bede he fac ha we can work wh larger nework opologe and larger parameer han he opmal program. Our heurc am o mamze he roued flow ubjec o eher jer or buffer conran - n fac can handle boh conran f needed. The propoed heurc are greedy n naure. Gven he nework opology, we ue Sher algorhm [] o fnd he k hore pah n he nework. Repeaed node are allowed n each of he pah. Th algorhm or he pah n he ncreang order of her co. The lnk delay are ued a he co for he lnk. So, he pah obaned by h algorhm are n ncreang order of her delay. For he fr heurc, proceedng n a greedy manner, we ar elecng he pah from he fr one. We puh he mamum flow on h pah and hen conder he ne pah n he l. The pah wll be eleced uch ha he jer and buffer conran are repeced. Hence, he mo mporan conran of he heurc o keep he delay a low a poble by conderng he hore pah fr, and hen he capacy conran come no accoun and allow he flow o be en o he arge node. By proceedng n h way, f he um of he capace of he pah lower han he oal demand γ, hen we wll no be able o end he amoun of flow dered and he demand conran wll be appromaely repeced. For he econd heurc, we reorder hee pah n order of her capacy. In oher word, we elec pah wh hgher capace fr. Th done wh he objecve of elecng hgh capacy pah fr. The peudo-code for he fr heurc gven ne. I can be mnmally modfed for he econd heurc. The jer conran apple n lne 5-7, where Lengh Conran he lengh of he hore pah among our collecon of pah plu he δ, he mamum delay varance allowed. The buffer conran a gven n he decrpon of FBMPF enforced n lne 8-0. Noe ha P from he FBMPF decrpon, beng he longe pah, mu be updaed afer each added pah. If we wan o enforce only one of he jer or buffer conran, we make buffer ze or Lengh Conran very large. Algorhm : FBMPF : Fnd he k hore pah n he nework ung lengh (delay) a co : couner= : whle Pah are avalable and no all flow ha been roued do 4: Selec he pah n he l a locaon couner 5: f Lengh of h pah > Lengh Conran hen 6: break 7: end f 8: f Buffer conran volaed hen 9: break 0: end f : Add h pah o l of choen pah : Reduce he demand o be roued by he amoun end on h pah : Decreae every lnk capacy by h amoun a well 4: Increae couner 5: end whle VII. SIMULATION We have mplemened he opmal oluon and he heurc on a Java plaform. We have ued wo opologe o demonrae he reul. The fr one a mple 6 node opology for eay verfcaon of he reul and econd one a real opology, obaned from []. Th nework called GEANT a pan-european backbone whch connec Europe naonal reearch and educaon nework. The nework ha node and 94 lnk. The lnk delay are emaed baed on he lengh of he lnk and are agned beween and 0 mec. In he fgure 5 and 6, we how he oal flow ha can be en beween ource (node number ) and denaon (node number 6 for he fr opology and for he econd) a a funcon of he buffer ze a he recever, obaned wh he wo heurc, for he wo opologe repecvely. The fr daa pon where buffer 0 correpond o he lea co ngle pah flow, currenly beng ued n TCP/IP proocol. A can be een, ncreang he buffer ze ha ubanal mpac on he flow n he nework. For he GEANT opology, ung a buffer of appromaely 0.Gb, we are able o acheve hroughpu of 0Gb/ whch abou wce a compared o he ngle hore pah hroughpu of 0Gb/. The opmal program, on he oher hand, able o acheve a hgher hroughpu wh no buffer. Th becaue he opmal program allow cycle n he pah whch can adju he delay of he pah uch ha all pah have mlar delay. The heurc program ypcally run n le han ec wherea he opmal program ake abou hour o eecue. VIII. IMPLEMENTATION ISSUES We epec ha he problem menoned n h paper wll be appled o he core of he nework. Typcally, he acce node have only ngle connecon o he nework and mulpah are no poble. Alo, ypcally he acce lnk are he boleneck n he end-o-end pah. So, hee algorhm are only appled o he nework core where mulple pah

7 (Gb/) oughpu ( Thro Buffer ze (Gb) Heurc Heurc a greedy heurc whch ha been epermenally hown o ubanally mprove he hroughpu a compared o he curren TCP/IP proocol. Our heorecal oluon gve polynomal-me appromaon for he varaon of BJMPF and FBMPF when we have a fed number of ource-nk par. In he fuure, we wll develop opmal and heurc oluon for he cae when mulple uer are requeng ervce from he nework. Fg. 6. Heurc reul for GEANT opology are ncluded for redundancy and effcency, and here no boleneck lnk. Currenly, he algorhm are degned o be eecued by a cenral eny reponble for he nework. If here a drbued way of propagang nformaon abou he nework ae o all he node, hen he propoed algorhm can be deployed n a drbued manner. Alo, one aumpon ha he nework delay are no dynamc. In oher word, durng he calculaon of he pah, we aume ha he delay value do no change. We can ncorporae lgh varably dependng on he updae frequency. A new reque arrve n he nework, updaed lnk delay value can be ued o calculae he curren pah for he flow. IX. CONCLUSIONS In h paper, we have movaed he mulpah roung problem wh a buffer conran a he denaon. Th problem baed on he requremen on he denaon o buffer he packe receved along pah wh lower delay unl he flow on oher pah have arrved. The larger he dfference n delay of he pah, larger he buffer requred a he denaon. We have hown opmal heorecal reul o oban opmal buffer ze for a dered hroughpu. We have alo preened REFERENCES [] N. F. Maemchuk, Dpery Roung, n Proceedng of IEEE ICC, 975. [] H. Suzuk and F. A. Tobag, Fa Bandwdh Reervaon wh Mullne and Mul-pah Roung n ATM Nework, n Proceedng of IEEE Infocom, Florence, Ialy, 99, pp. 40. [] I. Cdon, R. Rom, and Y. Shav, Analy of Mul-Pah Roung, IEEE/ACM Tran. on Neworkng, vol. 7, pp , December 999. [4] S. Bohacek, J. Hepanha, J. Lee, C. Lm, and K. Obraczka., A New TCP for Peren Packe Reorderng TCP-PR, IEEE/ACM Tran. on Neworkng, o appear n Aprl 006. [5] H. Han, S. Shakkoa, V. Hallo C, R. Srkan, and D. Towley, Mul- Pah TCP: A Jon Congeon Conrol and Roung Scheme o Eplo Pah Dvery n he Inerne, vol. 4, pp. 60 7, December 006. [6] A. Elwald, C. Jn, S. Low, and I. Wdjaja, MATE: MPLS Adapve Traffc Engneerng, n Proceedng of IEEE INFOCOM 0, Anchorage, USA, Aprl 00, pp [7] R. Banner and A. Orda, Mulpah roung algorhm for congeon mnmzaon, n Proc. IFIP Neworkng 005, Waerloo, Onaro, Canada, May 005. [8] M. R. Garey and D. S. Johnon, Compuer and Inracably, W.H. Freeman and Co., NY, 979. [9] S.T. McCormck, The compley of ma flow wh bounded-lengh pah, Workng paper, 006. [0] N. Garg and J. Könemann, Faer and mpler algorhm for mulcommody?ow and oher fraconal packng problem, n Proceedng of 9h Annual IEEE Sympoum on Foundaon of Compuer Scence, 998. [] D. R. Sher, Ierave Mehod for Deermnng he k Shore Pah n a Nework, Nework, vol. 6, pp. 05 9, 976. [] GANT nework pan-european backbone, hp:// Oc 004.pdf.

Multiple Failures. Diverse Routing for Maximizing Survivability. Maximum Survivability Models. Minimum-Color (SRLG) Diverse Routing

Multiple Failures. Diverse Routing for Maximizing Survivability. Maximum Survivability Models. Minimum-Color (SRLG) Diverse Routing Mulple Falure Dvere Roung for Maxmzng Survvably One-falure aumpon n prevou work Mulple falure Hard o provde 100% proecon Maxmum urvvably Maxmum Survvably Model Mnmum-Color (SRLG) Dvere Roung Each lnk ha

More information

(,,, ) (,,, ). In addition, there are three other consumers, -2, -1, and 0. Consumer -2 has the utility function

(,,, ) (,,, ). In addition, there are three other consumers, -2, -1, and 0. Consumer -2 has the utility function MACROECONOMIC THEORY T J KEHOE ECON 87 SPRING 5 PROBLEM SET # Conder an overlappng generaon economy le ha n queon 5 on problem e n whch conumer lve for perod The uly funcon of he conumer born n perod,

More information

Solution in semi infinite diffusion couples (error function analysis)

Solution in semi infinite diffusion couples (error function analysis) Soluon n sem nfne dffuson couples (error funcon analyss) Le us consder now he sem nfne dffuson couple of wo blocks wh concenraon of and I means ha, n a A- bnary sysem, s bondng beween wo blocks made of

More information

A. Inventory model. Why are we interested in it? What do we really study in such cases.

A. Inventory model. Why are we interested in it? What do we really study in such cases. Some general yem model.. Inenory model. Why are we nereed n? Wha do we really udy n uch cae. General raegy of machng wo dmlar procee, ay, machng a fa proce wh a low one. We need an nenory or a buffer or

More information

Appendix H: Rarefaction and extrapolation of Hill numbers for incidence data

Appendix H: Rarefaction and extrapolation of Hill numbers for incidence data Anne Chao Ncholas J Goell C seh lzabeh L ander K Ma Rober K Colwell and Aaron M llson 03 Rarefacon and erapolaon wh ll numbers: a framewor for samplng and esmaon n speces dversy sudes cology Monographs

More information

Cooling of a hot metal forging. , dt dt

Cooling of a hot metal forging. , dt dt Tranen Conducon Uneady Analy - Lumped Thermal Capacy Model Performed when; Hea ranfer whn a yem produced a unform emperaure drbuon n he yem (mall emperaure graden). The emperaure change whn he yem condered

More information

Lecture VI Regression

Lecture VI Regression Lecure VI Regresson (Lnear Mehods for Regresson) Conens: Lnear Mehods for Regresson Leas Squares, Gauss Markov heorem Recursve Leas Squares Lecure VI: MLSC - Dr. Sehu Vjayakumar Lnear Regresson Model M

More information

Variants of Pegasos. December 11, 2009

Variants of Pegasos. December 11, 2009 Inroducon Varans of Pegasos SooWoong Ryu bshboy@sanford.edu December, 009 Youngsoo Cho yc344@sanford.edu Developng a new SVM algorhm s ongong research opc. Among many exng SVM algorhms, we wll focus on

More information

Lecture 11: Stereo and Surface Estimation

Lecture 11: Stereo and Surface Estimation Lecure : Sereo and Surface Emaon When camera poon have been deermned, ung rucure from moon, we would lke o compue a dene urface model of he cene. In h lecure we wll udy he o called Sereo Problem, where

More information

Graduate Macroeconomics 2 Problem set 5. - Solutions

Graduate Macroeconomics 2 Problem set 5. - Solutions Graduae Macroeconomcs 2 Problem se. - Soluons Queson 1 To answer hs queson we need he frms frs order condons and he equaon ha deermnes he number of frms n equlbrum. The frms frs order condons are: F K

More information

The Residual Graph. 12 Augmenting Path Algorithms. Augmenting Path Algorithm. Augmenting Path Algorithm

The Residual Graph. 12 Augmenting Path Algorithms. Augmenting Path Algorithm. Augmenting Path Algorithm Augmening Pah Algorihm Greedy-algorihm: ar wih f (e) = everywhere find an - pah wih f (e) < c(e) on every edge augmen flow along he pah repea a long a poible The Reidual Graph From he graph G = (V, E,

More information

Lecture 6: Learning for Control (Generalised Linear Regression)

Lecture 6: Learning for Control (Generalised Linear Regression) Lecure 6: Learnng for Conrol (Generalsed Lnear Regresson) Conens: Lnear Mehods for Regresson Leas Squares, Gauss Markov heorem Recursve Leas Squares Lecure 6: RLSC - Prof. Sehu Vjayakumar Lnear Regresson

More information

CS434a/541a: Pattern Recognition Prof. Olga Veksler. Lecture 4

CS434a/541a: Pattern Recognition Prof. Olga Veksler. Lecture 4 CS434a/54a: Paern Recognon Prof. Olga Veksler Lecure 4 Oulne Normal Random Varable Properes Dscrmnan funcons Why Normal Random Varables? Analycally racable Works well when observaon comes form a corruped

More information

The Residual Graph. 11 Augmenting Path Algorithms. Augmenting Path Algorithm. Augmenting Path Algorithm

The Residual Graph. 11 Augmenting Path Algorithms. Augmenting Path Algorithm. Augmenting Path Algorithm Augmening Pah Algorihm Greedy-algorihm: ar wih f (e) = everywhere find an - pah wih f (e) < c(e) on every edge augmen flow along he pah repea a long a poible The Reidual Graph From he graph G = (V, E,

More information

Linear Response Theory: The connection between QFT and experiments

Linear Response Theory: The connection between QFT and experiments Phys540.nb 39 3 Lnear Response Theory: The connecon beween QFT and expermens 3.1. Basc conceps and deas Q: ow do we measure he conducvy of a meal? A: we frs nroduce a weak elecrc feld E, and hen measure

More information

Control Systems. Mathematical Modeling of Control Systems.

Control Systems. Mathematical Modeling of Control Systems. Conrol Syem Mahemacal Modelng of Conrol Syem chbum@eoulech.ac.kr Oulne Mahemacal model and model ype. Tranfer funcon model Syem pole and zero Chbum Lee -Seoulech Conrol Syem Mahemacal Model Model are key

More information

Robustness Experiments with Two Variance Components

Robustness Experiments with Two Variance Components Naonal Insue of Sandards and Technology (NIST) Informaon Technology Laboraory (ITL) Sascal Engneerng Dvson (SED) Robusness Expermens wh Two Varance Componens by Ana Ivelsse Avlés avles@ns.gov Conference

More information

Problem Set If all directed edges in a network have distinct capacities, then there is a unique maximum flow.

Problem Set If all directed edges in a network have distinct capacities, then there is a unique maximum flow. CSE 202: Deign and Analyi of Algorihm Winer 2013 Problem Se 3 Inrucor: Kamalika Chaudhuri Due on: Tue. Feb 26, 2013 Inrucion For your proof, you may ue any lower bound, algorihm or daa rucure from he ex

More information

7.6 Disjoint Paths. 7. Network Flow Applications. Edge Disjoint Paths. Edge Disjoint Paths

7.6 Disjoint Paths. 7. Network Flow Applications. Edge Disjoint Paths. Edge Disjoint Paths . Nework Flow Applcaon. Djon Pah Algorhm Degn by Éva Tardo and Jon Klenberg Copyrgh Addon Weley Slde by Kevn Wayne Algorhm Degn by Éva Tardo and Jon Klenberg Copyrgh Addon Weley Slde by Kevn Wayne Edge

More information

Delay-Limited Cooperative Communication with Reliability Constraints in Wireless Networks

Delay-Limited Cooperative Communication with Reliability Constraints in Wireless Networks ource relay 1 relay 2 relay m PROC. IEEE INFOCOM, RIO DE JANEIRO, BRAZIL, APRIL 2009 1 Delay-Lmed Cooperave Communcaon wh Relably Conran n rele Nework Rahul Urgaonkar, Mchael J. Neely Unvery of Souhern

More information

CHAPTER 10: LINEAR DISCRIMINATION

CHAPTER 10: LINEAR DISCRIMINATION CHAPER : LINEAR DISCRIMINAION Dscrmnan-based Classfcaon 3 In classfcaon h K classes (C,C,, C k ) We defned dscrmnan funcon g j (), j=,,,k hen gven an es eample, e chose (predced) s class label as C f g

More information

H = d d q 1 d d q N d d p 1 d d p N exp

H = d d q 1 d d q N d d p 1 d d p N exp 8333: Sacal Mechanc I roblem Se # 7 Soluon Fall 3 Canoncal Enemble Non-harmonc Ga: The Hamlonan for a ga of N non neracng parcle n a d dmenonal box ha he form H A p a The paron funcon gven by ZN T d d

More information

( ) () we define the interaction representation by the unitary transformation () = ()

( ) () we define the interaction representation by the unitary transformation () = () Hgher Order Perurbaon Theory Mchael Fowler 3/7/6 The neracon Represenaon Recall ha n he frs par of hs course sequence, we dscussed he chrödnger and Hesenberg represenaons of quanum mechancs here n he chrödnger

More information

A Demand System for Input Factors when there are Technological Changes in Production

A Demand System for Input Factors when there are Technological Changes in Production A Demand Syem for Inpu Facor when here are Technologcal Change n Producon Movaon Due o (e.g.) echnologcal change here mgh no be a aonary relaonhp for he co hare of each npu facor. When emang demand yem

More information

Lecture 11 SVM cont

Lecture 11 SVM cont Lecure SVM con. 0 008 Wha we have done so far We have esalshed ha we wan o fnd a lnear decson oundary whose margn s he larges We know how o measure he margn of a lnear decson oundary Tha s: he mnmum geomerc

More information

[ ] 2. [ ]3 + (Δx i + Δx i 1 ) / 2. Δx i-1 Δx i Δx i+1. TPG4160 Reservoir Simulation 2018 Lecture note 3. page 1 of 5

[ ] 2. [ ]3 + (Δx i + Δx i 1 ) / 2. Δx i-1 Δx i Δx i+1. TPG4160 Reservoir Simulation 2018 Lecture note 3. page 1 of 5 TPG460 Reservor Smulaon 08 page of 5 DISCRETIZATIO OF THE FOW EQUATIOS As we already have seen, fne dfference appromaons of he paral dervaves appearng n he flow equaons may be obaned from Taylor seres

More information

APOC #232 Capacity Planning for Fault-Tolerant All-Optical Network

APOC #232 Capacity Planning for Fault-Tolerant All-Optical Network APOC #232 Capacy Plannng for Faul-Toleran All-Opcal Nework Mchael Kwok-Shng Ho and Kwok-wa Cheung Deparmen of Informaon ngneerng The Chnese Unversy of Hong Kong Shan, N.T., Hong Kong SAR, Chna -mal: kwcheung@e.cuhk.edu.hk

More information

ELIMINATION OF DOMINATED STRATEGIES AND INESSENTIAL PLAYERS

ELIMINATION OF DOMINATED STRATEGIES AND INESSENTIAL PLAYERS OPERATIONS RESEARCH AND DECISIONS No. 1 215 DOI: 1.5277/ord1513 Mamoru KANEKO 1 Shuge LIU 1 ELIMINATION OF DOMINATED STRATEGIES AND INESSENTIAL PLAYERS We udy he proce, called he IEDI proce, of eraed elmnaon

More information

GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS. Youngwoo Ahn and Kitae Kim

GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS. Youngwoo Ahn and Kitae Kim Korean J. Mah. 19 (2011), No. 3, pp. 263 272 GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS Youngwoo Ahn and Kae Km Absrac. In he paper [1], an explc correspondence beween ceran

More information

Matrix reconstruction with the local max norm

Matrix reconstruction with the local max norm Marx reconrucon wh he local max norm Rna oygel Deparmen of Sac Sanford Unvery rnafb@anfordedu Nahan Srebro Toyoa Technologcal Inue a Chcago na@cedu Rulan Salakhudnov Dep of Sac and Dep of Compuer Scence

More information

Ordinary Differential Equations in Neuroscience with Matlab examples. Aim 1- Gain understanding of how to set up and solve ODE s

Ordinary Differential Equations in Neuroscience with Matlab examples. Aim 1- Gain understanding of how to set up and solve ODE s Ordnary Dfferenal Equaons n Neuroscence wh Malab eamples. Am - Gan undersandng of how o se up and solve ODE s Am Undersand how o se up an solve a smple eample of he Hebb rule n D Our goal a end of class

More information

Graphs III - Network Flow

Graphs III - Network Flow Graph III - Nework Flow Flow nework eup graph G=(V,E) edge capaciy w(u,v) 0 - if edge doe no exi, hen w(u,v)=0 pecial verice: ource verex ; ink verex - no edge ino and no edge ou of Aume every verex v

More information

Introduction to Congestion Games

Introduction to Congestion Games Algorihmic Game Theory, Summer 2017 Inroducion o Congeion Game Lecure 1 (5 page) Inrucor: Thoma Keelheim In hi lecure, we ge o know congeion game, which will be our running example for many concep in game

More information

Cubic Bezier Homotopy Function for Solving Exponential Equations

Cubic Bezier Homotopy Function for Solving Exponential Equations Penerb Journal of Advanced Research n Compung and Applcaons ISSN (onlne: 46-97 Vol. 4, No.. Pages -8, 6 omoopy Funcon for Solvng Eponenal Equaons S. S. Raml *,,. Mohamad Nor,a, N. S. Saharzan,b and M.

More information

A Nonlinear ILC Schemes for Nonlinear Dynamic Systems To Improve Convergence Speed

A Nonlinear ILC Schemes for Nonlinear Dynamic Systems To Improve Convergence Speed IJCSI Inernaonal Journal of Compuer Scence Iue, Vol. 9, Iue 3, No, ay ISSN (Onlne): 694-84 www.ijcsi.org 8 A Nonlnear ILC Scheme for Nonlnear Dynamc Syem o Improve Convergence Speed Hoen Babaee, Alreza

More information

V.Abramov - FURTHER ANALYSIS OF CONFIDENCE INTERVALS FOR LARGE CLIENT/SERVER COMPUTER NETWORKS

V.Abramov - FURTHER ANALYSIS OF CONFIDENCE INTERVALS FOR LARGE CLIENT/SERVER COMPUTER NETWORKS R&RATA # Vol.) 8, March FURTHER AALYSIS OF COFIDECE ITERVALS FOR LARGE CLIET/SERVER COMPUTER ETWORKS Vyacheslav Abramov School of Mahemacal Scences, Monash Unversy, Buldng 8, Level 4, Clayon Campus, Wellngon

More information

L N O Q. l q l q. I. A General Case. l q RANDOM LAGRANGE MULTIPLIERS AND TRANSVERSALITY. Econ. 511b Spring 1998 C. Sims

L N O Q. l q l q. I. A General Case. l q RANDOM LAGRANGE MULTIPLIERS AND TRANSVERSALITY. Econ. 511b Spring 1998 C. Sims Econ. 511b Sprng 1998 C. Sm RAD AGRAGE UPERS AD RASVERSAY agrange mulpler mehod are andard fare n elemenary calculu coure, and hey play a cenral role n economc applcaon of calculu becaue hey ofen urn ou

More information

Chapter Lagrangian Interpolation

Chapter Lagrangian Interpolation Chaper 5.4 agrangan Inerpolaon Afer readng hs chaper you should be able o:. dere agrangan mehod of nerpolaon. sole problems usng agrangan mehod of nerpolaon and. use agrangan nerpolans o fnd deraes and

More information

Randomized Perfect Bipartite Matching

Randomized Perfect Bipartite Matching Inenive Algorihm Lecure 24 Randomized Perfec Biparie Maching Lecurer: Daniel A. Spielman April 9, 208 24. Inroducion We explain a randomized algorihm by Ahih Goel, Michael Kapralov and Sanjeev Khanna for

More information

Chapter 6: AC Circuits

Chapter 6: AC Circuits Chaper 6: AC Crcus Chaper 6: Oulne Phasors and he AC Seady Sae AC Crcus A sable, lnear crcu operang n he seady sae wh snusodal excaon (.e., snusodal seady sae. Complee response forced response naural response.

More information

In the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!") i+1,q - [(!

In the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!) i+1,q - [(! ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL The frs hng o es n wo-way ANOVA: Is here neracon? "No neracon" means: The man effecs model would f. Ths n urn means: In he neracon plo (wh A on he horzonal

More information

Dynamic Team Decision Theory. EECS 558 Project Shrutivandana Sharma and David Shuman December 10, 2005

Dynamic Team Decision Theory. EECS 558 Project Shrutivandana Sharma and David Shuman December 10, 2005 Dynamc Team Decson Theory EECS 558 Proec Shruvandana Sharma and Davd Shuman December 0, 005 Oulne Inroducon o Team Decson Theory Decomposon of he Dynamc Team Decson Problem Equvalence of Sac and Dynamc

More information

Algorithms and Data Structures 2011/12 Week 9 Solutions (Tues 15th - Fri 18th Nov)

Algorithms and Data Structures 2011/12 Week 9 Solutions (Tues 15th - Fri 18th Nov) Algorihm and Daa Srucure 2011/ Week Soluion (Tue 15h - Fri 18h No) 1. Queion: e are gien 11/16 / 15/20 8/13 0/ 1/ / 11/1 / / To queion: (a) Find a pair of ube X, Y V uch ha f(x, Y) = f(v X, Y). (b) Find

More information

SSRG International Journal of Thermal Engineering (SSRG-IJTE) Volume 4 Issue 1 January to April 2018

SSRG International Journal of Thermal Engineering (SSRG-IJTE) Volume 4 Issue 1 January to April 2018 SSRG Inernaonal Journal of Thermal Engneerng (SSRG-IJTE) Volume 4 Iue 1 January o Aprl 18 Opmal Conrol for a Drbued Parameer Syem wh Tme-Delay, Non-Lnear Ung he Numercal Mehod. Applcaon o One- Sded Hea

More information

Mechanics Physics 151

Mechanics Physics 151 Mechancs Physcs 5 Lecure 9 Hamlonan Equaons of Moon (Chaper 8) Wha We Dd Las Tme Consruced Hamlonan formalsm H ( q, p, ) = q p L( q, q, ) H p = q H q = p H = L Equvalen o Lagrangan formalsm Smpler, bu

More information

Robust and Accurate Cancer Classification with Gene Expression Profiling

Robust and Accurate Cancer Classification with Gene Expression Profiling Robus and Accurae Cancer Classfcaon wh Gene Expresson Proflng (Compuaonal ysems Bology, 2005) Auhor: Hafeng L, Keshu Zhang, ao Jang Oulne Background LDA (lnear dscrmnan analyss) and small sample sze problem

More information

Mechanics Physics 151

Mechanics Physics 151 Mechancs Physcs 5 Lecure 9 Hamlonan Equaons of Moon (Chaper 8) Wha We Dd Las Tme Consruced Hamlonan formalsm Hqp (,,) = qp Lqq (,,) H p = q H q = p H L = Equvalen o Lagrangan formalsm Smpler, bu wce as

More information

On One Analytic Method of. Constructing Program Controls

On One Analytic Method of. Constructing Program Controls Appled Mahemacal Scences, Vol. 9, 05, no. 8, 409-407 HIKARI Ld, www.m-hkar.com hp://dx.do.org/0.988/ams.05.54349 On One Analyc Mehod of Consrucng Program Conrols A. N. Kvko, S. V. Chsyakov and Yu. E. Balyna

More information

CS 268: Packet Scheduling

CS 268: Packet Scheduling Pace Schedulng Decde when and wha pace o send on oupu ln - Usually mplemened a oupu nerface CS 68: Pace Schedulng flow Ion Soca March 9, 004 Classfer flow flow n Buffer managemen Scheduler soca@cs.bereley.edu

More information

John Geweke a and Gianni Amisano b a Departments of Economics and Statistics, University of Iowa, USA b European Central Bank, Frankfurt, Germany

John Geweke a and Gianni Amisano b a Departments of Economics and Statistics, University of Iowa, USA b European Central Bank, Frankfurt, Germany Herarchcal Markov Normal Mxure models wh Applcaons o Fnancal Asse Reurns Appendx: Proofs of Theorems and Condonal Poseror Dsrbuons John Geweke a and Gann Amsano b a Deparmens of Economcs and Sascs, Unversy

More information

Reactive Methods to Solve the Berth AllocationProblem with Stochastic Arrival and Handling Times

Reactive Methods to Solve the Berth AllocationProblem with Stochastic Arrival and Handling Times Reacve Mehods o Solve he Berh AllocaonProblem wh Sochasc Arrval and Handlng Tmes Nsh Umang* Mchel Berlare* * TRANSP-OR, Ecole Polyechnque Fédérale de Lausanne Frs Workshop on Large Scale Opmzaon November

More information

CS4445/9544 Analysis of Algorithms II Solution for Assignment 1

CS4445/9544 Analysis of Algorithms II Solution for Assignment 1 Conider he following flow nework CS444/944 Analyi of Algorihm II Soluion for Aignmen (0 mark) In he following nework a minimum cu ha capaciy 0 Eiher prove ha hi aemen i rue, or how ha i i fale Uing he

More information

Network Flow. Data Structures and Algorithms Andrei Bulatov

Network Flow. Data Structures and Algorithms Andrei Bulatov Nework Flow Daa Srucure and Algorihm Andrei Bulao Algorihm Nework Flow 24-2 Flow Nework Think of a graph a yem of pipe We ue hi yem o pump waer from he ource o ink Eery pipe/edge ha limied capaciy Flow

More information

Outline. Probabilistic Model Learning. Probabilistic Model Learning. Probabilistic Model for Time-series Data: Hidden Markov Model

Outline. Probabilistic Model Learning. Probabilistic Model Learning. Probabilistic Model for Time-series Data: Hidden Markov Model Probablsc Model for Tme-seres Daa: Hdden Markov Model Hrosh Mamsuka Bonformacs Cener Kyoo Unversy Oulne Three Problems for probablsc models n machne learnng. Compung lkelhood 2. Learnng 3. Parsng (predcon

More information

THE PREDICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS

THE PREDICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS THE PREICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS INTROUCTION The wo dmensonal paral dfferenal equaons of second order can be used for he smulaon of compeve envronmen n busness The arcle presens he

More information

UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 2017 EXAMINATION

UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 2017 EXAMINATION INTERNATIONAL TRADE T. J. KEHOE UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 27 EXAMINATION Please answer wo of he hree quesons. You can consul class noes, workng papers, and arcles whle you are workng on he

More information

J i-1 i. J i i+1. Numerical integration of the diffusion equation (I) Finite difference method. Spatial Discretization. Internal nodes.

J i-1 i. J i i+1. Numerical integration of the diffusion equation (I) Finite difference method. Spatial Discretization. Internal nodes. umercal negraon of he dffuson equaon (I) Fne dfference mehod. Spaal screaon. Inernal nodes. R L V For hermal conducon le s dscree he spaal doman no small fne spans, =,,: Balance of parcles for an nernal

More information

Optimal Adjustment Algorithm for p Coordinates and the Starting Point in Interior Point Methods

Optimal Adjustment Algorithm for p Coordinates and the Starting Point in Interior Point Methods Amercan Journal of Operaon Reearch 9- do:.436/aor..4 Publhed Onlne December (hp://www.scrp.org/ournal/aor) 9 Opmal Adumen Algorhm for p Coordnae and he Sarng Pon n Ineror Pon Mehod Abrac Carla T. L. S.

More information

Solution Strategies for Multistage Stochastic Programming with Endogenous Uncertainties

Solution Strategies for Multistage Stochastic Programming with Endogenous Uncertainties oluon raege for Mulage ochac Programmng wh Endogenou Uncerane Vja Gupa* Ignaco E. Gromann Deparmen of Chemcal Engneerng Carnege Mellon Unver Purgh PA 523 Arac In h paper we preen a generc Mulage ochac

More information

Department of Economics University of Toronto

Department of Economics University of Toronto Deparmen of Economcs Unversy of Torono ECO408F M.A. Economercs Lecure Noes on Heeroskedascy Heeroskedascy o Ths lecure nvolves lookng a modfcaons we need o make o deal wh he regresson model when some of

More information

Clustering (Bishop ch 9)

Clustering (Bishop ch 9) Cluserng (Bshop ch 9) Reference: Daa Mnng by Margare Dunham (a slde source) 1 Cluserng Cluserng s unsupervsed learnng, here are no class labels Wan o fnd groups of smlar nsances Ofen use a dsance measure

More information

An introduction to Support Vector Machine

An introduction to Support Vector Machine An nroducon o Suppor Vecor Machne 報告者 : 黃立德 References: Smon Haykn, "Neural Neworks: a comprehensve foundaon, second edon, 999, Chaper 2,6 Nello Chrsann, John Shawe-Tayer, An Inroducon o Suppor Vecor Machnes,

More information

Computational results on new staff scheduling benchmark instances

Computational results on new staff scheduling benchmark instances TECHNICAL REPORT Compuaonal resuls on new saff shedulng enhmark nsanes Tm Curos Rong Qu ASAP Researh Group Shool of Compuer Sene Unersy of Nongham NG8 1BB Nongham UK Frs pulshed onlne: 19-Sep-2014 las

More information

Chapters 2 Kinematics. Position, Distance, Displacement

Chapters 2 Kinematics. Position, Distance, Displacement Chapers Knemacs Poson, Dsance, Dsplacemen Mechancs: Knemacs and Dynamcs. Knemacs deals wh moon, bu s no concerned wh he cause o moon. Dynamcs deals wh he relaonshp beween orce and moon. The word dsplacemen

More information

Lecture 18: The Laplace Transform (See Sections and 14.7 in Boas)

Lecture 18: The Laplace Transform (See Sections and 14.7 in Boas) Lecure 8: The Lalace Transform (See Secons 88- and 47 n Boas) Recall ha our bg-cure goal s he analyss of he dfferenal equaon, ax bx cx F, where we emloy varous exansons for he drvng funcon F deendng on

More information

A Tour of Modeling Techniques

A Tour of Modeling Techniques A Tour of Modelng Technques John Hooker Carnege Mellon Unversy EWO Semnar February 8 Slde Oulne Med neger lnear (MILP) modelng Dsuncve modelng Knapsack modelng Consran programmng models Inegraed Models

More information

EEL 6266 Power System Operation and Control. Chapter 5 Unit Commitment

EEL 6266 Power System Operation and Control. Chapter 5 Unit Commitment EEL 6266 Power Sysem Operaon and Conrol Chaper 5 Un Commmen Dynamc programmng chef advanage over enumeraon schemes s he reducon n he dmensonaly of he problem n a src prory order scheme, here are only N

More information

. The geometric multiplicity is dim[ker( λi. number of linearly independent eigenvectors associated with this eigenvalue.

. The geometric multiplicity is dim[ker( λi. number of linearly independent eigenvectors associated with this eigenvalue. Lnear Algebra Lecure # Noes We connue wh he dscusson of egenvalues, egenvecors, and dagonalzably of marces We wan o know, n parcular wha condons wll assure ha a marx can be dagonalzed and wha he obsrucons

More information

FTCS Solution to the Heat Equation

FTCS Solution to the Heat Equation FTCS Soluon o he Hea Equaon ME 448/548 Noes Gerald Reckenwald Porland Sae Unversy Deparmen of Mechancal Engneerng gerry@pdxedu ME 448/548: FTCS Soluon o he Hea Equaon Overvew Use he forward fne d erence

More information

Comb Filters. Comb Filters

Comb Filters. Comb Filters The smple flers dscussed so far are characered eher by a sngle passband and/or a sngle sopband There are applcaons where flers wh mulple passbands and sopbands are requred Thecomb fler s an example of

More information

Network Flows: Introduction & Maximum Flow

Network Flows: Introduction & Maximum Flow CSC 373 - lgorihm Deign, nalyi, and Complexiy Summer 2016 Lalla Mouaadid Nework Flow: Inroducion & Maximum Flow We now urn our aenion o anoher powerful algorihmic echnique: Local Search. In a local earch

More information

Notes on the stability of dynamic systems and the use of Eigen Values.

Notes on the stability of dynamic systems and the use of Eigen Values. Noes on he sabl of dnamc ssems and he use of Egen Values. Source: Macro II course noes, Dr. Davd Bessler s Tme Seres course noes, zarads (999) Ineremporal Macroeconomcs chaper 4 & Techncal ppend, and Hamlon

More information

Econ107 Applied Econometrics Topic 5: Specification: Choosing Independent Variables (Studenmund, Chapter 6)

Econ107 Applied Econometrics Topic 5: Specification: Choosing Independent Variables (Studenmund, Chapter 6) Econ7 Appled Economercs Topc 5: Specfcaon: Choosng Independen Varables (Sudenmund, Chaper 6 Specfcaon errors ha we wll deal wh: wrong ndependen varable; wrong funconal form. Ths lecure deals wh wrong ndependen

More information

10. A.C CIRCUITS. Theoretically current grows to maximum value after infinite time. But practically it grows to maximum after 5τ. Decay of current :

10. A.C CIRCUITS. Theoretically current grows to maximum value after infinite time. But practically it grows to maximum after 5τ. Decay of current : . A. IUITS Synopss : GOWTH OF UNT IN IUIT : d. When swch S s closed a =; = d. A me, curren = e 3. The consan / has dmensons of me and s called he nducve me consan ( τ ) of he crcu. 4. = τ; =.63, n one

More information

CS286.2 Lecture 14: Quantum de Finetti Theorems II

CS286.2 Lecture 14: Quantum de Finetti Theorems II CS286.2 Lecure 14: Quanum de Fne Theorems II Scrbe: Mara Okounkova 1 Saemen of he heorem Recall he las saemen of he quanum de Fne heorem from he prevous lecure. Theorem 1 Quanum de Fne). Le ρ Dens C 2

More information

Inter-Class Resource Sharing using Statistical Service Envelopes

Inter-Class Resource Sharing using Statistical Service Envelopes In Proceedngs of IEEE INFOCOM 99 Iner-Class Resource Sharng usng Sascal Servce Envelopes Jng-yu Qu and Edward W. Knghly Deparmen of Elecrcal and Compuer Engneerng Rce Unversy Absrac Neworks ha suppor mulple

More information

Gravity Segmentation of Human Lungs from X-ray Images for Sickness Classification

Gravity Segmentation of Human Lungs from X-ray Images for Sickness Classification Gravy Segmenaon of Human Lung from X-ray Image for Sckne Clafcaon Crag Waman and Km Le School of Informaon Scence and Engneerng Unvery of Canberra Unvery Drve, Bruce, ACT-60, Aurala Emal: crag_waman@ece.com,

More information

Online Supplement for Dynamic Multi-Technology. Production-Inventory Problem with Emissions Trading

Online Supplement for Dynamic Multi-Technology. Production-Inventory Problem with Emissions Trading Onlne Supplemen for Dynamc Mul-Technology Producon-Invenory Problem wh Emssons Tradng by We Zhang Zhongsheng Hua Yu Xa and Baofeng Huo Proof of Lemma For any ( qr ) Θ s easy o verfy ha he lnear programmng

More information

Advanced Machine Learning & Perception

Advanced Machine Learning & Perception Advanced Machne Learnng & Percepon Insrucor: Tony Jebara SVM Feaure & Kernel Selecon SVM Eensons Feaure Selecon (Flerng and Wrappng) SVM Feaure Selecon SVM Kernel Selecon SVM Eensons Classfcaon Feaure/Kernel

More information

Soviet Rail Network, 1955

Soviet Rail Network, 1955 7.1 Nework Flow Sovie Rail Nework, 19 Reerence: On he hiory o he ranporaion and maximum low problem. lexander Schrijver in Mah Programming, 91: 3, 00. (See Exernal Link ) Maximum Flow and Minimum Cu Max

More information

Fast Method for Two-dimensional Renyi s Entropy-based Thresholding

Fast Method for Two-dimensional Renyi s Entropy-based Thresholding Adlan Ym al. / Inernaonal Journal on Compuer Scence and Engneerng IJCSE Fa Mehod for Two-dmenonal Reny Enropy-baed Threholdng Adlan Ym Yohhro AGIARA 2 Tauku MIYOSI 2 Yukar AGIARA 3 Qnargul Ym Grad. School

More information

Online EM Algorithm for Background Subtraction

Online EM Algorithm for Background Subtraction Avalable onlne a www.cencedrec.com Proceda Engneerng 9 (0) 64 69 0 Inernaonal Workhop on Informaon and Elecronc Engneerng (IWIEE) Onlne E Algorhm for Background Subracon Peng Chen a*, Xang Chen b,bebe

More information

CHAPTER 5: MULTIVARIATE METHODS

CHAPTER 5: MULTIVARIATE METHODS CHAPER 5: MULIVARIAE MEHODS Mulvarae Daa 3 Mulple measuremens (sensors) npus/feaures/arbues: -varae N nsances/observaons/eamples Each row s an eample Each column represens a feaure X a b correspons o he

More information

II. Light is a Ray (Geometrical Optics)

II. Light is a Ray (Geometrical Optics) II Lgh s a Ray (Geomercal Opcs) IIB Reflecon and Refracon Hero s Prncple of Leas Dsance Law of Reflecon Hero of Aleandra, who lved n he 2 nd cenury BC, posulaed he followng prncple: Prncple of Leas Dsance:

More information

A Deterministic Algorithm for Summarizing Asynchronous Streams over a Sliding Window

A Deterministic Algorithm for Summarizing Asynchronous Streams over a Sliding Window A Deermnsc Algorhm for Summarzng Asynchronous Sreams over a Sldng ndow Cosas Busch Rensselaer Polyechnc Insue Srkana Trhapura Iowa Sae Unversy Oulne of Talk Inroducon Algorhm Analyss Tme C Daa sream: 3

More information

1 Motivation and Basic Definitions

1 Motivation and Basic Definitions CSCE : Deign and Analyi of Algorihm Noe on Max Flow Fall 20 (Baed on he preenaion in Chaper 26 of Inroducion o Algorihm, 3rd Ed. by Cormen, Leieron, Rive and Sein.) Moivaion and Baic Definiion Conider

More information

NON-HOMOGENEOUS SEMI-MARKOV REWARD PROCESS FOR THE MANAGEMENT OF HEALTH INSURANCE MODELS.

NON-HOMOGENEOUS SEMI-MARKOV REWARD PROCESS FOR THE MANAGEMENT OF HEALTH INSURANCE MODELS. NON-HOOGENEOU EI-AKO EWA POCE FO THE ANAGEENT OF HEATH INUANCE OE. Jacque Janen CEIAF ld Paul Janon 84 e 9 6 Charlero EGIU Fax: 32735877 E-mal: ceaf@elgacom.ne and amondo anca Unverà a apenza parmeno d

More information

Volatility Interpolation

Volatility Interpolation Volaly Inerpolaon Prelmnary Verson March 00 Jesper Andreasen and Bran Huge Danse Mares, Copenhagen wan.daddy@danseban.com brno@danseban.com Elecronc copy avalable a: hp://ssrn.com/absrac=69497 Inro Local

More information

Computing Relevance, Similarity: The Vector Space Model

Computing Relevance, Similarity: The Vector Space Model Compung Relevance, Smlary: The Vecor Space Model Based on Larson and Hears s sldes a UC-Bereley hp://.sms.bereley.edu/courses/s0/f00/ aabase Managemen Sysems, R. Ramarshnan ocumen Vecors v ocumens are

More information

Fundamentals of PLLs (I)

Fundamentals of PLLs (I) Phae-Locked Loop Fundamenal of PLL (I) Chng-Yuan Yang Naonal Chung-Hng Unvery Deparmen of Elecrcal Engneerng Why phae-lock? - Jer Supreon - Frequency Synhe T T + 1 - Skew Reducon T + 2 T + 3 PLL fou =

More information

Machine Learning Linear Regression

Machine Learning Linear Regression Machne Learnng Lnear Regresson Lesson 3 Lnear Regresson Bascs of Regresson Leas Squares esmaon Polynomal Regresson Bass funcons Regresson model Regularzed Regresson Sascal Regresson Mamum Lkelhood (ML)

More information

. The geometric multiplicity is dim[ker( λi. A )], i.e. the number of linearly independent eigenvectors associated with this eigenvalue.

. The geometric multiplicity is dim[ker( λi. A )], i.e. the number of linearly independent eigenvectors associated with this eigenvalue. Mah E-b Lecure #0 Noes We connue wh he dscusson of egenvalues, egenvecors, and dagonalzably of marces We wan o know, n parcular wha condons wll assure ha a marx can be dagonalzed and wha he obsrucons are

More information

Efficient Asynchronous Channel Hopping Design for Cognitive Radio Networks

Efficient Asynchronous Channel Hopping Design for Cognitive Radio Networks Effcen Asynchronous Channel Hoppng Desgn for Cognve Rado Neworks Chh-Mn Chao, Chen-Yu Hsu, and Yun-ng Lng Absrac In a cognve rado nework (CRN), a necessary condon for nodes o communcae wh each oher s ha

More information

CTLS 4 SNR. Multi Reference CTLS Method for Passive Localization of Radar Targets

CTLS 4 SNR. Multi Reference CTLS Method for Passive Localization of Radar Targets دا ند رعا ل» ی و ناوری ج ه ع ی و ی «ع وم 79-85 9 C 4 * Donloaded from ad.r a 9:06 +040 on Frda arch nd 09-4 - - - - (9/06/4 : 90/05/7 : ) DOA. DOA. C DOA.. C.. C SR.. C.C DOA : ul Reference C ehod for

More information

Greedy. I Divide and Conquer. I Dynamic Programming. I Network Flows. Network Flow. I Previous topics: design techniques

Greedy. I Divide and Conquer. I Dynamic Programming. I Network Flows. Network Flow. I Previous topics: design techniques Algorihm Deign Technique CS : Nework Flow Dan Sheldon April, reedy Divide and Conquer Dynamic Programming Nework Flow Comparion Nework Flow Previou opic: deign echnique reedy Divide and Conquer Dynamic

More information

The Finite Element Method for the Analysis of Non-Linear and Dynamic Systems

The Finite Element Method for the Analysis of Non-Linear and Dynamic Systems Swss Federal Insue of Page 1 The Fne Elemen Mehod for he Analyss of Non-Lnear and Dynamc Sysems Prof. Dr. Mchael Havbro Faber Dr. Nebojsa Mojslovc Swss Federal Insue of ETH Zurch, Swzerland Mehod of Fne

More information

Normal Random Variable and its discriminant functions

Normal Random Variable and its discriminant functions Noral Rando Varable and s dscrnan funcons Oulne Noral Rando Varable Properes Dscrnan funcons Why Noral Rando Varables? Analycally racable Works well when observaon coes for a corruped snle prooype 3 The

More information

by Lauren DeDieu Advisor: George Chen

by Lauren DeDieu Advisor: George Chen b Laren DeDe Advsor: George Chen Are one of he mos powerfl mehods o nmercall solve me dependen paral dfferenal eqaons PDE wh some knd of snglar shock waves & blow-p problems. Fed nmber of mesh pons Moves

More information

, the. L and the L. x x. max. i n. It is easy to show that these two norms satisfy the following relation: x x n x = (17.3) max

, the. L and the L. x x. max. i n. It is easy to show that these two norms satisfy the following relation: x x n x = (17.3) max ecure 8 7. Sabiliy Analyi For an n dimenional vecor R n, he and he vecor norm are defined a: = T = i n i (7.) I i eay o how ha hee wo norm aify he following relaion: n (7.) If a vecor i ime-dependen, hen

More information

CSC 364S Notes University of Toronto, Spring, The networks we will consider are directed graphs, where each edge has associated with it

CSC 364S Notes University of Toronto, Spring, The networks we will consider are directed graphs, where each edge has associated with it CSC 36S Noe Univeriy of Torono, Spring, 2003 Flow Algorihm The nework we will conider are direced graph, where each edge ha aociaed wih i a nonnegaive capaciy. The inuiion i ha if edge (u; v) ha capaciy

More information