Browsing by Author "Goldsztajn, Diego"

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    Automatic cloud instance provisioning with quality and efficiency
    (2021) Goldsztajn, Diego; Ferragut, Andrés; Paganini, Fernando
    A distinctive feature of cloud computing is that it enables customers to dynamically summon server instances. Service providers facing uncertain demand patterns may exploit this feature by setting automatic provisioning rules for right-sizing the capacity contracted from the cloud. This situation can be modeled by a queueing system where the numbers of both jobs and servers evolve in time, the latter subject to delays in creation and deletion. We study in this context different feedback rules with the objective of efficiently matching capacity and load, while simultaneously providing a high quality of service. These rules are analyzed by means of fluid and diffusion limits for Markov chains. In particular we develop suitable extensions of the classical literature on this topic, required to accommodate non-homogeneous intensity scalings and non-differentiable drift fields. With these tools, our final proposal is shown to exhibit properties akin to the Halfin-Whitt regime, achieved automatically without knowledge of the system load. We further investigate by simulation its behavior under time-varying load, demonstrating the capabilities of our design to provide quality and efficiency in highly dynamic scenarios.
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    Proximal regularization for the saddle point gradient dynamics
    (2021) Goldsztajn, Diego; Paganini, Fernando
    This paper concerns the solution of a convex optimization problem through the saddle point gradient dynamics. Instead of using the standard Lagrangian as is classical in this method, we consider a regularized Lagrangian obtained through a proximal minimization step.We show that, without assumptions of smoothness or strict convexity in the original problem, the regularized Lagrangian is smooth and leads to globally convergent saddle point dynamics. The method is demonstrated through an application to resource allocation in cloud computing.