Avec l’avènement de l’ère intellectuelle et de l’Internet of Everything (IoE), les besoins de la communication mondiale et des applications diverses ont explosé. Cette révolution exige que les futurs réseaux de communication soient plus efficaces, intellectuels, agiles et évolutifs. De nombreuses technologies réseau sont apparues pour répondre à la tendance des réseaux de communication de nouvelle génération tels que les réseaux optiques élastiques (EONs) et la virtualisation de réseau. De nombreux défis apparaissent avec les apparences de la nouvelle architecture et de la nouvelle technologie, telles que le routage et l’allocation de ressource spectrale (RSA) dans les EONs et l’intégration de réseaux virtuels (Virtual Network Embedding ou VNE) dans la virtualisation de réseau.Cette thèse traite la conception et l’analyse d’algorithmes d’approximation dans trois problèmes d’optimation du RSA et du VNE : les impacts de la distribution du trafic et de la topologie du réseau sur le routage tout optique, de l’allocation de ressource spectrale, et du VNE dans les topologies des chemins et cycles. Pour le routage tout optique, le premier sous-problème du RSA, il y a toujours un problème en suspens concernant l’impact de la distribution du trafic et de la topologie EON. Comme le routage tout optique joue un rôle essentiel pour la performance globale de la RSA, cette thèse fournit une analyse approfondi théorique sur ces impacts. Pour le deuxième sous-problème du RSA, l’allocation de ressource spectrale, deux chemins optiques quelconques partageant des fibres optiques communes pourraient devoir être isolés dans le domaine spectral avec une bande de garde appropriée pour empêcher la diaphonie et / ou réduire les menaces de sécurité de la couche physique. Cette thèse considère le scénario dans lequel les exigences de bandes de garde réelles optiques sont différentes pour différentes paires de chemins, et étudie comment affecter les ressources spectrales efficacement dans une telle situation. L’hétérogénéité de la topologie des demandes de réseau virtuel (VNR) est un facteur important qui entrave les performances de la VNE. Cependant, dans de nombreuses applications spécialisées, les VNR ont des caractéristiques structurelles communes par exemple, des chemins et des cycles. Pour obtenir de meilleurs résultats, il est donc essentiel de concevoir des algorithmes dédiés pour ces applications en tenant compte des caractéristiques topologiques. Dans cette thèse, nous prouvons que les problèmes VNE dans les topologies de chemin et de cycle sont NP-difficiles. Afin de les résoudre, nous proposons des algorithmes efficaces également analysons leurs ratios d’approximation / With the coming of intellectual era and Internet of Everything (IoE), the needs of worldwide communication and diverse applications have been explosively growing. This information revolution requires the future communication networks to be more efficient, intellectual, agile and scalable. Many technologies have emerged to meet the requirements of next generation communication networks such as Elastic Optical Networks (EONs) and networking virtualization. However, there are many challenges coming along with them, such as Routing and Spectrum Assignment (RSA) in EONs and Virtual Network Embedding (VNE) in network virtualization. This dissertation addresses the algorithm design and analysis for these challenging problems: the impacts of traffic distribution and network topology on lightpath routing, the distance spectrum assignment and the VNE problem for paths and cycles.For lightpath routing, the first subproblem of the RSA, there is always a pending issue that how the changes of the traffic distribution and EON topology affect it. As the lightpath routing plays a critical role in the overall performance of the RSA, this dissertation provides a thoroughly theoretical analysis on the impacts of the aforementioned two key factors. To this end, we propose two theoretical chains, and derive the optimal routing scheme taking into account two key factors. We then treat the second subproblem of RSA, namely spectrum assignment. Any two lightpaths sharing common fiber links might have to be isolated in the spectrum domain with a proper guard-band to prevent crosstalk and/or reduce physical-layer security threats. We consider the scenario with diverse guard-band sizes, and investigate how to assign the spectrum resources efficiently in such a situation. We provide the upper and lower bounds for the optimal solution of the DSA, and further devise an efficient algorithm which can guarantee approximation ratios in some graph classes.The topology heterogeneity of Virtual Network Requests (VNRs) is one important factor hampering the performance of the VNE. However, in many specialized applications, the VNRs are of some common structural features e.g., paths and cycles. To achieve better outcomes, it is thus critical to design dedicated algorithms for these applications by accounting for topology characteristics. We prove the NP-Harness of path and cycle embeddings. To solve them, we propose some efficient algorithms and analyze their approximation ratios.

[pt] Consideramos, nesta dissertação, a questão de determinar se um grafo tem uma propriedade P, tal como G é livre de triângulos ou G é 4- colorível. Em particular, consideramos para quais propriedades P existe um algoritmo aleatório com probabilidades de erro constantes que aceita grafos que satisfazem P e rejeita grafos que são epsilon-longe de qualquer grafo que o satisfaça. Se, além disso, o algoritmo tiver complexidade independente do tamanho do grafo, a propriedade é dita testável. Discutiremos os resultados de Alon, Fischer, Newman e Shapira que obtiveram uma caracterização combinatória de propriedades testáveis de grafos, resolvendo um problema em aberto levantado em 1996. Essa caracterização diz informalmente que uma propriedade P de um grafo é testável se e somente se testar P pode ser reduzido a testar a propriedade de satisfazer uma das finitas partições Szemerédi. / [en] We consider, in this thesis, the question of determining if a graph has a property P such as G is triangle-free or G is 4-colorable. In particular, we consider for which properties P there exists a random algorithm with constant error probabilities that accept graphs that satisfy P and reject graphs that are epsilon-far from any graph that satisfies it. If, in addition, the algorithm has complexity independent of the size of the graph, the property is called testable. We will discuss the results of Alon, Fischer, Newman, and Shapira that obtained a combinatorial characterization of testable graph properties, solving an open problem raised in 1996. This characterization informally says that a graph property P is testable if and only if testing P can be reduced to testing the property of satisfying one of finitely many Szemerédi-partitions.

Recently, Udwani defined a new class of set functions under monotonicity and subadditivity, called submodular order functions, which is a subfamily of submodular functions. Informally, the submodular order function admits a very limited form of submodularity which is defined over a specific permutation of the ground set. His work pointed out the intriguing connection between streaming submodular maximization and submodular order maximization. Inspired by a 0.25-approximation streaming algorithm for maximizing a monotone submodular function subject to a matroid constraint, Udwani gave a 0.25-approximation algorithm for submodular order functions maximization subject to a matroid constraint. Based on the above results, we would like to explore further in which cases it is feasible to generalize from streaming submodular maximization algorithms to submodular order maximization algorithms. As a more general constraint than matroid, p-matchoid is a collection of p matroids with each matroid defined on some subsets of the ground set. Related work gave a 1/4p-approximation streaming algorithm for monotone submodular functions maximization under a p-matchoid constraint. Inspired by the above algorithms and the intriguing connection, we used some techniques to try to generalize several streaming algorithms for submodular functions to the offline algorithms for submodular order functions, including interleaved partitions and incremental values. Assuming that the objective function f is subadditive and non-negative, we gave a 1/4p-approximation algorithm for monotone submodular order maximization to a p-matchoid constraint. In addition, we summarize the failures of other cases. / Nyligen definierade Udwani en ny klass av mängdfunktioner under monotonicitet och subadditivitet, som kallas submodulära ordningsfunktioner och som är en underfamilj av submodulära funktioner. Informellt sett medger den submodulära ordningsfunktionen en mycket begränsad form av submodularitet som är definierad över en specifik permutation av grundmängden. Hans arbete pekade på det spännande sambandet mellan strömmande submodulär maximering och submodulär ordermaximering. Inspirerad av en strömningsalgoritm med 0.25-approximation för maximering av en monoton submodulär funktion som är föremål för en matroidbegränsning, gav Udwani en algoritm med 0.25-approximation för maximering av submodulära ordningsfunktioner som är föremål för en matroidbegränsning. Baserat på ovanstående resultat skulle vi vilja utforska ytterligare i vilka fall det är möjligt att generalisera från algoritmer för strömning av submodulära maximeringsfunktioner till algoritmer för maximering av submodulära orderfunktioner. Som en mer allmän begränsning än matroid är p-matchoid en samling av p matroider där varje matroid definieras på vissa delmängder av grundmängden. Relaterade arbeten gav en strömmingsalgoritm med 1/4p-tillnärmning för monoton submodulär funktionsmaximering under en p-matchoid-begränsning. Inspirerade av ovanstående algoritmer och det spännande sambandet använde vi vissa tekniker för att försöka generalisera flera strömningsalgoritmer för submodulära funktioner till offline-algoritmer för submodulära ordningsfunktioner, inklusive interleaved partitions och inkrementella värden. Under förutsättning att målfunktionen f är subadditiv och icke-negativ gav vi en algoritm för 1/4p-tillnärmning för monoton submodulär ordermaximering till ett p-matchoid-begränsningsvillkor. Dessutom sammanfattar vi misslyckanden i andra fall.

Two dimensional magnetic recording (TDMR) achieves high areal densities by reducing the size of a bit comparable to the size of the magnetic grains resulting in two dimensional (2D) inter symbol interference (ISI) and very high media noise. Therefore, it is critical to handle the media noise along with the 2D ISI detection. In this paper, we tune the generalized belief propagation (GBP) algorithm to handle the media noise seen in TDMR. We also provide an intuition into the nature of hard decisions provided by the GBP algorithm. The performance of the GBP algorithm is evaluated over a Voronoi based TDMR channel model where the soft outputs from the GBP algorithm are used by a belief propagation (BP) algorithm to decode low-density parity check (LDPC) codes.

In Chapter 2, we propose several two-timescale simulation-based actor-critic algorithms for solution of infinite horizon Markov Decision Processes (MDPs) with finite state-space under the average cost criterion. On the slower timescale, all the algorithms perform a gradient search over corresponding policy spaces using two different Simultaneous Perturbation Stochastic Approximation (SPSA) gradient estimates. On the faster timescale, the differential cost function corresponding to a given stationary policy is updated and averaged for enhanced performance. A proof of convergence to a locally optimal policy is presented. Next, a memory efficient implementation using a feature-vector representation of the state-space and TD (0) learning along the faster timescale is discussed. A three-timescale simulation based algorithm for solution of infinite horizon discounted-cost MDPs via the Value Iteration approach is also proposed. An approximation of the Dynamic Programming operator T is applied to the value function iterates. A sketch of convergence explaining the dynamics of the algorithm using associated ODEs is presented. Numerical experiments on rate based flow control on a bottleneck node using a continuous-time queueing model are presented using the proposed algorithms. Next, in Chapter 3, we develop three simulation-based algorithms for finite-horizon MDPs (FHMDPs). The first algorithm is developed for finite state and compact action spaces while the other two are for finite state and finite action spaces. Convergence analysis is briefly sketched. We then concentrate on methods to mitigate the curse of dimensionality that affects FH-MDPs severely, as there is one probability transition matrix per stage. Two parametrized actor-critic algorithms for FHMDPs with compact action sets are proposed, the ‘critic’ in both algorithms learning the policy gradient. We show w.p1convergence to a set with the necessary condition for constrained optima. Further, a third algorithm for stochastic control of stopping time processes is presented. Numerical experiments with the proposed finite-horizon algorithms are shown for a problem of flow control in communication networks. Towards stochastic optimization, in Chapter 4, we propose five algorithms which are variants of SPSA. The original one measurement SPSA uses an estimate of the gradient of objective function L containing an additional bias term not seen in two-measurement SPSA. We propose a one-measurement algorithm that eliminates this bias, and has asymptotic convergence properties making for easier comparison with the two-measurement SPSA. The algorithm, under certain conditions, outperforms both forms of SPSA with the only overhead being the storage of a single measurement. We also propose a similar algorithm that uses perturbations obtained from normalized Hadamard matrices. The convergence w.p.1 of both algorithms is established. We extend measurement reuse to design three second-order SPSA algorithms, sketch the convergence analysis and present simulation results on an illustrative minimization problem. We then propose several stochastic approximation implementations for related algorithms in flow-control of communication networks, beginning with a discrete-time implementation of Kelly’s primal flow-control algorithm. Convergence with probability1 is shown, even in the presence of communication delays and stochastic effects seen in link congestion indications. Two relevant enhancements are then pursued :a) an implementation of the primal algorithm using second-order information, and b) an implementation where edge-routers rectify misbehaving flows. Also, discrete-time implementations of Kelly’s dual algorithm and primal-dual algorithm are proposed. Simulation results a) verifying the proposed algorithms and, b) comparing stability properties with an algorithm in the literature are presented.

At the core of successful manipulation and computation over large geometric data is the notion of approximation, both structural and computational. The focus of this thesis will be on the combinatorial and algorithmic aspects of approximations of point-set data P in d-dimensional Euclidean space. It starts with a study of geometric data depth where the goal is to compute a point which is the 'combinatorial center' of P. Over the past 50 years several such measures of combinatorial centers have been proposed, and we will re-examine several of them: Tukey depth, Simplicial depth, Oja depth and Ray-Shooting depth. This can be generalized to approximations with a subset, leading to the notion of epsilon-nets. There we will study the problem of approximations with respect to convexity. Along the way, this requires re-visiting and generalizing some basic theorems of convex geometry, such as the Caratheodory's theorem. Finally we will turn to the algorithmic aspects of these problems. We present a polynomial-time approximation scheme for computing hitting-sets for disks in the plane. Of separate interest is the technique, an analysis of local-search via locality graphs. A further application of this technique is then presented in computing independent sets in intersection graphs of rectangles in the plane.

In many optimization problems, the relationship between the objective and parameters is not known. The objective function itself may be stochastic such as a long-run average over some random cost samples. In such cases finding the gradient of the objective is not possible. It is in this setting that stochastic approximation algorithms are used. These algorithms use some estimates of the gradient and are stochastic in nature. Amongst gradient estimation techniques, Simultaneous Perturbation Stochastic Approximation (SPSA) and Smoothed Functional(SF) scheme are widely used. In this thesis we have proposed a novel multi-time scale quasi-Newton based smoothed functional (QN-SF) algorithm for unconstrained as well as constrained optimization. The algorithm uses the smoothed functional scheme for estimating the gradient and the quasi-Newton method to solve the optimization problem. The algorithm is shown to converge with probability one. We have also provided here experimental results on the problem of optimal routing in a multi-stage network of queues. Policies like Join the Shortest Queue or Least Work Left assume knowledge of the queue length values that can change rapidly or hard to estimate. If the only information available is the expected end-to-end delay as with our case, such policies cannot be used. The QN-SF based probabilistic routing algorithm uses only the total end-to-end delay for tuning the probabilities. We observe from the experiments that the QN-SF algorithm has better performance than the gradient and Jacobi versions of Newton based smoothed functional algorithms. Next we consider constrained routing in a similar queueing network. We extend the QN-SF algorithm to this case. We study the convergence behavior of the algorithm and observe that the constraints are satisfied at the point of convergence. We provide experimental results for the constrained routing setup as well. Next we study reinforcement learning algorithms which are useful for solving Markov Decision Process(MDP) when the precise information on transition probabilities is not known. When the state, and action sets are very large, it is not possible to store all the state-action tuples. In such cases, function approximators like neural networks have been used. The popular Q-learning algorithm is known to diverge when used with linear function approximation due to the ’off-policy’ problem. Hence developing stable learning algorithms when used with function approximation is an important problem. We present in this thesis a variant of Q-learning with linear function approximation that is based on two-timescale stochastic approximation. The Q-value parameters for a given policy in our algorithm are updated on the slower timescale while the policy parameters themselves are updated on the faster scale. We perform a gradient search in the space of policy parameters. Since the objective function and hence the gradient are not analytically known, we employ the efficient one-simulation simultaneous perturbation stochastic approximation(SPSA) gradient estimates that employ Hadamard matrix based deterministic perturbations. Our algorithm has the advantage that, unlike Q-learning, it does not suffer from high oscillations due to the off-policy problem when using function approximators. Whereas it is difficult to prove convergence of regular Q-learning with linear function approximation because of the off-policy problem, we prove that our algorithm which is on-policy is convergent. Numerical results on a multi-stage stochastic shortest path problem show that our algorithm exhibits significantly better performance and is more robust as compared to Q-learning. Future work would be to compare it with other policy-based reinforcement learning algorithms. Finally, we develop an online actor-critic reinforcement learning algorithm with function approximation for a problem of control under inequality constraints. We consider the long-run average cost Markov decision process(MDP) framework in which both the objective and the constraint functions are suitable policy-dependent long-run averages of certain sample path functions. The Lagrange multiplier method is used to handle the inequality constraints. We prove the asymptotic almost sure convergence of our algorithm to a locally optimal solution. We also provide the results of numerical experiments on a problem of routing in a multistage queueing network with constraints on long-run average queue lengths. We observe that our algorithm exhibits good performance on this setting and converges to a feasible point.