Capacity Provisioning Motivated Online Non-Convex Optimization Problem with Memory and Switching Cost
An online non-convex optimization problem is considered where the goal is to minimize the flow time (total delay) of a set of jobs by modulating the number of active servers, but with a switching cost associated with changing the number of active servers over time. Each job can be processed by at most one fixed speed server at any time. Compared to the usual online convex optimization (OCO) problem with switching cost, the objective function considered is non-convex and more importantly, at each time, it depends on all past decisions and not just the present one. Both worst-case and stochastic inputs are considered; for both cases, competitive algorithms are derived.
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