Synchronization of Iterative Methods for Solving Optimization Problems with Concurrent Methods for Forecasting in Stream Computing

摘要

A mechanism is provided for synchronization of concurrent optimization and forecasting. A change between current forecast input data most recently received from a forecasting mechanism and forecast input data used in a current iterative execution of a mechanism for solving optimization problems is estimated with respect to the objective function employed in the optimization problem. A threshold is estimated by evaluating the progress of the mechanism for solving optimization problems in a current execution. A determination is made as to whether the change is greater than or equal to the threshold. Responsive to the change being greater than or equal to the threshold, further computation by the mechanism for solving optimization problems is canceled, restarted, or rescheduled. Responsive to the change being less than the threshold, computation by the sensitivity-aware scheduler is allowed to continue.

主权项

1. A method, in a data processing system, for synchronization of concurrent optimization and forecasting, the method comprising:
estimating, by processor in the data processing system, a change between current forecast input data most recently received from a forecasting mechanism and forecast input data used in a current iterative execution of a mechanism for solving optimization problems, with respect to the objective function employed in the optimization problem; estimating, by the processor, a threshold by evaluating the progress of the mechanism for solving optimization problems in a current execution; determining, by the processor, whether the change is greater than or equal to the threshold; responsive to the change being greater than or equal to the threshold, canceling, restarting, or rescheduling, by the processor, further computation by the mechanism for solving optimization problems; and responsive to the change being less than the threshold, allowing, by the processor, computation by the sensitivity-aware scheduler to continue.