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    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Nash Social Welfare in Selfish and Online Load Balancing (Short Paper)⋆</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Vittorio Bilò</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Gianpiero Monaco</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Luca Moscardelli</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Cosimo Vinci</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Università del Salento</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Italy</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Italy</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Università degli Studi di Salerno</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Italy</string-name>
        </contrib>
      </contrib-group>
      <pub-date>
        <year>2004</year>
      </pub-date>
      <abstract>
        <p>In load balancing problems there is a set of clients, each wishing to select a resource from a set of permissible ones, in order to execute a certain task. Each resource has a latency function, which depends on its workload, and a client's cost is the completion time of her chosen resource. Two fundamental variants of load balancing problems are selfish load balancing (aka. load balancing games), where clients are non-cooperative selfish players aimed at minimizing their own cost solely, and online load balancing, where clients appear online and have to be irrevocably assigned to a resource without any knowledge about future requests. We revisit both problems under the objective of minimizing the Nash Social Welfare, i.e., the geometric mean of the clients' costs. To the best of our knowledge, despite being a celebrated welfare estimator in many social contexts, the Nash Social Welfare has not been considered so far as a benchmarking quality measure in load balancing problems. We provide tight bounds on the price of anarchy of pure Nash equilibria and on the competitive ratio of the greedy algorithm under very general latency functions, including polynomial ones. For this particular class, we also prove that the greedy strategy is optimal, as it matches the performance of any possible online algorithm.</p>
      </abstract>
      <kwd-group>
        <kwd>eol&gt;Load Balancing</kwd>
        <kwd>Nash Welfare</kwd>
        <kwd>Nash Equilibria</kwd>
        <kwd>Price of Anarchy</kwd>
        <kwd>Online Algorithms</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>1. Introduction</title>
      <p>In load balancing problems there is a set of clients, each wishing to select a resource from a set
of permissible ones, in order to execute a certain task. Each resource has a latency function,
which depends on its workload, and a client’s cost is the completion time of her chosen resource.
These problems stand at the foundations of the Theory of Computing and have been studied
under a variety of objective functions, such as the maximum client’s cost (aka. the makespan)
[3, 4, 5, 6] and the average weighted client’s cost (see [7] for an excellent survey).</p>
      <p>Two extensively studied variants of load balancing problems are selfish load balancing [8]
(aka. load balancing games) and online load balancing [3]. Selfish load balancing, where clients
are non-cooperative selfish players aimed at minimizing their own cost solely, constitutes a
notable subclass of weighted congestion games [9] and, as such, enjoys some nice theoretical
properties. For instance, they always admit pure Nash Equilibria [10]. In online load balancing,
instead, clients appear online and have to be irrevocably assigned to a resource without any
knowledge about future requests. Interpreting the set of clients of a load balancing problem as
a society and adopting the terminology of welfare economics, the makespan and the average
weighted client’s cost objective functions get called, respectively, the Egalitarian Social Welfare
(ESW) and the Utilitarian Social Welfare (USW). In the case of unweighted tasks, the ESW is
defined as max , and the USW is defined as 1 ∑︀ , where  is the number of clients and
 = (1, 2, ...) is the vector encoding the clients’ costs. Another interesting social function is
1
the Nash Social Welfare (NSW) [11], which is defined as (∏︀ )  , i.e., as the geometric mean of
the clients’ costs. These definitions naturally extend to the more general case of weighted tasks.</p>
      <p>The NSW is a celebrated welfare measure in many settings, such as Fisher markets [12, 13]
and fair division [14, 15], as it satisfies a set of interesting properties and achieves a balanced
compromise between the equity of the egalitarian social welfare function and the eficiency
of the utilitarian one. Despite being an appealing welfare estimator in many social contexts,
the Nash Social Welfare has not been considered so far as a benchmarking quality measure
in load balancing or general cost minimization problems. Anyway, the preference relation
among diferent outcomes induced by the NSW (where an outcome is better if its NSW is lower)
satisfies several interesting properties.</p>
      <p>An interesting motivation for considering the NSW in load balancing comes from the following
observation. An alternative reasonable way to define a client’s cost can come by taking the
ratio between the completion time of her chosen resource and the completion time she could
obtain when being the only client in the system (i.e., when she is the unique user of the fastest
resource). This definition avoids situations where the cost of a specific client determines almost
completely the value of the social welfare. This happens, for instance, when there is a client
 owing a highly time-consuming task. Here, both the utilitarian and the egalitarian social
welfare end up depending on the cost of , thus almost neglecting the other clients’ costs. In
this setting, the NSW is the proper metric to use. More generally, the NSW is the only correct
mean to use when averaging normalized results, that is, results that are presented as ratios to
reference values [16]. In light of the above example, it is important to emphasize the property
of player-specific scale-independence of the NSW in load balancing, stating that the preference
relation between two outcomes does not change if the costs of diferent players are scaled by
player-specific values in both outcomes. We point out that such property, in general, does not
hold for the ESW and the USW, while it is always satisfied by the NSW.</p>
      <p>The preference relation induced by the NSW in load balancing also satisfies the Pareto
optimality, prescribing that an outcome in which the cost of a player improves while all other
costs do not get worse has to be preferred.</p>
      <p>To conclude, the efectiveness of the Nash Social Welfare as quality measure does not hold for
profit maximization settings only, but also for load balancing and more general cost minimization
frameworks, where the lower the NSW, the better the considered outcome.</p>
    </sec>
    <sec id="sec-2">
      <title>2. Our Contribution</title>
      <p>In this work, we revisit both selfish and online load balancing under the objective of minimizing
the NSW. To the best of our knowledge, this is the first work adopting the NSW as a
benchmarking quality measure in load balancing problems. Indeed, the performances of Nash equilibria
in load balancing games, as well as the competitive ratio for online load balancing, have been
widely studied under the USW and the ESW, but never under the NSW. Furthermore, most of
the literature on NSW is about the problem of allocating a set of items among players with the
aim of maximizing the NSW [17, 18, 14, 19, 15, 20], while in this work the NSW is considered as
a quality measure to be minimized.</p>
      <p>We analyze the price of anarchy [21] of pure Nash equilibria (the loss in optimality due to
selfish behavior) and the competitive ratio of online algorithms (the loss in optimality due to
lack of information) under very general latency functions. These questions have been widely
addressed under the USW1 and the ESW2, but never under the NSW.</p>
      <p>We notice that, by adopting the NSW as a new metric, we are not going to modify the set of
Nash equilibria, but only their social values. The main diference between the NSW and the
classical notion of USW consists in the fact that, while in the latter the players’ costs are summed,
in the former they are multiplied. This may lead to think that, by turning the costs into their
logarithms, a classical utilitarian analysis can be easily adapted to deal with the NSW. Actually,
this is not the case. In fact, on the one hand, using this idea for bounding a performance ratio
(e.g., the price of anarchy or the competitive ratio), one obtains a bound on the ratio between
two logarithms (each one having the product of the players’ costs as argument). On the other
hand, we are interested in bounding the ratio between the argument of these logarithms, and
there is no direct correlation between these two ratios (notice that logarithm of the latter ratio is
equal to the diference between the corresponding utilitarian social costs, and therefore it is not
related to the former one). Thus, the analysis of the NSW requires diferent proof arguments. In
order to have another evidence of this fact, it is worth noticing that the results obtained for the
NSW substantially difer from the ones holding for the USW, not only from a quantitative point
of view, but also from a qualitative one. In fact, while it is well known (see [39]) that for the
USW the simpler combinatorial structure of load balancing games does not improve the price
of anarchy of general congestion games, we show that, for the NSW the price of anarchy drops
from  to 2, even for the case of linear latency functions.</p>
      <p>All upper bounds shown in this paper are quite general, given that they hold for any family
of non-decreasing and positive latency functions. Moreover, the provided matching lower
bounds hold for latency functions verifying mild assumptions; it is worth to remark that they
are satisfied by the well studied class of polynomial latency functions, and by many other ones.
1Relatively to the USW, the interested reader can refer to [22, 23, 24, 25, 26, 27, 28, 29] for the price of anarchy, and
to [30, 31, 24, 32, 33, 34, 35] for the competitive ratio of online algorithms.
2Relatively to the ESW, the interested reader can refer to [21, 36] for the price of anarchy, and to [37, 38] for the
competitive ratio of online algorithms.</p>
      <p>In particular, the following theorem provides an upper bound to the price of anarchy for the
case of weighted load balancing games:
of weighted load balancing games with latencies in  is
Theorem 1. Let  be a class of latency functions. The price of anarchy PoA () (w.r.t. the NSW)
PoA () ≤</p>
      <p>sup
1,2∈,
1,2,1,2∈R:
1≥ 1&gt;0,2&gt;2≥ 0
︂( 1(1 + 1) )︂ 12− 21 (︂ 2(2 + 2) )︂ 12− 21
.</p>
      <p>Furthermore, we show that the above upper bound is tight under mild assumptions.</p>
      <p>Similarly, we focus on unweighted games (a special case of weighted ones) by providing tight
bounds that, in general, are lower than the ones that can be obtained for weighted games. In
the following theorem we provide an upper bound for unweighted games, that is tight under
mild assumptions.
of unweighted load balancing games with latencies in  is
Theorem 2. Let  be a class of latency functions. The price of anarchy PoA () (w.r.t. the NSW)
PoA () ≤</p>
      <p>sup
∈,∈N,∈[]
︂(  ( + 1) )︂ 
 ()
We also show that, when considering polynomial latency functions of degree , the analyses
for weighted and unweighted games give the same tight bound of 2. Furthermore, when
considering weighted games, the tight bound of 2 holds even for symmetric games and for</p>
      <p>We also provide a tight analysis holding for non-atomic games, as stated in the following
games with identical resources.
theorem:
of non-atomic load balancing games with latencies in  is
Theorem 3. Let  be a class of latency functions. The price of anarchy PoA () (w.r.t. the NSW)
PoA () ≤</p>
      <p>sup
∈,,∈R:≥ &gt;0  ()</p>
      <p>
        ︂(  () )︂ 
︁(
        <xref ref-type="bibr" rid="ref1">1</xref>
        )︁ 
≃ (1.44).
      </p>
      <p>A tight lower-bound, under mild assumptions, is attained by a simple Pigou-like network [40]
(as well as for the utilitarian social welfare [27]); for the case of polynomial latency functions of
degree , we show that the price of anarchy is</p>
      <p>For the online setting, we analyze the greedy algorithm that assigns every client to a resource
minimizing the total cost of the instance revealed up to the time of its appearance. We provide
a tight analysis of the competitive ratio of the greedy algorithm, and we further show that,
when considering polynomial latency functions of degree , there exists no online algorithm
achieving a competitive ratio better than the one of the greedy algorithm, that is equal to 4.</p>
      <p>In Table 1, we consider the case of polynomial latency functions for both the price of anarchy
and the competitive ratio, and we compare the performance under the NSW with that under
the USW studied in some previous works.
.
.</p>
      <p>Weighted (PoA)
Unweighted (PoA)
Non-atomic (PoA)</p>
      <p>Online (CR)
2
2
4
︁(  1 )︁ 
(Φ)+1 ∼ Θ log()
︁(</p>
      <p>︁) +1
(+1)2+1− +1(+2)
(+1)+1− (+2)+(+1)− +1 ∼ Θ log()
︀( 1 − ( + 1)− (+1)/)︀ − 1
∼ Θ log() ︁) , [27]</p>
      <p>︁(
(21/(+1) − 1)− (+1)
∼ Θ()+1, [32]</p>
      <p>, [22]
︁(
 ︁) +1
, [22]
degree , under the NSW and the USW. Φ denotes the unique solution of equation +1 = ( + 1),
asymptotically) than that under the USW case, except for the non-atomic setting.
and  := ⌊Φ⌋. We observe that the performance under the NSW case is definitely better (even</p>
    </sec>
    <sec id="sec-3">
      <title>3. Future Works</title>
      <p>Our work leaves several research directions. Relatively to the the optimization problem of
minimizing the NSW in weighted load balancing, it would be good to show better approximation
factors than that provided by the greedy algorithm (whose optimality is guaranteed in the
online setting only). A further research direction is considering the NSW for other classes or
variants of load balancing and congestion games (e.g., [41, 42, 43, 44, 45, 46, 47]), and analyzing
the resulting eficiency. It would be also important to consider other quality metrics to evaluate
the performance under the NSW (e.g., the price of stability [41, 48, 49, 50, 51, 52]). Finally,
in light of the suboptimality of the NSW in selfish load balancing, it would be nice to design
and analyze mechanisms to improve the social performance (e.g., taxing mechanisms [53, 54],
Stackelberg strategies [55, 25, 56], coordination mechanisms [57, 58, 59]).
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