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Linear Programming Formulation of Idle Times for Single-Server Discrete-Event Simulation Models

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  • Wai Kin Victor Chan

    (Department of Industrial and Systems Engineering, Rensselaer Polytechnic Institute, 110 8th Street, Troy, NY 12180, USA)

Abstract

Mathematical programming representations (MPRs) are discrete-event simulation models represented using math programming. In this paper, we first introduce an MPR formulation for single-server queueing systems based on idle times. We use this formulation to conduct a perturbation analysis to study the effect of imposing a constraint on idle times. We apply the formulation to obtain a linear programming-based gradient estimator for idle times. We demonstrate the integration of optimization into MRP and identify properties of the optimal solution to facilitate finding the optimal solution.

Suggested Citation

  • Wai Kin Victor Chan, 2016. "Linear Programming Formulation of Idle Times for Single-Server Discrete-Event Simulation Models," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 33(05), pages 1-17, October.
    • Handle: RePEc:wsi:apjorx:v:33:y:2016:i:05:n:s021759591650038x
    DOI: 10.1142/S021759591650038X
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    References listed on IDEAS

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