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Optimization of multiclass queueing networks with changeover times via the achievable region approach: Part I, the single-station case

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  • Dimitris Bertsimas
  • José Niño-Mora

Abstract

We address the performance optimization problem in a single-station multiclass queueing network with changeover times by means of the achievable region approach. This approach seeks to obtain performance bounds and scheduling policies from the solution of a mathematical program over a relaxation of the system's performance region. Relaxed formulations (including linear, convex, nonconvex and positive semidefinite constraints) of this region are developed by formulating equilibrium relations satisfied by the system, with the help of Palm calculus. Our contributions include: (1) new constraints formulating equilibrium relations on server dynamics; (2) a flow conservation interpretation of the constraints previously derived by the potential function method; (3) new positive semidefinite constraints; (4) new work decomposition laws for single-station multiclass queueing networks, which yield new convex constraints; (5) a unified buffer occupancy method of performance analysis obtained from the constraints; (6) heuristic scheduling policies from the solution of the relaxations.

Suggested Citation

  • Dimitris Bertsimas & José Niño-Mora, 1996. "Optimization of multiclass queueing networks with changeover times via the achievable region approach: Part I, the single-station case," Economics Working Papers 302, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 1998.
    • Handle: RePEc:upf:upfgen:302
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    References listed on IDEAS

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    1. Martin Eisenberg, 1972. "Queues with Periodic Service and Changeover Time," Operations Research, INFORMS, vol. 20(2), pages 440-451, April.
    2. Bertsimas, Dimitris., 1995. "The achievable region method in the optimal control of queueing systems : formulations, bounds and policies," Working papers 3837-95., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    3. S. W. Fuhrmann & Robert B. Cooper, 1985. "Stochastic Decompositions in the M / G /1 Queue with Generalized Vacations," Operations Research, INFORMS, vol. 33(5), pages 1117-1129, October.
    4. J. George Shanthikumar & David D. Yao, 1992. "Multiclass Queueing Systems: Polymatroidal Structure and Optimal Scheduling Control," Operations Research, INFORMS, vol. 40(3-supplem), pages 293-299, June.
    5. Bertsimas, Dimitris. & Niño-Mora, Jose., 1994. "Restless bandit, linear programming relaxations and a primal-dual heuristic," Working papers 3727-94., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    6. Leonard Kleinrock & Hanoch Levy, 1988. "The Analysis of Random Polling Systems," Operations Research, INFORMS, vol. 36(5), pages 716-732, October.
    7. A. Federgruen & H. Groenevelt, 1988. "Characterization and Optimization of Achievable Performance in General Queueing Systems," Operations Research, INFORMS, vol. 36(5), pages 733-741, October.
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    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Multiclass queueing networks; optimal scheduling; achievable region; changeover times; polling systems; stochastic scheduling;
    All these keywords.

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques

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