Optimization of performance of queuing systems with long-tailed service times

• Autorzy: Kubica B.J. , Malinowski K.
• Konferencja: Evolutionary Computation and Global Optimization 2006 / National Conference (9 ; 31.05-2.06.2006 ; Murzasichle, Poland)
• Języki publikacji: EN

Abstrakty

EN

This paper considers the problem of the performance optimization of a queuing system with long-tailed service time. Due to nonconvexity of the problem global optimization methods have to be used. Interval methods and genetic algorithms are considered. Approximation of the Laplace transform of the probability distribution function of the service time arises as a subproblem. A new method to do it is developed.

Słowa kluczowe

EN

performance optimization; queuing system; long-tailed service time; Laplace transform; Transform Approximation Method; TAM; genetic algorithm; global optimization

PL

optymalizacja; kolejkowanie; transformata Laplace'a; algorytm genetyczny; optymalizacja globalna

• Wydawca: Oficyna Wydawnicza Politechniki Warszawskiej
• Czasopismo: Prace Naukowe Politechniki Warszawskiej. Elektronika
• Rocznik: 2006
• Tom: z. 156
• Strony: 237--245
• Opis fizyczny: Bibliogr. 15 poz., tab.

Twórcy

autor

Kubica B.J.

autor

Malinowski K.

• Warsaw University of Technology, Institute of Control and Computation Engineering, ul. Nowowiejska 15/19, 00-665 Warsaw, Poland,

Bibliografia

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• [3] M.J. Fischer, D. Gross, D.M.B. Masi, J.F. Shortle, "Analyzing the Waiting Time Process in Internet Queueing Systems With the Transform Approximation Method", The Telecommunications Review, No. 12 (2001), pp. 21-32.
• [4] E. Hansen, "Global Optimization Using Interval Analysis", Marcel Dekker, New York, 1992.
• [5] R.B. Kearfott, "Interval Computations: Introduction, Uses and Resources", Euromath Bulletin, Vol. 2, No. l (1996), pp. 95-112. available on the web at http://interval.louisiana.edu/preprints/survey.ps
• [6] R.B. Kearfott, "Rigorous Global Search: Continuous Problems", Kluwer Academic Publishers, Dordrecht, 1996.
• [7] R.B. Kearfott, M.T. Nakao, A. Neumaier, S.M. Rump, S.P. Shary, P. van Hentenryck, "Standardized notation in interval analysis", Reliable Computing, No. 10 (2004); available on the web at http: //www.mat.univie.ac.at/~neum/software/int/notation.ps.gz
• [8] B.J. Kubica, "Estimating Utility Functions of Network Users - A Quasi-Bayesian Algorithm, Evolutionary Strategies and Interval Computations", KAEiOG'03 Conference Proceedings (Konferencja Algorytmy Ewolucyjne i Optymalizacja Globalna), Łagów, 2003.
• [9] B.J. Kubica, K. Malinowski, "The Queuing Models of Mendelson - Review, Analysis and Some Generalizations", Proceedings of the SPECTS 2004 Multiconference (International Symposium on Performance Evaluation of Computer and Telecommunications Systems), San Jose, 2004, pp. 478-483.
• [10] B.J. Kubica, K. Malinowski, "Przedziałowe przybliżenia zmiennych losowych i ich zastosowania", KZM'04 (Konferencja Zastosowań Matematyki), 2005; the abstract available on the web at http://www.impan.gov.pl/~zakopane/34/Kubica.pdf .
• [11] B.J. Kubica, K. Malinowski, "An Interval Global Optimization Algorithm Combining Symbolic Rewriting and Componentwise Newton Method Applied to Control a Class of Queueing Systems", Reliable Computing, Vol. 11, No. 5 (2005), pp. 393-411.
• [12] B.J. Kubica, "Optimization of Admission Control for Systems with Uncertain Parameters", PhD Thesis, 2005, Institute of Control and Computational Engineering, Faculty of Electronics and Information Technology, Warsaw University of Technology.
• [13] J.F. Shortle, M.J. Fischer, D. Gross, D.M.B. Masi, "Using the Transform Approximation Method to Analyze Queues with Heavy-Tailed Service", Journal of Probability and Statistical Science, Vol. 1, No. 1 (2003), pp. 17-30.
• [14] S. Stidham Jr., "Pricing and Capacity Decisions for a Service Facility: Stability and Multiple Local Optima", Management Science, Vol. 38, No. 8 (1992), pp. 1121-1139.
• [15] R. Yang, I. Douglas, "Simple Genetic Algorithm with Local Tuning: Efficient Global Optimization Technique", Journal of Optimization Theory and Applications, Vol. 98, No. 2 (1998), pp. 449-465.