Title :
Ill-conditioned performance functions of queueing systems
Author :
Cao, Xi-Ren ; Gong, Wei-Bo ; Wardi, Yorai
Author_Institution :
Digital Equipment Corp., Marlborough, MA, USA
Abstract :
It is shown that for queueing networks with deterministic or discrete service time distributions the performance functions can be nondifferentiable at a dense subset of a given interval. It is also shown that when the service time densities are supported on small intervals the performance function derivatives change rapidly. These phenomena have to be taken into consideration in gradient-based optimization. These results are proved for a two-server cyclic network, and a potential generality to other queueing networks is pointed out
Keywords :
discrete time systems; optimisation; queueing theory; discrete service time distributions; gradient-based optimization; ill conditioned performance functions; queueing networks; queueing systems; service time densities; two-server cyclic network; Communication networks; Design engineering; Design optimization; Finite difference methods; Manufacturing systems; Network servers; Steady-state; Throughput; Time measurement;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371617
