Parallel Scheduling of Multiclass M/M/m Queues: Approximate and Heavy-Traffic Optimization of Achievable Performance

  • Authors:
  • Kevin D. Glazebrook;José Niño-Mora

  • Affiliations:
  • -;-

  • Venue:
  • Operations Research
  • Year:
  • 2001

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Abstract

We address the problem of scheduling a multiclassM/M/m queue with Bernoulli feedback onm parallel servers to minimize time-average linear holding costs. We analyze the performance of a heuristic priority-index rule, which extends Klimov's optimal solution to the single-server case: servers select preemptively customers with larger Klimov indices. We present closed-form suboptimality bounds ( approximate optimality) for Klimov's rule, which imply that its suboptimality gap is uniformly bounded above with respect to (i) external arrival rates, as long as they stay within system capacity; and (ii) the number of servers. It follows that itsrelative suboptimality gap vanishes in a heavy-traffic limit, as external arrival rates approach system capacity ( heavy-traffic optimality). We obtain simpler expressions for the special no-feedback case, where the heuristic reduces to the classical c脗µ rule. Our analysis is based on comparing the expected cost of Klimov's rule to the value of a strong linear programming (LP) relaxation of the system's region of achievable performance of mean queue lengths. In order to obtain this relaxation, we derive and exploit a new set ofwork decomposition laws for the parallel-server system. We further report on the results of a computational study on the quality of the c脗µ rule for parallel scheduling.