Iterative algorithms for performance evaluation of closed network models

Authors:
Zinovi L. Krougly;David A. Stanford
Affiliations:
Department of Statistical & Actuarial Sciences, University of Western Ontario, WSC 262, London, Ont., Canada N6A5B9;Department of Statistical & Actuarial Sciences, University of Western Ontario, WSC 262, London, Ont., Canada N6A5B9
Venue:
Performance Evaluation
Year:
2005

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Abstract

A number of nonlinear programming algorithms are proposed to obtain the approximate solutions for non-product form multiclass queueing network models, as well as priority queueing networks. Using sensitivity analysis, we develop an efficient iterative technique for closed queueing networks. We compare the approximate solutions obtained from our approach with the global balance solution. Examples illustrate the accuracy of the approximation, and compare the efficiency of the different optimization methods we have implemented.