The conjugate gradient method for queueing networks

DOI10.1016/0096-3003(94)00159-2MaRDI QIDQ1899336zbMATH OpenOpenAlexFDO

Authors Magdi S. Moustafa

Publication date 9 October 1995

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(94)00159-2

zbMATH Keywords

conjugate gradient methodconvergencenon-Jackson queueing networksnumerical examplestationary distribution

Mathematics Subject Classification ID

Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Probabilistic methods, stochastic differential equations (65C99)

Review text

The author advocates using the conjugate gradient method to compute the stationary distribution for non-Jackson queueing networks. The corresponding networks are characterised by \(n \times n\) matrices taken from the class \(\mathbf Q\) of matrices \({\mathbf A} = (a_{ij})\) such that \(a_{ij} \leq 0\), \(i \neq j\), and \(\sum a_{ij} = 0,1 \leq j \leq n\), with stationary distribution satisfying \({\mathbf A}{\mathbf p} = 0\). The author argues that the numerical results guarantee the convergence of the algorithm and demonstrates its power by an example.

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Cites work

• Augmentability in optimization theory
• scientific article; zbMATH DE number 42145 (Why is no real title available?)
• Matrix Methods for Queuing Problems
• Methods of conjugate gradients for solving linear systems
• Partial Elimination
• Sparse Matrix Methods in Optimization

Cited in

(1)

• Conjugate gradient method approach to queue theory

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