Show simple item record

dc.contributor.authorLi, Chih-ping
dc.contributor.authorNeely, Michael J.
dc.date.accessioned2016-08-30T19:45:26Z
dc.date.available2016-08-30T19:45:26Z
dc.date.issued2013-10
dc.date.submitted2012-11
dc.identifier.issn0257-0130
dc.identifier.issn1572-9443
dc.identifier.urihttp://hdl.handle.net/1721.1/104074
dc.description.abstractWe study convex optimization problems with side constraints in a multi-class M/G/1M/G/1 queue with controllable service rates. In the simplest problem of optimizing linear costs with fixed service rate, the cμ rule is known to be optimal. A natural question to ask is whether such simple policies exist for more complex control objectives. In this paper, combining the achievable region approach in queueing systems and the Lyapunov drift theory suitable to optimize renewal systems with time-average constraints, we show that convex optimization problems can be solved by variants of adaptive cμcμ rules. These policies greedily re-prioritize job classes at the end of busy periods in response to past observed delays in each job class. Our method transforms the original problems into a new set of queue stability problems, and the adaptive cμ rules are queue stable policies. An attractive feature of the adaptive cμ rules is that they use limited statistics of the queue, where no statistics are required for the problem of satisfying average queueing delay in each job class.en_US
dc.description.sponsorshipNetwork Science Collaborative Technology Alliance (United States. Army Research Laboratory W911NF-09-2-0053)en_US
dc.description.sponsorshipNational Science Foundation (U.S.). (Career grant CCF-0747525)en_US
dc.publisherSpringer USen_US
dc.relation.isversionofhttp://dx.doi.org/10.1007/s11134-013-9377-3en_US
dc.rightsArticle is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.en_US
dc.sourceSpringer USen_US
dc.titleSolving convex optimization with side constraints in a multi-class queue by adaptive cμ ruleen_US
dc.typeArticleen_US
dc.identifier.citationLi, Chih-ping, and Michael J. Neely. “Solving Convex Optimization with Side Constraints in a Multi-Class Queue by Adaptive $$c\mu $$ c μ Rule.” Queueing Systems 77.3 (2014): 331–372.en_US
dc.contributor.departmentMassachusetts Institute of Technology. Laboratory for Information and Decision Systemsen_US
dc.contributor.mitauthorLi, Chih-pingen_US
dc.relation.journalQueueing Systemsen_US
dc.eprint.versionAuthor's final manuscripten_US
dc.type.urihttp://purl.org/eprint/type/JournalArticleen_US
eprint.statushttp://purl.org/eprint/status/PeerRevieweden_US
dc.date.updated2016-05-23T12:16:02Z
dc.language.rfc3066en
dc.rights.holderSpringer Science+Business Media New York
dspace.orderedauthorsLi, Chih-ping; Neely, Michael J.en_US
dspace.embargo.termsNen
mit.licensePUBLISHER_POLICYen_US


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record