16,249 research outputs found
Optimization of Multiclass Queueing Networks: Polyhedral and Nonlinear Characterizations of Achievable Performance
We consider open and closed multiclass queueing networks with Poisson arrivals (in open networks), exponentially distributed class dependent service times, and with class dependent deterministic or probabilistic routing. For open networks, the performance objective is to minimize, over all sequencing and routing policies, a weighted sum of the expected response times of different classes. Using a powerful technique involving quadratic or higher order potential functions, we propose variants of a method to derive polyhedral and nonlinear spaces which contain the entire set of achievable response times under stable and preemptive scheduling policies. By optimizing over these spaces, we obtain lower bounds on achievable performance. In particular, we obtain a sequence of progressively more complicated nonlinear approximations (relaxations) which are progressively closer to the exact achievable space. In the special case of single station networks (multiclass queues and Klimov's model) and homogenous multiclass networks, our characterization gives exactly the achievable region. Consequently, the proposed method can be viewed as the natural extension of conservation laws to multiclass queueing networks. For closed networks, the performance objective is to maximize throughput. We similarly find polyhedral and nonlinear spaces that include the performance space and by maximizing over these spaces we obtain an upper bound on the optimal throughput. We check the tightness of our bounds by simulating heuristic scheduling policies for simple open networks and we find that the first order approximation of our method is at least as good as simulation-based existing methods. In terms of computational complexity and in contrast to simulation-based existing methods, the calculation of our first order bounds consists of solving a linear programming problem with both the number of variables and constraints being polynomial (quadratic) in the number of classes in the network. The i-th order approximation involves solving a convex programming problem in dimension O(Ri+l), where R is the number of classes in the network, which can be solved efficiently using techniques from semi-definite programming
Computationally Efficient Simulation of Queues: The R Package queuecomputer
Large networks of queueing systems model important real-world systems such as
MapReduce clusters, web-servers, hospitals, call centers and airport passenger
terminals. To model such systems accurately, we must infer queueing parameters
from data. Unfortunately, for many queueing networks there is no clear way to
proceed with parameter inference from data. Approximate Bayesian computation
could offer a straightforward way to infer parameters for such networks if we
could simulate data quickly enough.
We present a computationally efficient method for simulating from a very
general set of queueing networks with the R package queuecomputer. Remarkable
speedups of more than 2 orders of magnitude are observed relative to the
popular DES packages simmer and simpy. We replicate output from these packages
to validate the package.
The package is modular and integrates well with the popular R package dplyr.
Complex queueing networks with tandem, parallel and fork/join topologies can
easily be built with these two packages together. We show how to use this
package with two examples: a call center and an airport terminal.Comment: Updated for queuecomputer_0.8.
A Review of Traffic Signal Control.
The aim of this paper is to provide a starting point for the future research within the SERC sponsored project "Gating and Traffic Control: The Application of State Space Control Theory". It will provide an introduction to State Space Control Theory, State Space applications in transportation in general, an in-depth review of congestion control (specifically traffic signal control in congested situations), a review of theoretical works, a review of existing systems and will conclude with recommendations for the research to be undertaken within this project
Response time distribution in a tandem pair of queues with batch processing
Response time density is obtained in a tandem pair of Markovian queues with both batch arrivals and batch departures. The method uses conditional forward and reversed node sojourn times and derives the Laplace transform of the response time probability density function in the case that batch sizes are finite. The result is derived by a generating function method that takes into account that the path is not overtake-free in the sense that the tagged task being tracked is affected by later arrivals at the second queue. A novel aspect of the method is that a vector of generating functions is solved for, rather than a single scalar-valued function, which requires investigation of the singularities of a certain matrix. A recurrence formula is derived to obtain arbitrary moments of response time by differentiation of the Laplace transform at the origin, and these can be computed rapidly by iteration. Numerical results for the first four moments of response time are displayed for some sample networks that have product-form solutions for their equilibrium queue length probabilities, along with the densities themselves by numerical inversion of the Laplace transform. Corresponding approximations are also obtained for (non-product-form) pairs of “raw” batch-queues – with no special arrivals – and validated against regenerative simulation, which indicates good accuracy. The methods are appropriate for modeling bursty internet and cloud traffic and a possible role in energy-saving is considered
Approximations and Bounds for (n, k) Fork-Join Queues: A Linear Transformation Approach
Compared to basic fork-join queues, a job in (n, k) fork-join queues only
needs its k out of all n sub-tasks to be finished. Since (n, k) fork-join
queues are prevalent in popular distributed systems, erasure coding based cloud
storages, and modern network protocols like multipath routing, estimating the
sojourn time of such queues is thus critical for the performance measurement
and resource plan of computer clusters. However, the estimating keeps to be a
well-known open challenge for years, and only rough bounds for a limited range
of load factors have been given. In this paper, we developed a closed-form
linear transformation technique for jointly-identical random variables: An
order statistic can be represented by a linear combination of maxima. This
brand-new technique is then used to transform the sojourn time of non-purging
(n, k) fork-join queues into a linear combination of the sojourn times of basic
(k, k), (k+1, k+1), ..., (n, n) fork-join queues. Consequently, existing
approximations for basic fork-join queues can be bridged to the approximations
for non-purging (n, k) fork-join queues. The uncovered approximations are then
used to improve the upper bounds for purging (n, k) fork-join queues.
Simulation experiments show that this linear transformation approach is
practiced well for moderate n and relatively large k.Comment: 10 page
Separation of timescales in a two-layered network
We investigate a computer network consisting of two layers occurring in, for
example, application servers. The first layer incorporates the arrival of jobs
at a network of multi-server nodes, which we model as a many-server Jackson
network. At the second layer, active servers at these nodes act now as
customers who are served by a common CPU. Our main result shows a separation of
time scales in heavy traffic: the main source of randomness occurs at the
(aggregate) CPU layer; the interactions between different types of nodes at the
other layer is shown to converge to a fixed point at a faster time scale; this
also yields a state-space collapse property. Apart from these fundamental
insights, we also obtain an explicit approximation for the joint law of the
number of jobs in the system, which is provably accurate for heavily loaded
systems and performs numerically well for moderately loaded systems. The
obtained results for the model under consideration can be applied to
thread-pool dimensioning in application servers, while the technique seems
applicable to other layered systems too.Comment: 8 pages, 2 figures, 1 table, ITC 24 (2012
Performance Modelling and Optimisation of Multi-hop Networks
A major challenge in the design of large-scale networks is to predict and optimise the
total time and energy consumption required to deliver a packet from a source node to a
destination node. Examples of such complex networks include wireless ad hoc and sensor
networks which need to deal with the effects of node mobility, routing inaccuracies, higher
packet loss rates, limited or time-varying effective bandwidth, energy constraints, and the
computational limitations of the nodes. They also include more reliable communication
environments, such as wired networks, that are susceptible to random failures, security
threats and malicious behaviours which compromise their quality of service (QoS) guarantees.
In such networks, packets traverse a number of hops that cannot be determined
in advance and encounter non-homogeneous network conditions that have been largely
ignored in the literature. This thesis examines analytical properties of packet travel in
large networks and investigates the implications of some packet coding techniques on both
QoS and resource utilisation.
Specifically, we use a mixed jump and diffusion model to represent packet traversal
through large networks. The model accounts for network non-homogeneity regarding
routing and the loss rate that a packet experiences as it passes successive segments of a
source to destination route. A mixed analytical-numerical method is developed to compute
the average packet travel time and the energy it consumes. The model is able to capture
the effects of increased loss rate in areas remote from the source and destination, variable
rate of advancement towards destination over the route, as well as of defending against
malicious packets within a certain distance from the destination. We then consider sending
multiple coded packets that follow independent paths to the destination node so as to
mitigate the effects of losses and routing inaccuracies. We study a homogeneous medium
and obtain the time-dependent properties of the packet’s travel process, allowing us to
compare the merits and limitations of coding, both in terms of delivery times and energy
efficiency. Finally, we propose models that can assist in the analysis and optimisation
of the performance of inter-flow network coding (NC). We analyse two queueing models
for a router that carries out NC, in addition to its standard packet routing function. The
approach is extended to the study of multiple hops, which leads to an optimisation problem
that characterises the optimal time that packets should be held back in a router, waiting
for coding opportunities to arise, so that the total packet end-to-end delay is minimised
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