Computational algorithm and parameter optimization for a multi-server system with unreliable servers and impatient customers

• Published in: Journal of computational and applied mathematics Vol. 235; no. 3; pp. 547 - 562
• Main Authors: Wu, Chia-Huang, Ke, Jau-Chuan
• Format: Journal Article
• Language: English
• Published: Kidlington Elsevier B.V 01.12.2010; Elsevier
• Subjects: Algorithms; Balk; Calculus of variations and optimal control; Computation; Cost; Cost engineering; Customers; Exact sciences and technology; Mathematical analysis; Mathematical models; Mathematics; Matrix analytic approach; Numerical analysis; Numerical analysis. Scientific computation; Numerical methods in mathematical programming, optimization and calculus of variations; Numerical methods in optimization and calculus of variations; Optimization; Quasi-Newton method; Queues; Renege; Sciences and techniques of general use; Servers; Renege; Balk; Matrix analytic approach; Quasi-Newton method; Cost; Necessary and sufficient condition; Quasi Newton method; Optimization method; Probability distribution; Algorithm; Numerical analysis; System performance; Queueing system; Applied mathematics; Variational calculus; Queue; Mathematical programming
• ISSN: 0377-0427; 1879-1778
• DOI: 10.1016/j.cam.2010.06.005

We consider an infinite capacity M/M/c queueing system with c unreliable servers, in which the customers may balk (do not enter) and renege (leave the queue after entering). The system is analyzed as a quasi-birth-and-death (QBD) process and the necessary and sufficient condition of system equilibrium is obtained. System performance measures are explicitly derived in terms of computable forms. The useful formulae for computing the rate matrix and stationary probabilities are derived by means of a matrix analytical approach. A cost model is derived to determine the optimal values of the number of servers, service rate and repair rate simultaneously at the minimal total expected cost per unit time. The parameter optimization is illustrated numerically by the Quasi-Newton method.