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Optimal routing in general finite multi-server queueing networks Citation for published version (APA): Woensel, van, T., & Cruz, F. R. B. (2014). Optimal routing in general finite multi-server queueing networks. PLoS ONE, 9(7), e102075-1/15. [e102075]. https://doi.org/10.1371/journal.pone.0102075 DOI: 10.1371/journal.pone.0102075 Document status and date: Published: 01/01/2014 Document Version: Publisher’s PDF, also known as Version of Record (includes final page, issue and volume numbers) Please check the document version of this publication: • A submitted manuscript is the version of the article upon submission and before peer-review. There can be important differences between the submitted version and the official published version of record. People interested in the research are advised to contact the author for the final version of the publication, or visit the DOI to the publisher's website. • The final author version and the galley proof are versions of the publication after peer review. • The final published version features the final layout of the paper including the volume, issue and page numbers. Link to publication General rights Copyright and moral rights for the publications made accessible in the public portal are retained by the authors and/or other copyright owners and it is a condition of accessing publications that users recognise and abide by the legal requirements associated with these rights. • Users may download and print one copy of any publication from the public portal for the purpose of private study or research. • You may not further distribute the material or use it for any profit-making activity or commercial gain • You may freely distribute the URL identifying the publication in the public portal. If the publication is distributed under the terms of Article 25fa of the Dutch Copyright Act, indicated by the “Taverne” license above, please follow below link for the End User Agreement: www.tue.nl/taverne Take down policy If you believe that this document breaches copyright please contact us at: [email protected] providing details and we will investigate your claim. Download date: 09. Sep. 2021

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Page 1: Optimal routing in general finite multi-server queueing networks · 1. The optimal topology problem (OTOP), which deals with decisions of the design of the network itself, that is,

Optimal routing in general finite multi-server queueingnetworksCitation for published version (APA):Woensel, van, T., & Cruz, F. R. B. (2014). Optimal routing in general finite multi-server queueing networks. PLoSONE, 9(7), e102075-1/15. [e102075]. https://doi.org/10.1371/journal.pone.0102075

DOI:10.1371/journal.pone.0102075

Document status and date:Published: 01/01/2014

Document Version:Publisher’s PDF, also known as Version of Record (includes final page, issue and volume numbers)

Please check the document version of this publication:

• A submitted manuscript is the version of the article upon submission and before peer-review. There can beimportant differences between the submitted version and the official published version of record. Peopleinterested in the research are advised to contact the author for the final version of the publication, or visit theDOI to the publisher's website.• The final author version and the galley proof are versions of the publication after peer review.• The final published version features the final layout of the paper including the volume, issue and pagenumbers.Link to publication

General rightsCopyright and moral rights for the publications made accessible in the public portal are retained by the authors and/or other copyright ownersand it is a condition of accessing publications that users recognise and abide by the legal requirements associated with these rights.

• Users may download and print one copy of any publication from the public portal for the purpose of private study or research. • You may not further distribute the material or use it for any profit-making activity or commercial gain • You may freely distribute the URL identifying the publication in the public portal.

If the publication is distributed under the terms of Article 25fa of the Dutch Copyright Act, indicated by the “Taverne” license above, pleasefollow below link for the End User Agreement:www.tue.nl/taverne

Take down policyIf you believe that this document breaches copyright please contact us at:[email protected] details and we will investigate your claim.

Download date: 09. Sep. 2021

Page 2: Optimal routing in general finite multi-server queueing networks · 1. The optimal topology problem (OTOP), which deals with decisions of the design of the network itself, that is,

Optimal Routing in General Finite Multi-Server QueueingNetworksTom van Woensel1*, Frederico R. B. Cruz2

1 Department of Industrial Engineering & Innovation Sciences, Technische Universiteit Eindhoven, Eindhoven, The Netherlands, 2 Departamento de Estatıstica,

Universidade Federal de Minas Gerais, Belo Horizonte, MG, Brazil

Abstract

The design of general finite multi-server queueing networks is a challenging problem that arises in many real-life situations,including computer networks, manufacturing systems, and telecommunication networks. In this paper, we examine theoptimal routing problem in arbitrary configured acyclic queueing networks. The performance of the finite queueingnetwork is evaluated with a known approximate performance evaluation method and the optimization is done by means ofa heuristics based on the Powell algorithm. The proposed methodology is then applied to determine the optimal routingprobability vector that maximizes the throughput of the queueing network. We show numerical results for some networksto quantify the quality of the routing vector approximations obtained.

Citation: van Woensel T, Cruz FRB (2014) Optimal Routing in General Finite Multi-Server Queueing Networks. PLoS ONE 9(7): e102075. doi:10.1371/journal.pone.0102075

Editor: Gerardo Adesso, University of Nottingham, United Kingdom

Received April 15, 2014; Accepted June 13, 2014; Published July 10, 2014

Copyright: � 2014 van Woensel, Cruz. This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permitsunrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.

Data Availability: The authors confirm that all data underlying the findings are fully available without restriction. All relevant data are within the paper and itsSupporting Information files.

Funding: FRBC was supported by the Conselho Nacional de Desenvolvimento Cientıfico e Tecnologico (CNPq) of the Ministry for Science and Technology ofBrazil, grant number 303388/2010-2, and Fundacao de Amparo a Pesquisa do Estado de Minas Gerais (FAPEMIG), grant number CEX-PPM-00071-12. The fundershad no role in study design, data collection and analysis, decision to publish, or preparation of the manuscript.

Competing Interests: The authors have declared that no competing interests exist.

* Email: [email protected]

Introduction

The design of networks with random arrivals, random service

times, multiple servers, and a finite number of buffer spaces is a

challenging problem that arises in many real-life situations, e.g. in

manufacturing systems [1,2], computer networks [3,4], public

services [5,6], call centers [7,8], pedestrian and vehicular traffic

[9–12], among other situations. This problem is challenging

because finite queueing networks are notoriously difficult to

analyze analytically, and closed form expressions are not easily

constructed for the performance measures of such systems. Also

note that the underlying network design problems involved are

usually very hard to solve.

In fact, there are several distinct network design optimization

problems associated with finite queueing networks. According to

Daskalaki & Smith [13] the optimal network design problem can

be split up into three interrelated optimization problems:

1. The optimal topology problem (OTOP), which deals with

decisions of the design of the network itself, that is, the number

of nodes (e.g. workstations, warehouses, delivery points, etc.)and arcs (e.g. corridors, conveyors, escalators, etc.) and the

general configuration of these two components;

2. The optimal routing problem (OROP), which deals with

determining the routing probabilities in the network defined by

the first problem;

3. The optimal resource allocation problem (ORAP), which deals

with the optimal allocation of the scarce resources in the

network, e.g. the number of buffers (i.e., the buffer allocation

problem, BAP) and the number of servers (i.e., the server

allocation problem, CAP).

These three problems are challenging and difficult optimization

problems. For an arbitrary topology, the OTOP is shown to be

NP{hard [14], and the same is conjectured for the general

ORAP [15].

Previous work focused mainly on the ORAP in open finite

acyclic queueing network settings. Both BAP and CAP are

probably among the most well-known optimal resource allocation

problems [16]. For instance, Cruz et al. [17] and Smith et al. [18]

looked into the BAP, both in a single and in a multi-server setting,

and Smith et al. [19] proposed algorithms to solve the CAP.

However, the routing probabilities are usually assumed to be

known beforehand for BAP and CAP [20].

The overall research objective of this paper is to build a relevant

model and solution methodology for the system’s throughput

maximization problem. In this paper, we focus on optimizing the

routing probabilities through the queueing network, i.e. the

OROP. A similar research question is tackled by Daskalaki &

Smith [13] in which they evaluated the joint effect of buffer

allocation and routing on the throughput. Earlier, Gosavi & Smith

[21] focused on the routing optimization problem related to the

overall objective of throughput maximization. The common

ground of both papers is that they used queueing networks with

single servers and exponential service times [13,21]. Kerbache &

Smith [22] considered, for different product classes, the optimal

routes conjoint with a variant of the optimal topology problem to

determine the connected arcs in a single server queueing network

setting. Distinct from Daskalaki & Smith [13] and Gosavi & Smith

PLOS ONE | www.plosone.org 1 July 2014 | Volume 9 | Issue 7 | e102075

Page 3: Optimal routing in general finite multi-server queueing networks · 1. The optimal topology problem (OTOP), which deals with decisions of the design of the network itself, that is,

[21] is that Kerbache & Smith [22] considered general arrival

times, general service times, and single server queues. Secondly,

Gosavi & Smith [21] did not consider the general expansion

method (GEM) in their analysis as the evaluation tool [23].

Specifically, we examine the OROP, by means of a combina-

tion of the GEM and a heuristic based on the Powell algorithm

[24], specifically for acyclic networks of M=G=c=K queues, which

in Kendall notation means a queueing system with Markovian

arrival rates, General service times, c parallel servers, and a total

capacity of K items, including those items in service (practical

applications to M=G=c=K queueing networks include manufac-

turing and service systems [25] and transportation and material

handling systems [26]). The results are compared to simulations to

attest for the quality of the routing vectors obtained. Besides,

another important contribution of this paper is to present helpful

approximations to swift managerial decisions regarding the

optimal routing probability vectors to maximize the overall

throughput in a network of finite general-service queues. We also

present important empirical arguments to show that these

approximations are effective.

This paper is organized as follows. The next section describes in

detail the mathematical model formulation considered and

elaborates on both the performance evaluation tool and on the

optimization procedure. In the following section detailed results

are given for the problem on hand. Finally, the last section

concludes this paper with final remarks and topics for future work

in the area.

Materials and Methods

Mathematical Programing FormulationThe problem is defined on a digraph D~(V ,A), in which V is

the set of vertexes (finite queues) and A is the set of arc

(connections between the queues). Each vertex (queue) is

characterized by Poisson arrivals, general service, and multiple

servers. Mathematically, the optimal routing problem can be

formulated as follows.

(OROP):

maxH(a ), ð1Þ

subject to:

0ƒai, jƒ1, V (i, j) [ A, ð2Þ

XVj[d(i)

ai, j~1, V i [ V , ð3Þ

in which H(a ) is the throughput, which is the objective that must

be maximized, a the optimal routing probability matrix, a:½a i, j �,i.e. the matrix that maximizes the objective function of this

predefined network, and d(i) is the set of succeeding vertexes of

vertex i, that is, d(i):fjj (i, j) [ Ag:The throughput will thus be affected by the effective routing of

jobs through the network, the variability of the service distribution,

the number of servers, and the number of buffers. It should be

clear that the above model is a highly difficult stochastic

programming problem to handle due to the inherent non-linearity

of the objective function combined with the absence of any closed-

form expressions for the throughput H(a):

Proposed AlgorithmFigure 1 presents the proposed algorithm to solve the OROP in

order to provide more insights into the interaction between the

performance evaluation tool and the optimization method.

The initial routing probability vector is conveniently set to the

inverse of the number of nodes after a split,

a (init)i, j ~

1

ni

, V(i, j) [ A, ð4Þ

in which ni is the number of succeeding nodes to node i, that is,

the cardinality of set D(i): The optimization step itself is an

iteration in which new solutions are generated following the Powell

logic until convergence, that is, until the difference in H,

DH:(H(k){H(k{1)), is less than a predefined tolerance e:The Powell algorithm can be described as an unconstrained

optimization procedure that does not require the calculation of

first derivatives of the function. Numerical examples have shown

that the method is capable of minimizing a function with up to

twenty variables [24,27]. The Powell method locates the minimum

of a non-linear function f (x) by successive uni-dimensional

searches from an initial starting point x(k) along a set of conjugate

directions. These conjugate directions are generated within the

procedure itself. The Powell method is based on the idea that if a

minimum of a non-linear function f (x) is found along p conjugate

directions in a stage of the search, and an appropriate step is made

in each direction, the overall step from the beginning to the p-th

step is conjugate to all of the p sub-directions of the search. We

have seen remarkable success in the past with coupling Powell

algorithm and the GEM [19]. We discuss the GEM in detail now,

which is also the method we used to obtain the performance

measures for the problem studied in this paper.

Performance EvaluationIn previous papers (see e.g. Kerbache & Smith [23,28]) the GEM

has been successfully used to evaluate the performance measures of

acyclic networks of finite queues. The GEM is a robust and effective

approximation technique that is basically a combination of repeated

trials and node-by-node decomposition in which each queue is

analyzed separately and then corrections are made in order to take

into account the interrelation between the queues in the network.

Figure 1. Structured overview of the methodology.doi:10.1371/journal.pone.0102075.g001

Optimal Routing

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The GEM has three stages, Network Reconfiguration, ParameterEstimation, and Feedback Elimination, to be described as follows.

Stage I: Network Reconfiguration. The first step in the

GEM involves reconfiguring the network. An artificial vertex hj is

added preceding each finite vertex j in the network. The artificial

vertex is added to register the blocked customers at node j and is

modeled as an M=G=? queue, as shown in Figure 2.

When an entity leaves vertex i, vertex j may be blocked with

probability pKj, or unblocked, with probability (1{pKj

): Under

blocking, the entities are rerouted to vertex hj for a delay while

node j is busy. Vertex hj helps to accumulate the time an entity has

to wait before entering vertex j and to compute the effective arrival

rate to vertex j: In other words, the GEM ultimate goal is to

provide an approximation scheme to update the service rates at the

upstream vertex i to take into account all blocking after service

caused by the downstream vertex j :

~mm{1i ~m{1

i zpKj(m’hj

){1, ð5Þ

in which m i is the exponential service rate at vertex i, pKjis the

blocking probability of finite queue j of size Kj , m’hjis the corrected

exponential service rate at the artificial vertex hj , and ~mmi is the

updated service rate at vertex i: As a final note, an important point

about this process is that we do not physically modify the networks,

only represent the expansion process through the software.

Stage II: Parameter Estimation. In the second stage, the

parameters pK , p’K , and m h must be estimated, which is done

essentially by utilizing known results for queueing theory. Index j is

omitted for simplicity.

pK : Analytical results from the M=M=c=K queue provide

the following expression for the blocking probability pK :

pK~1

cK{cc!

m

� �K

p0, ð6Þ

in which

p0~Xc{1

n~0

1

n!

m

� �n

z(�=m)c

c!

1{ �=(cm)½ �K{cz1

1{�=(cm)

" #{1

, ð7Þ

for �=(cm)=1:

However, the interest is on M=G=c=K models, for

which there is not exact closed form expression for pK :Then approximations must be used and Kimura’s [29]

two moment approximation has proven to be very

effective in similar cases [25,30]. For example, let us fix

c~2 and the following closed form expression can be

developed from Equation (6), for the optimal buffer size

BM~K{2 for Markovian M=M=2=K queues, as a

function of the blocking probability:

BM~

ln1

2

pK 2mz�ð Þ2m{�zpK�

� �ln (r)

{2: ð8Þ

The following Kimura’s two moment approximation can

be used to approximate the optimal buffer size B (s2) of

a general service M=G=2=K queue:

B (s2)~BMz NINTs2{1

2

ffiffiffirp

BM

� �, ð9Þ

in which s2 is the squared coefficient of variation of the

service time distribution at the queue, r:�=(cm) is the

traffic intensity, BM is the exact buffer size for a

respective Markovian system, and NINT( x) is the

nearest integer to x: Now, if we invert Equation (9) to

Figure 3. Basic split network B1.doi:10.1371/journal.pone.0102075.g003

Figure 2. The generalized expansion method.doi:10.1371/journal.pone.0102075.g002

Optimal Routing

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Page 5: Optimal routing in general finite multi-server queueing networks · 1. The optimal topology problem (OTOP), which deals with decisions of the design of the network itself, that is,

solve for pK we achieve:

pK~2r

2

ffiffire

ps2{

ffiffire

pzK

2z

ffiffire

ps2{

ffiffire

p !

(2m{�)

{2r

2

ffiffire

ps2{

ffiffire

pzK

2z

ffiffire

ps2{

ffiffire

p !

�z2mz�

: ð10Þ

This is a process that can be extended for cw2: In fact,

expressions for pK of up to c~500 are available [30].

Another expressions, for c~3, . . . ,10, are included in

the software so that we have a complete set of blocking

probabilities for c [ f1, . . . ,10g:p’K : Since there is no closed form solution for this quantity the

following approximation is used given by Labetoulle &

Pujolle [31] obtained using diffusion techniques.

Figure 4. The shape of the objective function.doi:10.1371/journal.pone.0102075.g004

Figure 5. Basic split network B2.doi:10.1371/journal.pone.0102075.g005

Optimal Routing

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Page 6: Optimal routing in general finite multi-server queueing networks · 1. The optimal topology problem (OTOP), which deals with decisions of the design of the network itself, that is,

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Optimal Routing

PLOS ONE | www.plosone.org 5 July 2014 | Volume 9 | Issue 7 | e102075

Page 7: Optimal routing in general finite multi-server queueing networks · 1. The optimal topology problem (OTOP), which deals with decisions of the design of the network itself, that is,

p’K~mjzmh

mh

{� (rK

2 {rK1 ){(rK{1

2 {rK{11 )

� �mh (rKz1

2 {rKz11 ){(rK

2 {rK1 )

� � !{1

,ð11Þ

in which r1 and r2 are the roots to the polynomial

�{(�zmhzmj)xzmhx2~0,

with �~�j{�h(1{p’K ), in which �j and �h are the

actual arrival rates to the finite and artificial holding

nodes respectively. Furthermore, the arrival rate to the

finite node j is given by:

�j~ ~��i(1{pK )~~��i{�h:

mh : The delay distribution of a blocked customer at the

holding node has the same distribution as the remaining

service time of the customer being serviced at the node

doing the blocking. Using renewal theory, one can show

that the remaining service time distribution has the

following rate mh :

mh~2m

1zs2m2, ð12Þ

in which s2 is the service time variance given by

Kleinrock [32]. Notice that if the service time distribu-

tion at the finite queue doing the blocking is exponential

with rate mj , then:

mh~mj ,

that is, the service time at the artificial node is also

exponentially distributed with rate mj : When the service

time of the blocking node is not exponential, then mh will

be affected by s2:Stage III: Feedback Elimination. This stage is simply to

eliminate the feedback loop, by recomputing the service time at

vertex hk: The updated service rate is given by:

m’h~(1{p’K )mh:

Summary. Similar equations can be established with respect

to each of the finite vertexes (queues). Ultimately, we have

simultaneous non-linear equations in variables pK , p’K , and mh,

along with auxiliary variables such as mj and ~��i: Solving these

equations simultaneously, we can compute all performance

measures of the network.

Numerical Results and Discussion

The software implementation is currently in Fortran 77. The

compiler used was the DIGITAL Visual Fortran, Version 6, with

the IMSL Fortran 90 MP Library version 3.0 for Microsoft

Windows, to solve the nonlinear equations from the GEM. In our

implementation, we set e~10{1,000, which proved to be effective

based on the experiments. We first discuss the shape of the

objective function. Secondly, we will give more insights for a

number of split structures. We end the numerical results with some

Ta

ble

2.

Pe

rtu

rbat

ion

sar

ou

nd

the

op

tim

also

luti

on

of

two

-bra

nch

split

ne

two

rks.

Se

tB

1e

(ba

lan

ced

)S

et

B1

b(u

nb

ala

nce

d)

a1,2

a1,3

�~

3�~

5�~

7�~

3�~

5�~

7

0.1

00

.90

2.7

38

83

.78

15

4.3

37

02

.73

86

3.7

80

34

.33

14

0.2

00

.80

2.8

27

54

.10

84

4.9

12

32

.82

47

4.0

82

14

.77

97

0.3

00

.70

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93

54

.37

93

5.3

67

22

.87

69

4.2

09

94

.97

06

0.3

30

.66

……

…2

.90

04

4.2

19

34

.98

19

0.4

00

.60

2.9

58

24

.56

97

5.6

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52

.87

77

4.1

83

44

.94

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0.4

50

.55

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94

.58

58

5.7

43

5…

……

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.50

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.60

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.79

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08

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.74

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50

.45

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.58

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5.7

43

5…

……

0.6

00

.40

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24

.56

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.66

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24

.40

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0.7

00

.30

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54

.37

94

5.3

67

22

.49

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.92

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0.8

00

.20

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54

.10

84

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12

42

.28

28

2.8

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93

.33

74

0.9

00

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83

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43

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02

Optimal Routing

PLOS ONE | www.plosone.org 6 July 2014 | Volume 9 | Issue 7 | e102075

Page 8: Optimal routing in general finite multi-server queueing networks · 1. The optimal topology problem (OTOP), which deals with decisions of the design of the network itself, that is,

Ta

ble

3.

Re

sult

sfo

rth

ree

-bra

nch

split

ne

two

rks.

�~

3�~

5�~

7

Se

tm

18

m2

:m

4?

m3

s2 1

8s2 2

:s2 4

?s2 3

Ha

1,2

a1,3

a1,4

Ha

1,2

a1,3

a1,4

Ha

1,2

a1,3

a1,4

B2

a28

2:

2?

21:0

80:0

:1:0?

1:0

2.9

93

30

.37

58

0.3

12

00

.31

22

4.9

32

60

.35

87

0.3

20

40

.32

09

6.5

64

20

.38

45

0.3

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30

.28

22

B2

b1:0

80:5

:1:0?

1:0

2.9

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60

.34

69

0.3

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50

.32

65

4.9

26

80

.34

31

0.3

28

30

.32

87

6.5

20

90

.34

45

0.3

27

80

.32

77

B2

c1:0

81:0

:1:0?

1:0

2.9

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B2

d1:0

81:5

:1:0?

1:0

2.9

91

50

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10

0.3

39

50

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95

4.9

17

40

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99

0.3

39

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01

6.4

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30

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0.3

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00

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B2

e1:0

82:0

:1:0?

1:0

2.9

91

00

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09

0.3

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50

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1:

3?

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:1:0?

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h1:0

81:0

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00

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40

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40

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11

B2

i1:0

81:5

:1:0?

1:0

2.9

91

80

.15

82

0.3

36

80

.50

50

4.9

19

90

.15

81

0.3

36

50

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53

6.4

88

60

.16

09

0.3

35

60

.50

35

B2

j1:0

82:0

:1:0?

1:0

2.9

91

60

.15

22

0.3

39

10

.50

87

4.9

18

10

.15

23

0.3

38

90

.50

88

6.4

80

60

.15

62

0.3

37

50

.50

63

�~

3�~

5�~

7

Se

tc

18

c2

:c

4?

c3

?s2 3

Ha

12

a1

3a

14

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12

a1

3a

14

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12

a1

3a

14

B2

k28

1:

3?

21:0

80:0

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1:0

2.9

94

50

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70

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04

90

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44

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26

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80

6.6

39

10

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71

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86

80

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B2

l1:0

80:5

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1:0

2.9

93

90

.13

82

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12

60

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4.9

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6.6

02

80

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66

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87

50

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B2

m1:0

81:0

:1:0?

1:0

2.9

93

50

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23

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10

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87

4.9

13

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6.5

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n1:0

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1:0

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05

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05

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03

Optimal Routing

PLOS ONE | www.plosone.org 7 July 2014 | Volume 9 | Issue 7 | e102075

s2 1

8s2 2

:s2 4

Page 9: Optimal routing in general finite multi-server queueing networks · 1. The optimal topology problem (OTOP), which deals with decisions of the design of the network itself, that is,

complex network structures. Please bear in mind that the range of

possible experiments is exponential itself, so we have determined a

very selected, but representative sample to present.

Shape of the Objective FunctionIt is interesting to analyze the shape of the objective function for

the optimization problem described earlier. The case discussed

here is defined as follows. We have a three node network with a

split into two branches, as seen in Figure 3. The general

parameters for the base case are c1~4, K1~20, and ci~2 and

Ki~2, for i~2,3: The criteria to select those parameters is such

that the number of servers c1 and the total capacity K1 of node 1 is

larger than the others as to prevent it from becoming a bottleneck.

We are particularly interested in the relationship between the

overall throughput H~h1zh2, the routing probability a 1, 2, the

arrival rate �1, and the squared coefficient of variation of node 2,

s22: Consequently, we set mi~2, for all nodes, and s2

1~s23~1: The

sensitivity of these settings on the throughput is not analyzed now,

but is amongst others the subject of study in the next sections.

Next, we enumerate all possible combinations for �1, a 1, 2, and s22,

and then analytically obtain the corresponding throughput H,which is shown in Figure 4 (always on the vertical axis), as a

function of �1, a 1, 2, and s22:

Figure 4-(a) clearly shows that the arrival rate is interacting with

the routing probability. For low arrival rates, the network has low

utilization. Consequently, different routing probabilities do not

result in large changes in throughput H: On the other hand, for

large arrival rates, �1w5, one clearly sees an optimal point in

regard to the routing probability. Due to the symmetrical structure

considered, a 50% split seems to be optimal here. Figure 4-(b)

looks into the joint effect of changing the squared coefficient of

variation, s22, together with the routing probability a 1, 2: Again the

inverted U-shape effect with a maximum around the 50% routing

probability is visible. Next to this, it is clear that increasing the

squared coefficient of variation from 0 to 2 reduces the overall

throughput H but has a smaller impact on throughput than the

routing probability. Based on this simple network structure, it is

evident that the routing probabilities and the squared coefficient of

variation affect the throughput to a large extent. Consequently,

correctly setting the routing matrix a leads to significant gains in

terms of throughput.

Basic Split NetworksIn this section, we analyze further the two-branch network from

Figure 3 and include in our analysis the three-branch network seen

in Figure 5. We are interested in assessing the influence of the

number of servers ci, total capacities Ki, service rates mi, and

squared coefficient of variation of the service times s2i , Vi [ V , in

the model OROP, Equations (1) – (3). We choose to start with

these two variants of a basic split structure as, from a routing

allocation point of view, splits are the key building blocks in a

generally configured network. The nodes after the splits are the

ones of interest here. The first buffer K1~20 is larger than the

others (Ki~2, i~2,3,4) as this will help to prevent the first queue

of becoming a bottleneck node. The arrival rate �1 is set equal to

values f3,5,7g:Split with Two Branches. The top part of Table 1 gives the

results for a two-branch split networks for unbalanced service rates

m and different squared coefficients of variation s22 and s2

3: In these

cases the service rate of node 2 is made either relatively lower

(m2~1 versus m3~2), or equal (m2~2 versus m3~2), or higher

(m2~3 versus m3~2) than the service rate of node 3. The base

cases (sets B1d to B1f) show that the routing probability is roughly

equal to 0.5 when the nodes after the split are identical (that is,

same number of servers, capacities, service rates, and squared

coefficient of variation). Moreover, this results appears to be

insensitive to changes in the squared coefficient of variation of

both nodes after the split. Of course, the throughput H is affected

(reduced) due to the changes (increase) in the variability. Secondly,

changing the service rate of node 2, m2 (and keeping all other

parameters equal to the base case settings), clearly shows that the

fast nodes receive preference over the slow nodes. For example, in

sets B1a to B1c (i.e., when node 2 is slower than node 3) a lower

routing probability is set to node 2 (0.3334) than the one to node 3

(0.6666).

Rather than changing the squared coefficient of variation of

both nodes after the split, we evaluated some unbalanced cases

where only node 2 is affected by a different squared coefficient of

variation, s22~f0:0,0:5,1:0,1:5,2:0g (sets B1j to B1x, Table 1),

combined with (m1,m2,m3)~f(2,1,1),(2,2,2),(2,3,3)g: For these

cases, we observe that the unbalance caused by the squared

coefficient of variation only slightly changes the routing probability

compared to sets with equal squared coefficients of variation (sets

B1l, B1q, and B1v, Table 1). This is a confirmation of what we

observed when evaluating the objective function earlier in the

previous section. As we are now focusing on the small scale

networks, this conclusion does not mean that the squared

coefficient of variation has little effect in general. It is interesting

to see that the throughput value is reducing as the squared

coefficient of variation goes up although the routing probability is

changing to protect more against the uncertainty in the second

node. This is more prevalent in highly loaded systems.

For the two-branch split networks, we evaluated a number of

routing vectors around the optimal routing obtained. Table 2

shows that the algorithm seems to have reached the optimal

allocation for the routing probabilities into nodes 2 and 3 (set B1e,

Table 1). Of course, one might argue that the optimization is

rather easy due to the symmetric setting of the parameters.

Therefore, we did the same analysis for the same parameter

settings but with a network with unbalance in the service rates (set

B1b, Table 1), also seen in Table 2.

In conclusion, we observed that in previous results the

optimization algorithm tries to balance out the flow taking into

Figure 6. Network structure C1.doi:10.1371/journal.pone.0102075.g006

Optimal Routing

PLOS ONE | www.plosone.org 8 July 2014 | Volume 9 | Issue 7 | e102075

Page 10: Optimal routing in general finite multi-server queueing networks · 1. The optimal topology problem (OTOP), which deals with decisions of the design of the network itself, that is,

Ta

ble

4.

Re

sult

sfo

rn

etw

ork

stru

ctu

reC

1.

�~

5�~

7

c,s2

Ha

1,2

a1,3

a2,4

a2,5

a3,6

a3,7

Ha

1,2

a1,3

a2,4

a2,5

a3,6

a3,7

C1

ac~

(5,2

,2,2

,2,2

,2)

s~(1

,1,1

,1,1

,1,1

)4

.58

10

0.5

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00

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40

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0.5

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C1

bc~

(5,2

,2,1

,1,5

,5)

s~(1

,1,1

,1,1

,1,1

)4

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78

0.4

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16

70

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00

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00

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C1

cc~

(5,2

,2,5

,1,5

,1)

s~(1

,1,1

,1,1

,1,1

)4

.60

02

0.5

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0.0

98

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0.0

98

7

C1

dc~

(5,2

,2,2

,2,2

,2)

s~(1

,1,1

,0,0

,2,2

)4

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08

0.5

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30

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C1

ec~

(5,2

,2,2

,2,2

,2)

s~(1

,1,1

,0,2

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)4

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26

0.5

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0.5

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64

0.5

53

6

�~

5�~

7

m,s

2H

a1

,2a

1,3

a2,4

a2,5

a3,6

a3,7

Ha

1,2

a1,3

a2,4

a2,5

a3,6

a3,7

C1

fm~

(2,2

,2,1

,1,5

,5)

s~(1

,1,1

,1,1

,1,1

)4

.51

93

0.4

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0.5

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20

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00

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00

0

C1

gm~

(2,2

,2,1

,5,1

,5)

s~(1

,1,1

,1,1

,1,1

)4

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0.5

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0.8

34

10

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0.8

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6

�~

5�~

7

c,m

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1,2

a1,3

a2,4

a2,5

a3,6

a3,7

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1,2

a1,3

a2,4

a2,5

a3,6

a3,7

C1

hc~

(2,2

,2,1

,2,3

,4)

m~

(2,2

,2,1

,5,1

,5)

4.5

97

50

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78

0.5

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0.9

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0.0

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0.0

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80

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02

C1

ic~

(2,2

,2,4

,2,2

,4)

m~

(2,2

,2,1

,5,1

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4.6

00

30

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95

0.5

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e.0

10

20

75

.t0

04

Optimal Routing

PLOS ONE | www.plosone.org 9 July 2014 | Volume 9 | Issue 7 | e102075

mm

mmm

Page 11: Optimal routing in general finite multi-server queueing networks · 1. The optimal topology problem (OTOP), which deals with decisions of the design of the network itself, that is,

Ta

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5.

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�~

5�~

7

Ha

2,3

a2,4

a4,5

a4,6

Ha

2,3

a2,4

a4,5

a4,6

C2

ac~

(5,2

,...

,2)

s~(1

,1,.

..,1

)3

.17

19

0.4

00

00

.60

00

0.2

40

40

.75

96

3.3

50

20

.44

64

0.5

53

60

.35

00

0.6

50

0

C2

bc~

(5,2

,...

,2)

s~(1

,1,.

..,1

),c 1

0~

12

.96

99

0.4

00

00

.60

00

0.0

40

90

.95

91

3.0

73

50

.28

57

0.7

14

30

.02

56

0.9

74

4

C2

cc~

(5,2

,...

,2)

s~(1

,1,.

..,1

),c 1

0~

43

.26

60

0.4

00

00

.60

00

0.4

85

80

.51

42

3.4

89

80

.44

76

0.5

52

40

.46

79

0.5

32

1

C2

dc~

(5,2

,...

,2)

s~(1

,1,.

..,1

),m

10~

12

.92

51

0.3

98

80

.60

12

0.2

40

40

.75

96

3.0

85

00

.42

92

0.5

70

80

.00

02

0.9

99

8

C2

ec~

(5,2

,...

,2)

s~(1

,1,.

..,1

),m

10~

43

.26

11

0.3

98

70

.60

13

0.4

75

10

.52

49

3.4

85

40

.44

73

0.5

52

70

.46

37

0.5

36

3

C2

fc~

(5,2

,...

,2)

s~(1

,1,.

..,1

),s 1

0~

03

.19

29

0.4

00

00

.60

00

0.2

74

80

.72

52

3.3

82

00

.44

56

0.5

54

40

.34

73

0.6

52

7

C2

gc~

(5,2

,...

,2)

s~(1

,1,.

..,1

),s 1

0~

33

.14

07

0.4

00

00

.60

00

0.2

41

50

.75

85

3.3

07

50

.44

44

0.5

55

60

.31

49

0.6

85

1

C2

hc~

(5,2

,...

,2)

s~(1

,1,.

..,1

),c 1

2~

11

.87

84

0.3

99

70

.60

03

0.2

40

50

.75

95

1.9

10

30

.44

64

0.5

53

60

.35

00

0.6

50

0

C2

ic~

(5,2

,...

,2)

s~(1

,1,.

..,1

),c 1

2~

44

.05

67

0.4

00

00

.60

00

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39

70

.76

03

4.5

42

20

.44

18

0.5

58

20

.35

00

0.6

50

0

C2

jc~

(5,2

,...

,2)

s~(1

,1,.

..,1

),m

12~

11

.91

13

0.3

99

90

.60

01

0.2

39

10

.76

09

1.9

36

80

.44

64

0.5

53

60

.35

00

0.6

50

0

C2

kc~

(5,2

,...

,2)

s~(1

,1,.

..,1

),m

12~

43

.88

88

0.4

24

00

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60

0.4

87

10

.51

29

4.4

12

60

.44

18

0.5

58

20

.35

00

0.6

50

0

C2

lc~

(5,2

,...

,2)

s~(1

,1,.

..,1

),s 1

2~

03

.32

24

0.4

00

00

.60

00

0.2

41

10

.75

89

3.5

15

80

.44

64

0.5

53

60

.35

00

0.6

50

0

C2

mc~

(5,2

,...

,2)

s~(1

,1,.

..,1

),s 1

2~

32

.98

62

0.4

00

00

.60

00

0.2

39

40

.76

06

3.1

48

20

.44

64

0.5

53

60

.35

00

0.6

50

0

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Optimal Routing

PLOS ONE | www.plosone.org 10 July 2014 | Volume 9 | Issue 7 | e102075

Page 12: Optimal routing in general finite multi-server queueing networks · 1. The optimal topology problem (OTOP), which deals with decisions of the design of the network itself, that is,

Ta

ble

6.

Eval

uat

ing

the

app

roxi

mat

ion

sfo

rso

me

B-s

ets

.

�~

3a

(1)

ia

(2)

ia

(3)

ia

(4)

i

Se

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op

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ap

pD

%H

ap

pD

%H

ap

pD

%H

ap

pD

%

B1

a2

.91

65

2.8

21

13

.27

%2

.91

65

0.0

0%

2.8

21

13

.27

%2

.91

65

0.0

0%

B1

b2

.90

04

2.7

97

43

.55

%2

.90

04

0.0

0%

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97

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.55

%2

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0%

B1

c2

.88

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2.7

76

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.77

%2

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0%

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.88

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B1

d2

.97

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2.9

73

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.00

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.97

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0%

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.97

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0.0

0%

B1

e2

.96

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2.9

67

20

.00

%2

.96

72

0.0

0%

2.9

67

20

.00

%2

.96

72

0.0

0%

B1

f2

.96

09

2.9

60

90

.00

%2

.96

09

0.0

0%

2.9

60

90

.00

%2

.96

09

0.0

0%

B1

g2

.98

78

2.9

83

50

.14

%2

.98

78

0.0

0%

2.9

83

50

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.98

78

0.0

0%

B1

h2

.98

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2.9

79

70

.17

%2

.98

47

0.0

0%

2.9

79

70

.17

%2

.98

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0.0

0%

B1

i2

.98

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2.9

75

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.19

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.98

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0.0

0%

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.98

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0.0

0%

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1.2

3%

0.0

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1.2

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0.0

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0.0

0%

0.0

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0%

0.0

0%

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3.7

7%

0.0

0%

3.7

7%

0.0

0%

B1

j2

.67

43

2.6

72

10

.08

%2

.67

21

0.0

8%

2.6

72

10

.08

%2

.67

21

0.0

8%

B1

k2

.64

89

2.6

48

50

.02

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.64

85

0.0

2%

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50

.02

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.64

85

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B1

l2

.62

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2.6

27

80

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78

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.62

78

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B1

m2

.61

01

2.6

09

80

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.60

98

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1%

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09

80

.01

%2

.60

98

0.0

1%

B1

n2

.59

47

2.5

93

80

.03

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.59

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0.0

3%

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93

80

.03

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.59

38

0.0

3%

B1

o2

.97

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73

20

.02

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32

0.0

2%

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73

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.02

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.97

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0.0

2%

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p2

.97

04

2.9

70

20

.01

%2

.97

02

0.0

1%

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70

20

.01

%2

.97

02

0.0

1%

B1

q2

.96

71

2.9

67

10

.00

%2

.96

71

0.0

0%

2.9

67

10

.00

%2

.96

71

0.0

0%

B1

r2

.96

42

2.9

64

00

.01

%2

.96

40

0.0

1%

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64

00

.01

%2

.96

40

0.0

1%

B1

s2

.96

15

2.9

60

90

.02

%2

.96

09

0.0

2%

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60

90

.02

%2

.96

09

0.0

2%

B1

t2

.99

38

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93

60

.01

%2

.99

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0.0

1%

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.01

%2

.99

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0.0

1%

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u2

.99

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.00

%2

.99

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0.0

0%

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.00

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.99

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0.0

0%

B1

v2

.99

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92

00

.00

%2

.99

20

0.0

0%

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%2

.99

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w2

.99

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.99

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0.0

0%

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.00

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.99

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0%

B1

x2

.99

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90

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.01

%2

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0.0

1%

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90

30

.01

%2

.99

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0.0

1%

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0.0

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0.0

1%

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0.0

0%

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0%

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0%

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0%

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0.0

8%

0.0

8%

0.0

8%

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8%

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a2

.99

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.01

%2

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0.0

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0%

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91

40

.00

%2

.99

14

0.0

0%

Optimal Routing

PLOS ONE | www.plosone.org 11 July 2014 | Volume 9 | Issue 7 | e102075

Page 13: Optimal routing in general finite multi-server queueing networks · 1. The optimal topology problem (OTOP), which deals with decisions of the design of the network itself, that is,

Ta

ble

6.

Co

nt.

�~

3a

(1)

ia

(2)

ia

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ap

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0.0

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1.9

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1.9

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1.7

1%

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Optimal Routing

PLOS ONE | www.plosone.org 12 July 2014 | Volume 9 | Issue 7 | e102075

Page 14: Optimal routing in general finite multi-server queueing networks · 1. The optimal topology problem (OTOP), which deals with decisions of the design of the network itself, that is,

account the differences (in service rates and squared coefficient of

variation) among the two nodes after the split, which is intuitively

logical as this strategy leads to the highest throughput. Moreover,

the methodology seems to always find the optimal routing vector.Split with Three Branches. Let us now turn to the three-

branch split network, Figure 5. It would be interesting to see to

what extent the optimization algorithm balances the flow over the

three nodes after the split and to what extent this is affected by the

characteristics of the different nodes after the split. Table 3 shows a

selected set of experiments done for this specific case.

Table 3 shows that for the complete symmetric case, that is, set

B2c, Table 3, again the routing probabilities are symmetric, i.e.a i, j~0:333,V (i,j) [ A: For the unbalanced cases in the squared

coefficient of variation (sets B2a, B2b, B2d, and B2e, Table 3), it

can be observed that the routing probability into the two identical

nodes (a 1, 3 and a 1, 4) are close to each other. For the remaining

asymmetrical cases (sets B2f to B2o, Table 3), again the same

conclusion holds. The faster (either in high number of servers or

service rates) or more reliable (in terms of low squared coefficient

of variation) are the nodes, more favored they are, resulting in high

routing probabilities into these nodes.

Complex NetworksThe simple networks discussed so far are interesting as they

make it possible to show the behavior and logic of the optimization

model in the presence of one split. In this section, we will evaluate

some different complex topologies with regard to their routing

probabilities. The first complex network considered is an extension

of the two- and three-branch split networks, as depicted in

Figure 6.

Table 4 gives an overview of a selected set of experiments for

the structure C1. The initial setting is again a balanced case, that

is, c1~5, K1~20, m1~2, ci~2, Ki~2, mi~2, s2i ~1, for

i~2,3, . . . ,7 (set C1a, Table 4). Additional set of experiments

involves unbalancing the service rates mi, the squared coefficients

of variation s2i , and the number of servers ci, for nodes 6 and 7.

With these experiments, we evaluate whether and how the

methodology takes the characteristics of the complete sub-network

after the split into account in determining the optimal routing

vector.

We set up the experiments in such a way that either there are

slow nodes (experiments C1c, C1e, C1g and C1h) or slow

subsystems consisting of three connected nodes (experiments C1b,

C1d, C1f, and C1i). Based on Table 4, we observe that in general

the slower part of the network tends to receive less flow due to a

lower routing probability into the relevant part. When after the

first split in node 1 there is the choice to go to either the fast or

slow subsystem, the faster subsystem is preferred. This is very clear

in experiments C1b, C1d, C1f, and C1i, when the routing

probability always favors the fastest downstream subsystem.

However, if the last nodes are different (experiments C1c, C1e,

C1g, and C1h), the conclusion is different. In all these

experiments, the first split is just exactly half. The imbalance in

the last nodes (i.e. nodes 4, 5, 6, and 7 are different), is completely

absorbed in the routing probability at the immediately preceding

nodes (i.e. nodes 2 and 3). Interestingly, this effect did not

propagate upstream and did not affect the routing at the first split.

Again, we see that the effect of the squared coefficient of variation

on the routing probability is smaller compared to the number of

servers or the service rates.

The second network structure C2 has a more general structure

than the other networks, as seen in Figure 7. Nodes 10 and 12 can

act as a bottleneck node which might become overloaded

depending upon the specific parameters. It is then interesting to

Ta

ble

7.

Eval

uat

ing

the

app

roxi

mat

ion

sfo

rso

me

C-s

ets

.

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(1)

ia

(2)

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ap

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ap

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ap

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a4

.58

10

4.5

81

00

.00

%4

.58

10

0.0

0%

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81

00

.00

%4

.58

10

0.0

0%

C1

b4

.49

78

4.4

71

70

.58

%4

.47

17

0.5

8%

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71

70

.58

%4

.47

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0.5

8%

C1

c4

.60

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4.4

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.47

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4%

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d4

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.58

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.58

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.58

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4%

C1

f4

.51

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53

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.46

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.45

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1.4

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.46

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.45

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1.4

6%

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g4

.59

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.59

64

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0%

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h4

.59

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37

07

.84

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.59

13

0.1

3%

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10

21

.90

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.59

73

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0%

C1

i4

.60

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24

91

.64

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.59

87

0.0

3%

4.5

80

90

.42

%4

.60

00

0.0

1%

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1.9

4%

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6%

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4%

0.2

4%

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0%

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7.8

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3.1

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do

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Page 15: Optimal routing in general finite multi-server queueing networks · 1. The optimal topology problem (OTOP), which deals with decisions of the design of the network itself, that is,

see how the routing probabilities are adapted to avoid or to reduce

the workload in these bottleneck nodes.

Table 5 gives the results for a selection of parameter settings for

network structure C2. The table shows that when node 10

becomes the bottleneck, routing the jobs into the direction of node

10 is avoided by reducing the routing probability at node 3 (always

around 0.4) and node 5 (ranging between 0.0409 to 0.4751). On

the other hand, when the characteristics of node 10 are such that it

is not a bottleneck, then the routing to nodes 5 and 6 is almost 50/

50. Secondly, it is clear that if the last node (node 12) becomes the

bottleneck, only the throughput will be reduced.

Approximations for the Routing ProbabilitiesFrom a managerial point of view, it is interesting to have some

good easy approximations that can be used to quickly set the

routing probabilities. A number of possible approximations for the

routing probabilities in the arc (i,j) [ A, after a split of vertex iinto ni vertexes, can be considered.

a(1)i, j ~

1

ni

,V(i,j) [ A, ð13Þ

a(2)i, j ~

miPVj[d(i)

mj

,V(i,j) [ A, ð14Þ

a(3)i, j ~

ciPVj[d(i)

cj

,V(i,j) [ A, ð15Þ

a(4)i, j ~

cimiPVj[d(i)

cjmj

,V(i,j) [ A, ð16Þ

in which d(i) is the set of succeeding vertexes of vertex i, that is,

d(i):fjj (i,j) [ Ag: Notice that ni is the cardinality of set d(i):The first approximation, Equation (13), is simple but does not

use any information from the ni vertexes after the split. This

approximation only provides an equal spread of the throughput

over the succeeding vertexes. It is expected that this approxima-

tion works well when the nodes after the split are very similar in

terms of service rate, number of servers, and so on. The other

approximations, Equations (14), (15), and (16), do take more

information into account. Equation (16) is believed to be the most

general as it combines information in regard to the speed and the

number of servers. On the other hand, no information about the

squared coefficient of variation is included in none of the

approximations.

Tables 6 and 7 show that the performance of approximation a(4)i

improves as the network becomes more unbalanced (for instance,

cases B1a-B1c are unbalanced, as defined in Table 1, and for these

cases the smallest D% found is for a(4)i , D%~0:00%, on the other

hand cases B1d-B1f are balanced and for them all D% is equal to

0.00%). This approximation of course takes into account the most

information from the nodes after the split (not taking into account

the squared coefficient of variation). If the nodes after the split are

more alike (balanced) then the second approximation becomes

favorable. On the other hand the first approximation a(1)i is

performing acceptable as well and could be preferred due to the

easy implementation.

Conclusions and Final Remarks

In this paper, we examined the optimal routing problem in open

finite acyclic queueing networks with a given general topology and

multiple generally distributed servers. We determined the optimal

routing probability vector that maximizes the throughput of an

arbitrary configured network via a combination of the Generalized

Expansion Method and Powell optimization tool. We presented

numerical results showing the merits of the approach. Approxi-

mations for the routing probability vector are also presented and

evaluated.

We have considered here only the throughput as the main

performance measure. It would also be interesting to evaluate the

behavior of the routing algorithm to minimize the cycle time, the

work-in-process (WIP) or other performance measures. Topics for

future research on the area include the routing in queueing

networks with cycles, e.g., to model many important industrial

systems that have reverse streams of products due to re-work, or

even the extension to GI=G=c=K queueing networks.

Author Contributions

Conceived and designed the experiments: TvW FRBC. Performed the

experiments: TvW FRBC. Analyzed the data: TvW FRBC. Contributed

reagents/materials/analysis tools: TvW FRBC. Contributed to the writing

of the manuscript: TvW FRBC.

Figure 7. Network structure C2.doi:10.1371/journal.pone.0102075.g007

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