Linear Programming Formulation of Idle Times for Single-Server Discrete-Event Simulation Models

Wai Kin Victor Chan ()
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Wai Kin Victor Chan: Department of Industrial and Systems Engineering, Rensselaer Polytechnic Institute, 110 8th Street, Troy, NY 12180, USA

Asia-Pacific Journal of Operational Research (APJOR), 2016, vol. 33, issue 05, 1-17

Abstract: Mathematical programming representations (MPRs) are discrete-event simulation models represented using math programming. In this paper, we first introduce an MPR formulation for single-server queueing systems based on idle times. We use this formulation to conduct a perturbation analysis to study the effect of imposing a constraint on idle times. We apply the formulation to obtain a linear programming-based gradient estimator for idle times. We demonstrate the integration of optimization into MRP and identify properties of the optimal solution to facilitate finding the optimal solution.

Keywords: Discrete-event system; mathematical programming representation; gradient estimation; optimization (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1142/S021759591650038X

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