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Cfi?

utep

Sl

latlon of th. Thrrshold Pollcy for

oynodc noutlng to

PaEll.l

H.tcrlganaous SGryeFr

lhPtln ttEnllc
llay 20, D88
EilEE 426

Pr!.

EPhEr{d.t

Table

of

Contants

I.

lntroductlon
Revieu

I
2
7

tl. III.
lu.
v.

of Litcraturc

Ih Slnulation

outllne for Future ttork


Conclu3i ons
8i bl iography

15

t7

l8

Ll3t of Ftgurrs
1.
2

Parallcl H.teroglneous

Qucue Splce l

Threshold Policy Transltlon State

I
8

3. 4.
5.
D.

lhe nlr.ll CooDut$ Progrm The Parallcl q!.uc llct.mganeous Sery.r Cdl?utrr Progr Slrulation
Run

9
L2 13

I Results

7.

g.

Results Sl lrtlon Run 3 Results Tm scrver Qucu.


Slrulatlon Rrn 2

74
15

ABSIMCT:

Consider two

parallel

heterogcneous exponentiai

seryers.
Upon

Each server has

its

om queue. Arrivals to the systen are polsson.

arrlval the customr to the faster

t st be assigned to either of the two queues. It is proposed that the optlmrl


routing policy is of the threshold
queue

type,

CustonErs are assigned

until the differenc.

between

the queues relches sotlE threshold. Then the

dispatcher sends a customr to the slower gueue. Thl3 system is sinulated and eyidence yas found to show that this optlnal po'licy has mrit. As a guidelin

for further work, a speciallzed case of thls problem l3 traced form concepfion to solution. Th! techniques used are erari ned for utllity ln solving the problem

at

hand,

iI.

II{TRODUCTIOI{:

Consider the following dyna,

ic routing

problem. Tt{o

parallel

heterogcneous

exponential servers each have their om queue. Customrs arrive in a Polsson

to a dispatcher that rust assign the customr to one of the queues. The routing problem is dyndrfllc in th scnse that the dlspatcher n6k!3 its declsion
strearn
bEsed on

the systfl state at th

optlmal routing

tim of the decision. tt ls proposrd that the stratrgy is of the threshold type. lncofiing traffic is sent to

first, faster, queue until the queue reaches a level that is greater than that of gueue 2. At that point a custoEr is sent to thc slorr gueuc 2.
the
iEPABTUFES

N,
AFBIVALS

DEPAATUFES

Figur 1 Parallel Queue lleterogcneou3 Server

sinilar problerE. section II rvl ers appllcable literature for thls sp.cific problsn as we]l as the related problo of ltlple servcr slngle queues. In both cases
A substantlal body
devoted

of r.search is

to the thls

and

the analysis of thc horFgenaous serv.rs crse preccded the analysls ot thc hterogeneous servers because

crse.

Tha

nrltlpla

server single queua ca3c


used

is

considered

of tha varlous successfu'l techniques

to analyza the problen.

This paper

will

not attenDt to prove that the threshold pollcy

ls optiDal.
sys-

have used a conputer

sirulation of the

problem

to gain insight into the

tem

behavior.

The progran yielded

partla'l but not conclusive rcsults. Section

III

describes the siru'lation equipmnt, rEthod, results, and conclusions.

Section IV provides a proposed research strategy

to solve various

aspects of

the hcterogeneous ru'ltlple queue case.

II.

REVIE| OF LIIEMTURE:
Kinqman

[Klj

ana'lyzed tno

identical servers

each

wtth their o{n qulue.


On

Arrivals lrere assumd Poisson, service tims exponenfial.


toflEr joins the shorter queue,

arrlvll

the cus-

If

both queues are equal the cu3tolEr Joins

either with problbility


tm

1/2.

Kino6;n proyed

that a stationary dlstrtbution

exlsts as long as the utillzation flctor

is

less than

l.

He ana'lyzed

the rys-

in

continuous

tlrE

and produced an approxina on

for

avemga delay durlng

havy

traffic

conditions only.

Chen [C1] develops an algorithm

to allocate files uDng storlge devlces.

His naJor contribution was to consider the dalEy produced by

filas ylitlng for


pEral

thc storage device to sarvc

th.[.

He

ln effect consldcrs thr


arriyr'ls

lel

hetlrogeneous queue. Ha also assumd Polsson

and exponentlal service

tims.

for thrce different cost crlterlon In extendlng his re3ults, re are not concerned rith cost crit.rion involvlng storage costs. lhen averag. d.lay is thc only cost criterion, Chen providca an
He proposrd

optlmal pollcls

algorithD that crn be uscd to probabillstically dlrcct customcrs to kt4/

ll

servers.

Chenrs

algorithn Esslgns customrs to servers in inverse proportion

to the square root of the srvlce rate.

Yinston

[I3],

[]r41, [l{5] analyzes three varlations of the two server sysa The

tem. His major contribution in these three articles is the application of


new technique

to the solution of continuous tim

l.larkov decision

process.

technique

is due to Lippnan [13] and is descrlbed below. llinston [f5] proved that for a finite nunber of identical exponential servers the send to the shortqueue

est

policy maxinizes the dlscountd

number

of custorrrs to conplete ser-

vice during any tirE epoch. He proved this in both discrete and continuous

tim.
lJinston proved the discrete case using a new mthod reported by Lippnan

[13].
ing

The core

of the rcthod is ln the ney definitlon of transition for

queue-

systems

with Poisson arrivals and exponential service


betwen

tirEs.

The

dcfini-

tlon specifies that rxponenti!l holdlng ti[Es


paraneter. Thls definition
are

transitlons
back

have constant

is satisfled if transition

to the sam state


and

lllowed.

LipprEn rigorously proves the

validlty of thr approach. Lin

Kunnr [12] provide a

mre easily understood heuristlc argoEnt to validate the

procedure. The approach


averlge co3t.

is useful in finding the optirEl policy in terfis of an [[5] results to the case of a stochlstic arrlvof stochrstlc an'ival
proccss

lebe? U27 extends flnstonrs

al

process, exponentlll server3 and to th case

and a service

distribution charactrrlzed by a random varlable with a nondecreas[C2l


exanl ne

jng hazard ratc.

rultiple parallel s.rvcr systrn with the basic Poisson and axponentirl 3tat'lstlcs, They do not use Lipp|lEnrs mthod. They first study nondeterfll ni sti c routing. Unlikr Chen they asslgn custoners in inverse proportlon to the srvlce rates. Larsen [11] strte3, aPp ently
chow and Kohlar

the

without proof that Chen's algorithn is better than

Chor{ and

Kohler's.

Chow

et

al
mi

propose

four different strategies for optirEl performance.

They make a

stake in assuming that balancing the load afiong processors ri/il.l result

in

the

lowest turnaround

tirE.

The

policies that they propose are of the threshold

type. This can readlly be seen by examining the state transition diagrans of each policy. The state space is diyided into two parts (Flgure 2). If an
arrival encounters the
queue

system state

to be in set Sl the customr is routed to


routed to queue
thresh_

1. If

the systern state

is in set 52 then the customr is


proposed by Chor{

2.

The

deteninistic policies

et al differ only in the

old functton that separates th! two sts. N


IJJ IJJ

THRESHOLD

FUNCTION

o l! o
ttJ

o SIZE OF OUEUE
1
Spacc

Figurc 2 Thra3hold policy Transition Statc


There are nEny po'licies

that

onc could conjure

to inD'lerEnt

dynari

c routAt

ing.

Ricart [R1] considers twenty ru'lfiple server pollcies which

have varylng

anEunts

of infomation avallable

and varying source and service

statlstics.

this point

hlve not analyzed the policies to se which are thrcshold.

Apparently the nore infonflation a policy has and uses, the better

it

per-

fonns.

intend to

exa,ni

ne

his work

more

closely in the near future.

Ephremides, Varaiya, and ya'irand [E1] eaxnine the

parallel

queue case when

the service rates are identica'l and exponential. Their contribution is to show that the optimal policy is independent of customer arriv!.1 statistics. They
prove two optimal strategies, each applicab'le depending on the available infor_

mation.

the gueue lengths are observed then the optirEl po.licy is to route jobs to the shortest queue. lf queue lengths are not known it is optirnal to alternate jobs provided that
example

If

initial

queue lengths are

the sam. Thy shoy

by

that a po'licy of

sending jobs

to the queue with the expected shortest

service time

is not optirrBl.

This potnt and the observation that the optinEl

policy does not balance the load between the servers contradicts som of the conjectures found in ear'lier papers, specifically Chot{ and Kohler.

at this point in ny research that t proposed a hypothesis to test by corrputer sinulation. At the end of the paper by Ephrerides et at,the authors consider the heterogeneous exponentirl server case. They state, ,,tt would be
was

It

interesting to find a 'sinDle, pollcy r{ith provable desirable behavior." I propose that the threshold po'llcy would be that sirDle policy. lhlle I was collecting data fron the sirulation
extend previous rsults. Bertsekas [81] proves the existnce

found severa'l addltional sources that

of an optinBl threshold policy

using

dynanic progra,nming. He restricts the result to the tuo server case with poisson

arrivals and indepndent exponentia'l service


dlscounted wditlng

tim3,

The cost

function

used

is the total

cost.

8e applles Bel]nlan,s equation

to

the

cost functlon. By inspection h sees that the optinEl policy is characterized

by a mnotonical]y non-decreasing threshold function as was se.n


Bertsekas proves

in Jigwe 2.
one

that iupng all optinrl threshold policles, there exists

threshold pollcy that

is optinEl.
arDng

He does

not proye that this optinal thresh-

old policy is optinal


the result to
m >2

all

dynami

c routing pollcies. l{or does he apply


f{or does hc extend

the result to any except the typical

traffic statistics.

servers.

point these open issues out not to criticize but

rather to shoy h@, ch work there


Courcoubeti

is left to do.

s and Reiman [C4] analyzed a syste with separate classes where

they did prove that the optinEl pollcy

this by using

LipFnan's

is of th threshold type. Thy prove technlque [13]. The optimrl policy is proven for both
iterativ.
nEthod

the discounted cost criterion and the average cost criterion.


Sasaki and Hajek [S1] describe an

for flndlng optlrul


be

stlte
to

dependent routing strategies

in single comFdity networki. This appears

be a useful approach

to solvlng the problfi at hand. This paper needi to

exani ned

ln greater

dpth.

tried to not only report tha r.lrvant work that has been done. I hrye also tried to hlghltght som of thc succassful techniques usrd to arriyc at thc rasaarch$s rasults. At sqlt point co0?uter sirulation ceases to be useful and rnalys'ls of the systa rust proceed by folloring onc of these or slnllar rjgorous mthods.
have

tn thls revie!, of I it.raturr

IIT.

TH SII.IULATIOil:

A.

Hypothesis: There

exists som threshold

whereby the average delay

will

be minimized

for

the pErallel queue heterogeneous server system.


B.

tlethod:

chose

to tinE step the siDlation rather than event step, This made the

t{Titing of th conDuter progrul easy, but took a heavy toll on processing


The Poisson

tim.

arrival

process was

5lr lated using

a Bcrnoulli arrlval pro-

cess. A knom

slot
In

queue (M/M/l) was sinulated to denrnstrate the validlty of the size used in th sirulatlon. -Ihe progran was run long enough to achieve

a reasonable steady
any one

state.

ThJs was

also verifled using the lii/l4ll sirllatlon.

tim slot only one event lras allowd. Upon occurrence of any event of interest the progran advanced to the next tim slot. At each tlm slot the progran lookcd for an arrival. lf therc was an arrival, total arrlval
guue

counter was increased, Next


queue 2 was

thr dispatcher
of ties

decided which

to

send

th. arrivrl. If

snaller than quruc

plus th threshreceived the

old then

queue 2 countcr was incremented.

custor:r. If

thre wat no arrlval

I each qucue is chccked to sec lf


In
case
quue

there was

depirture. Sirultaneous departures are not allowed. At the end of the arrival proce3s averagr queue slzc is con?uted as well as averaga delay. other statlstics are not calculatcd becausc of the lncrease in run tlnE that such calculations would produce.
The averagc delay

calculation includes an expected dclay

for customrs ranaining in the queue. the ll4lL queue was silllllatad in order to valldate the choice of expectcd arrlvals and thc choicc of slot slze. Agrin sirultaneous arrivlls and

allolred. Flgure 3 contains th prograrn llsting for th l'1lM/l sirulation. Figure 4 contains the progrdn llstlng for the parallel queue
departure3 are not
heterogeneous sePYer systen.

'

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Th. Parallel

Quaue HeteroEneou3

Servcr Cotputer Ptogr

C.

Equipmnt:
The progran was

t.iritten in the

BASIC

languagc. lhe

prograrn was conpi'led

for faster execution using

QUickBASIC

4.0.

The progran was run on a

Hewlett-Packard Vectra ES/12. This

is

an lBlil AT class mchine using an lntel

80286 CPU and 80287 Co-Processor. The rbchine

clock runs at 12 Hz. This

conputer
Even so

is typically rated as one of the fastest AT class nachlnes avai'lable.


was rruch

it

too

slov. I estirBte that it

executes 5,000-15,000

BASIC

lines of

code per second.

In order to obtain any kind of results at a]l

it

was

necessary 600 hours

to run ten of these rEchines a night for a |reek, of runtim to


produce the

accunulated over

results documnted here.

D.

Results:

used one nachine

to sirulrte the nlr{'ll quelc.

detendned that

it

was

necessary and a 0

to u5. an lil of 10,000 (t{here H*LA|8DA. expectcd nunber of arrlvals)


1000 (wiere

of

l/0 is

the slot rize) to have the prograr converge to

the theoretically ca'lcu]ated pararEterg. For exanple:

Lanbda

' ,9:

l1U

= 1.0,
Percentagr Error
20.171 27 .0W
-7

Expect.d
M-1000 D=10000
Queue 0el ay;

observed
10.81 12.70

Size;

9.00 10.00 9.00 10.00

t't=10000 0,1000 Queue oel ay:

slze3

8.34 10.29

.3* 2.9*

One can see

that from the data that thc tength of the slrulation ls tbre

crlti-

cal than the slirmss 0f the ttm slots.

10

The

first

run of the parallel gueue heterogeneous server was donc rrith

i|.1000 and 0-10000. As figure 5 shor{s the average queue size was not well
behaved which

indicates that the average computed de'lly fop the system is also

worthless,
The second run was rEde

at

tl=lOoOO and

D"l0O0. Here in figure E we see the


a

appropriate queue behavior.

Iith

the threshold st at 0 thr slor"r queue has

higher average

size.

The

dlfference ls not large and thc slnrlation

ls still
a

probably not belng run long enough to relch steady


somwhat concave cup delay

state.

But we do see

function. Ihrt

we would

ilke to find is a srpoth

delay function rrith a pronounced nlninun

at som threshold between O and infininnve

ty.
For the

thlrd run

changed

the arriyr'l and departurc statlstics to

thc optirum thrcshold farther from 0.


ure

lpparently mved

it

too far out (fig-

7).

However

the results of sirulation 2 and 3 takn together do lndlcate


average delay,

that the cost functlon. the

ir

a concav. cup func on.

E.

Conclusions:
Though the

experimnt did not conclusively deflnnstrate the rxistence of


Thc

an

optlrEl threshold policy, the r.su'lts indlcate that thls night be so.
results are ccrtainly strong cnough to rDtivat. further
probleo

si lation.

Thc bas.lc

is to progran th. sirutation in 'C' using Sorlandrs Turboc, Though the ilprovemnt in sped of executlon n|ay be no
tily next step

is cotDutatlon spled.

fibre than tenfold, the cod

to 32 btt mrkstations. In addition, given rbna proccsslng powar I would generlte y oyn randon nu[6ars rlong the lines of Coates, Jrnacek, and Lever [C3].
be transportable

wlll

11

THRESHOLD ROUTING POLICY LAMBDA = O.95; MU1 = O.8; MU2 = O.2


01 stzE

Q2 SlzE

AVERAGE DELAY

UJ

o
lU

(5
trJ

,/-...\.'
I

a IL o
N
UJ

f, IU f

IU

THRESHOLD

LAMBDA = O.95; MU1 = O.8; MU2 = O.2


Q1 SIZE

THRESHOLD ROUTING POLICY


Q2 SIZE
AVERAGE DELAY

o rU a
(E lrJ

Lu

(\,
E

c ;l

a lr o
o
N
lU

f UJ f,

lU

L 5

10

THRESHOLD

THRESHOLD ROUTING POLICY LAMBDA = 1.SZ; MUl = 1.5; MU2 = O.1


Ql S|ZE
Q2 SIZE
AVERAGE DELAY

UJ

o
(5
ltJ

tu
lU
:)
trJ

E
Itt

o LL o
IU

f,

N
U'

.l

THRESHOLD

IV.

OUTLINE FOR FUTURE XORK:

In the Reyiey of Literature


used so

touched upon som

of the useful

technrques

far to

so'lve

this problem. A similar


quickly

probiem

is in the process of

being solved.

I will

ou

ine the progress then


would hope

list

the techniques I

would apply and nflestones

that

to

achieve.

. EF;FTtBES

ABP VALS

DEPAFTUBES

Figure g Two Server

Queue

The probiem which has been worked on

with great success is sini,lar to the

problem discussed

in this paper. Figure

shows

the problen under analysis.

Arrlvals to the buffer fonn a poisson process.

The

buffer is srved by

two

exponential, independent servers w{th different service

tims.

Fhe problem was

first

posed by Larsen

[Ll]

who conjectured

that the opfimal policy is of


conjecture using

the
c

threshold

type. Lin and KulEr [12] proved Larsen,s


sarnpl

dynarni

programing and LipprEn.s method [13] mntioned prevtously. falrand vided an alternate proof using

[tl]

pro_

e paths. Viniotis [V1] exari nd the prob-

len using two different cost criterlon, discounted cost and average
extended the

cost.
and

He

results of Lin and l(llrlar to the case of Er'langlan arrivals

l5

exponential servers and to the case of Poisson

ffriya]s,

exponential faster

server and Erlangian slower server. For the di3counted cost criterlon using

tilE model he was able to shoy that the optinlal policy is of the threshold type. For average cost criterion he was on'ly
both the continuous and discrete

able to sho{ the existence of stationary policies for both mdels.

In light of the
work

success

that

has bern achieved and the ongoing successful

feel that sin lar


frui tful
,

approaches

to the parallel

gueue heterogeneous server

system wou'ld be

Strategi es:

l.

oynami

PrograflnJng and average cost

to prove that the threshold policy is

thc optimal drcng

all

routlng policies. Analysls could be atterPted tn

both continuous and discrete

tlm.
n as probabillstic argupnts.
proposed by Coucoubertls and HaJ'ek.

2. 3.

Saryle path, pathylse a]so

knot

Iterative mthods

such as

that recently

l{i I estones:

l. 2. 3.

Prove

that the threshold pollcy is thc optirEl policy for tro seryers opttnality for nbrc Acneral arrival
and departure

and

for rbre thrn two srryers.


Ptoue thre3hold

statis-

ti cs.
Produce

a systenatlc nethod for finding the optirEl threshold function.

16

v.

colicLUsIoil:

is being conducted in the area of dynard c routing, yet there is roon in this field for more endeavor. I have atterDted, through this
Substantial work
paper, to acquaint nyself with the current state

of research.

Obviously som

relatively

new and

sophisticated techniqus are being used to produce results,

There are several areas which

I will

haye

to study in order to be a contrtbu_

tor.

At this point

was able

to nDdel the systen and gain som insight into

the queue behavior.

17

Bl bl

lography

[81]

Cltffs, N.J., 1987. [C1] Chen, P. S., optinal file allocatlon in rulti-levcl storage systens,
Models. Prentic-Hall,
Englewood

Bertsekas, 0. P., ovnanic Progranrino: oeterrdnistic and Stochastic

Proceedings National Corputer Conference. 1973, 277-282.

tC21

Choyt, yuan-Chleh and Kohler, tJalter H., ibdets for dyndri c load balancing in a heterogeneous llrl'ltiple processor system, IEEE Transactions on Corputers. C-28, 5 ( ay 1979), 354-361.

[C3] [C4]

Coates, R. F. f., Janaceck, G, J., and Lever, K. V., llonte Carlo Sirulation and randon nunDer generatlon, IEEE Joumal on Selected Araas in Comunications. JSAC-5, (January 1988), 58-66.

Courcoubeti 3, C. A. lnd Reiman, i'1. l.,optinal control of a queueing systen t lth sirultaneous service requireflents, IEEE TransEctions on sirultaneous ervrce requ requrreflnts, Autonati c Control. AC-32, 8 (Augu3t 19871, 7L7-727.

!l!

tEll Ephrsrides, A., Vlraiya, P.,


690-693.

problen, IEEE Transactions on Autonatic Control. Ac-25, 4 (August 1980),


Klngll|an,

and

tlalrand,

J.,

slrDle

dynrnl

c routing

[K1]

Statistics. vo'|. 32, (1961),


Department, 1981.

J. F. c.,

Tvo similar queues

in plrallel,

Anna'lr

of

eth.nati cal

13L4-1323.

[11]

Larsen, R. 1., Contro'l of nrltlple exponentlal servers wlth applicrtion to corDuter syster6, Ph. 0. thcsls, Univ, of I'laryl rnd, Conputer Science
and tunar, P. R., heterogeneous servers, (August 1984), 696-703.

lL2) Lin, f, [13]

@.

optiml control of a queueing

systefl with two

N-29,

queuelng
687

LipFEn, S. -7t0.

system3,

4.,

Applylng a new dev'lcc

in the optimlzation of exponcntlal llgh, vol. 23, 4 (July-Atrgust 7975),

[Rlj
[S1l

Ricart, G., Efficient synchronization algorltlllls for distributed systens, Ph. D. Thcslt, unlv. of ilaryl and, Con?utcr Scilnce DePartlEnt, 1980.
Sasaki, G. and HaJek,8., optirEl dynrni c routing in single cotrEdity networks by lteraalve nEthoas, :E Transactlons on comrnicatlons. c0l1-35, l1 (t{ovclldcr 1987), rr99-1206.

[vl] vinlotis, I., optirbl control of a nultiserver tlaryland,system with - - heterogeneous s;ryers, il. sc. Thesls, Unlv. of quuelng Electrlcal
Engin..ring Departmnt,
1985.

18

l-Hll - '

Ha'lrand. J., A note on "ODtlmal control of a queueinE systen with two heterogineols servers," svstems & Control Letiers. 4-, (1984r, l3L-134.

[12] teber, R. R., On the optirEl

assignmnt of customrs to parallel servers, Journal of Applied Probabilitv. 15, (1978), 406-413.

fr3l - '

finston.

f.. oDtirbl control of dlscrete and continuous tim nEintenrnce systems'with v;riable servic ratcs, 0!gIEf-E!5-8C5!i!fC!. vol. 25, 2 (Harch-Apri I L977), 259-258t977),
469-483.

[fl4] finston, U., Assignmnt of custoners to servers in a hetrogeneous - ' queueini syiten with $ritching, operations Research. vol. 25, 3 (l'lay-June

[f5] - -

linston, Y., Optinallty of thc shortest line disclPline, Journal of Applled Probabilitv. 14, (1977), 181-1e9.

19

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