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International Journal of Science and Research (IJSR), India Online ISSN: 2319-7064
Volume 2 Issue 9, September 2013
www.ijsr.net
A Batch-Arrival Queue with Multiple Servers and
Fuzzy Parameters: Parametric Programming
Approach
1
R. Ramesh, 2
S. Kumara G Ghuru
1
Department of Mathematics, Arignar Anna Government Arts College, Musiri, Tamilnadu, India
2
Department of Mathematics, Chikkanna Government Arts College, Tiruppur, Tamilnadu, India
Abstract: This work constructs the membership functions of the system characteristics of a batch-arrival queuing system with multiple
servers, in which the batch-arrival rate and customer service rate are all fuzzy numbers. The  -cut approach is used to transform a
fuzzy queue into a family of conventional crisp queues in this context. By means of the membership functions of the system
characteristics, a set of parametric nonlinear programs is developed to describe the family of crisp batch-arrival queues with multiple
servers. A numerical example is solved successfully to illustrate the validity of the proposed approach. Because the system characteristics
are expressed and governed by the membership functions, the fuzzy batch-arrival queues with multiple servers are represented more
accurately and the analytic results are more useful for system designers and practitioners.
Keywords: Fuzzy sets, Membership function, Multiple server, Nonlinear programming
1. Introduction
Queuing models with multiple servers are effective methods
for performance analysis of computer and
telecommunication systems, manufacturing/production
systems and inventory control (Kleinrock [11], Buzacott and
Shanthi Kumar [1], Gross and Harris [7], Trivedi [19]). In
general, these analyses consider a queuing system where
requests for service arrive in units, one at a time (single-unit
arrival). In many practical situations, however, requests for
service usually arrive in batches. For example, in
manufacturing systems of the job-shop type, each job order
often requires the manufacture of more than one unit; in
computer communication systems, messages which are to
be transmitted could consist of a random number of packets.
If the usual crisp batch-arrival queues with multiple servers
can be extended to fuzzy batch-arrival queues, such queuing
models would have wider applications.
For queuing models with multiple servers under various
considerations, the M/M/c vacation systems with a single-
unit arrival have attracted much attention from numerous
researchers since Levy and Yechiali [12]. The extensions of
this model can be referred to Vinod [20], Igaki [8], Tian et
al. [17], Tian and Xu [18], and Zhang and Tian [23, 24].
Zhang and Tian [23, 24] studied the M/M/c vacation
systems with a single-unit arrival and a “partial server
vacation policy”. They proved several conditional stochastic
decomposition results for the queue length and waiting time.
Chao and Zhao [3] investigated the GI/M/c vacation models
with a single-unit arrival and provided iterative algorithms
for computing the stationary probability distributions.
In the literature described above, customer inter-arrival
times and customer service times are required to follow
certain probability distributions with fixed parameters.
However, in many real-world applications, the parameter
distributions may only be characterized subjectively; that is,
the arrival and service are typically described in everyday
language summaries of central tendency, such as “the mean
arrival rate is around 5 per day”, or “the mean service rate is
about 10 per hour”, rather than with complete probability
distributions. In other words, these system parameters are
both possibilistic and probabilistic. Thus, fuzzy queues are
potentially much more useful and realistic than the
commonly used crisp queues (see Li and Lee [13] and
Zadeh [22]). By extending the usual crisp batch-arrival
queues to fuzzy batch-arrival queues in the context of
multiple servers, these queuing models become appropriate
for a wider range of applications.
Li and Lee [13] investigated the analytical results for two
typical fuzzy queues (denoted M/F/1/  and FM/FM/1/  ,
where F represents fuzzy time and FM represents fuzzified
exponential distributions) using a general approach based on
Zadeh’s extension principle (see also Prade [15] and Yager
[21]), the possibility concept and fuzzy Markov chains (see
Stanford [16]). A useful modeling and inferential technique
would be applied their approach to general fuzzy queuing
problems (see Stanford [16]). However, their approach is
complicated and not suitable for computational purposes;
moreover, it cannot easily be used to derive analytic results
for other complicated queuing systems (see Negi and Lee
[14]). In particular, it is very difficult to apply this approach
to fuzzy queues with more fuzzy variables or multiple
servers. Negi and Lee [14] proposed a procedure using α-
cuts and two-variable simulation to analyze fuzzy queues
(see also Chanas and Nowakowski [2]). Unfortunately, their
approach provides only crisp solutions; i.e., it does not fully
describe the membership functions of the system
characteristics. Using parametric programming, Kao et al.
[9] constructed the membership functions of the system
characteristics for fuzzy queues and successfully applied
them to four simple fuzzy queue models: M/F/1/  ,
F/M/1/  , F/F/1/  and FM/FM/1/  . Recently, Chen
[4,5] developed FM/FM/1/L and FM/FM[K]
/1/  fuzzy
systems using the same approach.
All previous researches on fuzzy queuing models are
focused on ordinary queues with a single server. In this
Paper ID: 02091301 135
International Journal of Science and Research (IJSR), India Online ISSN: 2319-7064
Volume 2 Issue 9, September 2013
www.ijsr.net
paper, we develop an approach that provides system
characteristics for batch-arrival queues with multiple servers
and fuzzy parameters: fuzzified exponential batch-arrival
and service rates. Through  -cuts and Zadeh’s extension
principle, we transform the fuzzy queues to a family of crisp
queues. As  varies, the family of crisp queues is described
and solved using parametric nonlinear programming (NLP).
The NLP solutions completely and successfully yield the
membership functions of the system characteristics,
including the expected number of customers in the system
and the expected waiting time in the queue.
The remainder of this paper is organized as follows. Section
2 presents the system characteristics of standard and fuzzy
batch-arrival queuing models with multiple servers. In
Section 3, a mathematical programming approach is
developed to derive the membership functions of these
system characteristics. To demonstrate the validity of the
proposed approach, one realistic numerical example is
described and solved. Discussion is provided in Section 4,
and conclusions are drawn in Section 5. For notational
convenience, our model in this paper is hereafter denoted
FM[x]
/FM/c.
2. Fuzzy Batch Queue With Multiple Servers
We consider a batch-arrival queuing system with c servers
where the customers arrive in batches to occur according to
a compound Poisson process with batch-arrival rate  . Let
kA denote the number of customers belonging to the kth
arrival batch, where ,kA ,,3,2,1 k are with a
common distribution ,3,2,1,]Pr[ nanA nk  ,
and




1
][
n
nnaAE
. Customers arriving at the service facility
(servers) form a single-file queue and are served in order.
The service time for each of all c servers is exponentially
distributed with rate  and each server can serve only one
customer at a time. Customers who upon entry the service
facility find that all servers are busy have to wait in the
queue until any one server is available. Let sN and qW
represents the expected number of customers in the system
and the expected waiting time in the queue, respectively.
Through a Markov process, we can easily obtain sN and
qW in terms of system parameters
])[(2
),()(2)])1([][2(
1
0
AEc
PncnAAEAE
N
c
n
n
s



 


 , (1)


1
])[]([2
),()(2)])1([][2(
1
0


 



AEcAE
PncnAAEAE
W
c
n
n
q
, (2)
Where ),( nP represents the probability that there are n
customers in the system. And the probability depends on 
and  . In steady-state, it is necessary that we
have 1
][
0 


c
AE .
To extend the applicability of the batch-arrival queuing
model with multiple servers, we allow for fuzzy
specification of system parameters. Suppose the batch-
arrival rate  for customers and service rate  for each
server are approximately known and can be represented by
the fuzzy sets 
~
and ~ . Let )(~ x
 and )(~ y denote
the membership functions of 
~
and ~ . We then have the
following fuzzy sets:
 Xxxx  ))(,(
~
~

 , (3a)
 Yyyy  ))(,(~ ~ , (3b)
where X and Y are the crisp universal sets of the batch-
arrival and service rates.
Let ),( yxf denote the system characteristic of interest.
Since 
~
and ~ are fuzzy numbers, )~,
~
( f is also a
fuzzy number. Following Zadeh’s extension principle (see
Yager [21] and Zadeh [22]), the membership function of the
system characteristic )~,
~
( f is defined as:
 ),()(),(minsup)( ~~
1/][0,,
)~,
~
(
yxfzyxz
cyAxEYyXx
f



 , (4)
Assume that the system characteristic of interest is the
expected number of customers in the system. It follows
from (1) that the expected number of customers in the
system is:
),( yxf
])[(2
),()(2)])1([][2(
1
0
AxEcy
yxPncnyAAEAEx
c
n
n

 

 . (5)
The membership function for the expected number of
customers in the system is:
Unfortunately, the membership function is not expressed in
the usual form, making it very difficult to imagine its shape.
In this paper we approach the representation problem using
a mathematical programming technique. Parametric NLPs
are developed to find the  -cuts of )~,
~
( f based on the
extension principle.
3. Parametric Nonlinear Programming
To re-express the membership function )(~ zsN
 of sN
~
in
an understandable and usable form, we adopt Zadeh’s
approach, which relies on  -cuts of sN
~
. Definitions for
the  -cuts of 
~
and ~ as crisp intervals are as follows:
The constant batch-arrival and service rates are shown as
intervals when the membership functions are no less than a
Paper ID: 02091301 136
International Journal of Science and Research (IJSR), India Online ISSN: 2319-7064
Volume 2 Issue 9, September 2013
www.ijsr.net
given possibility level for  . As a result, the bounds of
these intervals can be described as functions of  and can
be obtained as: ,)(min 1
~ 

L
x
,)(max 1
~ 

U
x )(min 1
~ 

L
y
&
.)(max 1
~ 

U
y
Therefore, we can use the  -cuts of sN
~
to construct its
membership function since the membership function
defined in (6) is parameterized by  .
Using Zadeh’s extension principle, )(~ zsN
 is the minimum
of )(~ x
 and )(~ y . To derive the membership function
)(~ zsN
 , we need at least one of the following cases to hold
such that z =
])[(2
),()(2)])1([][2(
1
0
AxEcy
yxPncnyAAEAEx
c
n
n

 


satisfies  )(~ zsN
:
Case (i): ( 
)(~ x ,  )(~ y ),
Case (ii): ( 
)(~ x ,  )(~ y ),
This can be accomplished using parametric NLP techniques.
The NLP to find the lower and upper bounds of the  -cut
of )(~ zsN
 for Case (i) are:
min)( 1
L
sN 
])[(2
),()(2)])1([][2(
1
0
AxEcy
yxPncnyAAEAEx
c
n
n

 

 , (8a)
max)( 1
U
sN 
])[(2
),()(2)])1([][2(
1
0
AxEcy
yxPncnyAAEAEx
c
n
n

 

 , (8b)
and for Case (ii) are:
min)( 2
L
sN 
])[(2
),()(2)])1([][2(
1
0
AxEcy
yxPncnyAAEAEx
c
n
n

 

 , (8c)
max)( 2
U
sN 
])[(2
),()(2)])1([][2(
1
0
AxEcy
yxPncnyAAEAEx
c
n
n

 

 . (8d)
From the definitions of )( and )( in (7),
)(x and )(y can be replaced by
],[ UL
xxx  and ],[ UL
yyy  . The  -cuts form a
nested structure with respect to  (see Kaufmann [10] and
Zimmermann [25]); i.e., given 10 12   , we have
],[],[ 2211
ULUL
xxxx   and ],[],[ 2211
ULUL
yyyy   .
Therefore, (8a) and (8c) have the same smallest element and
(8b) and (8d) have the same largest element. To find the
membership function )(~ zsN
 , it suffices to find the left and
right shape functions of )(~ zsN
 , which is equivalent to
finding the lower bound
L
sN )( and upper bound
U
sN )(
of the  -cuts of sN
~
, which can be rewritten as:
min)( L
sN 
])[(2
),()(2)])1([][2(
1
0
AxEcy
yxPncnyAAEAEx
c
n
n

 

 (9a)
s.t.
UL
xxx   and
UL
yyy   ,
max)( U
sN 
])[(2
),()(2)])1([][2(
1
0
AxEcy
yxPncnyAAEAEx
c
n
n

 

 (9b)
s.t.
UL
xxx   and
UL
yyy   ,
At least one of x and y must hit the boundaries of their
 -cuts to satisfy )(~ zsN
 = . This model is a set of
mathematical programs with boundary constraints and lends
itself to the systematic study of how the optimal solutions
change with
L
x ,
U
x ,
L
y , and
U
y as  varies over
(0,1]. The model is a special case of parametric NLPs (see
Gal [6]).
The crisp interval [
L
sN )( ,
U
sN )( ] obtained from (9)
represents the  -cuts of sN
~
. Again, by applying the
results of Kaufmann [10] and Zimmermann [25] and
convexity properties to sN
~
, we have
L
s
L
s NN 21
)()(  
and
U
s
U
s NN 21
)()(   , where 10 12   . In other
words,
L
sN )( increases and
U
sN )( decreases as 
increases. Consequently, the membership function )(~ zsN

can be found from (9).
If both
L
sN )( and
U
sN )( in (9) are invertible with respect
to  , then a left shape function
1
])[()( 
 L
sNzL  and a
right shape function
1
])[()( 
 U
sNzR  can be derived,
from which the membership function )(~ zsN
 is
constructed:












.)()(),(
,)()(,1
,)()(),(
)(
0s1s
1s1s
1s0s
~
U
α
U
α
U
α
L
α
L
α
L
α
sN
NzNzR
NzN
NzNzL
z (10)
In most cases, the values of
L
sN )( and
U
sN )( cannot be
solved analytically. Consequently, a closed-form
membership function for )(~ zsN
 cannot be obtained.
However, the numerical solutions for
L
sN )( and
U
sN )( at
different possibility levels can be collected to approximate
the shapes of )(zL and )(zR . That is, the set of intervals
]}1,0[|])(,){[( 
U
s
L
s NN shows the shape of
)(~ zsN
 , although the exact function is not known
explicitly.
Note that the membership functions for the expected waiting
time in the queue can be expressed in a similar manner.
4. Numerical Example
This section we present one example motivated by real-life
systems to demonstrate the practical use of the proposed
approach, which is based on
http://www.macaudata.com/macauweb/book175/html/19301
.htm
Paper ID: 02091301 137
International Journal of Science and Research (IJSR), India Online ISSN: 2319-7064
Volume 2 Issue 9, September 2013
www.ijsr.net
Example: Considering one sewerage treatment system
collects sewage from the urban areas and sends them to the
sewerage treatment plant. The sewerage treatment plant has
three supply pipes (referred to 3-servers). Each pipe can
settle the larger solids and put the settled into the chemical
process tank. After the chemical process, the treated water is
discharged to the sea. We assume that the number of
arriving sewage solids each time follows a geometric
distribution with parameter 0.5p = ; i.e., the size of
arriving sewage solids A is
,2,1,)5.01(5.0)Pr( 1
 
kkA k
. Clearly, this problem
can be described by FM[x]
/FM/3 system. For efficiency, the
management wants to get the system characteristics such as
the expected number of sewage solids in the system and the
expected waiting time in the queue.
Suppose the batch-arrival rate and service rate are
trapezoidal fuzzy numbers represented by 4],3,2,1[
~

and ]14,13,12,11[~  . First, it is easy to find that
]4,1[],[  UL
xx and
]41,11[],[  UL
yy . Next, it is obvious that
when
U
xx  and
L
yy  , the expected number of
sewage solids in the system attains its maximum value, and
when
L
xx  , and
U
yy  , the expected number of
sewage solids in the system attains its minimum value.
According to (9), the  -cuts of sN
~
are:
32
32
2512752100099200
11036302346027200
)(





L
sN ,
32
32
2510501402547000
1102640465067880
)(





U
sN .
With the help of MATLAB®
7.0.4, the membership function
is:













1175
1697
115
112
),(
115
112
7945
4714
,1
7945
4714
62
17
,)(
)(~
zzR
z
zzL
zsN

where:
3
1
23
1
3
2
)225(2
)268428025)(31(3)24285(2)31(3
)(
Pz
zziPzPi
zL



3
1
23
1
3
2
)225(
)268428025(3)8835(23
)(
Qz
zzQzQ
zR



,
with:
39569269988226351100500)22050(135522706039001125 23423
 zzzzzzzzP ,
39569269988226351100500)22050(135522706039001125 23423
 zzzzzzzzQ ,
as shown in Fig. 1. The overall shape turns out as expected.
The membership functions )(zL and )(zR have complex
values with their imaginary parts approaching zero when
7945
4714
62
17
 z for )(zL and
1175
1697
115
112
 z for )(zR . Hence,
the imaginary parts of these two functions have no influence
on the computational results and can be disregarded.
Next, we perform  -cuts of batch-arrival and service rates
and fuzzy expected number of sewage solids in the system
at eleven distinct  values: 0, 0.1, …, 1. Crisp intervals for
fuzzy expected number of sewage solids in the system at
different possibilistic  levels are presented in Table 1.
The fuzzy expected number of sewage solids in the system
sN
~ has two characteristics to be noted. First, the support of
sN
~ ranges from 0.2742 to 1.4443; this indicates that,
though the expected number of sewage solids in the system
is fuzzy, it is impossible for its values to fall below 0.2742
or exceed 1.4443. Second, the  -cut at 1 contains the
values from 0.5933 to 0.9739, which are the most possible
values for the fuzzy expected number of sewage solids in
the system.
Figure 1: The membership function for fuzzy expected
number of sewage solids in the system
Table 1:  -cuts of batch-arrival and service rates and
expected number of sewage solids in the system
 L
x
U
x
L
y
U
y
L
sN )( U
sN )(
0.00 1.00 4.00 11.00 14.00 0.2742 1.4443
0.10 1.10 3.90 11.10 13.90 0.3039 1.3919
0.20 1.20 3.80 11.20 13.80 0.3340 1.3410
0.30 1.30 3.70 11.30 13.70 0.3646 1.2912
0.40 1.40 3.60 11.40 13.60 0.3957 1.2427
0.50 1.50 3.50 11.50 13.50 0.4273 1.1953
0.60 1.60 3.40 11.60 13.40 0.4594 1.1491
0.70 1.70 3.30 11.70 13.30 0.4920 1.1038
0.80 1.80 3.20 11.80 13.20 0.5252 1.0596
0.90 1.90 3.10 11.90 13.10 0.5590 1.0163
Paper ID: 02091301 138
International Journal of Science and Research (IJSR), India Online ISSN: 2319-7064
Volume 2 Issue 9, September 2013
www.ijsr.net
1.00 2.00 3.00 12.00 13.00 0.5933 0.9739
Similarly, the membership function for the fuzzy expected
waiting time in the queue ( qW
~
) is obtained as shown in Fig.
2. Crisp intervals for the fuzzy expected waiting time in the
queue at different possibilistic  levels are given in Table
2. For the fuzzy expected waiting time qW
~
, the range of qW
~
at 1 is [0.0714, 0.0790], indicating that expected
waiting time for any sewage solids definitely falls between
0.0714 and 0.0790. Moreover, the range of qW
~
at 0 is
[0.0657, 0.0896], indicating that the expected waiting time
in the queue will never exceed 0.0896 or fall below 0.0657.
Figure 2: The membership function for fuzzy expected
waiting time in the queue
Table 2:  -cuts of batch-arrival and service rates and
expected waiting time
 L
x
U
x
L
y
U
y
L
qW )( U
qW )(
0.00 1.00 4.00 11.00 14.00 0.0657 0.0896
0.10 1.10 3.90 11.10 13.90 0.0662 0.0884
0.20 1.20 3.80 11.20 13.80 0.0667 0.0872
0.30 1.30 3.70 11.30 13.70 0.0672 0.0860
0.40 1.40 3.60 11.40 13.60 0.0678 0.0849
0.50 1.50 3.50 11.50 13.50 0.0684 0.0838
0.60 1.60 3.40 11.60 13.40 0.0689 0.0828
0.70 1.70 3.30 11.70 13.30 0.0695 0.0818
0.80 1.80 3.20 11.80 13.20 0.0701 0.0808
0.90 1.90 3.10 11.90 13.10 0.0708 0.0799
1.00 2.00 3.00 12.00 13.00 0.0714 0.0790
5. Conclusions
This paper applies the concepts of  -cuts and Zadeh’s
extension principle to a batch-arrival queuing system with
multiple servers and constructs membership functions of the
expected number of customers and the expected waiting
time using paired NLP models. Following the proposed
approach,  -cuts of the membership functions are found
and their interval limits inverted to attain explicit closed-
form expressions for the system characteristics. Even when
the membership function intervals cannot be inverted,
system designers or managers can specify the system
characteristics of interest perform numerical experiments to
examine the corresponding  -cuts and then use this
information to develop or improve system processes.
For example, in Example, a designer (manager) can set the
range of the number of sewage solids to be [0.5252, 1.0596]
to reflect the desired service and find that the corresponding
 level is 0.8 with L
y 11.80 and U
y 13.20. In other
words, the designer can determine that the service rate is
between 11.80 and 13.20. Similarly, a designer can also set
the expected waiting time with “rounder” numbers like
[0.0678, 0.0849] to reflect the desired service, and the
corresponding  level is 0.4 with L
y 11.40 and
U
y 13.60. As this example demonstrates, the approach
proposed in this paper provides practical information for
system designers and practitioners.
References
[1] J. Buzacott and J. Shanthikumar, Stochastic Models of
Manufacturing Systems, Englewood Cliffs, NJ:
Prentice-Hall, 1993
[2] S. Chanas and M. Nowakowski, Single value
simulation of fuzzy variable, Fuzzy Sets and Systems,
21, 43–57, 1988.
[3] X. Chao and Y. Zhao, Analysis of multiple-server queue
with station and server vacation, European Journal of
Operational Research, 110, 392-406, 1998.
[4] S. P. Chen, Parametric nonlinear programming for
analyzing fuzzy queues with finite capacity, European
Journal of Operational Research, 157, 429-438, 2004.
[5] S. P. Chen, Parametric nonlinear programming
approach to fuzzy queues with bulk service. European
Journal of Operational Research, 163, 434-444, 2005.
[6] T. Gal, Postoptimal Analysis, Parametric
Programming, and Related Topics, New York:
McGraw-Hill, 1979.
[7] D. Gross, and C. M. Harris, Fundamentals of Queuing
Theory, 3rd Ed, NewYork: JohnWiley, 1998.
[8] N. Igaki, Exponential two server queue with N-policy
and multiple vacations, Queuing systems, 10, 279-294,
1992.
[9] C. Kao, C. C. Li and S. P. Chen, Parametric
programming to the analysis of fuzzy queues, Fuzzy
Sets and Systems, 107, 93–100, 1999.
[10]Kaufmann, Introduction to the Theory of Fuzzy Subsets,
Volume 1, New York: Academic Press, 1975.
[11]L. Kleinrock, Queuing Systems, Vol. I. Theory, New
York: Wiley, 1975.
[12]Y. Levy and U. Yechiali, A M/M/c queue with servers
vacations, INFOR, 14, 153-163, 1976.
[13]R. J. Li and E. S. Lee, Analysis of fuzzy queues,
Computers and Mathematics with Applications, 17,
1143–1147, 1989.
[14]D. S. Negi and E. S. Lee, Analysis and simulation of
fuzzy queue, Fuzzy Sets and Systems, 46, 321–330,
1992.
[15]H. M. Prade, An Outline of Fuzzy or Possibilistic
Models for Queuing Systems, Fuzzy Sets, Ed. P. P.
Paper ID: 02091301 139
International Journal of Science and Research (IJSR), India Online ISSN: 2319-7064
Volume 2 Issue 9, September 2013
www.ijsr.net
Wang and S. K. Chang, New York: Plenum Press,
(1980)
[16]R.E. Stanford, The set of limiting distributions for a
Markov chain with fuzzy transition probabilities, Fuzzy
Sets and Systems, 7, 71–78,1982.
[17]N. Tian, Q. Li and J. Cao, Conditional stochastic
decompositions in the M/M/c queue with server
vacations, Stochastic Models, 14(2), 367-377, 1999.
[18]N. Tian and X. Xu, M/M/c queue with synchronous
multiple vacation of partial servers, OR Transactions,
5(3), 85-94, 2001.
[19]K. S. Trivedi, Probability and Statistics with Reliability,
Queuing and Computer Science Applications. New
York: John Wiley & Sons Inc, 2002.
[20]B. Vinod, Exponential queue with server vacation,
Journal of Operational Research Society, 37, 1007-
1014, 1986.
[21]R. R. Yager, A characterization of the extension
principle, Fuzzy Sets and Systems, 18, 205–217, 1986.
[22]L. A. Zadeh, Fuzzy sets as a basis for a theory of
possibility, Fuzzy Sets and Systems, 1, 3–28, 1978.
[23]G. Zhang and N. Tian, Analysis of queuing systems
with synchronous single vacation for some servers,
Queuing systems, 45, 161-175, 2003.
[24]G. Zhang and N. Tian, Analysis on queuing systems
with synchronous vacations of partial servers,
Performance Evaluation, 52, 269-282, 2003.
[25]H. J. Zimmermann, Fuzzy Set Theory and its
Applications, 4th Ed, Boston: Kluwer Academic, 2001.
Paper ID: 02091301 140

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A Batch-Arrival Queue with Multiple Servers and Fuzzy Parameters: Parametric Programming Approach

  • 1. International Journal of Science and Research (IJSR), India Online ISSN: 2319-7064 Volume 2 Issue 9, September 2013 www.ijsr.net A Batch-Arrival Queue with Multiple Servers and Fuzzy Parameters: Parametric Programming Approach 1 R. Ramesh, 2 S. Kumara G Ghuru 1 Department of Mathematics, Arignar Anna Government Arts College, Musiri, Tamilnadu, India 2 Department of Mathematics, Chikkanna Government Arts College, Tiruppur, Tamilnadu, India Abstract: This work constructs the membership functions of the system characteristics of a batch-arrival queuing system with multiple servers, in which the batch-arrival rate and customer service rate are all fuzzy numbers. The  -cut approach is used to transform a fuzzy queue into a family of conventional crisp queues in this context. By means of the membership functions of the system characteristics, a set of parametric nonlinear programs is developed to describe the family of crisp batch-arrival queues with multiple servers. A numerical example is solved successfully to illustrate the validity of the proposed approach. Because the system characteristics are expressed and governed by the membership functions, the fuzzy batch-arrival queues with multiple servers are represented more accurately and the analytic results are more useful for system designers and practitioners. Keywords: Fuzzy sets, Membership function, Multiple server, Nonlinear programming 1. Introduction Queuing models with multiple servers are effective methods for performance analysis of computer and telecommunication systems, manufacturing/production systems and inventory control (Kleinrock [11], Buzacott and Shanthi Kumar [1], Gross and Harris [7], Trivedi [19]). In general, these analyses consider a queuing system where requests for service arrive in units, one at a time (single-unit arrival). In many practical situations, however, requests for service usually arrive in batches. For example, in manufacturing systems of the job-shop type, each job order often requires the manufacture of more than one unit; in computer communication systems, messages which are to be transmitted could consist of a random number of packets. If the usual crisp batch-arrival queues with multiple servers can be extended to fuzzy batch-arrival queues, such queuing models would have wider applications. For queuing models with multiple servers under various considerations, the M/M/c vacation systems with a single- unit arrival have attracted much attention from numerous researchers since Levy and Yechiali [12]. The extensions of this model can be referred to Vinod [20], Igaki [8], Tian et al. [17], Tian and Xu [18], and Zhang and Tian [23, 24]. Zhang and Tian [23, 24] studied the M/M/c vacation systems with a single-unit arrival and a “partial server vacation policy”. They proved several conditional stochastic decomposition results for the queue length and waiting time. Chao and Zhao [3] investigated the GI/M/c vacation models with a single-unit arrival and provided iterative algorithms for computing the stationary probability distributions. In the literature described above, customer inter-arrival times and customer service times are required to follow certain probability distributions with fixed parameters. However, in many real-world applications, the parameter distributions may only be characterized subjectively; that is, the arrival and service are typically described in everyday language summaries of central tendency, such as “the mean arrival rate is around 5 per day”, or “the mean service rate is about 10 per hour”, rather than with complete probability distributions. In other words, these system parameters are both possibilistic and probabilistic. Thus, fuzzy queues are potentially much more useful and realistic than the commonly used crisp queues (see Li and Lee [13] and Zadeh [22]). By extending the usual crisp batch-arrival queues to fuzzy batch-arrival queues in the context of multiple servers, these queuing models become appropriate for a wider range of applications. Li and Lee [13] investigated the analytical results for two typical fuzzy queues (denoted M/F/1/  and FM/FM/1/  , where F represents fuzzy time and FM represents fuzzified exponential distributions) using a general approach based on Zadeh’s extension principle (see also Prade [15] and Yager [21]), the possibility concept and fuzzy Markov chains (see Stanford [16]). A useful modeling and inferential technique would be applied their approach to general fuzzy queuing problems (see Stanford [16]). However, their approach is complicated and not suitable for computational purposes; moreover, it cannot easily be used to derive analytic results for other complicated queuing systems (see Negi and Lee [14]). In particular, it is very difficult to apply this approach to fuzzy queues with more fuzzy variables or multiple servers. Negi and Lee [14] proposed a procedure using α- cuts and two-variable simulation to analyze fuzzy queues (see also Chanas and Nowakowski [2]). Unfortunately, their approach provides only crisp solutions; i.e., it does not fully describe the membership functions of the system characteristics. Using parametric programming, Kao et al. [9] constructed the membership functions of the system characteristics for fuzzy queues and successfully applied them to four simple fuzzy queue models: M/F/1/  , F/M/1/  , F/F/1/  and FM/FM/1/  . Recently, Chen [4,5] developed FM/FM/1/L and FM/FM[K] /1/  fuzzy systems using the same approach. All previous researches on fuzzy queuing models are focused on ordinary queues with a single server. In this Paper ID: 02091301 135
  • 2. International Journal of Science and Research (IJSR), India Online ISSN: 2319-7064 Volume 2 Issue 9, September 2013 www.ijsr.net paper, we develop an approach that provides system characteristics for batch-arrival queues with multiple servers and fuzzy parameters: fuzzified exponential batch-arrival and service rates. Through  -cuts and Zadeh’s extension principle, we transform the fuzzy queues to a family of crisp queues. As  varies, the family of crisp queues is described and solved using parametric nonlinear programming (NLP). The NLP solutions completely and successfully yield the membership functions of the system characteristics, including the expected number of customers in the system and the expected waiting time in the queue. The remainder of this paper is organized as follows. Section 2 presents the system characteristics of standard and fuzzy batch-arrival queuing models with multiple servers. In Section 3, a mathematical programming approach is developed to derive the membership functions of these system characteristics. To demonstrate the validity of the proposed approach, one realistic numerical example is described and solved. Discussion is provided in Section 4, and conclusions are drawn in Section 5. For notational convenience, our model in this paper is hereafter denoted FM[x] /FM/c. 2. Fuzzy Batch Queue With Multiple Servers We consider a batch-arrival queuing system with c servers where the customers arrive in batches to occur according to a compound Poisson process with batch-arrival rate  . Let kA denote the number of customers belonging to the kth arrival batch, where ,kA ,,3,2,1 k are with a common distribution ,3,2,1,]Pr[ nanA nk  , and     1 ][ n nnaAE . Customers arriving at the service facility (servers) form a single-file queue and are served in order. The service time for each of all c servers is exponentially distributed with rate  and each server can serve only one customer at a time. Customers who upon entry the service facility find that all servers are busy have to wait in the queue until any one server is available. Let sN and qW represents the expected number of customers in the system and the expected waiting time in the queue, respectively. Through a Markov process, we can easily obtain sN and qW in terms of system parameters ])[(2 ),()(2)])1([][2( 1 0 AEc PncnAAEAE N c n n s         , (1)   1 ])[]([2 ),()(2)])1([][2( 1 0        AEcAE PncnAAEAE W c n n q , (2) Where ),( nP represents the probability that there are n customers in the system. And the probability depends on  and  . In steady-state, it is necessary that we have 1 ][ 0    c AE . To extend the applicability of the batch-arrival queuing model with multiple servers, we allow for fuzzy specification of system parameters. Suppose the batch- arrival rate  for customers and service rate  for each server are approximately known and can be represented by the fuzzy sets  ~ and ~ . Let )(~ x  and )(~ y denote the membership functions of  ~ and ~ . We then have the following fuzzy sets:  Xxxx  ))(,( ~ ~   , (3a)  Yyyy  ))(,(~ ~ , (3b) where X and Y are the crisp universal sets of the batch- arrival and service rates. Let ),( yxf denote the system characteristic of interest. Since  ~ and ~ are fuzzy numbers, )~, ~ ( f is also a fuzzy number. Following Zadeh’s extension principle (see Yager [21] and Zadeh [22]), the membership function of the system characteristic )~, ~ ( f is defined as:  ),()(),(minsup)( ~~ 1/][0,, )~, ~ ( yxfzyxz cyAxEYyXx f     , (4) Assume that the system characteristic of interest is the expected number of customers in the system. It follows from (1) that the expected number of customers in the system is: ),( yxf ])[(2 ),()(2)])1([][2( 1 0 AxEcy yxPncnyAAEAEx c n n      . (5) The membership function for the expected number of customers in the system is: Unfortunately, the membership function is not expressed in the usual form, making it very difficult to imagine its shape. In this paper we approach the representation problem using a mathematical programming technique. Parametric NLPs are developed to find the  -cuts of )~, ~ ( f based on the extension principle. 3. Parametric Nonlinear Programming To re-express the membership function )(~ zsN  of sN ~ in an understandable and usable form, we adopt Zadeh’s approach, which relies on  -cuts of sN ~ . Definitions for the  -cuts of  ~ and ~ as crisp intervals are as follows: The constant batch-arrival and service rates are shown as intervals when the membership functions are no less than a Paper ID: 02091301 136
  • 3. International Journal of Science and Research (IJSR), India Online ISSN: 2319-7064 Volume 2 Issue 9, September 2013 www.ijsr.net given possibility level for  . As a result, the bounds of these intervals can be described as functions of  and can be obtained as: ,)(min 1 ~   L x ,)(max 1 ~   U x )(min 1 ~   L y & .)(max 1 ~   U y Therefore, we can use the  -cuts of sN ~ to construct its membership function since the membership function defined in (6) is parameterized by  . Using Zadeh’s extension principle, )(~ zsN  is the minimum of )(~ x  and )(~ y . To derive the membership function )(~ zsN  , we need at least one of the following cases to hold such that z = ])[(2 ),()(2)])1([][2( 1 0 AxEcy yxPncnyAAEAEx c n n      satisfies  )(~ zsN : Case (i): (  )(~ x ,  )(~ y ), Case (ii): (  )(~ x ,  )(~ y ), This can be accomplished using parametric NLP techniques. The NLP to find the lower and upper bounds of the  -cut of )(~ zsN  for Case (i) are: min)( 1 L sN  ])[(2 ),()(2)])1([][2( 1 0 AxEcy yxPncnyAAEAEx c n n      , (8a) max)( 1 U sN  ])[(2 ),()(2)])1([][2( 1 0 AxEcy yxPncnyAAEAEx c n n      , (8b) and for Case (ii) are: min)( 2 L sN  ])[(2 ),()(2)])1([][2( 1 0 AxEcy yxPncnyAAEAEx c n n      , (8c) max)( 2 U sN  ])[(2 ),()(2)])1([][2( 1 0 AxEcy yxPncnyAAEAEx c n n      . (8d) From the definitions of )( and )( in (7), )(x and )(y can be replaced by ],[ UL xxx  and ],[ UL yyy  . The  -cuts form a nested structure with respect to  (see Kaufmann [10] and Zimmermann [25]); i.e., given 10 12   , we have ],[],[ 2211 ULUL xxxx   and ],[],[ 2211 ULUL yyyy   . Therefore, (8a) and (8c) have the same smallest element and (8b) and (8d) have the same largest element. To find the membership function )(~ zsN  , it suffices to find the left and right shape functions of )(~ zsN  , which is equivalent to finding the lower bound L sN )( and upper bound U sN )( of the  -cuts of sN ~ , which can be rewritten as: min)( L sN  ])[(2 ),()(2)])1([][2( 1 0 AxEcy yxPncnyAAEAEx c n n      (9a) s.t. UL xxx   and UL yyy   , max)( U sN  ])[(2 ),()(2)])1([][2( 1 0 AxEcy yxPncnyAAEAEx c n n      (9b) s.t. UL xxx   and UL yyy   , At least one of x and y must hit the boundaries of their  -cuts to satisfy )(~ zsN  = . This model is a set of mathematical programs with boundary constraints and lends itself to the systematic study of how the optimal solutions change with L x , U x , L y , and U y as  varies over (0,1]. The model is a special case of parametric NLPs (see Gal [6]). The crisp interval [ L sN )( , U sN )( ] obtained from (9) represents the  -cuts of sN ~ . Again, by applying the results of Kaufmann [10] and Zimmermann [25] and convexity properties to sN ~ , we have L s L s NN 21 )()(   and U s U s NN 21 )()(   , where 10 12   . In other words, L sN )( increases and U sN )( decreases as  increases. Consequently, the membership function )(~ zsN  can be found from (9). If both L sN )( and U sN )( in (9) are invertible with respect to  , then a left shape function 1 ])[()(   L sNzL  and a right shape function 1 ])[()(   U sNzR  can be derived, from which the membership function )(~ zsN  is constructed:             .)()(),( ,)()(,1 ,)()(),( )( 0s1s 1s1s 1s0s ~ U α U α U α L α L α L α sN NzNzR NzN NzNzL z (10) In most cases, the values of L sN )( and U sN )( cannot be solved analytically. Consequently, a closed-form membership function for )(~ zsN  cannot be obtained. However, the numerical solutions for L sN )( and U sN )( at different possibility levels can be collected to approximate the shapes of )(zL and )(zR . That is, the set of intervals ]}1,0[|])(,){[(  U s L s NN shows the shape of )(~ zsN  , although the exact function is not known explicitly. Note that the membership functions for the expected waiting time in the queue can be expressed in a similar manner. 4. Numerical Example This section we present one example motivated by real-life systems to demonstrate the practical use of the proposed approach, which is based on http://www.macaudata.com/macauweb/book175/html/19301 .htm Paper ID: 02091301 137
  • 4. International Journal of Science and Research (IJSR), India Online ISSN: 2319-7064 Volume 2 Issue 9, September 2013 www.ijsr.net Example: Considering one sewerage treatment system collects sewage from the urban areas and sends them to the sewerage treatment plant. The sewerage treatment plant has three supply pipes (referred to 3-servers). Each pipe can settle the larger solids and put the settled into the chemical process tank. After the chemical process, the treated water is discharged to the sea. We assume that the number of arriving sewage solids each time follows a geometric distribution with parameter 0.5p = ; i.e., the size of arriving sewage solids A is ,2,1,)5.01(5.0)Pr( 1   kkA k . Clearly, this problem can be described by FM[x] /FM/3 system. For efficiency, the management wants to get the system characteristics such as the expected number of sewage solids in the system and the expected waiting time in the queue. Suppose the batch-arrival rate and service rate are trapezoidal fuzzy numbers represented by 4],3,2,1[ ~  and ]14,13,12,11[~  . First, it is easy to find that ]4,1[],[  UL xx and ]41,11[],[  UL yy . Next, it is obvious that when U xx  and L yy  , the expected number of sewage solids in the system attains its maximum value, and when L xx  , and U yy  , the expected number of sewage solids in the system attains its minimum value. According to (9), the  -cuts of sN ~ are: 32 32 2512752100099200 11036302346027200 )(      L sN , 32 32 2510501402547000 1102640465067880 )(      U sN . With the help of MATLAB® 7.0.4, the membership function is:              1175 1697 115 112 ),( 115 112 7945 4714 ,1 7945 4714 62 17 ,)( )(~ zzR z zzL zsN  where: 3 1 23 1 3 2 )225(2 )268428025)(31(3)24285(2)31(3 )( Pz zziPzPi zL    3 1 23 1 3 2 )225( )268428025(3)8835(23 )( Qz zzQzQ zR    , with: 39569269988226351100500)22050(135522706039001125 23423  zzzzzzzzP , 39569269988226351100500)22050(135522706039001125 23423  zzzzzzzzQ , as shown in Fig. 1. The overall shape turns out as expected. The membership functions )(zL and )(zR have complex values with their imaginary parts approaching zero when 7945 4714 62 17  z for )(zL and 1175 1697 115 112  z for )(zR . Hence, the imaginary parts of these two functions have no influence on the computational results and can be disregarded. Next, we perform  -cuts of batch-arrival and service rates and fuzzy expected number of sewage solids in the system at eleven distinct  values: 0, 0.1, …, 1. Crisp intervals for fuzzy expected number of sewage solids in the system at different possibilistic  levels are presented in Table 1. The fuzzy expected number of sewage solids in the system sN ~ has two characteristics to be noted. First, the support of sN ~ ranges from 0.2742 to 1.4443; this indicates that, though the expected number of sewage solids in the system is fuzzy, it is impossible for its values to fall below 0.2742 or exceed 1.4443. Second, the  -cut at 1 contains the values from 0.5933 to 0.9739, which are the most possible values for the fuzzy expected number of sewage solids in the system. Figure 1: The membership function for fuzzy expected number of sewage solids in the system Table 1:  -cuts of batch-arrival and service rates and expected number of sewage solids in the system  L x U x L y U y L sN )( U sN )( 0.00 1.00 4.00 11.00 14.00 0.2742 1.4443 0.10 1.10 3.90 11.10 13.90 0.3039 1.3919 0.20 1.20 3.80 11.20 13.80 0.3340 1.3410 0.30 1.30 3.70 11.30 13.70 0.3646 1.2912 0.40 1.40 3.60 11.40 13.60 0.3957 1.2427 0.50 1.50 3.50 11.50 13.50 0.4273 1.1953 0.60 1.60 3.40 11.60 13.40 0.4594 1.1491 0.70 1.70 3.30 11.70 13.30 0.4920 1.1038 0.80 1.80 3.20 11.80 13.20 0.5252 1.0596 0.90 1.90 3.10 11.90 13.10 0.5590 1.0163 Paper ID: 02091301 138
  • 5. International Journal of Science and Research (IJSR), India Online ISSN: 2319-7064 Volume 2 Issue 9, September 2013 www.ijsr.net 1.00 2.00 3.00 12.00 13.00 0.5933 0.9739 Similarly, the membership function for the fuzzy expected waiting time in the queue ( qW ~ ) is obtained as shown in Fig. 2. Crisp intervals for the fuzzy expected waiting time in the queue at different possibilistic  levels are given in Table 2. For the fuzzy expected waiting time qW ~ , the range of qW ~ at 1 is [0.0714, 0.0790], indicating that expected waiting time for any sewage solids definitely falls between 0.0714 and 0.0790. Moreover, the range of qW ~ at 0 is [0.0657, 0.0896], indicating that the expected waiting time in the queue will never exceed 0.0896 or fall below 0.0657. Figure 2: The membership function for fuzzy expected waiting time in the queue Table 2:  -cuts of batch-arrival and service rates and expected waiting time  L x U x L y U y L qW )( U qW )( 0.00 1.00 4.00 11.00 14.00 0.0657 0.0896 0.10 1.10 3.90 11.10 13.90 0.0662 0.0884 0.20 1.20 3.80 11.20 13.80 0.0667 0.0872 0.30 1.30 3.70 11.30 13.70 0.0672 0.0860 0.40 1.40 3.60 11.40 13.60 0.0678 0.0849 0.50 1.50 3.50 11.50 13.50 0.0684 0.0838 0.60 1.60 3.40 11.60 13.40 0.0689 0.0828 0.70 1.70 3.30 11.70 13.30 0.0695 0.0818 0.80 1.80 3.20 11.80 13.20 0.0701 0.0808 0.90 1.90 3.10 11.90 13.10 0.0708 0.0799 1.00 2.00 3.00 12.00 13.00 0.0714 0.0790 5. Conclusions This paper applies the concepts of  -cuts and Zadeh’s extension principle to a batch-arrival queuing system with multiple servers and constructs membership functions of the expected number of customers and the expected waiting time using paired NLP models. Following the proposed approach,  -cuts of the membership functions are found and their interval limits inverted to attain explicit closed- form expressions for the system characteristics. Even when the membership function intervals cannot be inverted, system designers or managers can specify the system characteristics of interest perform numerical experiments to examine the corresponding  -cuts and then use this information to develop or improve system processes. For example, in Example, a designer (manager) can set the range of the number of sewage solids to be [0.5252, 1.0596] to reflect the desired service and find that the corresponding  level is 0.8 with L y 11.80 and U y 13.20. In other words, the designer can determine that the service rate is between 11.80 and 13.20. Similarly, a designer can also set the expected waiting time with “rounder” numbers like [0.0678, 0.0849] to reflect the desired service, and the corresponding  level is 0.4 with L y 11.40 and U y 13.60. As this example demonstrates, the approach proposed in this paper provides practical information for system designers and practitioners. References [1] J. Buzacott and J. Shanthikumar, Stochastic Models of Manufacturing Systems, Englewood Cliffs, NJ: Prentice-Hall, 1993 [2] S. Chanas and M. Nowakowski, Single value simulation of fuzzy variable, Fuzzy Sets and Systems, 21, 43–57, 1988. [3] X. Chao and Y. Zhao, Analysis of multiple-server queue with station and server vacation, European Journal of Operational Research, 110, 392-406, 1998. [4] S. P. Chen, Parametric nonlinear programming for analyzing fuzzy queues with finite capacity, European Journal of Operational Research, 157, 429-438, 2004. [5] S. P. Chen, Parametric nonlinear programming approach to fuzzy queues with bulk service. European Journal of Operational Research, 163, 434-444, 2005. [6] T. Gal, Postoptimal Analysis, Parametric Programming, and Related Topics, New York: McGraw-Hill, 1979. [7] D. Gross, and C. M. Harris, Fundamentals of Queuing Theory, 3rd Ed, NewYork: JohnWiley, 1998. [8] N. Igaki, Exponential two server queue with N-policy and multiple vacations, Queuing systems, 10, 279-294, 1992. [9] C. Kao, C. C. Li and S. P. Chen, Parametric programming to the analysis of fuzzy queues, Fuzzy Sets and Systems, 107, 93–100, 1999. [10]Kaufmann, Introduction to the Theory of Fuzzy Subsets, Volume 1, New York: Academic Press, 1975. [11]L. Kleinrock, Queuing Systems, Vol. I. Theory, New York: Wiley, 1975. [12]Y. Levy and U. Yechiali, A M/M/c queue with servers vacations, INFOR, 14, 153-163, 1976. [13]R. J. Li and E. S. Lee, Analysis of fuzzy queues, Computers and Mathematics with Applications, 17, 1143–1147, 1989. [14]D. S. Negi and E. S. Lee, Analysis and simulation of fuzzy queue, Fuzzy Sets and Systems, 46, 321–330, 1992. [15]H. M. Prade, An Outline of Fuzzy or Possibilistic Models for Queuing Systems, Fuzzy Sets, Ed. P. P. Paper ID: 02091301 139
  • 6. International Journal of Science and Research (IJSR), India Online ISSN: 2319-7064 Volume 2 Issue 9, September 2013 www.ijsr.net Wang and S. K. Chang, New York: Plenum Press, (1980) [16]R.E. Stanford, The set of limiting distributions for a Markov chain with fuzzy transition probabilities, Fuzzy Sets and Systems, 7, 71–78,1982. [17]N. Tian, Q. Li and J. Cao, Conditional stochastic decompositions in the M/M/c queue with server vacations, Stochastic Models, 14(2), 367-377, 1999. [18]N. Tian and X. Xu, M/M/c queue with synchronous multiple vacation of partial servers, OR Transactions, 5(3), 85-94, 2001. [19]K. S. Trivedi, Probability and Statistics with Reliability, Queuing and Computer Science Applications. New York: John Wiley & Sons Inc, 2002. [20]B. Vinod, Exponential queue with server vacation, Journal of Operational Research Society, 37, 1007- 1014, 1986. [21]R. R. Yager, A characterization of the extension principle, Fuzzy Sets and Systems, 18, 205–217, 1986. [22]L. A. Zadeh, Fuzzy sets as a basis for a theory of possibility, Fuzzy Sets and Systems, 1, 3–28, 1978. [23]G. Zhang and N. Tian, Analysis of queuing systems with synchronous single vacation for some servers, Queuing systems, 45, 161-175, 2003. [24]G. Zhang and N. Tian, Analysis on queuing systems with synchronous vacations of partial servers, Performance Evaluation, 52, 269-282, 2003. [25]H. J. Zimmermann, Fuzzy Set Theory and its Applications, 4th Ed, Boston: Kluwer Academic, 2001. Paper ID: 02091301 140