Parametric programming to the analysis of fuzzy queues
Parametric programming to the analysis of fuzzy queues
FUIZY
sets and systems
ELSEVIER Fuzzy Sets and Systems 10711999) 93-100
w w w . e l sev ier.com/Iocate/£',s
Abstract
This paper proposes a general procedure to construct the membership functions of the performance measures in
queueing systems when the interarrival time and service time are fuzzy numbers. The basic idea is to reduce a fuzzy queue
into a family of crisp queues by applying the ;,.-cut approach. A pair of parametric programs is formulated to describe that
family of crisp queues, via which the membership functions of the performance measures are derived. To demonstrate the
validity of the proposed procedure, four fuzzy queues, namely, M.F."I, I:'/M. I, F:I ~ I, and FM, F M / I . are exemplified.
The discussion of this paper is confined to systems with one and two fuzzy variables: nevertheless, the procedure can be
extended to systems with more than two fuzzy variables. ,' 1999 Elsevier Science B.V. All rights reserved
0!65-0114.99,~ - sec i'r*~J~t matter ( 1999 Flsexicr £clencc B.\. Ai; rich ly, rcsci "~,.'d
PII: S(II 6 5 - D I 1 4 1 9 7 1 0 0 2 9 5 -t)
94 C. Kao et aL /Fuzzy Sets and Systems 107 (1999) 93-100
Aiming at the goal of deriving the membership confidence and derive different performance
functions of the performance measures for fuzzy measures analytically for different possibility level
queues, this paper adopts the a-cut approach to e. For complicated queueing systems, analytical
decompose a fuzzy queue to a family of crisp derivation is replaced by numerical simulation. In
queues. As the e value varies, the parametric pro- this paper we use the parametric programming
gramming technique is applied to describe that technique to formulate the problem. From the solu-
family of crisp queues. The solutions from the para- tions, the membership functions of interests can be
metric programs derive the membership functions constructed. We discuss two models, one for the
of the performance measures. To demonstrate the cases of one fuzzy variable and the other for that of
validity of the proposed approach, four typical two fuzzy variables.
fuzzy queues, namely, M/F/1, F / M / I , F/F/1, and
F M / F M / 1 , where F denotes fuzzy time and F M 2.1. One fuzzy variable
denotes fuzzified exponential time, are exemplified,
and advantages over previous studies are discussed. Since the discussion that either the interarrival
time is fuzzy or the service time is fuzzy is similar,
we assume that the interarrival time is a fuzzy
2. Problem formulation number and the service time follows a crisp prob-
ability distribution.
Consider a general queueing system with one The e cut of ~ defined in (2a) is a crisp
server. The interarrival time ,~ and service time interval which can be expressed in the form
are approximately known and are represented by [min.a~x{all~(a) >>,e}, max.a~x{all~(a) >~ e}].
the following fuzzy sets: This interval indicates where the constant interar-
rival time lies at possibility e. By the convexity of
)[ = {(a, I~a(a))laeX}, (la) a fuzzy number, the bounds of the interval are
functions of a and can be obtained as IA~)=
,g = {(s, #g(s))]s ~ Y}, (lb) m i n . / ~ 1(a) and UA~,) = max. p j 1(e), respectively.
Let p(a, s) denote the system performance measure
where X and Y are the crisp universal sets of the
of interest. When ~ is fuzzy, p(,4, s) is also a fuzzy
interarrival time and service time, and ~i(a) and
number. According to Zadeh's extension principle,
l~g(s) are the corresponding membership functions.
the membership function of p(g, s) is:
The a-cuts or a-level sets of 2[ and g are:
/~p~,,)(z) = sup{#~i(a)[ z = p(a, s)} (3)
A(a) = {a ~ X I ~,i(a) ~> e}, (2a) aEX
If both Ira) and urn) are invertible with respect to and for the latter case are:
a, then a left shape function L(z) = lp~,)
- and a right ¢t
shape function R ( z ) = upon) can be obtained, lp(,~ = min. p(a, s)
from which the membership function pp~i.~ is s.t. ls~ <~ s <~ Using, (7c)
constructed:
a • A(a),
L(z), Zl ~ z ~ z 2 , tt
urn) = max. p(a, s)
].lp(~t.s)(Z ) = l, Z 2 ~ Z ~ Z3, (5)
s.t. ls~,) <~ s <~ Us~), (7d)
R(z), z3 <~ z <<.z4,
a • A(a).
where z ~ < z 2 ~ z 3 ~ z , and L ( z O = R ( z , ) = O .
Otherwise, since an attractive feature of the a-cut According to the definition of A(a) and S(a) in (2),
approach is that all a-cuts form a nested structure a • A ( a ) and s•S(a) can be replaced by a •
with respect to a [11]; that is, given cq, az •(0, 1] [Ia ~), UA~ ] and s • [ls~,), Us~,~]. Therefore, (7a) and
w i t h a 1 > a2, we have [lpt~,l,Up(~,)] ~ [lpt~2),Up(~2)]. (7c), and (7b) and (7d) are the same, respectively,
The set of intervals {[lvt,), uvt,)] I a • (0, 1]} reveals which can be rewritten as:
the shape of the membership function, although the
exact function form is not known explicitly. lp~,~ = min. p(a, s)
service time follow exponential distributions with the ~ cut of ~q is [min. p.( 1(~.), max. l¢,~ 1(~)]
rates ,;-. and fi, respectively. ~hich are fuzz) wtri- = [3:z. -4- 5, 16 - 4~.]. To lind tile m e m b e r s h i p func-
ables rather than crisp values. These four queues tion for p [ , , ~ t = / 7 , , two parametric p r o g r a m s
are very representative in fuzzy queues. Therefore, based on (4) are formulated:
to gain some insight into fuzzy queues, it suffices to
study these four systems. lu~ I = rain. s/20 + s2/(800 - 40s)
g(fl) = fl
1
f ( f l ) = e °'"P~"
-I4*2a~
e
e-,,-o~ 3
ill, t~, 1
Fig. 1. The solution of fl = e -o~t -0}..2
98 C. Kao et al. / Fuzzy Sets and Systems 107 (1999) 93-100
#T.
0.8
0.6
0.4
0.2
system length
0.25506 0.62750
Fig. 2. The membership function for E in Example 2 constructed from one hundred ct values.
C. Kao et al. / Fuzzy Sets and Systems 107 (1999) 93-100 99
[(8 + ~)/2, (30 - 9~)/4]. Following (8), the para- From (20) it is not difficult to obtain the member-
metric programs to be solved are: ship function /~L by applying inverse transforma-
tion:
lL(~) = min. s/a
(18z -- 8)/(4z + 1), 4/9 ~< z ~< 9/14,
s.t. 5 + e ~< a ~< 9 - 2e,
/tL(z) =
I1,
(30 -- 20z)/(9 + 4z),
l [o, lO/13),
9/14 ~ z ~< 21/24,
21/24~<z~< 1,
Z= OC.
(21)
s.t. 5 + ~ < a ~ < 9 - 2 ~ , (19b)
The approach of Negi and Lee [6] is to apply
(8 + e)/2 ~< s ~< (30 - 9~)/4. a single-value simulation proposed by Chanas and
Nowakowski [1]; therefore, only crisp solutions are
To minimize s/a, the smallest value of s and the derived.
largest value of a are desired; therefore, IL(~)=
[(8 + ~ ) / 2 ] / ( 9 - 2~). In maximizing s/a, on the
3.4. The F M / F M / 1 queue
contrary, the largest value of s and the smallest
value of a are desired, which results in
Li and Lee [5] have studied a one-server queue-
ULt~) = [(30 -- 9~)/4]/(5 + ~). However, referring to
ing system denoted by F M / F M / 1 , in which arrivals
Fig. 3, when ~ drops below 10/13, the largest service
and departures are both Poisson processes with
time is greater than the smallest interarrival time.
fuzzy rates ~ and ~. The membership functions for
According to (18), the average system length
E and lg~ they derive are:
approaches infinity. Combining these two parts
derives the a-cut of/~L as follows: #L(z) = sup
x, yeR+,x/y< 1
[(8 + ~)/(18 - 4~), (30 - 9~)/(20 + 4~)],
min. {/~.(x),/t~(y)l z = x/(y - x)}, (22a)
10/13<~<1,
L(~)= t p~(z) = sup
[(8 + ~)/(18 - 4~), ~), 0 <~ ~ < 10/13. x,y~R+,x/y< 1
interval of confidence at possibility level ~ as reduce a fuzzy queue into a family of crisp queues
[(8 + ~)/2, (13 - 2~)/2] and [8 + z~, 12 - 7]. Fol- which can be described by a pair of parametric
lowing (8), the parametric p r o g r a m s to derive the p r o g r a m s to find the ~.-cuts of the membership
membership function for/~ are: functions of the performance measures. With the
7-cuts, the corresponding membership function is
IL~ = min. x / ( y - x)
derived consequently. Since the performance
s.t. (8 + ~)/2 ~< x ~< (13 - 2ct)/2, (23a) measures are expressed by membership functions
rather than possible values as derived in other
8+~<y~<12-~,
studies, they provide more information.
uL~,~ = max. x / ( y - x) In this paper, four typical fuzzy queues arc inves-
tigated. Obviously, the proposed procedure is not
s.t. (8 + ~)/2 ~< x ~< (13 - 2~)/2, (23b)
confined to those four queues. O t h e r fuzzy queues
8+~<),~< 12-~. such as M / F M / i , F M / M : I , finite capacity, or bulk
service are also applicable. Furthermore, although
W h e n x reaches its lower b o u n d and y reaches its
the procedure is devised for one and two fuzzy
upper bound, x / ( y - x) attains its minimum. C o n -
variables, systems with more than two fuzzy vari-
sequently, the optimal solution for (23a) is
ables, for instance, k servers each has a fuzzy service
It.~) = (8 + ~)/(16 - 3~). O n the contrary, to maxi-
time, the a p p r o a c h proposed in this paper can be
mize x / ( y - x) it is desired that x increases to its
extended by applying Zadeh's extension principle
upper b o u n d and y decreases to its lower bound. In
to derive the membership functions of interest.
this case (23b) has the optimal solution uLt,~ =
(13 - 2~t)/(3 + 4~). The inverse functions of
ILt,) and ULt,~ exist, which give the membership
function p£(z) as: References