Parametric analysis of semidefinite optimization

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Analysis of transient queues with semidefinite optimization

We derive upper bounds on the tail distribution of the transient waiting time in the GI/GI/1 queue, given a truncated sequence of the moments of the service time and that of the interarrival time. Our upper bound is given as the objective value of the optimal solution to a semidefinite program (SDP) and can be calculated numerically by solving the SDP. We also derive the upper bounds in closed ...

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Semidefinite Optimization ∗

Optimization problems in which the variable is not a vector but a symmetric matrix which is required to be positive semidefinite have been intensely studied in the last ten years. Part of the reason for the interest stems from the applicability of such problems to such diverse areas as designing the strongest column, checking the stability of a differential inclusion, and obtaining tight bounds...

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ژورنال

عنوان ژورنال: Optimization

سال: 2019

ISSN: 0233-1934,1029-4945

DOI: 10.1080/02331934.2019.1671382