Hidden Convexity in Queueing Models
排队模型中的隐藏凸性
Xin Chen, Linwei Xin, Minda Zhao
AI总结 本文研究了排队系统中到达和服务速率的联合控制,旨在最小化长期期望成本减收益。尽管目标函数非凸,但一阶方法能收敛到全局最优解。通过变量变换,问题可重新表述为凸优化问题,并建立PLK条件以支持一阶方法的全局收敛性。
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我们研究了具有最小化长期期望成本减收益目标的排队系统中到达和服务速率的联合控制。尽管目标函数是非凸的,但一阶方法在实践中被观察到收敛到全局最优解。本文通过表征优化景观并识别隐藏的凸性,为这一经验现象提供了理论基础。该问题在适当的变量变换后可重新表述为凸优化问题。利用这种隐藏的凸性,我们为原始控制问题建立了Polyak-Lojasiewicz-Kurdyka(PLK)条件,该条件排除了虚假局部极小值并支持一阶方法的全局收敛性。我们的分析适用于广泛的$GI/GI/1$排队模型,包括具有Gamma分布的到达和服务时间的模型,以及具有对数凹到达时间的$GI/M/1$队列。作为证明的关键成分,我们建立了在交通强度的平方根变换下预期队列长度的新的凸性性质。
We study the joint control of arrival and service rates in queueing systems with the objective of minimizing long-run expected cost minus revenue. Although the objective function is non-convex, first-order methods have been empirically observed to converge to globally optimal solutions. This paper provides a theoretical foundation for this empirical phenomenon by characterizing the optimization landscape and identifying a hidden convexity: the problem admits a convex reformulation after an appropriate change of variables. Leveraging this hidden convexity, we establish the Polyak-Lojasiewicz-Kurdyka (PLK) condition for the original control problem, which excludes spurious local minima and supports global convergence guarantees for first-order methods. Our analysis applies to a broad class of $GI/GI/1$ queueing models, including those with Gamma-distributed interarrival and service times, as well as $GI/M/1$ queues with log-concave interarrival times. As a key ingredient in the proof, we establish a new convexity property of the expected queue length under a square-root transformation of the traffic intensity.