Iterative methods for overflow queuing models. II
Preconditioned conjugate gradient methods are employed to find the steady-state probability distribution of Markovian queueing networks that have overflow capacity. Different singular preconditioners that can be handled by separation of variables are discussed. The resulting preconditioned systems are nonsingular. Numerical results show that the number of iterations required for convergence grows very slowly with the queue sizes.
proconditioned conjugate gradient methods
scientific article; zbMATH DE number 4041230