PARALLÉLISATION D'UNE COMBINAISON DES MÉTHODES DE MONTE-CARLO ET QUASI-MONTE-CARLO ET APPLICATION AUX RÉSEAUX DE FILES D'ATTENTE

Issue		RAIRO Oper. Res. Volume 34, Number 1, January-March 2000


Page(s)		85 - 98
DOI		10.1051/ro:2000106

DOI: 10.1051/ro:2000106

RAIRO Rech. Opér. (vol. 34, n $^\circ$ 1, 2000, pp. 85-98)

PARALLÉLISATION D'UNE COMBINAISON DES MÉTHODES DE MONTE-CARLO ET QUASI-MONTE-CARLO ET APPLICATION AUX RÉSEAUX DE FILES D'ATTENTE

Bruno TUFFIN et Louis-Marie LE NY

Received October 1997

IRISA, Campus Universitaire de Beaulieu, 35042 Rennes Cedex, France.

Abstract:

We propose a parallel algorithm which uses both Monte-Carlo and quasi-Monte-Carlo methods. A detailed analysis of this algorithm, followed by examples, shows that the estimator's efficiency is a linear function of the processor number. As a concrete application example, we evaluate performance measures of a multi-class queueing network in steady state.

Résumé:

Nous proposons un algorithme parallèle qui regroupe les caractéristiques des deux méthodes de simulation Monte-Carlo et quasi-Monte-Carlo. Une analyse détaillée de cet algorithme, complétée par quelques exemples, montre que l'efficacité de l'estimateur est une fonction linéaire du nombre de processeurs. Comme exemple d'utilisation concrète, nous avons évalué des mesures de performance d'un réseau de files d'attente multi-classes à forme produit en régime stationnaire.

Keywords: Branch and bound, multi-processor flow-shop, m-machine problems, inputs and selection.

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