On the nonconcavity of throughput in certain closed queueing networks

Analytic queueing network models are being used to analyze various optimization problems such as server allocation, design and capacity issues, optimal routing, and workload allocation. The mathematical properties of the relevant performance measures, such as throughput, are important for optimization purposes and for insight into system performance.We show that for closed queueing networks of m arbitrarily connected single server queues with n customers, throughput, as a function of a scaled, constrained workload, is not concave. In fact, the function appears to be strictly quasiconcave. There is a constraint on the total workload that must be allocated among the servers in the network. However, for closed networks of two single server queues, we prove that our scaled throughput is concave when there are two customers in the network and strictly quasi-concave when there are more than two customers. The mathematical properties of both the scaled throughput and reciprocal throughput are demonstrated graphically for closed networks of two and three single server queues.