Abstract
In this paper, we propose a hybrid algorithm based on [12] for solving linear systems of equations. The hybrid algorithm combines the evolutionary algorithm and the successive over-relaxation (SOR) method. The evolutionary algorithm allows the relaxation parameter w to be adaptive in the SOR method. We prove the convergence of the hybrid algorithm for strictly diagonal dominant linear systems. We then apply it to solve the steady-state probability distributions of Markovian queueing systems. Numerical examples are given to demonstrate the fast convergence rate of the method.
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Yuen, WO., Ching, WK. & Ng, M.K. A hybrid algorithm for queueing systems. Calcolo 41, 139–151 (2004). https://doi.org/10.1007/s10092-004-0088-3
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DOI: https://doi.org/10.1007/s10092-004-0088-3