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Iterative methods for manufacturing systems of two stations in tandem

Ching, Wai Ki (1998) Iterative methods for manufacturing systems of two stations in tandem Applied Mathematics Letters, 11, (1), pp. 7-12. (doi:10.1016/S0893-9659(97)00124-9).

Record type: Article


This paper studies the application of Preconditioned Conjugate Gradient (PCG) methods in solving the steady state probability distribution of two-station manufacturing systems under hedging point production policy. The manufacturing system produces one type of product, and its demand is modeled as a Poisson process. Preconditioner is constructed by taking circulant approximation of the generator matrix of the system. We prove that the preconditioned linear system has singular values clustered around one when the number of inventory levels tends to infinity. Hence, conjugate gradient methods will converge very fast when applied to the solution of the preconditioned linear system. Numerical examples are given to verify our claim.

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Published date: 1998
Keywords: manufacturing system, steady state distribution, preconditioner conjugate gradient method
Organisations: Operational Research


Local EPrints ID: 29742
ISSN: 0893-9659
PURE UUID: f8dadc1e-1f15-4915-8e59-2a403523783e

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Date deposited: 01 May 2007
Last modified: 17 Jul 2017 15:57

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Author: Wai Ki Ching

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