English

Hidden Convexity in Queueing Models

Optimization and Control 2025-11-11 v2 Probability

Abstract

We study the joint control of arrival and service rates in queueing systems with the objective of minimizing long-run expected cost minus revenue. Although the objective function is non-convex, first-order methods have been empirically observed to converge to globally optimal solutions. This paper provides a theoretical foundation for this empirical phenomenon by characterizing the optimization landscape and identifying a hidden convexity: the problem admits a convex reformulation after an appropriate change of variables. Leveraging this hidden convexity, we establish the Polyak-Lojasiewicz-Kurdyka (PLK) condition for the original control problem, which excludes spurious local minima and ensures global convergence for first-order methods. Our analysis applies to a broad class of GI/GI/1GI/GI/1 queueing models, including those with Gamma-distributed interarrival and service times. As a key ingredient in the proof, we establish a new convexity property of the expected queue length under a square-root transformation of the traffic intensity.

Keywords

Cite

@article{arxiv.2511.03955,
  title  = {Hidden Convexity in Queueing Models},
  author = {Xin Chen and Linwei Xin and Minda Zhao},
  journal= {arXiv preprint arXiv:2511.03955},
  year   = {2025}
}
R2 v1 2026-07-01T07:23:47.588Z