Convolutions and generalization of logconcavity: Implications and applications

Additive convolution of unimodal and α‐unimodal random variables are known as an old classic problem which has attracted the attention of many authors in theory and applied fields. Another type of convolution, called multiplicative convolution, is rather younger. In this article, we first focus on this newer concept and obtain several useful results in which the most important ones is that if is logconcave then so are and for some suitable increasing functions ?. This result contains and as two more important special cases. Furthermore, one table including more applied distributions comparing logconcavity of f(x) and and two comprehensive implications charts are provided. Then, these fundamental results are applied to aging properties, existence of moments and several kinds of ordered random variables. Multiplicative strong unimodality in the discrete case is also introduced and its properties are investigated. In the second part of the article, some refinements are made for additive convolutions. A remaining open problem is completed and a conjecture concerning convolution of discrete α‐unimodal distributions is settled. Then, we shall show that an existing result regarding convolution of symmetric discrete unimodal distributions is not correct and an easy alternative proof is presented. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 109–123, 2016     

Scheduling parallel machines with inclusive processing set restrictions and job rejection

In this article, we study a parallel machine scheduling problem with inclusive processing set restrictions and the option of job rejection. In the problem, each job is compatible to a subset of machines, and machines are linearly ordered such that a higher‐indexed machine can process all those jobs that a lower‐indexed machine can process (but not conversely). To achieve a tight production due date, some of the jobs might be rejected at certain penalty. We first study the problem of minimizing the makespan of all accepted jobs plus the total penalty cost of all rejected jobs, where we develop a ‐approximation algorithm with a time complexity of . We then study two bicriteria variants of the problem. For the variant problem of minimizing the makespan subject to a given bound on the total rejection cost, we develop a ‐approximation algorithm with a time complexity of . For the variant problem of maximizing the total rejection cost of the accepted jobs subject to a given bound on the makespan, we present a 0.5‐approximation algorithm with a time complexity of . © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 667–681, 2017     

Two-agent scheduling with linear resource-dependent processing times

This paper considers a two-agent scheduling problem with linear resource-dependent processing times, in which each agent has a set of jobs that compete with that of the other agent for the use of a common processing machine, and each agent aims to minimize the weighted number of its tardy jobs. To meet the due date requirements of the jobs of the two agents, additional amounts of a common resource, which may be in discrete or continuous quantities, can be allocated to the processing of the jobs to compress their processing durations. The actual processing time of a job is a linear function of the amount of the resource allocated to it. The objective is to determine the optimal job sequence and resource allocation strategy so as to minimize the weighted number of tardy jobs of one agent, while keeping the weighted number of tardy jobs of the other agent, and the total resource consumption cost within their respective predetermined limits. It is shown that the problem is -hard in the ordinary sense, and there does not exist a polynomial-time approximation algorithm with performance ratio unless ; however it admits a relaxed fully polynomial time approximation scheme. A proximal bundle algorithm based on Lagrangian relaxation is also presented to solve the problem approximately. To speed up convergence and produce sharp bounds, enhancement strategies including the design of a Tabu search algorithm and integration of a Lagrangian recovery heuristic into the algorithm are devised. Extensive numerical studies are conducted to assess the effectiveness and efficiency of the proposed algorithms.     

Level product form QSF processes and an analysis of queues with Coxian interarrival distribution

In this article, we study a class of Quasi‐Skipfree (QSF) processes where the transition rate submatrices in the skipfree direction have a column times row structure. Under homogeneity and irreducibility assumptions we show that the stationary distributions of these processes have a product form as a function of the level. For an application, we will discuss the ‐queue that can be modeled as a QSF process on a two‐dimensional state space. In addition, we study the properties of the stationary distribution and derive monotonicity of the mean number of the customers in the queue, their mean sojourn time and the variance as a function of for fixed mean arrival rate. © 2016 Wiley Periodicals, Inc. Naval Research Logisticsxs 66:57–72, 2019     

Approximation algorithms for sequential batch‐testing of series systems

We introduce and study a generalization of the classic sequential testing problem, asking to identify the correct state of a given series system that consists of independent stochastic components. In this setting, costly tests are required to examine the state of individual components, which are sequentially tested until the correct system state can be uniquely identified. The goal is to propose a policy that minimizes the expected testing cost, given a‐priori probabilistic information on the stochastic nature of each individual component. Unlike the classic setting, where variables are tested one after the other, we allow multiple tests to be conducted simultaneously, at the expense of incurring an additional set‐up cost. The main contribution of this article consists in showing that the batch testing problem can be approximated in polynomial time within factor , for any fixed . In addition, we explain how, in spite of its highly nonlinear objective function, the batch testing problem can be formulated as an approximate integer program of polynomial size, while blowing up its expected cost by a factor of at most . Finally, we conduct extensive computational experiments, to demonstrate the practical effectiveness of these algorithms as well as to evaluate their limitations. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 275–286, 2016     

Level workforce planning for multistage transfer lines

In this article, we define two different workforce leveling objectives for serial transfer lines. Each job is to be processed on each transfer station for c time periods (e.g., hours). We assume that the number of workers needed to complete each operation of a job in precisely c periods is given. Jobs transfer forward synchronously after every production cycle (i.e., c periods). We study two leveling objectives: maximin workforce size () and min range (R). Leveling objectives produce schedules where the cumulative number of workers needed in all stations of a transfer line does not experience dramatic changes from one production cycle to the next. For and a two‐station system, we develop a fast polynomial algorithm. The range problem is known to be NP‐complete. For the two‐station system, we develop a very fast optimal algorithm that uses a tight lower bound and an efficient procedure for finding complementary Hamiltonian cycles in bipartite graphs. Via a computational experiment, we demonstrate that range schedules are superior because not only do they limit the workforce fluctuations from one production cycle to the next, but they also do so with a minor increase in the total workforce size. We extend our results to the m‐station system and develop heuristic algorithms. We find that these heuristics work poorly for min range (R), which indicates that special structural properties of the m‐station problem need to be identified before we can develop efficient algorithms. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 577–590, 2016     

Improved bounds for batch scheduling with nonidentical job sizes

Here, we revisit the bounded batch scheduling problem with nonidentical job sizes on single and parallel identical machines, with the objective of minimizing the makespan. For the single machine case, we present an algorithm which calls an online algorithm (chosen arbitrarily) for the one‐dimensional bin‐packing problem as a sub‐procedure, and prove that its worst‐case ratio is the same as the absolute performance ratio of . Hence, there exists an algorithm with worst‐case ratio , which is better than any known upper bound on this problem. For the parallel machines case, we prove that there does not exist any polynomial‐time algorithm with worst‐case ratio smaller than 2 unless P = NP, even if all jobs have unit processing time. Then we present an algorithm with worst‐case ratio arbitrarily close to 2. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 351–358, 2014     

Single batch machine scheduling with deliveries

We consider the problem of scheduling a set of n jobs on a single batch machine, where several jobs can be processed simultaneously. Each job j has a processing time p_j and a size s_j. All jobs are available for processing at time 0. The batch machine has a capacity D. Several jobs can be batched together and processed simultaneously, provided that the total size of the jobs in the batch does not exceed D. The processing time of a batch is the largest processing time among all jobs in the batch. There is a single vehicle available for delivery of the finished products to the customer, and the vehicle has capacity K. We assume that K = rD, where and r is an integer. The travel time of the vehicle is T; that is, T is the time from the manufacturer to the customer. Our goal is to find a schedule of the jobs and a delivery plan so that the service span is minimized, where the service span is the time that the last job is delivered to the customer. We show that if the jobs have identical sizes, then we can find a schedule and delivery plan in time such that the service span is minimum. If the jobs have identical processing times, then we can find a schedule and delivery plan in time such that the service span is asymptotically at most 11/9 times the optimal service span. When the jobs have arbitrary processing times and arbitrary sizes, then we can find a schedule and delivery plan in time such that the service span is asymptotically at most twice the optimal service span. We also derive upper bounds of the absolute worst‐case ratios in both cases. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 470–482, 2015     

A stochastic assignment problem

There are n boxes with box i having a quota value Balls arrive sequentially, with each ball having a binary vector attached to it, with the interpretation being that if X_i = 1 then that ball is eligible to be put in box i. A ball's vector is revealed when it arrives and the ball can be put in any alive box for which it is eligible, where a box is said to be alive if it has not yet met its quota. Assuming that the components of a vector are independent, we are interested in the policy that minimizes, either stochastically or in expectation, the number of balls that need arrive until all boxes have met their quotas. © 2014 Wiley Periodicals, Inc. 62:23–31, 2015     

Minimal LST representations of MAP(n)s: Moment fittings and queueing approximations

A Markovian arrival process of order n, MAP(n), is typically described by two n × n transition rate matrices in terms of rate parameters. While it is straightforward and intuitive, the Markovian representation is redundant since the minimal number of parameters is n² for non‐redundant MAP(n). It is well known that the redundancy complicates exact moment fittings. In this article, we present a minimal and unique Laplace‐Stieltjes transform (LST) representations for MAP(n)s. Even though the LST coefficients vector itself is not a minimal representation, we show that the joint LST of stationary intervals can be represented with the minimum number of parameters. We also propose another minimal representation for MAP(3)s based on coefficients of the characteristic polynomial equations of the two transition rate matrices. An exact moment fitting procedure is presented for MAP(3)s based on two proposed minimal representations. We also discuss how MAP(3)/G/1 departure process can be approximated as a MAP(3). A simple tandem queueing network example is presented to show that the MAP(3) performs better than the MAP(2) in queueing approximations especially under moderate traffic intensities. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 549–561, 2016     

The joint signature of coherent systems

We investigate the joint signature of $m$ coherent systems, under the assumption that the components have independent and identically distributed lifetimes. The joint signature, for a particular ordering of failure times, is an $m$‐dimensional matrix depending solely on the composition of the systems and independent of the underlying distribution function of the component lifetimes. The elements of the $m$‐dimensional matrix are formulated based on the joint signatures of numerous series of parallel systems. The number of the joint signatures involved is an exponential function of the number of the minimal cut sets of each original system and may, therefore, be significantly large. We prove that although this number is typically large, a great number of the joint signatures are repeated, or removed by negative signs. We determine the maximum number of different joint signatures based on the number of systems and components. It is independent of the number of the minimal cut sets of each system and is polynomial in the number of components. Moreover, we consider all permutations of failure times and demonstrate that the results for one permutation can be of use for the others. Our theorems are applied to various examples. The main conclusion is that the joint signature can be computed much faster than expected.     

Vehicle routing problems with regular objective functions on a path

We investigate the problem of scheduling a fleet of vehicles to visit the customers located on a path to minimize some regular function of the visiting times of the customers. For the single‐vehicle problem, we prove that it is pseudopolynomially solvable for any minsum objective and polynomially solvable for any minmax objective. Also, we establish the NP‐hardness of minimizing the weighted number of tardy customers and the total weighted tardiness, and present polynomial algorithms for their special cases with a common due date. For the multivehicle problem involving n customers, we show that an optimal solution can be found by solving or O(n) single‐vehicle problems. © 2013 Wiley Periodicals, Inc. Naval Research Logistics 61: 34–43, 2014     

Proportionate flow shop: New complexity results and models with due date assignment

It is known that the proportionate flow shop minimum makespan $Fm/prpt/C_{\max }$ problem is solved optimally by any permutation job sequence. We show that the $Fm/prpt/C_{\max }$ problem is at least ordinary NP‐hard when missing operations are allowed and present some solvable cases. We then consider the standard proportionate flow shop problem (with no missing operations) and show that the solution algorithms for a class of single‐machine due date assignment problems can be extended/generalized to the corresponding proportionate flow shop problems. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 98–106, 2015     

Inventory policies for a make‐to‐order system with a perishable component and fixed ordering cost

We consider a make‐to‐order production system where two major components, one nonperishable (referred to as part 1) and one perishable (part 2), are needed to fulfill a customer order. In each period, replenishment decisions for both parts need to be made jointly before demand is realized and a fixed ordering cost is incurred for the nonperishable part. We show that a simple (s_n,S,S) policy is optimal. Under this policy, S along with the number of backorders at the beginning of a period if any and the availability of the nonperishable part (part 1) determines the optimal order quantity of the perishable part (part 2), while (s_n,S) guide when and how much of part 1 to order at each state. Numerical study demonstrates that the benefits of using the joint replenishment policy can be substantial, especially when the unit costs are high and/or the profit margin is low. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

Asymptotic analysis of periodic policies for the inventory routing problem

In this article, a distribution system is studied where the sum of transportation and inventory costs is to be minimized. The inventory holding cost is assumed to be the same for all retailers. A fixed partition (FP) periodic policy is proposed with tight asymptotic worst‐case performance of 3/2 with respect to the best possible policy. This bound cannot be improved in the class of FP periodic policies. In partition‐based PB policies, the retailers are first partitioned into sets and then the sets are grouped in such a way that sets of retailers within a group are served together at selected times. A PB periodic, policy is presented with tight worst‐case asymptotic performance of with respect to the best possible policy. This latter performance improves the worst‐case asymptotic performance of of the previously best known policy for this problem. We also show that the proposed PB periodic policy has the best worst‐case asymptotic performance within the class of PB policies. Finally, practical heuristics inspired by the analyzed policies are designed and tested. The asymptotic worst–case performances of the heuristics are shown to be the same of those of the analyzed policies. Computational results show that the heuristics suggested are less than 6.4% on average from a lower bound on the optimal cost when 50 or more retailers are involved. © 2013 Wiley Periodicals, Inc. Naval Research Logistics 00: 000–000, 2013     

Computational complexity of finding Pareto efficient outcomes for biobjective lot‐sizing models

In this article, we study a biobjective economic lot‐sizing problem with applications, among others, in green logistics. The first objective aims to minimize the total lot‐sizing costs including production and inventory holding costs, whereas the second one minimizes the maximum production and inventory block expenditure. We derive (almost) tight complexity results for the Pareto efficient outcome problem under nonspeculative lot‐sizing costs. First, we identify nontrivial problem classes for which this problem is polynomially solvable. Second, if we relax any of the parameter assumptions, we show that (except for one case) finding a single Pareto efficient outcome is an ‐hard task in general. Finally, we shed some light on the task of describing the Pareto frontier. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 386–402, 2014     

An absolute approximation algorithm for scheduling unrelated machines

Non‐preemptive scheduling of n independent jobs on m unrelated machines so as to minimize the maximal job completion time is considered. A polynomial algorithm with the worst‐case absolute error of min{(1 ? 1/m)p_max, p} is presented, where p_max is the largest job processing time and p is the mth element from the non‐increasing list of job processing times. This is better than the earlier known best absolute error of p_max. The algorithm is based on the rounding of acyclic multiprocessor distributions. An O(nm²) algorithm for the construction of an acyclic multiprocessor distribution is also presented. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Scheduling twin robots on a line

This article introduces the twin robots scheduling problem (TRSP), in which two robots positioned at the opposite ends of a rail are required to deliver items to positions along the rail, and the objective is to minimize the makespan. A proof of ‐hardness of the TRSP is presented, along with exact and heuristic algorithms. Computational results on challenging instances are provided.Copyright © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 119–130, 2014     

On labeling the vertices of products of complete graphs with distance constraints

Variations of Hale's channel assignment problem, the L(j, k)‐labeling problem and the radio labeling problem require the assignment of integers to the vertices of a graph G subject to various distance constraints. The λ_j,k‐number of G and the radio number of G are respectively the minimum span among all L(j, k)‐labelings, and the minimum span plus 1 of all radio labelings of G (defined in the Introduction). In this paper, we establish the λ_j,k‐number of ∏ K for pairwise relatively prime integers t₁ < t₂ < … < t_q, t₁ ≥ 2. We also show the existence of an infinite class of graphs G with radio number |V(G)| for any diameter d(G). © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2005