Probabilistic analysis of an asymptotically optimal solution for the completion time variance problem

Scheduling a set of n jobs on a single machine so as to minimize the completion time variance is a well‐known NP‐hard problem. In this paper, we propose a sequence, which can be constructed in O(n log n) time, as a solution for the problem. Our primary concern is to establish the asymptotical optimality of the sequence within the framework of probabilistic analysis. Our main result is that, when the processing times are randomly and independently drawn from the same uniform distribution, the sequence is asymptotically optimal in the sense that its relative error converges to zero in probability as n increases. Other theoretical results are also derived, including: (i) When the processing times follow a symmetric structure, the problem has 2^{⌊(n−1)/2⌋} optimal sequences, which include our proposed sequence and other heuristic sequences suggested in the literature; and (ii) when these 2^{⌊(n−1)/2⌋} sequences are used as approximate solutions for a general problem, our proposed sequence yields the best approximation (in an average sense) while another sequence, which is commonly believed to be a good approximation in the literature, is interestingly the worst. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 373–398, 1999     

Exploiting self‐canceling demand point aggregation error for some planar rectilinear median location problems

When solving location problems in practice it is quite common to aggregate demand points into centroids. Solving a location problem with aggregated demand data is computationally easier, but the aggregation process introduces error. We develop theory and algorithms for certain types of centroid aggregations for rectilinear 1‐median problems. The objective is to construct an aggregation that minimizes the maximum aggregation error. We focus on row‐column aggregations, and make use of aggregation results for 1‐median problems on the line to do aggregation for 1‐median problems in the plane. The aggregations developed for the 1‐median problem are then used to construct approximate n‐median problems. We test the theory computationally on n‐median problems (n ≥ 1) using both randomly generated, as well as real, data. Every error measure we consider can be well approximated by some power function in the number of aggregate demand points. Each such function exhibits decreasing returns to scale. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 614–637, 2003.     

Approximation algorithms for the capacitated traveling salesman problem with pickups and deliveries

We consider the Capacitated Traveling Salesman Problem with Pickups and Deliveries (CTSPPD). This problem is characterized by a set of n pickup points and a set of n delivery points. A single product is available at the pickup points which must be brought to the delivery points. A vehicle of limited capacity is available to perform this task. The problem is to determine the tour the vehicle should follow so that the total distance traveled is minimized, each load at a pickup point is picked up, each delivery point receives its shipment and the vehicle capacity is not violated. We present two polynomial‐time approximation algorithms for this problem and analyze their worst‐case bounds. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 654–670, 1999     

Measures of component importance for markov chain imbeddable reliability structures

In this article we study the reliability importance of the components for the wide class of Markov chain imbeddable systems (MIS). Methods for the evaluation of Birnbaum importance are developed for a general MIS, and some generating function techniques are demonstrated for the special case of homogeneous MISs. As an application, the reliability ordering for the components of a k‐out‐of‐n and consecutive‐k‐out‐of‐n structure is examined in some detail. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 613–639, 1999     

A branch and bound algorithm for computing optimal replacement policies in consecutive k‐out‐of‐n‐systems

This paper presents a branch and bound algorithm for computing optimal replacement policies in a discrete‐time, infinite‐horizon, dynamic programming model of a binary coherent system with n statistically independent components, and then specializes the algorithm to consecutive k‐out‐of‐n systems. The objective is to minimize the long‐run expected average undiscounted cost per period. (Costs arise when the system fails and when failed components are replaced.) An earlier paper established the optimality of following a critical component policy (CCP), i.e., a policy specified by a critical component set and the rule: Replace a component if and only if it is failed and in the critical component set. Computing an optimal CCP is a optimization problem with n binary variables and a nonlinear objective function. Our branch and bound algorithm for solving this problem has memory storage requirement O(n) for consecutive k‐out‐of‐n systems. Extensive computational experiments on such systems involving over 350,000 test problems with n ranging from 10 to 150 find this algorithm to be effective when n ≤ 40 or k is near n. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 288–302, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10017     

考虑修理工可变休假的n中取k系统可靠性模型

针对装备保障中维修调度对装备训练及可靠性的影响,将支队级修理所保障多艘舰船维修工作的情况抽象为单一维修台保障多个系统的维修力量调度分配,引入修理工可变休假策略对其进行描述,以装备结构中常见的n中取k系统为研究对象,针对以往研究利用指数分布等典型分布导致模型约束条件过于严格的问题,利用连续Phase-type分布描述了系统相关随机变量,构建系统可靠性解析模型,通过算例验证了模型适用性,模拟分析了修理工有无休假、修理工休假速率等相关因子对系统运行指标产生的各种影响。算例结果表明,该可靠性模型可以有效复现维修力量调度对n中取k系统可靠性的影响,可为修理工休假次数的合理安排、系统部件数量的优化配置提供理论基础和实践参考。     

A single-machine scheduling problem with random processing times

We consider the problem of scheduling n jobs with random processing times on a single machine in order to minimize the expected variance of the completion times. We prove a number of results, including one to the effect that the optimal schedule must be V shaped when the jobs have identical means or variances or have exponential processing times.     

Allocating capacity in parallel queues to improve their resilience to deliberate attack

We develop models that lend insight into how to design systems that enjoy economies of scale in their operating costs, when those systems will subsequently face disruptions from accidents, acts of nature, or an intentional attack from a well‐informed attacker. The systems are modeled as parallel M/M/1 queues, and the key question is how to allocate service capacity among the queues to make the system resilient to worst‐case disruptions. We formulate this problem as a three‐level sequential game of perfect information between a defender and a hypothetical attacker. The optimal allocation of service capacity to queues depends on the type of attack one is facing. We distinguish between deterministic incremental attacks, where some, but not all, of the capacity of each attacked queue is knocked out, and zero‐one random‐outcome (ZORO) attacks, where the outcome is random and either all capacity at an attacked queue is knocked out or none is. There are differences in the way one should design systems in the face of incremental or ZORO attacks. For incremental attacks it is best to concentrate capacity. For ZORO attacks the optimal allocation is more complex, typically, but not always, involving spreading the service capacity out somewhat among the servers. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Optimal maintenance policy for stochastically failing equipment: A diffusion approximation

A system receives shocks at random points of time. Each shock causes a random amount of damage which accumulates over time. The system fails when the accumulated damage exceeds a fixed threshold. Upon failure the system is replaced by a new one. The damage process is controlled by means of a maintenance policy. There are M possible maintenance actions. Given that a maintenance action m is employed, then the cumulative damage decreases at rate r^m. Replacement costs and maintenance costs are considered. The objective is to determine an optimal maintenance policy under the following optimality criteria: (1) long-run average cost; (2) total expected discounted cost over an infinite horizon. For a diffusion approximation, we show that the optimal maintenance expenditure rate is monotonically increasing in the cumulative damage level.     

A search game with a protector

A classic problem in Search Theory is one in which a searcher allocates resources to the points of the integer interval [1, n] in an attempt to find an object which has been hidden in them using a known probability function. In this paper we consider a modification of this problem in which there is a protector who can also allocate resources to the points; allocating these resources makes it more difficult for the searcher to find an object. We model the situation as a two‐person non‐zero‐sum game so that we can take into account the fact that using resources can be costly. It is shown that this game has a unique Nash equilibrium when the searcher's probability of finding an object located at point i is of the form (1 − exp (−λ_ix_i)) exp (−μ_iy_i) when the searcher and protector allocate resources x_i and y_i respectively to point i. An algorithm to find this Nash equilibrium is given. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47:85–96, 2000     

Efficient algorithms for flexible job shop scheduling with parallel machines

Job shop scheduling with a bank of machines in parallel is important from both theoretical and practical points of view. Herein we focus on the scheduling problem of minimizing the makespan in a flexible two-center job shop. The first center consists of one machine and the second has k parallel machines. An easy-to-perform approximate algorithm for minimizing the makespan with one-unit-time operations in the first center and k-unit-time operations in the second center is proposed. The algorithm has the absolute worst-case error bound of k − 1 , and thus for k = 1 it is optimal. Importantly, it runs in linear time and its error bound is independent of the number of jobs to be processed. Moreover, the algorithm can be modified to give an optimal schedule for k = 2 .     

On the uncapacitated K‐commodity network design problem with zero flow‐costs

Extending Sastry's result on the uncapacitated two‐commodity network design problem, we completely characterize the optimal solution of the uncapacitated K‐commodity network design problem with zero flow costs for the case when K = 3. By solving a set of shortest‐path problems on related graphs, we show that the optimal solutions can be found in O(n³) time when K = 3, where n is the number of nodes in the network. The algorithm depends on identifying a list of “basic patterns”; the number of basic patterns grows exponentially with K. We also show that the uncapacitated K‐commodity network design problem can be solved in O(n³) time for general K if K is fixed; otherwise, the time for solving the problem is exponential. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

Consecutive k‐within‐m‐out‐of‐n:F system with exchangeable components

As a generalization of k‐out‐of‐n:F and consecutive k‐out‐of‐n:F systems, the consecutive k‐within‐m‐out‐of‐n:F system consists of n linearly ordered components such that the system fails iff there are m consecutive components which include among them at least k failed components. In this article, the reliability properties of consecutive k‐within‐m‐out‐of‐n:F systems with exchangeable components are studied. The bounds and approximations for the survival function are provided. A Monte Carlo estimator of system signature is obtained and used to approximate survival function. The results are illustrated and numerics are provided for an exchangeable multivariate Pareto distribution. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

Asymptotic joint normality of an increasing number of multivariate order statistics and associated cell frequencies

Take n independent identically distributed (IID) observations from a continuous r-variate population, and choose some order statistics from each of the r variates. These order statistics are used to construct a grid in r-dimensional space. Under certain conditions, it is shown that as n increases we can choose an increasing number of order statistics in such a way that the asymptotic joint distribution of the chosen order statistics and of the frequencies of sample points falling in the cells of the grid can be assumed to be a normal distribution. An application to testing independence of random variables is given.     

On the application and extension of system signatures in engineering reliability

Following a review of the basic ideas in structural reliability, including signature‐based representation and preservation theorems for systems whose components have independent and identically distributed (i.i.d.) lifetimes, extensions that apply to the comparison of coherent systems of different sizes, and stochastic mixtures of them, are obtained. It is then shown that these results may be extended to vectors of exchangeable random lifetimes. In particular, for arbitrary systems of sizes m < n with exchangeable component lifetimes, it is shown that the distribution of an m‐component system's lifetime can be written as a mixture of the distributions of k‐out‐of‐n systems. When the system has n components, the vector of coefficients in this mixture representation is precisely the signature of the system defined in Samaniego, IEEE Trans Reliabil R–34 (1985) 69–72. These mixture representations are then used to obtain new stochastic ordering properties for coherent or mixed systems of different sizes. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Rescheduling to minimize makespan on a changing number of identical processors

We consider the problem of rescheduling n jobs to minimize the makespan on m parallel identical processors when m changes value. We show this problem to be NP-hard in general. Call a list schedule totally optimal if it is optimal for all m = 1, …,n. When n is less than 6, there always exists a totally optimal schedule, but for n ≥ 6 this can fail. We show that an exact solution is less robust than the largest processing time first (LPT) heuristic and discuss implications for polynomial approximation schemes and hierarchical planning models.     

Single‐warehouse multi‐retailer inventory systems with full truckload shipments

We consider a multi‐stage inventory system composed of a single warehouse that receives a single product from a single supplier and replenishes the inventory of n retailers through direct shipments. Fixed costs are incurred for each truck dispatched and all trucks have the same capacity limit. Costs are stationary, or more generally monotone as in Lippman (Management Sci 16, 1969, 118–138). Demands for the n retailers over a planning horizon of T periods are given. The objective is to find the shipment quantities over the planning horizon to satisfy all demands at minimum system‐wide inventory and transportation costs without backlogging. Using the structural properties of optimal solutions, we develop (1) an O(T²) algorithm for the single‐stage dynamic lot sizing problem; (2) an O(T³) algorithm for the case of a single‐warehouse single‐retailer system; and (3) a nested shortest‐path algorithm for the single‐warehouse multi‐retailer problem that runs in polynomial time for a given number of retailers. To overcome the computational burden when the number of retailers is large, we propose aggregated and disaggregated Lagrangian decomposition methods that make use of the structural properties and the efficient single‐stage algorithm. Computational experiments show the effectiveness of these algorithms and the gains associated with coordinated versus decentralized systems. Finally, we show that the decentralized solution is asymptotically optimal. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

On optimal system designs in reliability‐economics frameworks

Reliability Economics is a field that can be defined as the collection of all problems in which there is tension between the performance of systems of interest and their cost. Given such a problem, the aim is to resolve the tension through an optimization process that identifies the system which maximizes some appropriate criterion function (e.g. expected lifetime per unit cost). In this paper, we focus on coherent systems of n independent and identically distributed (iid) components and mixtures thereof, and characterize both a system's performance and cost as functions of the system's signature vector (Samaniego, IEEE Trans Reliabil (1985) 69–72). For a given family of criterion functions, a variety of optimality results are obtained for systems of arbitrary order n. Approximations are developed and justified when the underlying component distribution is unknown. Assuming the availability of an auxiliary sample of N component failure times, the asymptotic theory of L‐estimators is adapted for the purpose of establishing the consistency and asymptotic normality of the proposed estimators of the expected ordered failure times of the n components of the systems under study. These results lead to the identification of ε‐optimal systems relative to the chosen criterion function. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Mathematical aspects of the 3 × n job-shop sequencing problem

The paper discusses mathematical properties of the well-known Bellman-Johnson 3 × n sequencing problem. Optimal rules for some special cases are developed. For the case min B_i ≥ maxA_j we find an optimal sequence of the 2 × n problem for machines B and C and move one item to the front of the sequence to minimize (7); when min B_i ≥ max C_j we solve a 2 × n problem for machines A and B and move one item to the end of the optimal sequence so as to minimize (9). There is also given a sufficient optimality condition for a solution obtained by Johnson's approximate method. This explains why this method so often produces an optimal solution.     

Dynamic lot‐sizing model with production time windows

We consider a dynamic lot‐sizing model with production time windows where each of n demands has earliest and latest production due dates and it must be satisfied during the given time window. For the case of nonspeculative cost structure, an O(nlogn) time procedure is developed and it is shown to run in O(n) when demands come in the order of latest production due dates. When the cost structure is somewhat general fixed plus linear that allows speculative motive, an optimal procedure with O(T⁴) is proposed where T is the length of a planning horizon. Finally, for the most general concave production cost structure, an optimal procedure with O(T⁵) is designed. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007