A sequential scheduling problem with impatient jobs

There are n customers that need to be served. Customer i will only wait in queue for an exponentially distributed time with rate λ_i before departing the system. The service time of customer i has distribution F_i, and on completion of service of customer i a positive reward r_i is earned. There is a single server and the problem is to choose, after each service completion, which currently in queue customer to serve next so as to maximize the expected total return. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 659–663, 2015     

Missile Strategy in a Post-Nuclear Age

While the arrival of nuclear weapons coincided roughly with the development of short, medium, intermediate, and eventually intercontinental missiles, the contribution of missile technology to the deterrence equation is often lost. If nuclear weapons were eliminated, even new generation missiles with conventional payloads could struggle to render effective deterrence. But some of the physical and psychological effects commonly ascribed to nuclear weapons could still be in play. And in a world without nuclear weapons, thinking about the use and control of force from the nuclear age would also deserve renewed attention.     

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     

Computerized scheduling of seagoing tankers

Computerized Scheduling of Seagoing Tankers The tanker scheduling problem considered in this paper is that of the Defense Fuel Supply Center (DFSC) and the Military Sealift Command (MSC) in the worldwide distribution of bulk petroleum products. Routes and cargoes which meet delivery schedule dates for a multiplicity of product requirements at minimum cost are to be determined for a fleet of tankers. A general mathematical programming model is presented, and then a mixed integer model is developed which attempts to reflect the true scheduling task of DFSC and MSC as closely as possible. The problem is kept to within a workable size by the systematic construction of a set of tanker routes which does not contain many possible routes that can be judged unacceptable from practical considerations alone.     

Hyperbolic integer programming

The hyperbolic integer program is treated as a special case of a hyperbolic program with a finite number of feasible points. The continuous hyperbolic program also belongs to this class since its solution can be obtained by considering only the extreme points of the feasible set. A general algorithm for solving the hyperbolic integer program which reduces to solving a sequence of linear integer problems is proposed. When the integer restriction is removed, this algorithm is similar to the Isbell-Marlow procedure. The geometrical aspects of the hyperbolic problem are also discussed and several cutting plane algorithms are given.     

Geometry and resolution of duality gaps

In this study we interpret the exterior penalty function method as a generalized lagrangian metliod which fills duality gaps in nonconvex problems. Geometry and resolution of these gaps from a duality point of view are highlighted.     

Many‐player rendezvous search: Stick together or split and meet?

Rendezvous search finds the strategies that players should use in order to find one another when they are separated in a region. Previous papers have concentrated on the case where there are two players searching for one another. This paper looks at the problem when there are more than two players and concentrates on what they should do if some but not all of them meet together. It looks at two strategies—the stick together one and the split up and meet again one. This paper shows that the former is optimal among the class of strategies which require no memory and are stationary, and it gives a method of calculating the expected rendezvous time under it. However, simulation results comparing both strategies suggest that in most situations the split up and meet again strategy which requires some memory leads to faster expected rendezvous times. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48:710–721, 2001     

Optimal service and arrival rates in Jackson queueing networks

In this paper we present an algorithm for solving a class of queueing network design problems. Specifically, we focus on determining both service and arrival rates in an open Jackson network of queueing stations. This class of problems has been widely studied and used in a variety of applications, but not well solved due to the difficulty of the resulting optimization problems. As an example, consider the classic application in computer network design which involves determining the minimum cost line capacities and flow assignments while satisfying a queueing performance measure such as an upper limit on transmission delay. Other application areas requiring the selection of both service and arrival rates in a network of queues include the design of communication, manufacturing, and health care systems. These applications yield optimization problems that are difficult to solve because typically they are nonconvex, which means they may have many locally optimal solutions that are not necessarily globally optimal. Therefore, to obtain a globally optimal solution, we develop an efficient branch and bound algorithm that takes advantage of the problem structure. Computational testing on randomly generated problems and actual problems from a health care organization indicate that the algorithm is able to solve realistic sized problems in reasonable computing time on a laptop computer. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 1–17, 2000