Minimizing weighted earliness and tardiness penalties in single‐machine scheduling with idle time permitted

In this paper, a single‐machine scheduling problem with weighted earliness and tardiness penalties is considered. Idle time between two adjacent jobs is permitted and due dates of jobs could be unequal. The dominance rules are utilized to develop a relationship matrix, which allows a branch‐and‐bound algorithm to eliminate a high percentage of infeasible solutions. After combining this matrix with a branching strategy, a procedure to solve the problem is proposed. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 760–780, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10039     

Graph distance‐dependent labeling related to code assignment in computer networks

For nonnegative integers d₁, d₂, and L(d₁, d₂)‐labeling of a graph G, is a function f : V(G) → {0, 1, 2, …} such that |f(u) − f(v)| ≥ d_i whenever the distance between u and v is i in G, for i = 1, 2. The L(d₁, d₂)‐number of G, λ(G) is the smallest k such that there exists an L(d₁, d₂)‐labeling with the largest label k. These labelings have an application to a computer code assignment problem. The task is to assign integer “control codes” to a network of computer stations with distance restrictions, which allow d₁ ≤ d₂. In this article, we will study the labelings with (d₁, d₂) ∈ {(0, 1), (1, 1), (1, 2)}. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2005     

Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models

Quantile is an important quantity in reliability analysis, as it is related to the resistance level for defining failure events. This study develops a computationally efficient sampling method for estimating extreme quantiles using stochastic black box computer models. Importance sampling has been widely employed as a powerful variance reduction technique to reduce estimation uncertainty and improve computational efficiency in many reliability studies. However, when applied to quantile estimation, importance sampling faces challenges, because a good choice of the importance sampling density relies on information about the unknown quantile. We propose an adaptive method that refines the importance sampling density parameter toward the unknown target quantile value along the iterations. The proposed adaptive scheme allows us to use the simulation outcomes obtained in previous iterations for steering the simulation process to focus on important input areas. We prove some convergence properties of the proposed method and show that our approach can achieve variance reduction over crude Monte Carlo sampling. We demonstrate its estimation efficiency through numerical examples and wind turbine case study.     

Reliability bounds for the NBUE distributions

In this paper, we study upper and lower bounds on the reliability in new better than used in expectation (NBUE) life distribution class with fixed first two moments. By a constructive proof, we determine the upper bounds on the reliability analytically in different regions and show that these bounds are sharp. For the lower bounds, similar results are obtained except in one region. For that region, a conjecture is given for further study. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 781–797, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10035     

Repairable consecutive‐k‐out‐of‐n: F system with Markov dependence

In this article, a model for a repairable consecutive‐k‐out‐of‐n: F system with Markov dependence is studied. A binary vector is used to represent the system state. The failure rate of a component in the system depends on the state of the preceding component. The failure risk of a system state is then introduced. On the basis of the failure risk, a priority repair rule is adopted. Then the transition density matrix can be determined, and the analysis of the system reliability can be conducted accordingly. One example each of a linear and a circular system is then studied in detail to explain the model and methodology developed in this paper. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 18–39, 2000     

On the exponentially weighted moving variance

MacGregor and Harris (J Quality Technol 25 (1993) 106–118) proposed the exponentially weighted mean squared deviation (EWMS) and the exponentially weighted moving variance (EWMV) charts as ways of monitoring process variability. These two charts are particularly useful for individual observations where no estimate of variability is available from replicates. However, the control charts derived by using the approximate distributions of the EWMS and EWMV statistics are difficult to interpret in terms of the average run length (ARL). Furthermore, both control charting schemes are biased procedures. In this article, we propose two new control charts by applying a normal approximation to the distributions of the logarithms of the weighted sum of chi squared random variables, which are respectively functions of the EWMS and EWMV statistics. These new control charts are easy to interpret in terms of the ARL. On the basis of the simulation studies, we demonstrate that the proposed charts are superior to the EWMS and EWMV charts and they both are nearly unbiased for the commonly used smoothing constants. We also compare the performance of the proposed charts with that of the change point (CP) CUSUM chart of Acosta‐Mejia (1995). The design of the proposed control charts is discussed. An example is also given to illustrate the applicability of the proposed control charts. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009