Neighborhood search heuristics for selecting hierarchically well‐formulated subsets in polynomial regression

The importance of subset selection in multiple regression has been recognized for more than 40 years and, not surprisingly, a variety of exact and heuristic procedures have been proposed for choosing subsets of variables. In the case of polynomial regression, the subset selection problem is complicated by two issues: (1) the substantial growth in the number of candidate predictors, and (2) the desire to obtain hierarchically well‐formulated subsets that facilitate proper interpretation of the regression parameter estimates. The first of these issues creates the need for heuristic methods that can provide solutions in reasonable computation time; whereas the second requires innovative neighborhood search approaches that accommodate the hierarchical constraints. We developed tabu search and variable neighborhood search heuristics for subset selection in polynomial regression. These heuristics are applied to a classic data set from the literature and, subsequently, evaluated in a simulation study using synthetic data sets. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Book reviews

Third World Military Expenditure: Determinants and Implications. By Robert McKinlay. Frances Pinter, London (1989)

The UK Defence Industrial Base: Development and Future Policy Options. By Trevor Taylor and Keith Hayward. Brassey's, London, for Royal United Services Institute (1989), ISBN 0-08-036713-5, £22.50

Mutiny. By Lawrence James. Buchan & Enright, London (1987), ISBN 0-907675-70-0, £12.95; Scapegoat! Famous Courts Martial. By John Harris. Severn House, London (1988), ISBN 0-7278-2103-2, £12.95; In Glass Houses. By Robert Boyes. Military Provost Staff Corps Association, Colchester (1986), ISBN 0-9513467-0-9, £6.50 (paperback)

The Nuclear Weapons World: Who, How and Where. Edited by Patrick Burke. Frances Pinter, London (1988), ISBN 086187-705-5, £50.00

Merchants of Treason—America's Secrets for Sale. By Thomas B. Allen and Norman Polmar. Robert Hale, London (1988), ISBN 0-7090-3543-8, £14.95 ($21.95); Intelligence and Intelligence Policy in a Democratic Society. Edited by Stephen J. Cimbala. Transnational Publishers, Dobbs Ferry, NY (1987), ISBN 0-941320-44-8, $37.50; Catching Spies—Principles and Practices of Counterespionage. By H. H. A. Cooper and Lawrence J. Redlinger. Paladin Press, Boulder, CO (1988), ISBN 0-87364-466-2, $24.95

The BattleshipRoyal Sovereignand Her Sister Ships. By Peter C. Smith. William Kimber, Wellingborough (1988), ISBN 0-7183-0704-6, £12.95; Air Power at Sea, 1945 to Today. By John Winton. Sidgwick & Jackson, London (1987), £9.95     

Book reviews

Red Banner: the Soviet Military System in Peace and War. By Christopher Donnelly. Jane's Information Group, Coulsdon, UK (1988), 288 pp., £35.00

Images of T. E. Lawrence. By S. E. Tabachnick and C. Matheson. Jonathan Cape, London (1988); The Letters of T. E. Lawrence. Edited by Malcolm Brown. Dent, London (1988); T. E. Lawrence. By J. Wilson. National Portrait Gallery Publications, London (1988); Lawrence and the Arab Revolts. By D. Nicolle. Osprey, London (1989)

Liddell Hart and the Weight of History. By John Mearsheimer. Brassey's, London (1989), £15.95

Science and Mythology in the Making of Defence Policy. Edited by Margaret Blunden and Owen Greene. Brassey's, London (1989), £27.50/$44.00

Warfare in the Twentieth Century. Edited by Colin McInnes and G. D. Sheffield. Unwin Hyman, London (1988), 239 pp., £25.00     

Landmarks in defense literature

Tom Wintringham: New Ways of War (1940), People's War (1942) and Weapons and Tactics (1943)     

On a large sample test for the traffic intensity in GI|G|s queue

A large sample test based on normal approximation for the traffic intensity parameter ρ in the cases of single and multiple-server queues has been proposed. The test procedure is developed without imposing steady-state assumptions and is applicable to queueing systems with general interarrival and service-time distributions.     

A Lanchester-type model of combat with stochastic rates

The effects of environmental stochasticity in a Lanchester-type model of combat are investigated. The methodology is based on a study of stochastic differential equations with random parameters characterized by dichotomous Markov processes. Exact expressions for the Laplace transforms of the time evolution of the first- and second-order moments of the system are obtained. A special case when the fluctuations in the parameters occur with great rapidity in comparison with the natural time scale of the system is also analyzed. The stochastic stability in the mean-square sense is discussed by using the Routh–Hurwitz criterion and it is found that the stochastic perturbations tend to destabilize the system.