Optimality conditions for convex semi-infinite programming problems

This paper gives characterization of optimal Solutions for convex semiinfinite programming problems. These characterizations are free of a constraint qualification assumption. Thus they overcome the deficiencies of the semiinfinite versions of the Fritz John and the Kuhn-Tucker theories, which give only necessary or sufficient conditions for optimality, but not both.     

The sequencing of “related” jobs

Given n jobs and a single facility, and the fact that a subset of jobs are “related” to each other in such a manner that regardless of which job is completed first, its utility is hampered until all other jobs in the same subset are also completed, it is desired to determine the sequence which minimizes the cost of tardiness. The special case of pairwise relationship among all jobs is easily solved. An algorithm for the general case is given through a dynamic programming formulation.     

Computational results for a stopping rule problem on averages

Suppose x₁, x₂, … are independently distributed random variables with Pr (x_i = 1) = Pr(x_i = ?1) = 1/2, and let s_n =

     

Properties of a multifacility location problem involving euclidian distances

This paper considers a problem of locating new facilities in the plane with respect to existing facilities, the locations of which are known. The problem consists of finding locations of new facilities which will minimize a total cost function which consists of a sum of costs directly proportional to the Euclidian distances among the new facilities, and costs directly proportional to the Euclidian distances between new and existing facilities. It is established that the total cost function has a minimum; necessary conditions for a mimumum are obtained; necessary and sufficient conditions are obtained for the function to be strictly convex (it is always convex); when the problem is “well structured,” it is established that for a minimum cost solution the locations of the new facilities will lie in the convex hull of the locations of the existing facilities. Also, a dual to the problem is obtained and interpreted; necessary and sufficient conditions for optimum solutions to the problem, and to its dual, are developed, as well as complementary slackness conditions. Many of the properties to be presented are motivated by, based on, and extend the results of Kuhn's study of the location problem known as the General Fermat Problem.     

Heuristic solution to a discrete collection model

A discrete time Collection Model is formulated, involving the completion of a touring objective on a network with stochastic node states. Heuristic touring strategies are constructed, there being as yet inadequate analytic results for its optimal solution. Effectiveness of the heuristics is assessed by comparing expected tour times under the heuristics with expected tour times given perfect information. A branch and bound algorithm is presented for computing the perfect information tour times.     

Statistical concepts in computational mathematics

For a young science and even for most old ones, the intensity and variety of activities involved in computer science are unsurpassed. In an effort to provide the extremely varied training needed in the field, curriculum planners have tended to slight probability and statistics. Rarely has it been a requisite and only occasionally a desired elective However, not only is an adequate foundation in probability and statistics necessary for such external computer applications as tracking and other data reduction, Monte Carlo techniques, gaming, operations research, traffic analyses, etc., but it also plays an important role in internal applications to computer science and technology This effort in Rand's continuing study of computational mathematics and its applications offers a number of examples in various areas of computational mathematics and computing machine arithmetic-to say nothing of computer design, time sharing, and the like-to support the thesis that probability and statistics should be a requisite, not simply an elective or, even worse, ignored, at any institution offering a program in computer science. Further more, a potentially profitable source of research problems can be found in the interface between probability and statistics and computer science.     

A note on a comparison of confidence interval techniques in truncated life tests

Several approximate procedures are available in the literature for obtaining confidence intervals for the parameter A of an exponential distribution based on time truncated samples. This paper contains the results of an empirical study comparing three of these procedures.