An algorithm for maximizing target achievement in the stochastic knapsack problem with normal returns

We consider the stochastic linear knapsack problem in which costs are known with certainty but returns are independent, normally distributed random variables. The objective is to maximize the probability that the overall return equals or exceeds a specified target value. A previously proposed preference order dynamic programming-based algorithm has been shown to be potentially suboptimal. We offer an alternative hybrid DP/branch-and-bound algorithm that both guarantees optimality and significantly outperforms generating the set of Pareto optimal returns.© 1993 John Wiley & Sons, Inc.     

Sandwich approximation of univariate convex functions with an application to separable convex programming

In this article an algorithm for computing upper and lower ? approximations of a (implicitly or explicitly) given convex function h defined on an interval of length T is developed. The approximations can be obtained under weak assumptions on h (in particular, no differentiability), and the error decreases quadratically with the number of iterations. To reach an absolute accuracy of ? the number of iterations is bounded by

     

Design of follow‐up experiments for improving model discrimination and parameter estimation

One goal of experimentation is to identify which design parameters most significantly influence the mean performance of a system. Another goal is to obtain good parameter estimates for a response model that quantifies how the mean performance depends on influential parameters. Most experimental design techniques focus on one goal at a time. This paper proposes a new entropy‐based design criterion for follow‐up experiments that jointly identifies the important parameters and reduces the variance of parameter estimates. We simplify computations for the normal linear model by identifying an approximation that leads to a closed form solution. The criterion is applied to an example from the experimental design literature, to a known model and to a critical care facility simulation experiment. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

Evaluation of effectiveness of polymer coatings in reducing blast-induced deformation of steel plates

Incorporating elastomers such as polymers in protective structures to withstand high energetic dynamic loads, has gained significant interest. The main objective of this study is to investigate the influence of a Polyurea coating towards the blast-induced response in steel plates. As such, Polyurea coated steel plates were tested under near-field blast loads, produced by the detonation of 1 kg of spherical nitromethane charges, at a standoff distance of 150 mm. Mild steel (XLERPLATE 350) and high-strength steel (BIS80) plates with thicknesses of 10 mm were Polyurea coated with thicknesses of 6 mm and 12 mm on either the front (facing the charge) or the back face. The deformation profiles were measured using 3D scanning. Numerical simulations were performed using the non-linear finite element code LS-DYNA. The strain-dependent behaviour of the steel and Polyurea were represented by Johnson-cook and Money-Rivlin constitutive models, respectively. The numerical models were validated by comparing the plate deflection results obtained from the experiments and were then used in the subsequent parametric study to investigate the optimum thickness of the Polyurea coating. The results indicate that back face coating contributes towards an approximately 20% reduction in the residual deformation as well as the absence of melting of the Polyurea layer, while the front-face coating can be used a means of providing additional standoff distance to the steel plates.     

A decomposition algorithm applied to planning the interdiction of stochastic networks

We describe the application of a decomposition based solution method to a class of network interdiction problems. The problem of maximizing the probability of sufficient disruption of the flow of information or goods in a network whose characteristics are not certain is shown to be solved effectively by applying a scenario decomposition method developed by Riis and Schultz [Comput Optim Appl 24 (2003), 267–287]. Computational results demonstrate the effectiveness of the algorithm and design decisions that result in speed improvements. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.