On optimality of one‐bug‐look‐ahead policies for a software testing model

The optimality of the One‐Bug‐Look‐Ahead (OLA) software release policy proposed by Morali and Soyer ( 15 ) is re‐examined in this paper. A counterexample is constructed to show that OLA is not optimal in general. The optimal stopping approach is then called upon to prove that OLA possesses weaker sense of optimality under conditional monotonicity and the strong sense of optimality holds under a more restrictive sample‐wise monotonicity condition. The NTDS data are analyzed for illustration, and OLA is shown to be robust with respect to model parameters. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007.     

Cyclic preference scheduling for nurses using branch and price

This paper presents a new methodology to solve the cyclic preference scheduling problem for hourly workers. The focus is on nurse rostering but is applicable to any organization in which the midterm scheduling decision must take into account a complex of legal, institutional, and preferential constraints. The objective is to strike a balance between satisfying individual preferences and minimizing personnel costs. The common practice is to consider each planning period independently and to generate new rosters at the beginning of each. To reduce some of the instability in the process, there is a growing trend toward cyclic schedules, which are easier to manage and are generally perceived to be more equitable. To address this problem, a new integer programming model is presented that combines the elements of both cyclic and preference scheduling. To find solutions, a branch‐and‐price algorithm is developed that makes use of several branching rules and an extremely effective rounding heuristic. A unique feature of the formulation is that the master problem contains integer rather than binary variables. Computational results are reported for problem instances with up to 200 nurses. Most were solved within 10 minutes and many within 3 minutes when a double aggregation approach was applicable. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007.     

Combining standardized time series area and Cramér–von Mises variance estimators

We propose three related estimators for the variance parameter arising from a steady‐state simulation process. All are based on combinations of standardized‐time‐series area and Cramér–von Mises (CvM) estimators. The first is a straightforward linear combination of the area and CvM estimators; the second resembles a Durbin–Watson statistic; and the third is related to a jackknifed version of the first. The main derivations yield analytical expressions for the bias and variance of the new estimators. These results show that the new estimators often perform better than the pure area, pure CvM, and benchmark nonoverlapping and overlapping batch means estimators, especially in terms of variance and mean squared error. We also give exact and Monte Carlo examples illustrating our findings.© 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Scheduling stochastic jobs on a single machine subject to breakdowns

A single machine is available to process a collection of stochastic jobs. There may be technological constraints on the job set. The machine sometimes breaks down. Costs are incurred and rewards are earned during processing. We seek strategies for processing the jobs which maximize the total expected reward earned.     

Simulation of nonhomogeneous poisson processes by thinning

A simple and relatively efficient method for simulating one-dimensional and two-dimensional nonhomogeneous Poisson processes is presented The method is applicable for any rate function and is based on controlled deletion of points in a Poisson process whose rate function dominates the given rate function In its simplest implementation, the method obviates the need for numerical integration of the rate function, for ordering of points, and for generation of Poisson variates.     

Duality for quasi-concave programs with application to economics

A duality theory is developed for mathematical programs with strictly quasi-concave objective functions to be maximized over a convex set. This work broadens the duality theory of Rockafellar and Peterson from concave (convex) functions to quasi-concave (quasi-convex) functions. The theory is closely related to the utility theory in economics. An example from economic planning is examined and the solution to the dual program is shown to have the properties normally associated with market prices.     

Computational results with a branch-and-bound algorithm for the general knapsack problem

In this paper, a branch-and-bound procedure is presented for treating the general knapsack problem. The fundamental notion of the procedure involves a variation of traditional branching strategies as well as the incorporation of penalties in order to improve bounds. Substantial computational experience has been obtained, the results of which would indicate the feasibility of the procedure for problems of large size.     

Confidence intervals related to sequential test for the exponential distribution

One-sided sequential tests for the mean of an exponential distribution are proposed, and the related confidence intervals are computed. The tests behave like the classical sequential probability-ration test when the mean is small and like a fixed-time test when the mean is large and accurate estimation is important.     

Developing an optimal repair-replacement strategy for pallets

A Markovian model is presented for the development of an optimal repair-replacement policy for the situation requiring a decision only at failure. The problem is characterized by the presence of growth which is integrated into the formulation. The model is applied to an actual problem, with data analysis and results given. Substantial savings are indicated.