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241.
A mathematical formulation of an optimization model designed to select projects for inclusion in an R&D portfolio, subject to a wide variety of constraints (e.g., capital, headcount, strategic intent, etc.), is presented. The model is similar to others that have previously appeared in the literature and is in the form of a mixed integer programming (MIP) problem known as the multidimensional knapsack problem. Exact solution of such problems is generally difficult, but can be accomplished in reasonable time using specialized algorithms. The main contribution of this paper is an examination of two important issues related to formulation of project selection models such as the one presented here. If partial funding and implementation of projects is allowed, the resulting formulation is a linear programming (LP) problem which can be solved quite easily. Several plausible assumptions about how partial funding impacts project value are presented. In general, our examples suggest that the problem might best be formulated as a nonlinear programming (NLP) problem, but that there is a need for further research to determine an appropriate expression for the value of a partially funded project. In light of that gap in the current body of knowledge and for practical reasons, the LP relaxation of this model is preferred. The LP relaxation can be implemented in a spreadsheet (even for relatively large problems) and gives reasonable results when applied to a test problem based on GM's R&D project selection process. There has been much discussion in the literature on the topic of assigning a quantitative measure of value to each project. Although many alternatives are suggested, no one way is universally accepted as the preferred way. There does seem to be general agreement that all of the proposed methods are subject to considerable uncertainty. A systematic way to examine the sensitivity of project selection decisions to variations in the measure of value is developed. It is shown that the solution for the illustrative problem is reasonably robust to rather large variations in the measure of value. We cannot, however, conclude that this would be the case in general. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 18–40, 2001 相似文献
242.
We develop polynomial algorithms for several cases of the NP-hard open shop scheduling problem of minimizing the number of late jobs by utilizing some recent results for the open shop makespan problem. For the two machine common due date problem, we assume that either the machines or the jobs are ordered. For the m machine common due date problem, we assume that one machine is maximal and impose a restriction on its load. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 525–532, 1998 相似文献
243.
The inventory-routing problem is a distribution problem in which each customer maintains a local inventory of a product such as heating oil and consumes a certain amount of that product each day. Given a central supplier, the objective is to minimize the annual delivery costs while attempting to insure that no customer runs out of the commodity at any time. In this article we present a procedure for reducing the long-term version of this problem to a single-period problem, which can be attacked using standard routing algorithms. The reduction procedure involves the definition of single-period costs that reflect long-term costs, the definition of a safety stock level and a specification of the customer subset to be considered during a single period. 相似文献
244.
Michael Schoeppner 《Science & Global Security》2018,26(1):3-19
Remote monitoring of krypton-85 from undeclared reprocessing of spent nuclear fuel could be part of a fissile material cut-off treaty, could serve as an additional measure for the IAEA safeguards system to monitor compliance with the Non-Proliferation of Nuclear Weapons Treaty, and could be an important verification tool of a reprocessing moratorium or Nuclear Weapon Free Zone in the Middle East or East Asia. Atmospheric transport modelling is applied to determine the area over which krypton-85 emissions from undeclared reprocessing activities at various levels in the Middle East would still be detectable against the high krypton-85 background from reprocessing in historical weapon programs in the United States and USSR as well as more recent and ongoing commercial reprocessing in France and the U.K. Analysis of annual wind flow over Israel's Dimona facility, the only operating reprocessing site in the region, suggests that a known reprocessing plant could be monitored with one or a few fixed monitoring stations. Random air sampling for krypton-85 analysis, perhaps using drones, may be feasible for reliable and timely detection of clandestine reprocessing plants against the krypton-85 background but would require on the order of 50–100 air samples per day. Ending reprocessing at La Hague in France and at Sellafield in the UK and the resulting decline of the krypton-85 background over time would reduce to about 10 the number of daily samples required to monitor the Middle East. 相似文献
245.
The optimization framework for optimal sensor placement for underwater threat detection has been developed. It considers single‐period and multiperiod detection models, each of which includes two components: detection algorithm and optimization problem for sensor placement. The detection algorithms for single‐period and multiperiod models are based on likelihood ratio and sequential testing, respectively. For the both models, the optimization problems use the principle of superadditive coverage, which is closely related to energy‐based and information‐based approaches. An algorithm for quasi‐regular sensor placement approximating solutions to the optimization problems has been developed based on corresponding continuous relaxations and a criterion for its applicability has been obtained. Numerical experiments have demonstrated that the algorithm consistently outperforms existing optimization techniques for optimal sensor placement.© 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008 相似文献
246.
In this article we apply perturbation analysis (PA), combined with conditional Monte Carlo, to obtain derivative estimators of the expected cost per period with respect to s and S, for a class of periodic review (s, S) inventory systems with full backlogging, linear holding and shortage costs, and where the arrivals of demands follow a renewal process. We first develop the general form of four different estimators of the gradient for the finite-horizon case, and prove that they are unbiased. We next consider the problem of implementing our estimators, and develop efficient methodologies for the infinite-horizon case. For the case of exponentially distributed demand interarrival times, we implement our estimators using a single sample path. Generally distributed interarrival times are modeled as phase-type distributions, and the implementation of this more general case requires a number of additional off-line simulations. The resulting estimators are still efficient and practical, provided that the number of phases is not too large. We conclude by reporting the results of simulation experiments. The results provide further validity of our methodology and also indicate that our estimators have very low variance. © 1994 John Wiley & Sons, Inc. 相似文献
247.
This article presents the application of a simulated annealing heuristic to an NP-complete cyclic staff-scheduling problem. The new heuristic is compared to branch-and-bound integer programming algorithms, as well as construction and linear programming-based heuristics. It is designed for use in a continuously operating scheduling environment with the objective of minimizing the number of employees necessary to satisfy forecast demand. The results indicate that the simulated annealing-based method tends to dominate the branch-and-bound algorithms and the other heuristics in terms of solution quality. Moreover, the annealing algorithm exhibited rapid convergence to a low-cost solution. The simulated annealing heuristic is executed in a single program and does not require mathematical programming software. © 1993 John Wiley & Sons, Inc. 相似文献
248.
In this note we describe a local-search heuristic (LSH) for large non-unicost set-covering problems (SCPs). The new heuristic is based on the simulated annealing algorithm and uses an improvement routine designed to provide low-cost solutions within a reasonable amount of CPU time. The solution costs associated with the LSH compared very favorably to the best previously published solution costs for 20 large SCPs taken from the literature. In particular, the LSH yielded new benchmark solutions for 17 of the 20 test problems. We also report that, for SCPs where column cost is correlated with column coverage, the new heuristic provides solution costs competitive with previously published results for comparable problems. © 1995 John Wiley & Sons, Inc. 相似文献
249.
Michael A. Trick 《海军后勤学研究》1992,39(2):137-151
We examine the basis structure of the linear relaxation of the generalized assignment problem. The basis gives a surprising amount of information. This leads to a very simple heuristic that uses only generalized network optimization codes. Lower bounds can be generated by cut generation, where the violated inequalities are found directly from the relaxation basis. An improvement heuristic with the same flavor is also presented. 相似文献
250.