On max-min problems

Necessary and sufficient conditions for max-min problems are given here. In addition to characterization of directional derivatives of the relevant functions, subdifferentiability set for such functions is characterized.     

An n-step, 2-variable search algorithm for the component placement problem

The component placement problem is a specialization of the quadratic assignment problem that has been extensively studied for a decade and which is of considerable practical value. Recently, interest in component placement algorithms has risen primarily as a result of increased activity in the field of computer-aided design automation. This paper deals with the methodology of component placement and is based on the results of considerable operational experience. A tutorial presentation of tree search placement algorithms is provided, and an improved placement procedure is described which is demonstrated to be effective in generating near optimal solutions to the component placement problem. These solutions are completely reproducible and are obtained at an acceptable expenditure of computational resources. An additional objective is an assessment of performance of the class of near optimal algorithms. In particular, the question- how close to optimal are the near optimal solutions- is examined.     

Sequential bid selection by stochastic approximation

Suppose that a contractor is faced with a sequence of “minimum bid wins contract” competitions. Assuming that a contractor knows his cost to fulfill the contract at each competition and that competitors are merely informed whether or not they have won, bids may be selected sequentially via a tailored stochastic approximation procedure. The efficacy of this approach in certain bidding environments is investigated.     

Stochastic duels involving reliability

The reliability of weapons in combat has been treated by Bhashyam in the context of a stochastic duel characterized by fixed ammunition supplies. negative exponentially distributed firing times and weapon lifetimes, and a fixed number of spare weapons for each duelist. The present paper takes a different approach by starting with the fundamental duel of Ancker and Williams, characterized by unlimited ammunition and by ordinary renewal firing times, and adding to it weapon lifetimes which can be functions of time or of round position in the firing sequence. Probabilities of winning and tieing are derived and it is shown that under certain conditions the weapon lifetimes are equivalent to random time and ammunition limits.     

An operator theory of parametric programming for the transportation problem-I

This paper investigates the effect on the optimum solution of a (capacitated) transportation problem when the data of the problem (the rim conditions-i. e., the warehouse supplies and market demands-the per unit transportation costs and the upper bounds) are continuously varied as a (linear) function of a single parameter. An operator theory is developed and algorithms provided for applying rim and cost operators that effect the transformation of optimum solution associated with changes in rim conditions and unit costs. Bound operators that effect changes in upper bounds are shown to be equivalent to rim operators. The discussion in this paper is limited to basis preserving operators for which the changes in the data are such that the optimum basis structures are preserved.     

An economic model for planning strategic mobility posture

This paper describes a linear programming model used to perform cost-effectiveness analysis to determine the requirements for military strategic mobility resources. Expenditures for three classes of economic alternatives are considered: purchase of transportation resources; prepositioning of material; and augmentation of port facilities. The mix of economic alternatives that maximizes the effectiveness of the resultant transportation system is determined for a given investment level. By repeating the analysis for several levels of investment, a cost-effectiveness tradeoff curve can be developed.     

The fractional fixed-charge problem

Fractional fixed-charge problems arise in numerous applications, where the measure of economic performance is the time rate of earnings or profit (equivalent to an interest rate on capital investment). This paper treats the fractional objective function, after suitable transformation, as a linear parametric fixed-charge problem. It is proved, with wider generality than in the case of Hirsch and Dantzig, that some optimal solution to the generalized linear fixed-charge problem is an extreme point of the polyhedral set defined by the constraints. Furthermore, it is shown that the optimum of the generalized fractional fixed-charge problem is also a vertex of this set. The proof utilizes a suitable penalty function yielding an upper bound on the optimal value of the objective function; this is particularly useful when considering combinations of independent transportation-type networks. Finally, it is shown that the solution of a fractional fixed-charge problem is obtainable through that of a certain linear fixed-charge one.     

Models for multi-item continuous review inventory policies subject to constraints

Models are formulated for determining continuous review (Q, r) policies for a multiitem inventory subject to constraints. The objective function is the minimization of total time-weighted shortages. The constraints apply to inventory investment and reorder workload. The formulations are thus independent of the normal ordering, holding, and shortage costs. Two models are presented, each representing a convex programming problem. Lagrangian techniques are employed with the first, simplified model in which only the reorder points are optimized. In the second model both the reorder points and the reorder quantities are optimized utilizing penalty function methods. An example problem is solved for each model. The final section deals with the implementation of these models in very large inventory systems.     

Location of facilities with rectangular distances among point and area destinations

This article is concerned with the optimal location of any number (n) of facilities in relation to any number (m) of destinations on the Euclidean plane. The criterion to be satisfied is the minimization of total weighted distances where the distances are rectangular. The destinations may be either single points, lines or rectangular areas. A gradient reduction solution procedure is described which has the property that the direction of descent is determined by the geometrical properties of the problem.