Fully sequential procedures for comparing constrained systems via simulation

We consider the problem of finding the system with the best primary performance measure among a finite number of simulated systems in the presence of a stochastic constraint on a single real‐valued secondary performance measure. Solving this problem requires the identification and removal from consideration of infeasible systems (Phase I) and of systems whose primary performance measure is dominated by that of other feasible systems (Phase II). We use indifference zones in both phases and consider two approaches, namely, carrying out Phases I and II sequentially and carrying out Phases I and II simultaneously, and we provide specific example procedures of each type. We present theoretical results guaranteeing that our approaches (general and specific, sequential and simultaneous) yield the best system with at least a prespecified probability, and we provide a portion of an extensive numerical study aimed at evaluating and comparing the performance of our approaches. The experimental results show that both new procedures are useful for constrained ranking and selection, with neither procedure showing uniform superiority over the other.© 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

On the exponentially weighted moving variance

MacGregor and Harris (J Quality Technol 25 (1993) 106–118) proposed the exponentially weighted mean squared deviation (EWMS) and the exponentially weighted moving variance (EWMV) charts as ways of monitoring process variability. These two charts are particularly useful for individual observations where no estimate of variability is available from replicates. However, the control charts derived by using the approximate distributions of the EWMS and EWMV statistics are difficult to interpret in terms of the average run length (ARL). Furthermore, both control charting schemes are biased procedures. In this article, we propose two new control charts by applying a normal approximation to the distributions of the logarithms of the weighted sum of chi squared random variables, which are respectively functions of the EWMS and EWMV statistics. These new control charts are easy to interpret in terms of the ARL. On the basis of the simulation studies, we demonstrate that the proposed charts are superior to the EWMS and EWMV charts and they both are nearly unbiased for the commonly used smoothing constants. We also compare the performance of the proposed charts with that of the change point (CP) CUSUM chart of Acosta‐Mejia (1995). The design of the proposed control charts is discussed. An example is also given to illustrate the applicability of the proposed control charts. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

破甲弹侵彻装甲板的数值仿真

装甲装备受到弹丸攻击后,要判断内部部件的毁伤情况,采用实弹试验的方法费用高,周期长,安全性差;而采用建模仿真的方法费用低,效率高,安全性好,并且可以为预测装备内部的毁伤部件奠定基础。采用有限元法对破甲弹侵彻均质装甲板进行了数值仿真,对侵彻过程的3个阶段进行了分析,得出了破甲弹射流的动能、平均速度和冲量随时间变化的规律,为侵彻后装甲板内部部件毁伤情况的判断提供了基础数据。     

On the polyhedral structure of two‐level lot‐sizing problems with supplier selection

In this article, we study a two‐level lot‐sizing problem with supplier selection (LSS), which is an NP‐hard problem arising in different production planning and supply chain management applications. After presenting various formulations for LSS, and computationally comparing their strengths, we explore the polyhedral structure of one of these formulations. For this formulation, we derive several families of strong valid inequalities, and provide conditions under which they are facet‐defining. We show numerically that incorporating these valid inequalities within a branch‐and‐cut framework leads to significant improvements in computation. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 647–666, 2017     

CON/SLK due date assignment and scheduling on a single machine with two agents

We consider scheduling problems involving two agents (agents A and B), each having a set of jobs that compete for the use of a common machine to process their respective jobs. The due dates of the A‐jobs are decision variables, which are determined by using the common (CON) or slack (SLK) due date assignment methods. Each agent wants to minimize a certain performance criterion depending on the completion times of its jobs only. Under each due date assignment method, the criterion of agent A is always the same, namely an integrated criterion consisting of the due date assignment cost and the weighted number of tardy jobs. Several different criteria are considered for agent B, including the maxima of regular functions (associated with each job), the total (weighted) completion time, and the weighted number of tardy jobs. The overall objective is to minimize the performance criterion of agent A, while keeping the objective value of agent B no greater than a given limit. We analyze the computational complexity, and devise polynomial or pseudo‐polynomial dynamic programming algorithms for the considered problems. We also convert, if viable, any of the devised pseudopolynomial dynamic programming algorithms into a fully polynomial‐time approximation scheme. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 416–429, 2016     

Column generation for stochastic green telecommunication network planning with switchable base stations

We present the green telecommunication network planning problem with switchable base stations, where the location and configuration of the base stations are optimized, while taking into account uncertainty and variability of demand. The problem is formulated as a two‐stage stochastic program under demand uncertainty with integers in both stages. Since solving the presented problem is computationally challenging, we develop the corresponding Dantzig‐Wolfe reformulation and propose a solution approach based on column generation. Comprehensive computational results are provided for instances of varying characteristics. The results show that the joint location and dynamic switching of base stations leads to significant savings in terms of energy cost. Up to 30% reduction in power consumption cost is achieved while still serving all users. In certain cases, allowing dynamic configurations leads to more installed base stations and higher user coverage, while having lower total energy consumption. The Dantzig‐Wolfe reformulation provides solutions with a tight LP‐gap eliminating the need for a full branch‐and‐price scheme. Furthermore, the proposed column generation solution approach is computationally efficient and outperforms CPLEX on the majority of the tested instances. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 351–366, 2016     

航空装备维修费用的组合预测模型

通过分析回归分析法,BP神经网络和加速遗传算法原理,针对BP神经网络的变异特性,运用遗传算法对其进一步修正,最终建立了适用于航空装备维修保障费用的BP网络组合预测时间序列输出模型,结合某型航空装备维修保障费用数据进行预测系统仿真,得出结果实际数据相比误差较小.结论说明,此方法具有更高的预测精度,有较好的实际应用价值.     

Sojourn times in G/M/1 fork‐join networks

We consider a processing network in which jobs arrive at a fork‐node according to a renewal process. Each job requires the completion of m tasks, which are instantaneously assigned by the fork‐node to m task‐processing nodes that operate like G/M/1 queueing stations. The job is completed when all of its m tasks are finished. The sojourn time (or response time) of a job in this G/M/1 fork‐join network is the total time it takes to complete the m tasks. Our main result is a closed‐form approximation of the sojourn‐time distribution of a job that arrives in equilibrium. This is obtained by the use of bounds, properties of D/M/1 and M/M/1 fork‐join networks, and exploratory simulations. Statistical tests show that our approximation distributions are good fits for the sojourn‐time distributions obtained from simulations. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Bayesian enhanced decision making for deteriorating repairable systems with preventive maintenance

Since a system and its components usually deteriorate with age, preventive maintenance (PM) is often performed to restore or keep the function of a system in a good state. Furthermore, PM is capable of improving the health condition of the system and thus prolongs its effective age. There has been a vast amount of research to find optimal PM policies for deteriorating repairable systems. However, such decisions involve numerous uncertainties and the analyses are typically difficult to perform because of the scarcity of data. It is therefore important to make use of all information in an efficient way. In this article, a Bayesian decision model is developed to determine the optimal number of PM actions for systems which are maintained according to a periodic PM policy. A non‐homogeneous Poisson process with a power law failure intensity is used to describe the deteriorating behavior of the repairable system. It is assumed that the status of the system after a PM is somewhere between as good as new for a perfect repair and as good as old for a minimal repair, and for failures between two preventive maintenances, the system undergoes minimal repairs. Finally, a numerical example is given and the results of the proposed approach are discussed after performing sensitivity analysis. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Scheduling of depalletizing and truck loading operations in a food distribution system

This paper studies a scheduling problem arising in a beef distribution system where pallets of various types of beef products in the warehouse are first depalletized and then individual cases are loaded via conveyors to the trucks which deliver beef products to various customers. Given each customer's demand for each type of beef, the problem is to find a depalletizing and truck loading schedule that fills all the demands at a minimum total cost. We first show that the general problem where there are multiple trucks and each truck covers multiple customers is strongly NP‐hard. Then we propose polynomial‐time algorithms for the case where there are multiple trucks, each covering only one customer, and the case where there is only one truck covering multiple customers. We also develop an optimal dynamic programming algorithm and a heuristic for solving the general problem. By comparing to the optimal solutions generated by the dynamic programming algorithm, the heuristic is shown to be capable of generating near optimal solutions quickly. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003