A combined approach to solve binary multicriteria problems

An implicit enumeration algorithm is developed to determine the set of efficient points in zero-one multiple criteria problems. The algorithm is specialized for the solution of a particular class of facility location problems. The procedure is complemented with the use of the utility function of the decision maker to identify a subset of efficient point candidates for the final selection. Computational results are provided and discussed.     

A class of continuous nonlinear programming problems with time-delayed constraints

A general class of continuous time nonlinear problems is considered. Necessary and sufficient conditions for the existence of solutions are established and optimal solutions are characterized in terms of a duality theorem. The theory is illustrated by means of an example.     

On the reliability,availability and bayes confidence intervals for multicomponent systems

The problem of computing reliability and availability and their associated confidence limits for multi-component systems has appeared often in the literature. This problem arises where some or all of the component reliabilities and availabilities are statistical estimates (random variables) from test and other data. The problem of computing confidence limits has generally been considered difficult and treated only on a case-by-case basis. This paper deals with Bayes confidence limits on reliability and availability for a more general class of systems than previously considered including, as special cases, series-parallel and standby systems applications. The posterior distributions obtained are exact in theory and their numerical evaluation is limited only by computing resources, data representation and round-off in calculations. This paper collects and generalizes previous results of the authors and others. The methods presented in this paper apply both to reliability and availability analysis. The conceptual development requires only that system reliability or availability be probabilities defined in terms acceptable for a particular application. The emphasis is on Bayes Analysis and the determination of the posterior distribution functions. Having these, the calculation of point estimates and confidence limits is routine. This paper includes several examples of estimating system reliability and confidence limits based on observed component test data. Also included is an example of the numerical procedure for computing Bayes confidence limits for the reliability of a system consisting of N failure independent components connected in series. Both an exact and a new approximate numerical procedure for computing point and interval estimates of reliability are presented. A comparison is made of the results obtained from the two procedures. It is shown that the approximation is entirely sufficient for most reliability engineering analysis.     

Statistical analysis of the output data from terminating simulations

In this paper we precisely define the two types of simulations (terminating and steady-state) with regard to analysis of simulation output and discuss some common measures of performance for each type. In addition, we conclude, on the basis of discussions with many simulation practitioners, that both types of simulations are important in practice. This is contrary to the impression one gets from reading the simulation literature, where the steady-state case is almost exclusively considered. Although analyses of terminating simulations are considerably easier than are those of steady-state simulations, they have not received a careful treatment in the literature. We discuss and give empirical results for fixed sample size, relative width, and absolute width procedures that can be used for constructing confidence intervals for measures of performance in the terminating case.     

A note on integer linear fractional programming

This note consists of developing a method for enforcing additional constraints to linear fractional programs and showing its usefulness in solving integer linear fractional programs.     

Uniformly minimum variance unbiased estimates of operational readiness and reliability in a two-state system

This paper obtains the uniformly minimum variance unbiased estimates of two indices of performance of a system which alternates between two states “up” or “down” in accordance with a Markov process. The two indices are (1) operational readiness, which measures the probability that the system will be up when needed; and (2) operational reliability, which measures the probability that the system will be up during the entire time of need. For the purpose of obtaining these estimates, two types of observations are considered: (a) those which reveal only the state of system at isolated time-points, and (b) those which continuously record the duration of the “up” and “down” times of the system.     

The sequencing of “related” jobs

Given n jobs and a single facility, and the fact that a subset of jobs are “related” to each other in such a manner that regardless of which job is completed first, its utility is hampered until all other jobs in the same subset are also completed, it is desired to determine the sequence which minimizes the cost of tardiness. The special case of pairwise relationship among all jobs is easily solved. An algorithm for the general case is given through a dynamic programming formulation.