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.     

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     

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.     

Differential-game examination of optimal time-sequential fire-support strategies

Optimal time-sequential fire-support strategies are studied through a two-person zero-sum deterministic differential game with closed-loop (or feedback) strategies. Lanchester-type equations of warfare are used in this work. In addition to the max-min principle, the theory of singular extremals is required to solve this prescribed-duration combat problem. The combat is between two heterogeneous forces, each composed of infantry and a supporting weapon system (artillery). In contrast to previous work reported in the literature, the attrition structure of the problem at hand leads to force-level-dependent optimal fire-support strategies with the attacker's optimal fire-support strategy requiring him to sometimes split his artillery fire between enemy infantry and artillery (counterbattery fire). A solution phenomnon not previously encountered in Lanchester-type differential games is that the adjoint variables may be discontinuous across a manifold of discontinuity for both players' strategies. This makes the synthesis of optimal strategies particularly difficult. Numerical examples are given.     

The optimum design of multivariate acceptance sampling plans

A model is developed which may be used to determine the expected total cost of quality control per inspection lot under acceptance sampling by variables where several characteristics are to be simultaneously controlled. Optimization of the model is accomplished through the application of a conventional search procedure. The sensitivity of the model and the optimum solution to the shape of the underlying probability distributions is discussed and associated analyses are presented through an example.     

Force-annihilation conditions for variable-coefficient lanchester-type equations of modern warfare

This paper develops a mathematical theory for predicting force annihilation from initial conditions without explicitly computing force-level trajectories for deterministic Lanchester-type “square-law” áttrition equations for combat between two homogeneous forces with temporal variations in fire effectivenesses (as expressed by the Lanchester attrition-rate coefficients). It introduces a canonical auxiliary parity-condition problem for the determination of a single parity-condition parameter (“the enemy force equivalent of a friendly force of unit strength”) and new exponential-like general Lanchester functions. Prediction of force annihilation within a fixed finite time would involve the use of tabulations of the quotient of two Lanchester functions. These force-annihilation results provide further information on the mathematical properties of hyperbolic-like general Lanchester functions: in particular, the parity-condition parameter is related to the range of the quotient of two such hyperbolic-like general Lanchester functions. Different parity-condition parameter results and different new exponential-like general Lanchester functions arise from different mathematical forms for the attrition-rate coefficients. This theory is applied to general power attrition-rate coefficients: exact force-annihilation results are obtained when the so-called offset parameter is equal to zero; while upper and lower bounds for the parity-condition parameter are obtained when the offset parameter is positive.     

Designing a degradation experiment

Degradation experiments are widely used to assess the reliability of highly reliable products which are not likely to fail under the traditional life tests. In order to conduct a degradation experiment efficiently, several factors, such as the inspection frequency, the sample size, and the termination time, need to be considered carefully. These factors not only affect the experimental cost, but also affect the precision of the estimate of a product's lifetime. In this paper, we deal with the optimal design of a degradation experiment. Under the constraint that the total experimental cost does not exceed a predetermined budget, the optimal decision variables are solved by minimizing the variance of the estimated 100pth percentile of the lifetime distribution of the product. An example is provided to illustrate the proposed method. Finally, a simulation study is conducted to investigate the robustness of this proposed method. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 689–706, 1999     

Incorporating learning curve costs in acquisition strategy optimization

Each year, the U.S. Army procures billions of dollars worth of weapons and equipment. The process of deciding what to buy, when to buy, and in what quantities is extremely complex, requiring extensive analysis. Two techniques used in this analysis are mathematical programming and cost estimation. Although they are related through constraints on available procurement funds, the use of nonlinear cost learning curves, which better represent system costs as a function of quantity produced, have not been incorporated into the mathematical programming formulations that compute the quantities of items to be procured. As a result, the solutions obtained could be either suboptimal, or even infeasible with respect to budgetary limitations. In this paper we present a piecewise linear approximation of the learning curve costs for a more accurate portrayal of budgetary constraints used in a mixed integer linear programming for acquisition strategy optimization. In addition, implementation issues are discussed, and performance results are given. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 255–271, 1999