Requirements of an “optimizer” for computer simulations

Computer simulation has many advantages. However, one major disadvantage is that, in all too many cases, the attempt to use computer simulation to find an optimum solution to a problem rapidly degenerates into a trial-and-error process. Techniques for overcoming this disadvantage, i. e., for making optimization and computer simulation more compatible, are applicable at two points in the development of the overall computer simulation. Techniques which are used within actual construction of the mathematical models comprising the simulation will be labeled as internal methods, while those which are used after the simulation has been completely developed will be termed external methods Because external methods appear to offer the largest potential payoff, discussion is restricted to these methods, which are essentially search techniques. In addition, the development of an “Optimizer” computer program based on these techniques is suggested Although drawbacks to the use of search techniques in the computer simulation framework exist, these techniques do offer potential for “optimization.” The modification of these techniques to satisfy the requirements of an “Optimizer” is discussed.     

Probabilistic priorities in the M/G/1 queue

A simple method is presented for deriving the mean and variance of the queueing time distribution in an M/G/1 queue when the priorities assigned to customers have an assignment probability distribution. Several examples illustrate the results. The mean and variance of the queueing time distribution for the longest service time discipline are derived, and its disadvantages are discussed.     

A chance-constrained distribution problem

The transportation model with supplies (S_i) and demands (D_i) treated as bounded variables developed by Charnes and Klingman is extended to the case where the S_i and D_i are independently and uniformly distributed random variables. Chance constraints which require that demand at the jth destination will be satisfied with probability at least β_i and that stockout at the ith origin will occur with probability less than α_i are imposed. Conversion of the chance constraints to their linear equivalents results in a transportation problem with one more row and column than the original with some of the new arcs capacitated. The chance-constrained formulation is extended to the transshipment problem.     

Occupational structure in the military and civilian sectors of the economy

This paper focuses on trends in the occupational structure of the military and civilian sectors of the economy. Some implications of these trends for manpower policies for the all-volunteer military establishment are examined.     

Toward a multi-stage information conversion model of the research and development process

Research and development activities in a business firm or government laboratory are portrayed as a multi-stage information generation and conversion process. A “basic research” phase generates opportunities, in the form of findings in a set of scientific disciplines, which are available for subsequent exploitation. It is assumed that increments to information in a subject area are stochastic, proportional to the amount of knowledge which already exists in the area, and have values which are randomly distributed. An “exploratory development” phase is viewed as a process of selecting a subset of alternative research opportunities, improving each opportunity in the direction of its applications, estimating the value of the improved opportunity and using these estimates to choose the exploratory development results to be implemented in engineering development. The “engineering development” phase makes the value of exploratory results realizable without changing value or risk. Engineering development costs are assumed to increase as value increases. If exploratory development is not successful, additional costs in engineering development must be incurred to bring the design up to a minimum desirable level. The model is intended as a step toward formulating and analyzing problems in management planning and control of the several interrelated stages of the research and development process.     

Computing equilibria via nonconvex programming

The problem of determining a vector that places a system in a state of equilibrium is studied with the aid of mathematical programming. The approach derives from the logical equivalence between the general equilibrium problem and the complementarity problem, the latter being explicitly concerned with finding a point in the set S = {x: < x, g(x)> = 0, g(x) ≦ 0, x ≧ 0}. An associated nonconvex program, min{? < x, g(x) > : g(x) ≦ 0, x ≧ 0}, is proposed whose solution set coincides with S. When the excess demand function g(x) meets certain separability conditions, equilibrium solutions are obtained by using an established branch and bound algorithm. Because the best upper bound is known at the outset, an independent check for convergence can be made at each iteration of the algorithm, thereby greatly increasing its efficiency. A number of examples drawn from economic and network theory are presented in order to demonstrate the computational aspects of the approach. The results appear promising for a wide range of problem sizes and types, with solutions occurring in a relatively small number of iterations.     

An optimum group maintenance policy

In this article we present an optimum maintenance policy for a group of machines subject to stochastic failures where the repair cost and production loss due to the breakdown of machines are minimized. A nomograph was developed for machines with exponential failure time distributions. The optimal schedule time for repair as well as the total repair cost per cycle can be obtained easily from the nomograph. Conditions for the existence of a unique solution for the optimum schedule and the bounds for the schedule are discussed.     

Book reviews

Nuclear Non-Proliferation and Global Order. By Harald Muller, David Fischer, and Wolfgang Kotter. SIPRI, Oxford, Oxford University Press, (1994) ISBN 0-19-329155-8, hardback, £25.00

Conventional Arms Control: Perspectives on Verification By Sergey Koulik and Richard Kokoski, SIPRI, Oxford University Press, (1994) ISBN 0-19-829149-3 and

Implementing the Comprehensive Test Ban: New Aspects of Definition, Organisation and Verification Edited by Eric Arnett, SIPRI Research Report No. 8, Oxford University Press, (1994) ISBN 019-829188-4

Military Technological Innovation and Stability in a Changing World: Politically assessing and Influencing Weapons Innovation and Military Research and Development, By Wim A. Smit, John Grin and Lev Voronkov (eds.) VU University Press, Amsterdam, Netherlands (1992), ISBN 90-5383-158-4.

Security, democracy, and development in US - Latin American relations. By Lars Schoultz, William C. Smith and Augusto Varas (eds.) Transaction Publishers, New Brunswick (USA), and London (UK) (1994). ISBN 1-56000-760-5