What you should know about simulation and derivatives

Derivatives (or gradients) are important for both sensitivity analysis and optimization, and in simulation models, these can often be estimated efficiently using various methods other than brute‐force finite differences. This article briefly summarizes the main approaches and discusses areas in which the approaches can most fruitfully be applied: queueing, inventory, and finance. In finance, the focus is on derivatives of another sort. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Analysis of a finite‐buffer bulk‐service queue with discrete‐Markovian arrival process: D‐MAP/Ga,b/1/N

Discrete‐time queues with D‐MAP arrival process are more useful in modeling and performance analysis of telecommunication networks based on the ATM environment. This paper analyzes a finite‐buffer discrete‐time queue with general bulk‐service rule, wherein the arrival process is D‐MAP and service times are arbitrarily and independently distributed. The distributions of buffer contents at various epochs (departure, random, and prearrival) have been obtained using imbedded Markov chain and supplementary variable methods. Finally, some performance measures such as loss probability and average delay are discussed. Numerical results are also presented in some cases. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 345–363, 2003.     

A bidirectional heuristic for maximizing the net present value of large‐scale projects subject to limited resources

We consider the scheduling of large‐scale projects to maximize the project net present value given temporal and resource constraints. The net present value objective emphasizes the financial aspects of project management. Temporal constraints between the start times of activities make it possible to handle practical problem assumptions. Scarce resources are an expression of rising cost. Since optimization techniques are not expedient to solve such problems and most heuristic methods known from literature cannot deal with general temporal constraints, we propose a new bidirectional priority‐rule based method. Scheduling activities with positive cash flows as early and activities with negative cash flows as late as possible results in a method which is completed by unscheduling techniques to cope with scarce resources. In a computational experiment, we compare the well‐known serial generation scheme where all activities are scheduled as early as possible with the proposed bidirectional approach. On the basis of a comprehensive data set known from literature containing instances with up to 1002 activities, the efficiency of the new approach is demonstrated. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

Scheduling jobs with piecewise linear decreasing processing times

We study the problems of scheduling a set of nonpreemptive jobs on a single or multiple machines without idle times where the processing time of a job is a piecewise linear nonincreasing function of its start time. The objectives are the minimization of makespan and minimization of total job completion time. The single machine problems are proved to be NP‐hard, and some properties of their optimal solutions are established. A pseudopolynomial time algorithm is constructed for makespan minimization. Several heuristics are derived for both total completion time and makespan minimization. Computational experiments are conducted to evaluate their efficiency. NP‐hardness proofs and polynomial time algorithms are presented for some special cases of the parallel machine problems. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 531–554, 2003     

Preemptive parallel‐machine scheduling with a common server to minimize makespan

We consider parallel‐machine scheduling with a common server and job preemption to minimize the makespan. While the non‐preemptive version of the problem is strongly NP‐hard, the complexity status of the preemptive version has remained open. We show that the preemptive version is NP‐hard even if there is a fixed number of machines. We give a pseudo‐polynomial time algorithm to solve the case with two machines. We show that the case with an arbitrary number of machines is unary NP‐hard, analyze the performance ratios of some natural heuristic algorithms, and present several solvable special cases. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 388–398, 2017     

Scheduling combat logistics force replenishments at sea for the US Navy

The Replenishment at Sea Planner (RASP) is saving the U.S. Navy millions of dollars a year by reducing fuel consumption of its Combat Logistics Force (CLF). CLF shuttle supply ships deploy from ports to rendezvous with underway U.S. combatants and those of coalition partners. The overwhelming commodity transferred is fuel, ship‐to‐ship by hoses, while other important packaged goods and spare parts are high‐lined, or helicoptered between ships. The U.S. Navy is organized in large areas of responsibility called numbered fleets, and within each of these a scheduler must promulgate a daily forecast of CLF shuttle operations. The operational planning horizon extends out several weeks, or as far into the future as we can forecast demand. We solve RASP with integer linear optimization and a purpose‐built heuristic. RASP plans Replenishment‐at‐Sea (RAS) events with 4‐hour (Navy watch) time fidelity. For five years, RASP has served two purposes: (1) it helps schedulers generate a daily schedule and animates it using Google Earth, and (2) it automates reports command‐to‐ship messages that are essential to keep this complex logistics system operating.     

Naw Bahar District 2010–11: A case study of counterinsurgency Conducted by Naval Special Warfare in Afghanistan

This article provides a critical analysis of counterinsurgency in Afghanistan at the tactical level. The efforts of several Naval Special Warfare detachments deployed to Naw Bahar district in Zabul Province, Afghanistan are examined in detail to identify key successes and failures in planning and execution. It defines the operating environment in which the detachments worked and identifies the goals and outcomes of the first and second phases of the counterinsurgency effort. The article concludes by placing the tactical effort in the context of the overall strategy in Afghanistan and suggests that time is the limiting factor to success.     

A branch‐and‐price approach for the stochastic generalized assignment problem

In this article, we address a stochastic generalized assignment machine scheduling problem in which the processing times of jobs are assumed to be random variables. We develop a branch‐and‐price (B&P) approach for solving this problem wherein the pricing problem is separable with respect to each machine, and has the structure of a multidimensional knapsack problem. In addition, we explore two other extensions of this method—one that utilizes a dual‐stabilization technique and another that incorporates an advanced‐start procedure to obtain an initial feasible solution. We compare the performance of these methods with that of the branch‐and‐cut (B&C) method within CPLEX. Our results show that all B&P‐based approaches perform better than the B&C method, with the best performance obtained for the B&P procedure that includes both the extensions aforementioned. We also utilize a Monte Carlo method within the B&P scheme, which affords the use of a small subset of scenarios at a time to estimate the “true” optimal objective function value. Our experimental investigation reveals that this approach readily yields solutions lying within 5% of optimality, while providing more than a 10‐fold savings in CPU times in comparison with the best of the other proposed B&P procedures. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 131–143, 2014