A componentwise index of service measurement in multi‐component systems

In this paper we present a componentwise delay measure for estimating and improving the expected delays experienced by customers in a multi‐component inventory/assembly system. We show that this measure is easily computed. Further, in an environment where the performance of each of the item delays could be improved with investment, we present a solution that aims to minimize this measure and, in effect, minimizes the average waiting time experienced by customers. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 50: 2003     

Analysis of a machine repair problem with an unreliable server and phase type repairs and services

In this paper we study a machine repair problem in which a single unreliable server maintains N identical machines. The breakdown times of the machines are assumed to follow an exponential distribution. The server is subject to failure and the failure times are exponentially distributed. The repair times of the machine and the service times of the repairman are assumed to be of phase type. Using matrix‐analytic methods, we perform steady state analysis of this model. The time spent by a failed machine in service and the total time in the repair facility are shown to be of phase type. Several performance measures are evaluated. An optimization problem to determine the number of machines to be assigned to the server that will maximize the expected total profit per unit time is discussed. An illustrative numerical example is presented. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 462–480, 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     

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     

The effectiveness of the longest delivery time rule for the flow shop delivery time problem

In the flow shop delivery time problem, a set of jobs has to be processed on m machines. Every machine has to process each one of the jobs, and every job has the same routing through the machines. The objective is to determine a sequence of the jobs on the machines so as to minimize maximum delivery completion time over all the jobs, where the delivery completion time of a job is the sum of its completion time, and the delivery time associated with that job. In this paper, we prove the asymptotic optimality of the Longest Delivery Time algorithm for the static version of this problem, and the Longest Delivery Time among Available Jobs (LDTA) algorithm for the dynamic version of this problem. In addition, we present the result of computational testing of the effectiveness of these algorithms. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

The stochastic single resource service‐provision problem

The service‐provision problem described in this paper comes from an application of distributed processing in telecommunications networks. The objective is to maximize a service provider's profit from offering computational‐based services to customers. The service provider has limited capacity and must choose which of a set of software applications he would like to offer. This can be done dynamically, taking into consideration that demand for the different services is uncertain. The problem is examined in the framework of stochastic integer programming. Approximations and complexity are examined for the case when demand is described by a discrete probability distribution. For the deterministic counterpart, a fully polynomial approximation scheme is known 2 . We show that introduction of stochasticity makes the problem strongly NP‐hard, implying that the existence of such a scheme for the stochastic problem is highly unlikely. For the general case a heuristic with a worst‐case performance ratio that increases in the number of scenarios is presented. Restricting the class of problem instances in a way that many reasonable practical problem instances satisfy allows for the derivation of a heuristic with a constant worst‐case performance ratio. Worst‐case performance analysis of approximation algorithms is classical in the field of combinatorial optimization, but in stochastic programming the authors are not aware of any previous results in this direction. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

舰炮火控系统反应时间与精度关系的仿真

对舰炮火控系统中反应时间和系统精度之间的关系做了简要的介绍,并论述了舰炮火控系统中时间和精度之间复杂的关系,通过分析采样点数和误差之间的关系,结合采样点数和系统反应时间之间的联系以及误差与系统精度之间的联系,引出反应时间与精度之间的某种关系,最后对从接收目标指示到给出射击诸元这个过程的各个时间段与其相对应的精度之间的关系进行计算机仿真。     

风对反潜巡逻机应召搜索延迟时间的影响研究

为了定量分析风对反潜巡逻机应召搜索延迟时间的影响,根据飞行气象学中风对飞行的影响描述以及实际需求,建立了反潜巡逻机飞往潜艇初始概略位置的航路模型。研究结果证明了模型的正确性,并通过仿真分析了反潜巡逻机的航速和航向、风速和风向的变化对延迟时间的影响。结果表明风对延迟时间的影响是不能忽略的,为反潜巡逻机航路的优化、应召搜索效能的提高提供了决策依据。     

Rank‐Cluster‐and‐Prune: An algorithm for generating clusters in complex set partitioning problems

Clustering problems are often difficult to solve due to nonlinear cost functions and complicating constraints. Set partitioning formulations can help overcome these challenges, but at the cost of a very large number of variables. Therefore, techniques such as delayed column generation must be used to solve these large integer programs. The underlying pricing problem can suffer from the same challenges (non‐linear cost, complicating constraints) as the original problem, however, making a mathematical programming approach intractable. Motivated by a real‐world problem in printed circuit board (PCB) manufacturing, we develop a search‐based algorithm (Rank‐Cluster‐and‐Prune) as an alternative, present computational results for the PCB problem to demonstrate the tractability of our approach, and identify a broader class of clustering problems for which this approach can be used. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

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