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     

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     

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     

Algorithms for computing waiting time distributions under different queue disciplines for the D-BMAP/PH/1

A queueing system characterized by the discrete batch Markovian arrival process (D-BMAP) and a probability of phase type distribution for the service time is one that arises frequently in the area of telecommunications. Under this arrival process and service time distribution we derive the waiting time distribution for three queue disciplines: first in first out (FIFO), last in first out (LIFO), and service in random order (SIRO). We also outline efficient algorithmic procedures for computing the waiting time distributions under each discipline. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 559–576, 1997     

药库管理系数据库的设计与实现

从信息管理系统的模式出发,分析了系统的结构模式,并对由此产生的并发控制问题,应用时间戳法进行了分析处理,用触发器存储过程解决了对数据的随时更新问题。本系统以Sybase作为数据库,设计并实现了药库管理系统。     

有交易费未定权益的一个公平定价的初步讨论

在有交易费模型下,初步讨论了未定权益的公平价的定义形式和基本性质,并给出了基于无套利分析的公平价结果。     

内可逆卡诺热泵的生态学优化性能

本文导出了内可逆卡诺热泵的供热量、供热率和供热系数的耗散量,以反映热泵供热率π与其耗散φ_cT_Lσ,即热泵熵产率σ、低温热源温度T_L和可逆供热系数φ_c乘积之间最佳折衷的“生态学”性能E=π-φ_cT_Lσ为目标,基于牛顿和线性唯象传热定律,研究内可逆卡诺热泵的优化问题,得到最大E性能时的供热系数界限及相应的供热率和熵产率。     

Probabilistic analysis of an asymptotically optimal solution for the completion time variance problem

Scheduling a set of n jobs on a single machine so as to minimize the completion time variance is a well‐known NP‐hard problem. In this paper, we propose a sequence, which can be constructed in O(n log n) time, as a solution for the problem. Our primary concern is to establish the asymptotical optimality of the sequence within the framework of probabilistic analysis. Our main result is that, when the processing times are randomly and independently drawn from the same uniform distribution, the sequence is asymptotically optimal in the sense that its relative error converges to zero in probability as n increases. Other theoretical results are also derived, including: (i) When the processing times follow a symmetric structure, the problem has 2^{⌊(n−1)/2⌋} optimal sequences, which include our proposed sequence and other heuristic sequences suggested in the literature; and (ii) when these 2^{⌊(n−1)/2⌋} sequences are used as approximate solutions for a general problem, our proposed sequence yields the best approximation (in an average sense) while another sequence, which is commonly believed to be a good approximation in the literature, is interestingly the worst. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 373–398, 1999