bluuebunny/crossref_metadata_2025_split huggingface dataset:
Shock models with phase type survival and shock resistance
Authors: Neuts Marcel F. , Bhattacharjee Manish C. 
Published: May 2007

AbstractNew closure theorems for shock models in reliability theory are presented. If the number of shocks to failure and the times between the arrivals of shocks have probability distributions of phase type, then so has the time to failure. PH‐distributions are highly versatile and may be used to model many qualitative features of practical interest. They are also well‐suited for algorithmic implementation. The computational aspects of our results are discussed in some detail.
An early‐accept modification to the test plans of military standard 781C
Authors: Butler David A. , Lieberman Gerald J. 
Published: May 2007

AbstractThis paper is concerned with the statistical test plans contained in Military Standard 781C, “Reliability Design Qualification and Production Acceptance Tests: Exponential Distribution” and the selection and use of these plans. Modifications to the fixed‐length test plans of MIL‐STD‐781C are presented which allow early‐accept decisions to be made without sacrificing statistical validity. The proposed plans differ from the probability ratio sequential tests in the Standard in that rejection is permitted only after a fixed number of failures have been observed.
Optimal ordering policies when anticipating parameter changes in EOQ systems
Authors: Lev B. , Weiss H. J. , Soyster A. L. 
Published: May 2007

AbstractThe classical Economic Order Quantity Model requires the parameters of the model to be constant. Some EOQ models allow a single parameter to change with time. We consider EOQ systems in which one or more of the cost or demand parameters will change at some time in the future. The system we examine has two distinct advantages over previous models. One obvious advantage is that a change in any of the costs is likely to affect the demand rate and we allow for this. The second advantage is that often, the times that prices will rise are fairly well known by announcement or previous experience. We present the optimal ordering policy for these inventory systems with anticipated changes and a simple method for computing the optimal policy. For cases where the changes are in the distant future we present a myopic policy that yields costs which are near‐optimal. In cases where the changes will occur in the relatively near future the optimal policy is significantly better than the myopic policy.
Postoptimality analysis in nonlinear integer programming: The right‐hand side case
Authors: Cooper Mary W. 
Published: May 2007

AbstractAn algorithm is presented to gain postoptimality data about the family of nonlinear pure integer programming problems in which the objective function and constraints remain the same except for changes in the right‐hand side of the constraints. It is possible to solve such families of problems simultaneously to give a global optimum for each problem in the family, with additional problems solved in under 2 CPU seconds. This represents a small fraction of the time necessary to solve each problem individually.
An iterative algorithm for the multifacility minimax location problem with euclidean distances
Authors: Charalambous Christakis 
Published: May 2007

AbstractAn iterative solution method is presented for solving the multifacility location problem with Euclidean distances under the minimax criterion. The iterative procedure is based on the transformation of the multifacility minimax problem into a sequence of squared Euclidean minisum problems which have analytical solutions. Computational experience with the new method is also presented.
Expedients for solving some specially structured mixed‐integer programs
Authors: Sherali Hanif D. 
Published: May 2007

AbstractIn this paper we consider dual angular and angular structured mixed integer programs which arise in some practical applications. For these problems we describe efficient methods for generating a desirable set of Benders' cuts with which one may initialize the partitioning scheme of Benders. Our research is motivated by the computational experience of McDaniel and Devine who have shown that the set of Benders' cuts which are binding at the optimum to the linear relaxation of the mixed integer program, play an important role in determining an optimal mixed integer solution. As incidental results in our development, we provide some useful remarks regarding Benders' and Dantzig‐Wolfe's decomposition procedures. The computational experience reported seems to support the expedients recommended in this paper.
Optimal control for entry of many classes of customers to an M/M/1 queue
Authors: Rue Robert C. , Rosenshine Matthew 
Published: May 2007

AbstractA method is developed for determining the optimal policy for entry of customers from many independent classes of Poisson arrivals to a first‐come, first‐serve (for customers admitted to the queue) single‐server queue with exponential service times. The solution technique utilizes a semi‐Markov formulation or the decision problem.
Stochastic duels with displacements (suppression)
Authors: Williams G. Trevor , Ancker C. J. 
Published: May 2007

AbstractThe stochastic duel is extended to include the possibility of a near‐miss on each round fired, which causes the opponent to displace. During displacement, the displacing contestant cannot return the fire but is still a target for his opponent. An alternative interpretation of this model is to consider the displacement time as the time a contestant's fire is suppressed by his opponent's fire and that he does not move, but merely ceases fire temporarily. All times are exponentially distributed.
A versatile scheme for ranking the extreme points of an assignment polytope
Authors: Bazaraa Mokhtar S. , Sherali Hanif D. 
Published: May 2007

AbstractA cutting plane scheme embedded in an implicit enumeration framework is proposed for ranking the extreme points of linear assignment problems. This method is capable of ranking any desired number of extreme points at each possible objective function value. The technique overcomes storage difficulties by being able to perform the ranking at any particular objective function value independently of other objective values. Computational experience on some test problems is provided.
Exact analysis of a two‐echelon inventory system for recoverable items under batch inspection policy
Authors: Shanker Kripa 
Published: May 2007

AbstractWe investigate a two‐echelon (base‐depot) inventory system of recoverable (repairable) items. The arrivals of demand at the bases are in a Poisson manner and the order sizes are random. The failed units can be repaired either at the base or at the depot, and the units beyond economic repair are condemned. Inspection of the failed units is carried out in the batches they arrive, that is, arrival batches are not broken up. The exact expressions for stationary distribution of depot inventory position, and of the number of backorders, onhand inventory, in‐repair inventory at all locations are derived under the assumptions of constant repair and lead times. Special cases of complete recoverability, nonrecoverability, and of the unit order size are also discussed.
Fluctuations of the optimal advertising and inventory policy: A qualitative analysis
Authors: Balcer Yves 
Published: May 2007

AbstractThis paper discusses the properties of the inventory and advertising policy minimizing the expected discounted cost over a finite horizon in a dynamic nonstationary inventory model with random demand which is influenced by the level of promotion or goodwill. Attention is focused on the relation between the fluctuations over time of the optimal policies and the variations over time of the factors involved, i.e., demand distributions and various costs. The optimal policies are proved to be monotone in the various factors. Also, three types of fluctuations over time of the optimal policies are discussed according to which factor varies over time. For example, if over a finite interval, the random demand increases (stochastically) from one period to the next, reaches a maximum and then decreases, then the optimal inventory level will do the same. Also the period of maximum of demand never precedes that of maximum inventory. The optimal advertising behaves in the opposite way and its minimum will occur at the same time as the maximum of the inventory. The model has a linear inventory ordering cost and instantaneous delivery of stocks; many results, however, are extended to models with a convex ordering cost or a delivery time lag.
Minimizing costs of sequential and parallel personnel testing programs
Authors: Feigin Paul D. , Harel Gedaliahu H. 
Published: May 2007

AbstractWe consider groups of tests for personnel selection purposes in which each test has a known a priori probability of being failed, such failure resulting in outright rejection and termination of testing. Each test has a fixed cost and given duration. We consider the minimization of the total expected cost due to both the fixed costs and the delay costs when the tests may be conducted sequentially or in parallel. In the latter situation, a heuristic algorithm is proposed and illustrated.
Time minimizing flows in directed networks
Authors: Hinkle Robert G. , Jarvis John J. 
Published: May 2007

AbstractAn important class of network flow problems is that class for which the objective is to minimize the cost of the most expensive unit of flow while obtaining a desired total flow through the network. Two special cases of this problem have been solved, namely, the bottleneck assignment problem and time‐minimizing transportation problem. This paper addresses the more general case which we shall refer to as the time‐minimizing network flow problem. Associated with each arc is an arc capacity (static) and a transferral time. The objective is to find a maximal flow for which the length (in time) of the longest path carrying flow is minimized. The character of the problem is discussed and a solution algorithm is presented.
The hnbue and hnwue classes of life distributions
Authors: Klefsjö Bengt 
Published: May 2007

AbstractDifferent properties of the HNBUE (HNWUE) class of life distributions (i.e.), for which \documentclass{article}\pagestyle{empty}\begin{document}$\int_t^\infty {\,\,\,\mathop F\limits^-(x)\,dx\, \le \,(\ge)\,\mu }\]$\end{document} exp(−t/μ) for t ≥ 0, where μ = \documentclass{article}\pagestyle{empty}\begin{document}$\int_t^\infty {\,\,\,\mathop F\limits^-(x)\,dx}$\end{document} are presented. For instance we characterize the HNBUE (HNWUE) property by using the Laplace transform and present some bounds on the survival function of a HNBUE (HNWUE) life distribution. We also examine whether the HNBUE (HNWUE) property is preserved under the reliability operations (i) formation of coherent structure, (ii) convolution and (iii) mixture. The class of distributions with the discrete HNBUE (discrete HNWUE) property (i.e.), for which \documentclass{article}\pagestyle{empty}\begin{document}$\sum\limits_{j=k}^\infty {\mathop{\mathop P\limits^-_{j\,\,\,}\, \le(\ge)\,\mu(1 - 1/\mu)^{^k }}\limits^{}} $\end{document} for k = 0, 1, 2, ⃛, where μ =\documentclass{article}\pagestyle{empty}\begin{document}$\sum\limits_{j=0}^\infty {\mathop {\mathop P\limits^- _{j\,\,\,\,\,}and\mathop P\limits^ - _{j\,\,\,\,\,}=}\limits^{}}\,\,\sum\limits_{k=j+1}^\infty {P_k)}$\end{document}
is also studied.
Cost analysis of pro rata and free‐replacement warranties
Authors: Mamer John W. 
Published: May 2007

AbstractThis article examines the short run total costs and long run average costs of products under warranty. Formulae for both consumer cost under warranty and producer profit are derived. The results in the case of the pro rata warranty correct a mistake appearing in Blischke and Scheuer [5]. We also show that expected average cost to both the producer and the consumer of a product under warranty depends on both the mean of the product lifetime distribution and on its failure rate.
Theoretical analysis of the general linear model for lanchester ‐ type combat between two homogeneous forces
Authors: Taylor James G. 
Published: May 2007

AbstractThis paper studies Lanchester‐type combat between two homogeneous forces modeled by the so‐called general linear model with continuous replacements/withdrawals. It demonstrates that this model can be transformed into a simpler canonical form, which is also shown to arise from fixed‐force‐level‐breakpoint battles modeled by Lanchester‐type equations for modern warfare. Analytical expressions for the force levels for the general variable coefficient linear model with continuous replacements/withdrawals are constructed out of so‐called general Lanchester functions for the model without replacements/withdrawals, for which all solutions are shown to be nonoscillatory in the strict sense. These force‐level results are unfortunately so complicated and opaque that the constant‐coefficient version of the model must be studied before any insights into the dynamics of combat may be analytically obtained. Thus, fairly complete results are given for the general linear model with constant attrition‐rate coefficients and constant rates of replacement/withdrawal. However, the expressions for the force levels are still so complicated that we have not been able to develop battle‐outcome prediction conditions directly from them alone but have had to establish general results on the qualitative behavior of solutions. A significant result (and one that greatly complicates the prediction of battle outcome) is that all solutions to the model with replacements/withdrawals are no longer necessarily nonoscillatory in the strict sense, i.e., both sides force levels can take on negative values if the force‐on‐force attrition equations are not “turned off” at the right time. Thus, this paper shows that the addition of continuous replacements/withdrawals to a Lanchester‐type model may significantly change the qualitative behavior of the force‐level trajectories. Battle‐outcome prediction conditions are nevertheless given, and important insights into the dynamics of combat are briefly indicated.
The logarithmic poisson gamma distribution: A model for leadtime demand
Authors: Nahmias Steven , Steven Demmy W. 
Published: May 2007

AbstractThis paper considers an inventory system in which demand occurrences arise according to a stationary Poisson process, demand sizes at each occurrence follow a logarithmic distribution, and leadtimes are random variables with the gamma distribution. Both the exact and approximate distribution for leadtime demand are derived and computations are performed which compare the approximation to the exact distribution. The results have application to both repairable and consumable item inventory systems.
The observed hazard and multicomponent systems
Authors: Brown Mark , Ross Sheldon M. 
Published: May 2007

AbstractLet X denote the life of some system. We define the observed hazard rate at time t, call it R (t), as the instantaneous probability (density) of failure of X at time t given survival up to t and given a complete description of the system state at t. We conjecture that the total observed hazard—namely, σoX R(t)dt—is an exponential random variable with mean 1 and verify this for the special case when X is the distribution of system life of an n component system having an arbitrary monotone structure function.
A replacement schedule for multicomponent life‐limited parts
Authors: Epstein Sheldon , Wilamowsky Yonah 
Published: May 2007

AbstractIn previous papers [1], [2] the authors developed a maintenance policy for a single life‐limited part. Using an opportunistic replacement approach a scheme was devised which utilized early replacement of equipment to offset more costly future expenditures. This paper will extend the results to the multicomponent case. Examples are given illustrating the benefits of this new technique.
An efficient primal approach to bottleneck transportation problems
Authors: Russell Robert A. , Klingman Darwin D. , Partow‐Navid Parviz 
Published: May 2007

AbstractThis article addresses bottleneck linear programming problems and in particular capacitated and constrained bottleneck transportation problems. A pseudopricing procedure based on the poly‐ω procedure is used to facilitate the primal simplex procedure. This process allows the recent computational developments such as the Extended Threaded Index Method to be applied to bottleneck transportation problems. The impact on problem solution times is illustrated by computational testing and comparison with other current methods.
An advanced dual algorithm with constraint relaxation for all‐integer programming
Authors: Austin Larry M. , Ghandforoush Parviz 
Published: May 2007

AbstractIn this article we present an all‐integer cutting plane algorithm called the Reduced Advanced Start Algorithm (RASA). The technique incorporates an infeasible advanced start based on the optimal solution to the LP relaxation, and initially discards nonbinding constraints in this solution. We discuss the results of computational testing on a set of standard problems and illustrate the operation of the algorithm with three small examples.
Assessment of hazardous‐inspection policies
Authors: Chou Chung‐Kuang , Butler David A. 
Published: May 2007

AbstractInspection procedures may at times pose a hazard to the system being monitored. In this article, a simple hazardous‐inspection model is considered. The character of the optimal ongoing inspection policy (for inspections subsequent to the first) is reviewed, and the possible forms of the optimal initiation policy are established. Efficient computational procedures are developed for calculating optimal policies. Some discussion is included of the counterintuitive nature of some of the results.
Multiple resource leveling in construction systems through variation of activity intensities
Authors: Leachman Robert C. 
Published: May 2007

AbstractThe resource leveling problem for a construction system producing a stream of output units is considered. The system is modeled using a critical‐path‐analysis activity network, from which an extended network is developed for an integrated planning effort of all output units. Activity intensity variables are defined which measure activity demand rates for resources and consequent activity durations for the production of each output unit. A heuristic approach consisting of an iterative nonlinear programming procedure is presented which computes activity durations (intensities) for the minimization of resource capacity costs subject to meeting construction due dates. The application to a major ship overhaul project is described, in which the procedure was used to level workloads of the various labor–trade shops.
Optimal control of entry to an M/Ek/1 queue serving several classes of customers
Authors: Rue Robert C. , Rosenshine Matthew 
Published: May 2007

AbstractThe individual and social optimum control policies for entry to an M/M//1 queue serving several classes of customers have been shown to be control‐limit policies. The technique of policy iteration provides the social optimum policy for such a queue in a straightforward manner. In this article, the problem of finding the optimal control policy for the M/Ek/1 system is solved, thereby expanding the potential applicability of the solutions developed. The Markovian nature of the queueing system is preserved by considering the service as having k sequential phases, each with independent, identically distributed, exponential service times, through which a customer must pass to be serviced. The optimal policy derived by policy iteration for such a system is likely to be difficult to use because it requires knowledge of the number of phases rather than customers in the system when an arrival occurs. To circumvent this difficulty, a heuristic is used to find a good usable (implementable) solution. In addition, a mixed‐integer program is developed which yields the optimal implementable solution when solved.
Optimal admission pricing and service rate control of an M[x]/M/s queue with reneging
Authors: Anderson Michael Q. 
Published: May 2007

AbstractIn this article we consider the optimal control of an M[X]/M/s queue, s ≧ 1. In addition to Poisson bulk arrivals we incorporate a reneging function. Subject to control are an admission price p and the service rate μ. Thus, through p, balking response is induced. When i customers are present a cost h(i,μ,p) per unit time is incurred, discounted continuously. Formulated as a continuous time Markov decision process, conditions are given under which the optimal admission price and optimal service rate are each nondecreasing functions of i. In Section 4 we indicate how the infinite state space may be truncated to a finite state space for computational purposes.
A note on first passage times in birth and death and nonnegative diffusion processes
Authors: Derman Cyrus , Ross Sheldon M. , Schechner Zvi 
Published: May 2007

AbstractConsider a birth and death process starting in state 0. Keilson has shown by analytical arguments that the time of first passage into state n has an increasing failure rate (IFR) distribution. We present a probabilistic proof for this. In addition, our proof shows that for a nonnegative diffusion process, the first passage time from state 0 to any state x is IFR.
A branch‐and‐bound‐based heuristic for solving the quadratic assignment problem
Authors: Bazaraa M. S. , Kirca O. 
Published: May 2007

AbstractIn this article a branch‐and‐bound algorithm is proposed for solving the quadratic assignment problem. Using symmetric properties of the problem, the algorithm eliminates “mirror image” branches, thus reducing the search effort. Several routines that transform the procedure into an efficient heuristic are also implemented. These include certain 2‐way and 4‐way exchanges, selective branching rules, and the use of variable upper‐bounding techniques for enhancing the speed of fathoming. The computational results are quite encouraging. As an exact scheme, the algorithm solved the 12‐facility problem of Nugent et al. and the 19‐facility problem of Elshafei. More importantly, as a heuristic, the procedure produced the best known solutions for all well‐known problems in the literature, and produced improved solutions in several cases.
Minimax and maximin facility location problems on a sphere
Authors: Drezner Zvi , Wesolowsky George O. 
Published: May 2007

AbstractThe problem dealt with in this article is as follows. There are n “demand points” on a sphere. Each demand point has a weight which is a positive constant. A facility must be located so that the maximum of the weighted distances (distances are the shortest arcs on the surface of the sphere) is minimized; this is called the minimax problem. Alternatively, in the maximin problem, the minimum weighted distance is maximized. A setup cost associated with each demand point may be added for generality. It is shown that any maximin problem can be reparametrized into a minimax problem. A method for finding local minimax points is described and conditions under which these are global are derived. Finally, an efficient algorithm for finding the global minimax point is constructed.
The truncated normal–gamma mixture as a distribution for lead time demand
Authors: Ord J. K. , Bagchi U. 
Published: May 2007

AbstractA central problem in inventory control concerns the statistical description of total demand during the lead time between placement and receipt of an order. Since both the demand per unit time and the lead time are random variables, the distribution of lead time demand is formulated as a mixture. In application, one or both components of the mixture are often assumed to be normally distributed despite their nonnegativity. In practice, this assumption is taken to imply that a normal curve, truncated at zero, is a valid description. Several approximations to the true tail area probabilities (given truncation) are examined. In turn, this leads to an improved and simpler expression for the normal–gamma mixture. Some numerical results are also presented.