Showing papers in "Naval Research Logistics in 1993"
TL;DR: A single-server system whose customers arrive by appointments only is considered, whose objective is to minimize the weighted customer delay time and the server completion time.
Abstract: In this article we consider a single-server system whose customers arrive by appointments only. Both static and dynamic scheduling problems are studied. In static scheduling problems, one considers scheduling a finite number of customer arrivals, assuming there is no scheduled customer arrival to the system. In dynamic scheduling problems, one considers scheduling one customer arrival only, assuming that there are a number of scheduled customers already. The expected delay time is recursively computed in terms of customer interarrival times for both cases. The objective is to minimize the weighted customer delay time and the server completion time. The problem is formulated as a set of nonlinear equations. Various numerical examples are illustrated. © 1993 John Wiley & Sons, Inc.
127 citations
TL;DR: A single-machine scheduling problem in which penalties are assigned for early and tardy completion of jobs is addressed, and it is found that it is not much more difficult to design an enumerative search for this problem than it would be if the performance measure were regular.
Abstract: We address a single-machine scheduling problem in which penalties are assigned for early and tardy completion of jobs. These penalties are common in industrial settings where early job completion can cause the cash commitment to resources in a time frame earlier than needed, giving rise to early completion penalties. Tardiness penalties arise from a variety of sources, such as loss of customer goodwill, opportunity costs of lost sales, and direct cash penalties. Accounting for earliness cost makes the performance measure nonregular, and this nonregularity has apparently discouraged researchers from seeking solutions to this problem. We found that it is not much more difficult to design an enumerative search for this problem than it would be if the performance measure were regular. We present and demonstrate an efficient timetabling procedure which can be embedded in an enumerative algorithm allowing the search to be conducted over the domain of job permutations.© 1993 John Wiley & Sons, Inc.
119 citations
TL;DR: In this paper, the authors generalize the model for the economic design of x-control charts of Duncan, starting from the more recent papers of Lorenzen and Vance [8] and Banerjee and Rahim [3], where a general distribution of in-control periods having an increasing failure rate is assumed and the possibility of age-dependent repair before failure is considered.
Abstract: This article generalizes the model for the economic design of x-control charts of Duncan [4], starting from the more recent papers of Lorenzen and Vance [8] and Banerjee and Rahim [3]. The classical model of Duncan [4] and its several extensions including the unified model of Lorenzen and Vance [8] assumed exponentially distributed in-control periods and provided uniform sampling schemes. Banerjee and Rahim [3], however, assumed a Weibull-distributed in-control period having an increasing failure rate and used variable sampling intervals. The present article is an extension of the work of Banerjee and Rahim [3], where a general distribution of in-control periods having an increasing failure rate is assumed and the possibility of age-dependent repair before failure is considered. Several different truncated and nontruncated probability models are chosen. It is proposed that economic benefits can be achieved by adopting a nonuniform inspection scheme and by truncating a production cycle when it attains a certain age. Numerical examples are presented to support this proposition. Finally, the effect of model specification in the choice of failure mechanism is investigated. © 1993 John Wiley & Sons, Inc.
115 citations
TL;DR: In this article, a general failure model is introduced which allows a unifying treatment of more recent maintenance policies with minimal repair, in particular, repair cost limit maintenance policies are considered.
Abstract: This article presents the mathematical background for analyzing maintenance policies with minimal repair. Standard maintenance policies are summarized. A general failure model is introduced which allows a unifying treatment of more recent maintenance policies with minimal repair. In particular, repair cost limit maintenance policies are considered. © 1993 John Wiley & Sons, Inc.
108 citations
TL;DR: In this paper, the authors investigated some managerial insights related to using the all-unit quantity discount policies under various conditions, such as one buyer or multiple buyers, constant or price-elastic demand, the relationship between the supplier's production schedule or ordering policy and the buyers' ordering sizes, and the supplier either purchasing or manufacturing the item.
Abstract: The purpose of this article is to investigate some managerial insights related to using the all-unit quantity discount policies under various conditions. The models developed here are general treatments that deal with four major issues: (a) one buyer or multiple buyers, (b) constant or price-elastic demand, (c) the relationship between the supplier's production schedule or ordering policy and the buyers' ordering sizes, and (d) the supplier either purchasing or manufacturing the item. The models are developed with two objectives: the supplier's profit improvement or the supplier's increased profit share analysis. Algorithms are developed to find optimal decision policies. Our analysis provides the supplier with both the optimal all-unit quantity discount policy and the optimal production (or ordering) strategy. Numerical examples are provided. © 1993 John Wiley & Sons. Inc.
102 citations
TL;DR: The results indicate that the simulated annealing-based method tends to dominate the branch-and-bound algorithms and the other heuristics in terms of solution quality.
Abstract: This article presents the application of a simulated annealing heuristic to an NP-complete cyclic staff-scheduling problem. The new heuristic is compared to branch-and-bound integer programming algorithms, as well as construction and linear programming-based heuristics. It is designed for use in a continuously operating scheduling environment with the objective of minimizing the number of employees necessary to satisfy forecast demand. The results indicate that the simulated annealing-based method tends to dominate the branch-and-bound algorithms and the other heuristics in terms of solution quality. Moreover, the annealing algorithm exhibited rapid convergence to a low-cost solution. The simulated annealing heuristic is executed in a single program and does not require mathematical programming software. © 1993 John Wiley & Sons, Inc.
94 citations
TL;DR: This work proposes an iterative algorithm which leads to the optimal order instants of the components in the case when n components are needed to assemble a given product.
Abstract: We consider the case when n components are needed to assemble a given product. Components are provided by suppliers, and the period between the order time and the time a component is available (i.e., the lead time) is a random variable with a known distribution. The due date for the assembled product is also known. The costs to be taken into account are the inventory costs of the components and the backlogging cost of the assembled product. We propose an iterative algorithm which leads to the optimal order instants of the components. © 1993 John Wiley & Sons, Inc.
91 citations
TL;DR: A real-time decision support system which uses optimization methods, simulation, and the judgement of the decision maker for operational assignment of units to tasks and for tactical allocation of Units to task requirements is introduced.
Abstract: We introduce a real-time decision support system which uses optimization methods, simulation, and the judgement of the decision maker for operational assignment of units to tasks and for tactical allocation of units to task requirements. The system, named ARES for the Greek god of war, accommodates a high degree of detail in the logistics of unit movements during operations, yet separates the assignment and allocation activities in a fashion which naturally accommodates human intervention and judgement—ARES is designed to assist the decision maker, not to replace him. ARES is demonstrated with a hypothetical scenario constructed for 14 Engineering Battalions of the Hellenic Army which are assigned 20 tasks employing 25 resource types in repairing major damage to public works following a great earthquake. (This hypothetical data was prepared prior to the earthquake in Kalamata near Athens on 13 September, 1986, and exhibits uncanny, but coincidental, resemblance to that real situation.) ARES is designed for use in real time, and quick data preparation is aided by the provision from published sources of standard data for many foreseeable tasks; this data can be quickly accessed via visual icons on a computer screen and customized for the actual work at hand. © 1993 John Wiley & Sons, Inc.
82 citations
TL;DR: In this article, partial stochastic orderings are introduced for aging properties classification, and new classes of life distributions, based on them, are proposed, and an application to stochastically comparison between Poisson shock models is proposed.
Abstract: New concepts of partial stochastic orderings are introduced, and the relations among them and the classical partial orderings are shown. Relevance of these partial orderings in aging properties classification is discussed, and new classes of life distributions, based on them, are proposed. An application to stochastic comparison between Poisson shock models is proposed. © 1993 John Wiley & Sons, Inc.
79 citations
TL;DR: This article addresses the problem of scheduling a single project network with both precedence and resource constraints through the use of a local search technique and chooses a solution definition which guarantees precedence feasibility, allowing the procedure to focus on overcoming resource infeasibility.
Abstract: In this article we address the problem of scheduling a single project network with both precedence and resource constraints through the use of a local search technique. We choose a solution definition which guarantees precedence feasibility, allowing the procedure to focus on overcoming resource infeasibility. We use the 110-problem data set of Patterson to test our procedure. Our results indicate a significant improvement over the best heuristic results reported to date for these problems (Bell and Han [1]). Two major advantages of the local search algorithm are its ability to handle arbitrary objective functions and constraints and its effectiveness over a wide range of problem sizes. We present a problem example with an objective function and resource constraints which include nonlinear and non-continuous components, which are easily considered by the procedure. The results of our algorithm are significantly better than random solutions to the problem. © 1993 John Wiley & Sons, Inc.
78 citations
TL;DR: In this paper, a hybrid preference order dynamic programming/branch-and-bound algorithm was proposed to solve the stochastic linear knapsack problem, in which costs are known with certainty but returns are independent, normally distributed random variables.
Abstract: We consider the stochastic linear knapsack problem in which costs are known with certainty but returns are independent, normally distributed random variables. The objective is to maximize the probability that the overall return equals or exceeds a specified target value. A previously proposed preference order dynamic programming-based algorithm has been shown to be potentially suboptimal. We offer an alternative hybrid DP/branch-and-bound algorithm that both guarantees optimality and significantly outperforms generating the set of Pareto optimal returns.© 1993 John Wiley & Sons, Inc.
TL;DR: In this article, the authors presented an optimum simple step-stress accelerated life test for the Weibull distribution under Type I censoring, which minimizes the asymptotic variance of the maximum likelihood estimator of a stated percentile at design stress.
Abstract: This article presents an optimum simple step-stress accelerated life test for the Weibull distribution under Type I censoring. It is assumed that a log-linear relationship exists between the Weibull scale parameter and the (possibly transformed) stress and that a certain cumulative exposure model for the effect of changing stress holds. The optimum plan—low stress and stress change time—is obtained, which minimizes the asymptotic variance of the maximum likelihood estimator of a stated percentile at design stress. For selected values of the design parameters, nomographs useful for finding the optimum plan are given, and the effects of errors in preestimates of the parameters are investigated. As an alternative to the simple step-stress test, a three-level compromise plan is proposed, and its performance is studied and compared with that of the optimum simple step-stress test. © 1993 John Wiley & Sons. Inc.
TL;DR: An inventory system with one warehouse and N retailers and a periodic review order-up-to-S policy is considered, able to provide simple recursive procedures for exact evaluation of holding and shortage costs.
Abstract: in Undetermined
We consider an inventory system with one warehouse and N retailers. Transportation times are constant and the retailers face independent Poisson demand. Each facility applies a periodic review order-up-to-S policy. In case of shortages at the warehouse, orders for individual units are filled in the same order as the original demand at the retailers, i.e., according to a so-called virtual allocation scheme. Using that the considered policy is very similar to a continuous review one-for-one ordering policy, we are able to provide simple recursive procedures for exact evaluation of holding and shortage costs.
TL;DR: A simple O(n log n) solution method for the standard lot-sizing model with backlogging and a study horizon of n periods and it is shown how a slight adaptation of the algorithm can be used for the detection of a minimal forecast horizon and associated planning horizon.
Abstract: We develop a simple O(n log n) solution method for the standard lot-sizing model with backlogging and a study horizon of n periods. Production costs are fixed plus linear and holding and backlogging costs are linear with general time-dependent parameters. The algorithm has linear [O(n)] time complexity for several important subclasses of the general model. We show how a slight adaptation of the algorithm can be used for the detection of a minimal forecast horizon and associated planning horizon. The adapted algorithm continues to have complexity O(n log n) or O(n) for the above-mentioned subclasses of the general model. © 1993 John Wiley & Sons, Inc.
TL;DR: In this article, the authors analyzed a dual-sourcing inventory model with exponential lead times and constant unit demand in which the order quantity is split in some proportion between two sources of supply.
Abstract: We analyze a dual-sourcing inventory model with exponential lead times and constant unit demand in which the order quantity is split in some proportion between two sources of supply. Unlike earlier studies, we do not require that the two sources be identical in terms of the lead-time parameters or the supply prices. We compare the expected total annual costs for the two-source and the traditional single-source models over a wide range of parameter values. We confirm the findings of earlier studies that, under stochastic lead times, dual sourcing yields savings in holding and shortage costs that could outweigh the incremental ordering costs. With this more general model, we demonstrate that savings from dual sourcing are possible even where the mean or the variability of the second source is higher. © 1993 John Wiley & Sons, Inc.
TL;DR: In this article, the authors examined a two-level distribution system composed of a warehouse and a retailer, and found the optimal base stock policies at both locations, the optimal in-house or contracted regular truck capacity, and the optimal review period (or equivalently, delivery frequency).
Abstract: With the recent trend toward just-in-time deliveries and reduction of inventories, many firms are reexamining their inventory and logistics policies. Some firms have dramatically altered their inventory, production, and shipping policies with the goal of reducing costs and improving service. Part of this restructuring may involve a specific contract with a trucking company, or it may entail establishing in-house shipping capabilities. This restructuring, however, raises new questions regarding the choice of optimal trucking capacity, shipping frequency, and inventory levels. In this study, we examine a two-level distribution system composed of a warehouse and a retailer. We assume that demand at the retailer is random. Since the warehouse has no advance notice of the size of the retailer order, inventory must be held there as well as at the retailer. We examine inventory policies at both the warehouse and the retailer, and we explicitly consider the trucking capacity, and the frequency of deliveries from the warehouse to the retailer. Both linear and concave fixed transportation costs are examined. We find the optimal base stock policies at both locations, the optimal in-house or contracted regular truck capacity, and the optimal review period (or, equivalently, delivery frequency). For the case of normally distributed demand we provide analytical results and numerical examples that yield insight into systems of this type. Some of our results are counterintuitive. For instance, we find some cases in which the optimal truck capacity decreases as the variability of demand increases. In other cases the truck capacity increases with variability of demand. © 1993 John Wiley & Sons, Inc.
TL;DR: In this paper, the authors considered a bivariate Pareto distribution, as a generalization of the Lindley-Singpurwalla model, by incorporating the influence of the operating conditions on a two-component dependent system.
Abstract: We consider a bivariate Pareto distribution, as a generalization of the Lindley-Singpurwalla model, by incorporating the influence of the operating conditions on a two-component dependent system. The properties of the model and its applications to reliability analysis are discussed. © 1993 John Wiley & Sons, Inc.
TL;DR: In this article, dual-ascent heuristics and a primal solution generator were developed to solve large-scale multicommodity flow problems in a number of problem contexts including transportation, communication, and production.
Abstract: The capacitated multicommodity network flow problem presents itself in a number of problem contexts including transportation, communication, and production. To solve the large-scale multicommodity flow problems encountered in these fields, we develop dual-ascent heuristics and a primal solution generator. The dual-ascent solutions, in addition to determining lower bounds on the optimal objective function value, provide advanced starting solutions for use with primal-based solution techniques. The primal solution generator uses the dual-ascent solution to obtain heuristically primal solutions to the multicommodity flow problems. Computational experiments performed on three test problem sets show that the dual-ascent and primal heuristic procedures typically determine nearoptimal solutions quickly. In addition, by using the dual-ascent procedure to obtain advanced starting solutions, run times for optimal multicommodity flow procedures are reduced significantly and greatly improved solutions are obtained by the new primal solution generator. © 1993 John Wiley & Sons, Inc.
TL;DR: In this article, the authors considered a project scheduling problem where there are cash flows throughout the life of the project and where shorter activity durations can be attained by incurring greater direct costs.
Abstract: In this article we consider a project scheduling problem where there are cash flows throughout the life of the project and where shorter activity durations can be attained by incurring greater direct costs In particular, the objective of this problem is to determine the activity durations and a schedule of activity start times so that the net present value of cash flows is maximized We formulate this problem as a mixed-integer nonlinear program which is amenable to solution using the generalized Benders decomposition technique developed by Geoffrion We test the algorithm on 140 project scheduling problems, the largest of which contains 30 nodes and 64 activities Our computational results are quite encouraging inasmuch as 123 of the 140 problems require less than 1 CPU second of solution time © 1993 John Wiley & Sons, Inc
TL;DR: The principal contribution of this article is an approximation algorithm for calculating the steady-state characteristics of the system and in comparison with simulation results, the algorithm is quite accurate and computationally efficient.
Abstract: We model a two-echelon multi-indentured repairable-item inventory system where each “base” has a maximum number of identical online machines, and each machine consists of several module types. Machine failures are due to module failures and occur according to an exponential distribution. When a machine fails, the failed module is replaced by an identical spare module if one is available. Otherwise, the module is backordered. All failed modules go to a single “depot” repair facility which consists of a finite number of identical repairmen who are able to repair any module type in an exponentially distributed time, although the repair rates for different module types may differ. The principal contribution of this article is an approximation algorithm for calculating the steady-state characteristics of the system. In comparison with simulation results, the algorithm is quite accurate and computationally efficient. © 1993 John Wiley & Sons, Inc.
TL;DR: In this article, a new approach for detecting initialization bias in the mean of a simulation output series is presented, cast in a hypothesis-testing framework using randomization (permutation) tests.
Abstract: A new approach for detecting initialization bias in the mean of a simulation output series is presented. The problem is cast in a hypothesis‐testing framework using randomization (permutation) tests. The approach is extremely flexible in that it enables the use of a wide variety of test statistics. Moreover, no assumptions are needed concerning the distribution of the sample of observations. The test is computationally intensive; however, the required computing power does not exceed the capabilities of a personal computer. © 1993 John Wiley & Sons, Inc.
TL;DR: A branch-and-bound algorithm is proposed for global minimization of indefinite quadratic functions subject to box constraints and new tests based on the compatibility of signs of several first-order derivatives and on various bounding procedures allow curtailment of the search.
Abstract: A branch-and-bound algorithm is proposed for global minimization of indefinite quadratic functions subject to box constraints. Branching is done according to the sign of first-order derivatives. New tests based on the compatibility of signs of several first-order derivatives and on various bounding procedures, allow curtailment of the search. Computational experiments are reported. Comparison is made with an interval arithmetic implementation. © 1993 John Wiley & Sons, Inc.
TL;DR: In this article, an analytic model of just-in-time purchasing contracts and compares the minimum cost solution with the cost attainable through vertical integration is presented. But this model assumes that the supplier chooses a flow time allowance based upon the bonus offered.
Abstract: This article formulates an analytic model of just-in-time purchasing contracts and compares the minimum cost solution with the cost attainable through vertical integration. The models use standard inventory theory cost parameters and decision variables. The results quantify the increase in cost of buying an item rather than making it. Optimal incentives are characterized when JIT purchasing contracts are used. When JIT purchasing is implemented, buffer inventories are typically reduced. This inventory reduction makes on-time delivery critical to the buyer; yet timeliness is controlled by the supplier. As an incentive to provide on-time delivery, the buyer offers the supplier a bonus for on-time delivery. The supplier chooses a flow time allowance based upon the bonus offered. First- and second-order conditions are characterized in general, and examples are provided for exponentially and uniformly distributed flow times. The delivery timeliness obtainable in a vertically integrated firm is determined and compared with timeliness obtainable between separate firms. This comparison indicates that buyers who choose to purchase materials from a separate firm are more likely to experience late deliveries. The relationship between the value of the bonus and the proportion of on-time deliveries is also considered. The bonus required to achieve the same probability of on-time delivery as under vertical integration is also determined. © 1993 John Wiley & Sons, Inc.
TL;DR: In this paper, an algorithm for the conditional p-center problem is given for the optimal location of one or more additional facilities in a region with given demand points and preexisting facilities, where the solution dealt with here involves the minimax criterion and Euclidean distances in two-dimensional space.
Abstract: An algorithm is given for the conditional p-center problem, namely, the optimal location of one or more additional facilities in a region with given demand points and one or more preexisting facilities. The solution dealt with here involves the minimax criterion and Euclidean distances in two-dimensional space. The method used is a generalization to the present conditional case of a relaxation method previously developed for the unconditional p-center problems. Interestingly, its worst-case complexity is identical to that of the unconditional version, and in practice, the conditional algorithm is more efficient. Some test problems with up to 200 demand points have been solved. © 1993 John Wiley & Sons, Inc.
TL;DR: In this article, the authors investigate situations where the buyer is offered discounted price schedules from alternative vendors, and present a set of algorithms that collectively find the optimal order vector, which can be used by the buyer to improve profitability.
Abstract: In this article we investigate situations where the buyer is offered discounted price schedules from alternative vendors. Given various discount schedules, the buyer must make the best buying decision under a variety of constraints, such as limited storage space and restricted inventory budgets. Solutions to this problem can be utilized by the buyer to improve profitability. EOQ models for multiple products with all-units discounts are readily solvable in the absence of constraints spanning the products. However, constrained discounted EOQ models lack convenient mathematical properties. Relaxing the product-spanning constraints produces a dual problem that is separable, but lack of convexity and smoothness opens the door for duality gaps. In this research we present a set of algorithms that collectively find the optimal order vector. Finally, we present numerical examples using actual data. to illustrate the application of the algorithms. © 1993 John Wiley & Sons, Inc.
TL;DR: In this article, a model is developed which describes the process by which the classic JIT system identifies and prioritizes waste, and an equivalent MRP waste identification model is then developed for the production environment of the classicJIT system.
Abstract: JIT (just-in-time) is widely regarded as an excellent tool for reducing costs and cycle times, and for improving quality in manufacturing operations. JIT follows a multistep procedure. First, it identifies and prioritizes wastes or non-value-adding activities. Second, it forces these wastes to be removed. MRP (materials requirements planning) can identify the same wastes and prioritize them in the same way that JIT does, by using data from the MRP database and master production schedule, and a waste identification model. In this article, a model is developed which describes the process by which the classic JIT system identifies and prioritizes waste. An equivalent MRP waste identification model is then developed for the production environment of the classic JIT system. (The classic JIT system was developed to produce many products having low to medium volumes.) The results developed here can be extended to other production environments where adaptations of the classic JIT system are used. An example, taken from an actual application, is presented to illustrate the models and the equivalence of JIT and MRP as systems for identifying and prioritizing wastes in manufacturing. © 1993 John Wiley & Sons, Inc.