商业银行操作风险的Buhlmann估计模型

对银行操作风险产生的各类损失量,关于操作风险水平条件独立情况,建立一种新的银行操作风险损失额的Buhlmann估计模型。并对模型进行了实证分析。     

带缓冲串行生产系统预防性维护建模及运行参数优化研究

为了保证串行生产系统的产能和提高系统可靠性,提出了带缓冲区的串行生产系统预防性维护决策模型。首先,分析了生产线各执行单元可靠性和运行参数之间的关系,建立了考虑执行单元运行参数和缓冲库存的维护模型。在此基础上,结合串行生产线的特点,建立综合考虑维护成本、有效运行速度和缓冲库存的多目标优化函数。最后,构建启发式算法求解目标函数,并以串行包装生产线为例进行仿真实验分析,结果表明本文所建模型是有效且实用的。     

A model for the management of a tram fleet

The maintenance of transport vehicles represents an important aspect of the operating costs of a local public transport company (TPL). This work analyses the programmed and repair maintenance procedures of a recently operating tram fleet.By careful technical and economic analysis of data from the machine shops, two models have been developed with the aim of forecasting time and operating costs of maintaining rolling stock, using the parameters of Reliability, Availability, and Maintainability (RAM). It is a probabilistic model for the management of breakdowns on the tramline and for the analysis of shop maintenance operations, and a model for the calculation of Life Cycle Cost (LCC). The procedure has been applied to a TPL company obtaining satisfactory results in line with financial budgets and consistent with the purchasing specifications.     

NHPP software reliability model considering the uncertainty of operating environments with imperfect debugging and testing coverage

In this paper, we propose a testing-coverage software reliability model that considers not only the imperfect debugging (ID) but also the uncertainty of operating environments based on a non-homogeneous Poisson process (NHPP). Software is usually tested in a given control environment, but it may be used in different operating environments by different users, which are unknown to the developers. Many NHPP software reliability growth models (SRGMs) have been developed to estimate the software reliability measures, but most of the underlying common assumptions of these models are that the operating environment is the same as the developing environment. But in fact, due to the unpredictability of the uncertainty in the operating environments for the software, environments may considerably influence the reliability and software's performance in an unpredictable way. So when a software system works in a field environment, its reliability is usually different from the theory reliability, and also from all its similar applications in other fields. In this paper, a new model is proposed with the consideration of the fault detection rate based on the testing coverage and examined to cover ID subject to the uncertainty of operating environments. We compare the performance of the proposed model with several existing NHPP SRGMs using three sets of real software failure data based on seven criteria. Improved normalized criteria distance (NCD) method is also used to rank and select the best model in the context of a set of goodness-of-fit criteria taken all together. All results demonstrate that the new model can give a significant improved goodness-of-fit and predictive performance. Finally, the optimal software release time based on cost and reliability requirement and its sensitivity analysis are discussed.     

Solving a tactical operating room planning problem by a column-generation-based heuristic procedure with four criteria

In some hospitals, an “open scheduling” strategy is applied to solve the operating room planning problem; i.e., surgeons can choose any workday for his surgical cases, and the staffing of anesthetists and nurses is adjusted to maximize the efficiency of operating room utilization. In this paper, we aim at obtaining an efficient operating program for an operating theatre with several multifunctional operating rooms by using this “open scheduling” strategy. First, a mathematical model is constructed to assign surgical cases to operating rooms within one week. This model complies with the availability of operating rooms and surgeons, and its objective is not only to maximize utilization of operating rooms, but to minimize their overtime cost. Then a column-generation-based heuristic (CGBH) procedure is proposed, where four different criteria are compared with each other so as to find a solution with the best performance. In addition, the best approximate solution, obtained by this CGBH procedure after running all the criteria proposed, is compared with the lower bound obtained by an explicit column generation (CG) procedure, LP, to evaluate the distance between the approximate solution obtained and the optimum one. Although no criterion, according to the experimental results, is found superior to all other three in both robustness and quality of the solution obtained, it is found that the best solution obtained among those four criteria is often very close to LP, which means that the proposed algorithm can obtain a near optimal solution. In one word, the CGBH procedure proposed in this paper can obtain an efficient assignment of the surgical cases if the other resources (anesthesia and nursing staff, equipment, beds in the recovery room and etc.) are well organized.     

Fractional non-linear modelling of ultracapacitors

In this paper, it is demonstrated that an ultracapacitor exhibits a non-linear behaviour in relation to the operating voltage. A set of fractional order linear systems resulting from a frequency analysis of the ultracapacitor at various operating points is first obtained. Then, a non-linear model is deduced from the linear systems set, so that its Taylor linearization around the considered operating points (for the frequency analysis), produces the linear system set. The resulting non-linear model is validated on a Hybrid Electric Vehicle (HEV) application.     

Cost optimal allocation of rail passenger lines

We consider the problem of cost optimal railway line allocation for passenger trains for the Dutch railway system. At present, the allocation of passenger lines by Dutch Railways is based on maximizing the number of direct travelers. This paper develops an alternative approach that takes operating costs into account. A mathematical programming model is developed which minimizes the operating costs subject to service constraints and capacity requirements. The model optimizes on lines, line types, routes, frequencies and train lengths. First, the line allocation model is formulated as an integer nonlinear programming model. This model is transformed into an integer linear programming model with binary decision variables. An algorithm is presented which solves the problem to optimality. The algorithm is based upon constraint satisfaction and a Branch and Bound procedure. The algorithm is applied to a subnetwork of the Dutch railway system for which it shows a substantial cost reduction. Further application and extension seem promising.     

Data-driven fuzzy models for nonlinear identification of a complex heat exchanger

This paper presents and discusses experimental results on nonlinear model identification method applied to a real pilot thermal plant. The aim of this work is to develop a moderately complex model with interpretable structure for a complex parallel flow heat exchanger which is the main component of the thermal plant using a fuzzy clustering technique. The proposed Takagi–Sugeno-type (TS) fuzzy rule-based model is derived through an iterative fuzzy clustering algorithm using a set of input–output measurements. It is shown that the identified multivariable fuzzy rule-based model captures well the key dynamical properties of the physical plant over a wide operating range and under varying operating conditions. For validation, the model is run in parallel and series-parallel configurations to the real process. The experimental results show clearly the high performance of the proposed fuzzy model in achieving good prediction of the main process variables.     

Mathematical modelling of swirling flow in hydraulic turbines for the full operating range

We introduce and validate a novel mathematical model for computing the radial profiles of both axial and circumferential velocity components, respectively, of the swirling flow exiting the runner of hydraulic turbines within the full operating range. We assume an incompressible, inviscid, axisymmetrical, and steady swirling flow, with vanishing radial velocity at runner outlet. First we find the correlation between the flux of moment of momentum downstream the turbine runner and the operating regime given by turbine’s discharge and head. Second, we express the relationship between the axial and circumferential velocity components, corresponding to the fixed pitch runner blades, using the swirl-free velocity instead of the traditional relative flow angle at runner outlet. It is shown that the swirl-free velocity profile practically does not change with the operating regime. Third, we introduce a constrained variational problem corresponding to the minimization of the flow force while maintaining the prescribed discharge and flux of moment of momentum. This formulation also accounts for a possible central stagnant region to develop when operating the turbine far from the best efficiency point. Fourth, we show that by representing the unknown axial velocity profile with a suitable Fourier–Bessel series, the discharge constraint can be automatically satisfied. The resulting numerical algorithm is robust and produces results in good agreement with available data for both axial and circumferential velocity profiles measured on a model Francis turbine at several operating regimes. Our mathematical model is suitable for the early optimization stages of the runner design, as it provides the swirling flow configuration at runner outlet without actually computing the runner. By optimizing the parameterized swirl-free velocity profile one can achieve through the inverse design approaches the most suitable runner blades configuration at the trailing edge.     

Simulation of quasi-dimensional combustion model for predicting diesel engine performance

In order to improve the precision of quasi-dimensional combustion model for predicting diesel engine performance and promote the real time operating performance of the simulation model, a new phase-divided spray mixing model is proposed and the quasi-dimensional combustion model of diesel engine working process is developed. The software MATLAB/Simulink is utilized to build the quasi-dimensional combustion model of diesel engine working process, and the performance for diesel engine is simulated. The simulation results agree with experimental data quite well. The comparisons between them show that the relative error of power and brake specific fuel consumption is less than 2.8% and the relative error of nitric oxide and soot emissions is less than 9.1%. By utilization of this simulation model with personal computer, the average computational time for one diesel engine working process is 36 s, which presents good real time operating performance of the model. At the same time, the influence of parameters in calculation of air entrainment on prediction precision of diesel engine’s simulation model is analyzed.     

Inventory Control with a Randomly Available Discount Purchase Price

A mathematical model is developed for a basic single-commodity storage system in which the stock controller is faced with a randomly fluctuating purchase price. High- and low-price periods are defined and a purchasing policy is specified which depends upon both the number of units in storage and the price period in which the system is operating. For the case of random demand the limiting stochastic behaviour of the system is obtained and the cost of operating the system is derived.     

Stability analysis of the continuous ethanol fermentation process with a delayed product inhibition

In the paper, we propose and analyze a mathematical model of the continuous ethanol fermentation process to study the mechanisms of the self-sustained oscillations of ethanol concentration. The model is based on the assumption that microorganism cells response to the inhibitory effect of product (ethanol) concentration with a delay. From the local stability analysis of the system, we show that the delay time is one of the crucial factors for the occurrence of oscillations and for a critical delay time the fermentation process undergoes a Hopf bifurcation. Further analysis shows that the operating variables and kinetic parameters have also a significant effect on the dynamical behavior of the fermentation system. A proper manipulation of the operating variables allow us to eliminate the oscillatory behavior.     

The development of a cellular automaton-finite volume model for dendritic growth

A cellular automaton to track the solid–liquid interface movement is linked to finite volume computations of solute diffusion to simulate the behavior of dendritic structures in binary alloys during solidification. A significant problem encountered in the CA formulation has been the presence of artificial anisotropy in growth kinetics introduced by a Cartesian CA grid. A new technique to track the interface movement is proposed to model dendritic growth in different crystallographic orientations while reducing the anisotropy due to grid orientation. The model stability with respect to the numerical parameters (cell size and time step) for various operating conditions is examined. A method for generating an operating window in Δt and Δx has been identified, in which the model gives a grid-independent set of results for calculated dendrite tip radius and tip undercooling. Finally, the model is compared to published experimental and analytical results for both directional and equiaxed growth conditions.     

成品油配送多车舱车辆指派及路径优化问题研究

针对成品油配送中多车型、多车舱的车辆优化调度难题,综合考虑多车型车辆指派、多车舱车辆装载及路径安排等决策,以派车成本与油耗成本之和的总成本最小为目标,建立了多车型多车舱的车辆优化调度模型。为降低模型求解的复杂性,本文提出一种基于C-W节约算法的“需求拆分→合并装载”的车辆装载策略,并综合利用Relocate和Exchange算子进行并行邻域搜索改进,获得优化的成品油配送方案。最后,通过算例验证了本文提出的模型与算法用于求解大规模成品油配送问题的有效性。并通过数据实验揭示了以下规律:1)多车舱车辆相对于单车舱车辆在运营成本上具有优越性;2)大型车辆适合远距离配送,小型车辆适合近距离配送;3)多车型车辆混合配送相对于单车型车辆配送在运营成本上具有优越性。这些规律可为成品油配送公司的车辆配置提供决策参考。     

A branch-and-price approach for integrating nurse and surgery scheduling

A common problem at hospitals is the extreme variation in daily (even hourly) workload pressure for nurses. The operating room is considered to be the main engine and hence the main generator of variance in the hospital. The purpose of this paper is threefold. First of all, we present a concrete model that integrates both the nurse and the operating room scheduling process. Second, we show how the column generation technique approach, one of the most employed exact methods for solving nurse scheduling problems, can easily cope with this model extension. Third, by means of a large number of computational experiments we provide an idea of the cost saving opportunities and required solution times.     

Using DEA and simulation in guiding operating units to improved performance

The potential for the use of DEA and simulation in a mutually supporting role in guiding operating units to improved performance is presented. An analysis following a three-stage process is suggested. Stage one involves obtaining the data for the DEA analysis. This can be sourced from historical data, simulated data or a combination of the two. Stage two involves the DEA analysis that identifies benchmark operating units. In the third stage simulation can now be used in order to offer practical guidance to operating units towards improved performance. This can be achieved by the use of sensitivity analysis of the benchmark unit using a simulation model to offer direct support as to the feasibility and efficiency of any variations in operating practices to be tested. Alternatively, the simulation can be used as a mechanism to transmit the practices of the benchmark unit to weaker performing units by building a simulation model of the weaker unit to the process design of the benchmark unit. The model can then compare performance of the current and benchmark process designs. Quantifying improvement in this way provides a useful driver to any process change initiative that is required to bring the performance of weaker units up to the best in class.     

Resource allocation in a large decentralized enterprise

We present a model of an enterprise comprising several operating units pursuing their production goals with a fair degree of autonomy, but under resource constraints imposed by a headquarters function. Specifically, each operating unit is assumed to seek a maximization of a perceived market value of its product output, subject to constraints on resources such as capital for plants and equipment, headcount, etc. imposed by headquarters. The headquarters function pursues a global optimization problem which takes into account the market values of all the products of the operating units, but also the cost of the resources and their regulation. Under suitable assumptions of linearity, the operation of the enterprise is formulated as a novel hierarchical structure of linear programming problems. An algorithm is presented for the solution of a class of such problems.     

A non-radial measure of different systems for Taiwanese tourist hotels’ efficiency assessment

The literature assumes that Taiwan’s international tourist hotels have identical frontier technology to evaluate non-radial efficiencies, even if they characterize different operating types. This study develops a non-radial systems model, for which the different operating types are evaluated based on different frontier technologies in order to calculate efficiencies. Compared to the radial systems model, the new model is able to practice two verifications. First, efficient units can be separated into strong and weak efficient sets. The second finds the benchmark among the different types for each input and output. The empirical results show that most efficient units reflect strong efficiency while only one hotel reflects weak efficiency. Inefficient hotels should refer to the chain type in order to improve excess utilizations in employees, rooms, catering space, and revenue deficits. For improving excess operating expenses and occupancy rate deficits, inefficient hotels should refer to the independent type.     

Cyclic Scheduling for a Multi-product,Single-facility Production System Operating Under a Just-in-time Delivery Policy

Sarker and Parija have developed a model for obtaining the optimal batch size for a single-product manufacturing system operating under a fixed-quantity, periodic delivery policy. In this work, the model is extended to a multi-product situation and a single-facility scheduling scheme is developed for the system. Two situations are considered—one with fixed setup cost and the other with variable setup cost. It is observed that setup cost variability is beneficial to the system under certain conditions.     

考虑AGV作业行为的自动化集装箱码头水平运输优化

针对自动化集装箱码头水平作业的AGV调度问题(AGVSP),在解决整体作业优化的同时,考虑AGV作业行为对作业效率及能耗的影响,建立以AGV作业效率以及能源消耗作为双目标的双层规划模型。该模型考虑了独立装卸与同步装卸两种模式下的AGV水平运输的特点。在此基础上,设计了对应的双层遗传算法进行求解。并通过数值实验,对模型在考虑行为与不考虑行为,独立作业与同步装卸作业模式下的作业效果进行验证比较。结果表明:本模型在不影响作业效率的前提下,可有效降低AGV的作业能耗。