An approximation algorithm for identical parallel machine scheduling with resource dependent processing times

We present a (3.5+?)-approximation algorithm for a scheduling problem on identical parallel machines with the objective to mimimize the makespan. The processing times depend on the usage of a single renewable resource where at any point of time at most k units from the resource are available.     

Random yield supply chain with a yield dependent secondary market

This paper considers a simple supply chain with one supplier and one retailer where the supplier’s production is subject to random yield and the retailer faces uncertain demand. There exists a secondary market for acquiring or disposing products by the supplier. We study both the centralized and decentralized systems. In the decentralized system, a no risk sharing contract and a risk sharing minimum commitment contract are analyzed. The supply chain with the risk sharing contract is further analyzed with a constant secondary market price and a yield dependent secondary market price. We present both the supplier’s and the retailer’s optimal strategies and provide insights for managers when making decisions under random yield risk and demand uncertainty. We find that the secondary market generally has a positive impact on supply chain performance and the actual effect of random yield risk on the supply chain performance depends on cost parameters and supply chain contract settings. Under certain conditions, reducing yield randomness may weaken the double marginalization effect and improve the chain performance. From the numerical study, we also show that there exists an optimal commitment level for the supply chain.     

Extremum theorems for large displacement analysis of discrete elastoplastic structures with piecewise linear yield surfaces

Discrete or discretized structures are considered in the range of large displacements. Elastic plastic behavior is assumed, under the hypothesis that both yield functions and hardening rules are piecewise linear. The structural response to a single finite loading step is assumed to involve regularly progressive yielding (no local unloading). An extremum property of this structural response is established, by recognizing that the relations governing the configuration change coincide with the Kuhn-Tucker conditions of a particular nonlinear constrained optimization problem, subject to sign constraints alone. This extremum property can be regarded as an extension of the theorem of minimum potential energy. Other properties, even if computationally less attractive, broaden the theory developed, so that some results previously obtained are derived as special cases.     

Modified base-stock policies for semiconductor production system with dependent yield rates

We consider a two-stage production system faced by semiconductor manufacturing which produces a hierarchy of multiple grades of outputs. In the first stage, a single type of input (wafer) is used to produce multiple types of semi-finished parts with dependent yield rates, and in the second stage, each type of semi-finished parts can be transformed into a corresponding type of final products, or downgraded to a type of lower grade final products. Random customer demands are faced on the final products, and demands of different types of final products are not allowed to be substituted. The advantage of this production system is that it can prevent unhealthy ordering from customers who intentionally send out false demand signals for high grade products and revise the orders to lower grade products when the delivery time is close, which was observed in semiconductor manufacturing. The objective of the study is to plan the quantity of the input at the first stage and the respective downgrade quantities at the second stage so as to meet the required service level at the minimum cost. With some common assumptions, we propose a modified base-stock policy for this two-stage production system and show that the occurrence of nil excess inventory above the base-stock level follows a renewal process. We further extend the modified base-stock policy to a better policy that invokes risk pooling over multiple grade products. The performance of these two polices are evaluated via simulation to provide managerial insights.     

An algorithm and efficient data structures for the binary knapsack problem

A branch-and-bound algorithm for the binary knapsack problem is presented which uses a combined stack and deque for storing the tree and the corresponding LP-relaxation. A reduction scheme is used to reduce the problem size. The algorithm was implemented in FORTRAN. Computational experience is based on 600 randomly generated test problems with up to 9000 zero-one variables. The average solution times (excluding an initial sorting step) increase linearly with problem size and compare favorably with other codes designed to solve binary knapsack problems.     

Thermoelastic problem for an isotropic sphere with temperature dependent properties

Zusammenfassung Es werden Wärmespannungen infolge polarsymmetrischer stationärer Temperaturfelder in einer isotropen Kugel mit temperaturabhängigen Stoffwerten untersucht. Das Material wird als inkompressibel vorausgesetzt, was einem oberen Grenzwert der viskoelastischen Spannungen in einem Maxwellschen Körper entspricht. Diese Annahme erlaubt, die Lösung in einer geschlossenen Form und für jede Temperaturverteilung und Temperaturabhängigkeit der Materialkonstanten und des Wärmeausdehnungskoeffizienten aufzustellen. Es werden allgemeine Formeln für die Spannungs- und Verschiebungsfelder in einer vollen Kugel und in einer kugelförmigen Schale gegeben und die Einwirkung der variablen Wärmeleitzahl auf das Temperaturfeld untersucht. Ein numerisches Beispiel für lineare Temperaturabhängigkeit des Elastizitätsmoduls und des Wärmeausdehnungskoeffizienten wird berechnet.

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This research was sponsored by the United States Army under Contract No. DA-11-022-ORD-2059     

An algorithm for computing the stable coalition structures in tree-graph communication games

We construct an algorithm which provides in finite steps the stable coalition structure(s) of tree-graph communication games and an allocation of the core: the restricted marginal contribution allocation. This paper has been presented at the St. Petersburg Institute for Economics and Mathematics (Russian Academy of Sciences), University of Santiago de Compostela (International Workshop on Game Theory), Universidad Autónoma de Barcelona, and Universidad de Sevilla. This research has been supported partially by: DGICYT PB94-1372 and UPV 035.321-HB146/96     

An algorithm for least squares analysis of spectroscopic data

This paper describes a variant of the Gauss-Newton-Hartley algorithm for nonlinear least squares, in which aQR implementation is used to solve the linear least squares problem. We follow Grey's idea of updating variables at intermediate stages of the orthogonalization. This technique, applied in partitions identified with known or suspected spectral lines, appears to be especially suited to the analysis of spectroscopic data. We suggest that this algorithm is an attractive candidate for the optimization role in Ekenberg's interactive computer graphics curve fitting program.     

The Poiseuille solution with temperature dependent viscosity

This article studies the Poiseuille flow in a cylindrical channel of arbitrary section and finite length of a fluid with temperature dependent viscosity and internal dissipation. A theorem of existence of solution is proved and a special case is examined in detail.     

An analysis of the shiftedLR algorithm

Summary We introduce and analyze generalized shift strategies for theLR algorithm and prove that these strategies are generalizations of classical iterations for non-linear equations. We also study how certain matrix functions transform under theLR algorithm.This paper is based on work done while T. J. Dekker was visiting Bell Telephone Laboratories, Incorporated.Some of the material in this paper was presented by J. F. Traub in an invited talk at the Gatlinburg Symposium on Numerical Algebra, April 1969.     

Spectral numerical schemes for time-dependent convection with viscosity dependent on temperature

This article proposes spectral numerical methods to solve the time evolution of convection problems with viscosity strongly dependent on temperature at infinite Prandtl number. Although we verify the proposed techniques solely for viscosities that depend exponentially on temperature, the methods are extensible to other dependence laws. The set-up is a 2D domain with periodic boundary conditions along the horizontal coordinate which introduces a symmetry in the problem. This is the O(2) symmetry, which is particularly well described by spectral methods and motivates the use of these methods in this context. We examine the scope of our techniques by exploring transitions from stationary regimes towards time dependent regimes. At a given aspect ratio, stable stationary solutions become unstable through a Hopf bifurcation, after which the time-dependent regime is solved by the spectral techniques proposed in this article.     

An approximate waves-bordering algorithm for adaptive finite elements analysis

In this paper an Approximate Waves-Bordering algorithm (AWB) is presented. It computes the finite elements linear system solution-update after a refinement/unrefinement step. This is done taking into consideration only the equations that correspond to the nodes whose solution is modified above a certain tolerance and it appears to be very efficient. The algorithm considers an increasing set of equations that updates recursively and stops when the norm of the residual has gone under a user-defined threshold. This revised version was published online in June 2006 with corrections to the Cover Date.     

Semidefinite optimization models for limit and shakedown analysis problems involving matrix spreads

Limit and shakedown analysis problems of Computational Mechanics lead to convex optimization problems, characterized by linear objective functions, linear equality constraints and constraints expressing the restrictions imposed by the material strength. It is shown that two important strength criteria, the Mohr–Coulomb and the Tresca criterion, can be represented as systems of semidefinite constraints, leading this way to semidefinite programming problems.     

An algorithm proposed for busy-period subcomponent analysis of bulk queues

This paper presents an algorithmic procedure for a busy-period subcomponent analysis of bulk queues. A component of interest for many server queues is the periodt _k to reduce congestion from a levelk to levelk-1. For anM ^(x)/M/c system with the possibility of total or partial rejection of batches, it is demonstrated that the expected length of busy periods, the proportion of delayed batch and the steady state queue length probabilities can be easily obtained. The procedure is based on the nested partial sums and monotonic properties of expected lengths of the busy periods.Formerly University of Ife.     

An approximation algorithm for solving a problem of cluster analysis

The authors provide some 2-approximation algorithm for an intractable problem to which one can reduce the problem of partitioning a vector set in Euclidean space into the two subsets (clusters) having the minimum sum of distance squares.     

An analysis of the greedy algorithm for partially ordered sets

The worst-case analysis of the greedy algorithm for a combinatorial problem of linear maximization on a partially ordered set (introduced by U. Faigle [3]) is given.     

An interval algorithm for sensitivity analysis of coupled vibro-acoustic systems

Sensitivity analysis is a vital part in the optimization design of coupled vibro-acoustic systems. A new interval sensitivity-analysis method for vibro-acoustic systems is proposed in this paper. This method relies on only interval perturbation analysis instead of partial derivatives and difference operations. For strongly nonlinear systems, in particular, this methodology requires parameter variation over narrower ranges in comparison with other methods. To implement sensitivity analysis based on this method, the interval ranges of the responses of the vibro-acoustic system with interval parameters should first be obtained. Therefore, an interval perturbation-analysis method is presented for obtaining the interval bounds of the sound-pressure responses of a coupled vibro-acoustic system with interval parameters. The interval perturbation method is then compared with the Monte Carlo method, which can be taken as the benchmark for comparative accuracy. Two numerical examples involving sensitivity analysis of vibro-acoustic systems illustrate the feasibility and effectiveness of the proposed interval-based method.     

An efficient backcalculation algorithm of time domain for large-scale pavement structures using Ritz vectors

This paper describes a backcalculation algorithm to determine the layer moduli and damping coefficients in the time domain for large-scale pavement structures. Pavement is modeled by three-dimensional finite element (3D FE). The parameter identification procedure makes use of Ritz vectors to reduce the size of matrices involved in the forward dynamic response analysis and the deflection sensitivity analysis. An exact complex mode superposition technique is used to obtain the dynamic response of the reduced equation system in the time domain. This method is more efficient, accurate and stable. The parameter estimates are improved iteratively by means of an algorithm that calls the finite element program of dynamic response analysis as a subroutine combining truncated singular value decomposition (TSVD) method. Simulation of a numerical solution validates the efficiency of the proposed method. Finally, the method is implemented for two experimentally tested sections of semiflexible pavement. All parameters are determined using the surface deflections of pavement experimentally recorded at the sensor locations of falling weight deflectometer (FWD).     

An analysis of turbulent film condensation on a sphere with variable wall temperature under the effect of local shear stress

This paper presents an investigation into turbulent film condensation on a sphere with variable wall temperature. Under the wide range of vapor velocity, the wall temperature and the local film shear stress were considered. The result shows that under the high velocity vapor, the increase of the temperature amplitude will bring out a larger Nusselt number, and the increase is about 2.7–5.6%. Besides, under the effect of the local film shear stress, the mean Nusselt number will decrease about 0.65–0.8%. Furthermore, the paper then discusses the influence of shears and temperature amplitudes on the local dimensionless film thickness and heat transfer characteristics. Finally, the results developed in the current study are compared with those generated by previous theoretical results.     

A branch-and-price algorithm for scheduling parallel machines with sequence dependent setup times

We consider the problem of scheduling n independent jobs on m unrelated parallel machines with sequence-dependent setup times and availability dates for the machines and release dates for the jobs to minimize a regular additive cost function. In this work, we develop a new branch-and-price optimization algorithm for the solution of this general class of parallel machines scheduling problems. A new column generation accelerating method, termed “primal box”, and a specific branching variable selection rule that significantly reduces the number of explored nodes are proposed. The computational results show that the approach solves problems of large size to optimality within reasonable computational time.