Optimization models for quality and cost of modular software systems

This study presents two optimization models for selecting the best Commercial Off-The-Shelf (COTS) software product among alternatives for each module in the development of modular software systems. The objective function of the models is to maximize quality within a budgetary constraint. The software system consists of several programs, where a specific function of each program can call upon a series of modules. Several alternative COTS products are available for each module. A weight to the modules is given by utilizing the Analytic Hierarchy Process (AHP) based on the access frequencies of the modules. A simplified example is given to demonstrate each optimization model.     

COTS selection using fuzzy interactive approach

In this paper, we introduce fuzzy mathematical programming (FMP) for decision-making related to software creation by selecting optimal commercial-off-the-shelf (COTS) products in a modular software system. Each module in such software systems have different alternatives with variations in their properties, for example, quality, reliability, execution time, size and cost. Due to these variations, component-based software developers generally deals with the problem of selecting appropriate COTS products. The development of COTS-based systems largely depends on the success of the selection process. Various crisp optimization models of COTS products selection have been proposed in literature. However, in real COTS products selection problem, it is difficult to estimate precisely the values of various model parameters due to lack of sufficient data and also because of measurement errors. Hence, instead of crisp optimization model, if we use flexible optimization model then we might obtain results which are more preferred by the decision maker. In this study, we use multiple methodologies such as quality model, analytical hierarchy process and FMP to develop fuzzy multiobjective optimization model of the COTS products selection. To determine a preferred compromise solution for the multiobjective optimization problem, an interactive fuzzy approach is used.     

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.     

Redundant consecutive-k systems

We introduce redundancy into the consecutive-k (-out-of-n) systems which have recently been widely studied. We study three problems: (i) compute the reliabilities for such systems, (ii) assign components with various working probabilities to a given system to maximize its reliability, (iii) select a system under hardware constraints to maximize the reliability.     

Efficient formulations for pricing under attraction demand models

We propose a modeling and optimization framework to cast a broad range of fundamental multi-product pricing problems as tractable convex optimization problems. We consider a retailer offering an assortment of differentiated substitutable products to a population of customers that are price-sensitive. The retailer selects prices to maximize profits, subject to constraints on sales arising from inventory and capacity availability, market share goals, bounds on allowable prices and other considerations. Consumers’ response to price changes is represented by attraction demand models, which subsume the well known multinomial logit (MNL) and multiplicative competitive interaction demand models. Our approach transforms seemingly non-convex pricing problems (both in the objective function and constraints) into convex optimization problems that can be solved efficiently with commercial software. We establish a condition which ensures that the resulting problem is convex, prove that it can be solved in polynomial time under MNL demand, and show computationally that our new formulations reduce the solution time from days to seconds. We also propose an approximation of demand models with multiple overlapping customer segments, and show that it falls within the class of demand models we are able to solve. Such mixed demand models are highly desirable in practice, but yield a pricing problem which appears computationally challenging to solve exactly.     

带组约束可靠性网络最优化问题的精确算法

本文提出了一种求解带组约束串-并网络系统最优冗余问题的精确算法.该算法利用拉格朗日松驰和Dantzig-Wolfe分解法得到问题的上界,并结合动态规划求解子问题.算法采用一种有效的切割和剖分方法,以逐步缩小对偶间隙和保证收敛性.数值结果表明该算法对于求解带组约束可靠性最优化问题是很有效的.     

Constrained optimal discrimination designs for Fourier regression models

In this article, the problem of constructing efficient discrimination designs in a Fourier regression model is considered. We propose designs which maximize the power of the F-test, which discriminates between the two highest order models, subject to the constraints that the tests that discriminate between lower order models have at least some given relative power. A complete solution is presented in terms of the canonical moments of the optimal designs, and for the special case of equal constraints even more specific formulae are available.     

A cross entropy based algorithm for reliability problems

The Cross Entropy method has recently been applied to combinatorial optimization problems with promising results. This paper proposes a Cross Entropy based algorithm for reliability optimization of complex systems, where one wants to maximize the reliability of a system through optimal allocation of redundant components while respecting a set of budget constraints. We illustrate the effectiveness of the proposed algorithm on two classes of problems, software system reliability optimization and complex network reliability optimization, by testing it on instances from the literature as well as on randomly generated large scale instances. Furthermore, we show how a Cross Entropy-based algorithm can be fine-tuned by using a training scheme based upon the Response Surface Methodology. Computational results show the effectiveness as well as the robustness of the algorithm on different classes of problems.     

Effective program planning for multiple projects under limited resources

This work deals with an analytical approach to effective planning based upon the relative economics of projects contained in a program. A mathematical model is formulated to maximize the total return over the planning horizon subject to various annual cash flow and resource constraints. Stochastic mixed-integer programming is applied to determine the optimal sequence of project planning activities. To illustrate the use of the proposed procedure, a numerical example is solved using the mathematical programming software package SCICONIC/VM in a VAX-11/750 computer system.     

Modeling hybrid network dynamics under random perturbations

We define stochastic network models based on internal structural dynamics of individual nodes which undergo Markovian switching subject to noise and external shocks. Steady-state stability and reliability criteria are established in closed form and show explicit dependence on system parameters.     

Optimization models for recovery block schemes

This paper presents optimization models for a fault tolerant software by selecting a set of versions for a given program. The objective is to maximize the reliability of the software satisfying a budget limitation. Optimization models are developed for two block recovery schemes: (1) independent recovery block and (2) consensus recovery block. The paper also presents simple formulas to calculate the reliability of the two schemes.     

Integrated analytical hierarch process and mathematical programming to supplier selection problem with quantity discount

In this article an integration of analytical hierarchy process and non-linear integer and multi-objective programming under some constraints such as quantity discounts, capacity, and budget is applied to determine the best suppliers and to place the optimal order quantities among them. This integration-based multi-criteria decision making methodology takes into account both qualitative and quantitative factors in supplier selection. While the analytical hierarchy process matches item characteristics with supplier characteristics, non-linear integer programming model analytically determines the best suppliers and the optimal order quantities among the determined suppliers. The objectives of the mathematical models constructed are maximizing the total value of purchase (TVP), minimizing the total cost of purchase (TCP) or maximizing TVP and minimizing TCP simultaneously. In addition, several “what if” scenarios are facilitated and the quality of the resulting models is evaluated on real-life data.     

基于多属性群决策的软件可靠性模型选择方案

基于模型评价准则的属性值和专家经验的偏好信息进行软件可靠性增长模型的选择,可归结为多属性群决策问题.模型评价准则的主观专家偏好可利用层次分析方法将其量化得到其主观排序权重;基于失效数据的模型评价准则的计算数据可利用熵权法获得客观排序权重.综合两种权重可得到既能反映专家经验又能综合实际软件可靠性测试数据的模型评价方案.实例分析表明该方案具有合理性和可行性.     

Tacit collusion games in pool-based electricity markets under transmission constraints

Harrington et al. (Math Program Ser B 104:407–435, 2005) introduced a general framework for modeling tacit collusion in which producing firms collectively maximize the Nash bargaining objective function, subject to incentive compatibility constraints. This work extends that collusion model to the setting of a competitive pool-based electricity market operated by an independent system operator. The extension has two features. First, the locationally distinct markets in which firms compete are connected by transmission lines. Capacity limits of the transmission lines, together with the laws of physics that guide the flow of electricity, may alter firms’ strategic behavior. Second, in addition to electricity power producers, other market participants, including system operators and power marketers, play important roles in a competitive electricity market. The new players are included in the model in order to better represent real-world markets, and this inclusion will impact power producers’ strategic behavior as well. The resulting model is a mathematical program with equilibrium constraints (MPEC). Properties of the specific MPEC are discussed and numerical examples illustrating the impacts of transmission congestion in a collusive game are presented.     

Decentralization of responsibility for site decontamination projects: A budget allocation approach

A major problem currently confronting central governments is how to optimally allocate resources for decontamination of polluted sites. ‘Optimally’ here refers to obtaining maximum environmental benefits with the limited resources available. An important issue in budget allocation is that of decentralization, given the magnitude of the information flows between regional and central level necessary in a fully centralized approach. This paper investigates the use of mathematical programming models to support allocation procedures to obtain maximum environmental effectiveness and economic efficiency. We consider the situation where regional authorities provide limited, summary information to the central government, which then allocates budgets. The central government aims to maximize total environmental benefits, subject to a central budget constraint (and constraints on other resources). The problem can be formulated as a mixed integer programming problem, but the size of the problem precludes the search for optimal solutions. We present an effective heuristic and include computational results on its performance.     

A data model for algorithmic multiple criteria decision analysis

Various software tools implementing multiple criteria decision analysis (MCDA) methods have appeared over the last decades. Although MCDA methods share common features, most of the implementing software have been developed independently from scratch. Majority of the tools have a proprietary storage format and exchanging data among software is cumbersome. Common data exchange standard would be useful for an analyst wanting to apply different methods on the same problem. The Decision Deck project has proposed to build components implementing MCDA methods in a reusable and interchangeable manner. A key element in this scheme is the XMCDA standard, a proposal that aims to standardize an XML encoding of common structures appearing in MCDA models, such as criteria and performance evaluations. Although XMCDA allows to present most data structures for MCDA models, it almost completely lacks data integrity checks. In this paper we present a new comprehensive data model for MCDA problems, implemented as an XML schema. The data model includes types that are sufficient to represent multi-attribute value/utility models, ELECTRE III/TRI models, and their stochastic extensions, and AHP. We also discuss use of the data model in algorithmic MCDA.     

Optimal component selection based on cohesion & coupling for component based software system under build-or-buy scheme

Component based software system approach is concerned with the system development by integrating components. The component based software construction primarily focuses on the view that software systems can be built up in modular fashion. The modular design is a logical collection of several independent developed components that are assembled with well defined software architecture. These components can be developed in-house or can be obtained commercially from outside market making build versus buy decision an important consideration in development process. Cohesion and coupling (C&C) plays a major role in determining the system quality in terms of reliability, maintainability and availability. Cohesion is defined as the internal interaction of components within the module. On the other hand, coupling is the external interaction of the module with other modules i.e. interaction of components amongst the modules of the software system. High cohesion and low coupling is one of the important criteria for good software design. Intra-modular coupling density (ICD) is a measure that describes the relationship between cohesion and coupling of modules in a modular software system and its value lies between zero and one. This paper deals with the selection of right mix of components for a modular software system using build-or-buy strategy. In this paper, fuzzy bi-criteria optimization model is formulated for component selection under build-or-buy scheme. The model simultaneously maximizes intra-modular coupling density (ICD) and functionality within the limitation of budget, reliability and delivery time. The model is further extended by incorporating the issue of compatibility amongst the components of the modules. A case study is devised to explain the formulated model.     

Can protected areas potentially enlarge viability domains for harvesting management?

We study the viability domains of bio-economic constraints for two different harvesting models. The first model is the classical one introduced by Clark, while the second one brings to the fore a reserve or protected area. Both dynamics are subject to two constraints: one of ecological type ensuring a minimum stock level, the other one of economic type ensuring a minimum income for fishermen. The goal of this study is to investigate theoretically, with the help of dynamical models, the benefits of creating reserve zones, on both economic and environmental criteria.     

基于部件指派的多状态系统可靠度优化研究

针对一般二态系统假设的不足,提出了多状态系统条件下的可靠度优化指派问题。该问题以系统可靠度最大化为优化目标,在考虑部件分配成本和总分派成本预算的前提下,对多状态系统下不同状态对应的性能水平的进行了分析,给出了基于通用生成函数的多状态系统的可靠度评估方法。根据指派问题的组合优化的特性和多状态系统可靠性评估的特点,对传统遗传算法的适应度函数进行了改进,设计了基于整数编码的遗传算法,该算法具有离散变量的设计灵活性和强大的搜索性能。算例实验表明,本文设计的优化算法具有较好的求解质量,同时算法的运行时间也得到了大幅的缩短。本研究为多状态系统的可靠度优化提供了一条可借鉴的思路。     

Solving nonlinear principal-agent problems using bilevel programming

While significant progress has been made, analytic research on principal-agent problems that seek closed-form solutions faces limitations due to tractability issues that arise because of the mathematical complexity of the problem. The principal must maximize expected utility subject to the agent’s participation and incentive compatibility constraints. Linearity of performance measures is often assumed and the Linear, Exponential, Normal (LEN) model is often used to deal with this complexity. These assumptions may be too restrictive for researchers to explore the variety of relationships between compensation contracts offered by the principal and the effort of the agent. In this paper we show how to numerically solve principal-agent problems with nonlinear contracts. In our procedure, we deal directly with the agent’s incentive compatibility constraint. We illustrate our solution procedure with numerical examples and use optimization methods to make the problem tractable without using the simplifying assumptions of a LEN model. We also show that using linear contracts to approximate nonlinear contracts leads to solutions that are far from the optimal solutions obtained using nonlinear contracts. A principal-agent problem is a special instance of a bilevel nonlinear programming problem. We show how to solve principal-agent problems by solving bilevel programming problems using the ellipsoid algorithm. The approach we present can give researchers new insights into the relationships between nonlinear compensation schemes and employee effort.