SSM and technology management: Developing multimethodology through practice

Growing competition and economic recession is driving the need for more rapid redesign of operations enabled by innovative technologies. The acquisition, development and implementation of systems to manage customer complaints and control the quality assurance process is a critical area for engineering and manufacturing companies. Multimethodologies, and especially those that can bridge ‘soft’ and ‘hard’ OR practices, have been seen as a possible means to facilitate rapid problem structuring, the analysis of alternative process design and then the specification through to implementation of systems solutions. Despite the many ‘hard’ and ‘soft’ OR problem structuring and management methods available, there are relatively few detailed empirical research studies of how they can be combined and conducted in practice. This study examines how a multimethodology was developed, and used successfully, in an engineering company to address customer complaints/concerns, both strategically and operationally. The action research study examined and utilised emerging ‘soft’ OR theory to iteratively develop a new framework that encompasses problem structuring through to technology selection and adoption. This was based on combining Soft Systems Methodology (SSM) for problem exploration and structuring, learning theories and methods for problem diagnosis, and technology management for selecting between alternatives and implementing the solution. The results show that, through the use of action research and the development of a contextualised multimethodology, stakeholders within organisations can participate in the design of new systems and more rapidly adopt technology to address the operational problems of customer complaints in more systemic, innovative and informed ways.     

Quasineutral limit of a time-dependent drift-diffusion-Poisson model for p-n junction semiconductor devices

In this paper the vanishing Debye length limit of the bipolar time-dependent drift-diffusion-Poisson equations modelling insulated semiconductor devices with p-n junctions (i.e., with a fixed bipolar background charge) is studied. For sign-changing and smooth doping profile with ‘good’ boundary conditions the quasineutral limit (zero-Debye-length limit) is performed rigorously by using the multiple scaling asymptotic expansions of a singular perturbation analysis and the carefully performed classical energy methods. The key point in the proof is to introduce a ‘density’ transform and two λ-weighted Liapunov-type functionals first, and then to establish the entropy production integration inequality, which yields the uniform estimate with respect to the scaled Debye length. The basic point of the idea involved here is to control strong nonlinear oscillation by the interaction between the entropy and the entropy dissipation.     

Inspection scheduling for imperfect production processes under free repair warranty contract

The paper considers scheduling of inspections for imperfect production processes where the process shift time from an ‘in-control’ state to an ‘out-of-control’ state is assumed to follow an arbitrary probability distribution with an increasing failure (hazard) rate and the products are sold with a free repair warranty (FRW) contract. During each production run, the process is monitored through inspections to assess its state. If at any inspection the process is found in ‘out-of-control’ state, then restoration is performed. The model is formulated under two different inspection policies: (i) no action is taken during a production run unless the system is discovered in an ‘out-of-control’ state by inspection and (ii) preventive repair action is undertaken once the ‘in-control’ state of the process is detected by inspection. The expected sum of pre-sale and post-sale costs per unit item is taken as a criterion of optimality. We propose a computational algorithm to determine the optimal inspection policy numerically, as it is quite hard to derive analytically. To ease the computational difficulties, we further employ an approximate method which determines a suboptimal inspection policy. A comparison between the optimal and suboptimal inspection policies is made and the impact of FRW on the optimal inspection policy is investigated in a numerical example.     

An economic production lot size model in an imperfect production system

The paper investigates an EPL (Economic Production Lotsize) model in an imperfect production system in which the production facility may shift from an ‘in-control’ state to an ‘out-of-control’ state at any random time. The basic assumption of the classical EPL model is that 100% of produced items are perfect quality. This assumption may not be valid for most of the production environments. More specifically, the paper extends the article of Khouja and Mehrez [Khouja, M., Mehrez, A., 1994. An economic production lot size model with imperfect quality and variable production rate. Journal of the Operational Research Society 45, 1405–1417]. Generally, the manufacturing process is ‘in-control’ state at the starting of the production and produced items are of conforming quality. In long-run process, the process shifts from the ‘in-control’ state to the ‘out-of-control’ state after certain time due to higher production rate and production-run-time.The proposed model is formulated assuming that a certain percent of total product is defective (imperfect), in ‘out-of-control’ state. This percentage also varies with production rate and production-run time. The defective items are restored in original quality by reworked at some costs to maintain the quality of products in a competitive market. The production cost per unit item is convex function of production rate. The total costs in this investment model include manufacturing cost, setup cost, holding cost and reworking cost of imperfect quality products. The associated profit maximization problem is illustrated by numerical examples and also its sensitivity analysis is carried out.     

Generic pole assignability,structurally constrained controllers and unimodular completion

In this paper we assume dynamical systems are represented by linear differential-algebraic equations (DAEs) of order possibly higher than one. We consider a structured system of DAEs for both the to-be-controlled plant and the controller. We model the structure of the plant and the controller as an undirected and bipartite graph and formulate necessary and sufficient conditions on this graph for the structured controller to generically achieve arbitrary pole placement. A special case of this problem also gives new equivalent conditions for structural controllability of a plant. Use of results in matching theory, and in particular, ‘admissibility’ of edges and ‘elementary bipartite graphs’, make the problem and the solution very intuitive. Further, our approach requires standard graph algorithms to check the required conditions for generic arbitrary pole placement, thus helping in easily obtaining running time estimates for checking this. When applied to the state space case, for which the literature has running time estimates, our algorithm is faster for sparse state space systems and comparable for general state space systems.     

Production lot sizing with process deterioration and machine breakdown

The paper presents a generalized economic manufacturing quantity model for an unreliable production system in which the production facility may shift from an ‘in-control’ state to an ‘out-of-control’ state at any random time (when it starts producing defective items) and may ultimately break down afterwards. If a machine breakdown occurs during a production run, then corrective repair is done; otherwise, preventive repair is performed at the end of the production run to enhance the system reliability. The proposed model is formulated assuming that the time to machine breakdown, corrective and preventive repair times follow arbitrary probability distributions. However, the criteria for the existence and uniqueness of the optimal production time are derived under general breakdown and uniform repair time (corrective and preventive) distributions. The optimal production run time is determined numerically and the joint effect of process deterioration, machine breakdowns and repairs (corrective and preventive) on the optimal decisions is investigated for a numerical example.     

Problem structuring methods ‘in the Dock’: Arguing the case for Soft OR

Problem structuring methods (‘soft’ OR) have been around for approximately 40 years and yet these methods are still very much overlooked in the OR world. Whilst there is almost certainly a number of explanations for this, two key stumbling blocks are: (1) the subjective nature of the modelling yielding insights rather than testable results, and (2) the demand on users to both manage content (through modelling) and processes (work with rather than ‘on behalf’ of groups). However, as evidenced from practice there are also a number of significant benefits. This paper therefore aims to examine the case of Soft OR through examining the case for and against problem structuring methods.     

Almost disjoint families of connected sets

We investigate the question which (separable metrizable) spaces have a ‘large’ almost disjoint family of connected (and locally connected) sets. Every compact space of dimension at least 2 as well as all compact spaces containing an ‘uncountable star’ have such a family. Our results show that the situation for 1-dimensional compacta is unclear.     

Diagnostic assessment of children’s proportional reasoning

A proportional reasoning item bank was created from the relevant literature and tested in various forms. Rasch analyses of 303 pupils’ test results were used to calibrate the bank, and data from 84 pupils’ interviews was used to confirm our diagnostic interpretations. A number of sub-tests were scaled, including parallel ‘without models’ and ‘with models’ forms. We provide details of the 13-item ‘without models’ test which was formed from the ‘richest’ diagnostic items and verified on a further test sample (N=212, ages 10-13). Two scales were constructed for this test, one that measures children’s ‘ratio attainment’ and one that measures their ‘tendency for additive strategy.’ Other significant errors — ‘incorrect build-up,’ ‘magical doubling/halving,’ ‘constant sum’ and ‘incomplete reasoning’ — were identified. Finally, an empirical hierarchy of pupils’ attainment of proportional reasoning was formed, incorporating the significant errors and the additive scale.     

Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations

The efficient and accurate calculation of sensitivities of the price of financial derivatives with respect to perturbations of the parameters in the underlying model, the so-called ‘Greeks’, remains a great practical challenge in the derivative industry. This is true regardless of whether methods for partial differential equations or stochastic differential equations (Monte Carlo techniques) are being used. The computation of the ‘Greeks’ is essential to risk management and to the hedging of financial derivatives and typically requires substantially more computing time as compared to simply pricing the derivatives. Any numerical algorithm (Monte Carlo algorithm) for stochastic differential equations produces a time-discretization error and a statistical error in the process of pricing financial derivatives and calculating the associated ‘Greeks’. In this article we show how a posteriori error estimates and adaptive methods for stochastic differential equations can be used to control both these errors in the context of pricing and hedging of financial derivatives. In particular, we derive expansions, with leading order terms which are computable in a posteriori form, of the time-discretization errors for the price and the associated ‘Greeks’. These expansions allow the user to simultaneously first control the time-discretization errors in an adaptive fashion, when calculating the price, sensitivities and hedging parameters with respect to a large number of parameters, and then subsequently to ensure that the total errors are, with prescribed probability, within tolerance.     

Planes and processes

This article presented to Combinatorics 2006 is a survey of finite projective planes and the processes used to construct them. All non-translation planes are described, fundamental processes in translation planes are defined and some of these are used to connect semi-field flocks with symplectic spreads. Hermitian ovoids are connected to extensions of derivable nets, and three types of ‘lifting’ methods are discussed. Furthermore, hyperbolic fibrations and ‘regulus-inducing’ central collineation groups are connected to flocks of quadratic cones. Finally, hyper-reguli and multiple hyper-regulus replacement are considered.     

How violent are fast controls, III

For (coupled systems of) partial differential equations for which nullcontrol is possible in arbitrarily short time, the ‘standard’ blowup rate for the control cost is exponential in 1/T. It is shown how to derive this rate for a variety of systems, including the thermoelastic system with control restricted to a small patch in the domain and to a single component (thermal, displacement, or velocity).     

Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors

We explore simultaneous modeling of several covariance matrices across groups using the spectral (eigenvalue) decomposition and modified Cholesky decomposition. We introduce several models for covariance matrices under different assumptions about the mean structure. We consider ‘dependence’ matrices, which tend to have many parameters, as constant across groups and/or parsimoniously modeled via a regression formulation. For ‘variances’, we consider both unrestricted across groups and more parsimoniously modeled via log-linear models. In all these models, we explore the propriety of the posterior when improper priors are used on the mean and ‘variance’ parameters (and in some cases, on components of the ‘dependence’ matrices). The models examined include several common Bayesian regression models, whose propriety has not been previously explored, as special cases. We propose a simple approach to weaken the assumption of constant dependence matrices in an automated fashion and describe how to compute Bayes factors to test the hypothesis of constant ‘dependence’ across groups. The models are applied to data from two longitudinal clinical studies.     

A binary particle swarm optimization algorithm inspired by multi-level organizational learning behavior

Recently, nature-inspired algorithms have increasingly attracted the attention of researchers. Due to the fact that in BPSO the position vectors consisting of ‘0’ and ‘1’ can be seen as a decision behavior (support or oppose), in this paper, we propose a BPSO with hierarchical structure (BPSO_HS for short), on the basis of multi-level organizational learning behavior. At each iteration of BPSO_HS, particles are divided into two classes, named ‘leaders’ and ‘followers’, and different evolutionary strategies are used in each class. In addition, the mutation strategy is adopted to overcome the premature convergence and slow convergent speed during the later stages of optimization. The algorithm was tested on two discrete optimization problems (Traveling Salesman and Bin Packing) as well as seven real-parameter functions. The experimental results showed that the performance of BPSO_HS was significantly better than several existing algorithms.     

‘Too Little’ or ‘Too Late’: The timing of supply chain demand collaboration

This study examines the supply chain demand collaboration between a manufacturer and a retailer. We study how the timing of collaboration facilitates production decision of the manufacturer when the information exchanged in the collaboration is asymmetric. We investigate two collaboration mechanisms: ‘Too Little’ and ‘Too Late’, depending on the timing of information sharing between the manufacturer and the retailer. Our research results indicate that early collaboration as in the ‘Too Little’ mechanism leads to a stable production schedule, which decreases the need of production adjustment when production cost information becomes available; whereas a late collaboration as in the ‘Too Late’ mechanism enhances the flexibility of production adjustment when demand information warrants it. In addition, the asymmetric demand information confounds production decisions all the time; the manufacturer has to provide proper incentives to ensure truthful information sharing in collaboration. Information asymmetry might also reduce the difference in production decision between the ‘Too Little’ and ‘Too Late’ collaboration mechanisms. Numerical analysis is further conducted to demonstrate the performance implications of the collaboration mechanisms on the supply chain.     

Early work of N.G. (Dick) de Bruijn in analysis and some of my own

There are parallels between de Bruijn’s early work in analysis and that of the author. However, Dick’s work soon became much broader and deeper. While the present paper reviews several topics of common interest, its main content is a short version of Dick’s important article related to Riemann’s Hypothesis, entitled ‘The roots of trigonometric integrals’ [N.G. de Bruijn, The roots of trigonometric integrals, Duke Math. J. 17 (1950) 197–226]. The associated ‘de Bruijn–Newman constant’ is also discussed.     

On the spectrums of frame multiresolution analyses

We first give conditions for a univariate square integrable function to be a scaling function of a frame multiresolution analysis (FMRA) by generalizing the corresponding conditions for a scaling function of a multiresolution analysis (MRA). We also characterize the spectrum of the ‘central space’ of an FMRA, and then give a new condition for an FMRA to admit a single frame wavelet solely in terms of the spectrum of the central space of an FMRA. This improves the results previously obtained by Benedetto and Treiber and by some of the authors. Our methods and results are applied to the problem of the ‘containments’ of FMRAs in MRAs. We first prove that an FMRA is always contained in an MRA, and then we characterize those MRAs that contain ‘genuine’ FMRAs in terms of the unique low-pass filters of the MRAs and the spectrums of the central spaces of the FMRAs to be contained. This characterization shows, in particular, that if the low-pass filter of an MRA is almost everywhere zero-free, as is the case of the MRAs of Daubechies, then the MRA contains no FMRAs other than itself.     

Lur’e feedback systems with both unbounded control and observation: Well-posedness and stability using nonlinear semigroups

This paper is a complement of information to Grabowski and Callier (2006) [1]. A SISO Lur’e feedback control system consisting of a linear, infinite-dimensional system of boundary control in factor form and a nonlinear static incremental sector type controller is considered. Well-posedness and a criterion of absolute strong asymptotic stability of the null equilibrium is obtained using a novel nonlinear semigroup approach. A quadratic form Lyapunov functional is considered via a Lur’e type linear operator inequality. A sufficient strict circle criterion of solvability of the latter is found, using the solution of an operator Riccati equation by a novel self contained exposition, via reciprocal systems with bounded generating operators as recently studied and used by R.F. Curtain. The noncoercive case is finally considered using, in a novel way, LaSalle’s invariance principle.