A genetic algorithm for resource investment project scheduling problem,tardiness permitted with penalty

In this paper a genetic algorithm for solving a class of project scheduling problems, called Resource Investment Problem, is presented. Tardiness of project is permitted with defined penalty. Elements of algorithm such as chromosome structure, unfitness function, crossover, mutation, immigration and local search operations are explained.     

Efficient Data Augmentation for Fitting Stochastic Epidemic Models to Prevalence Data

Stochastic epidemic models describe the dynamics of an epidemic as a disease spreads through a population. Typically, only a fraction of cases are observed at a set of discrete times. The absence of complete information about the time evolution of an epidemic gives rise to a complicated latent variable problem in which the state space size of the epidemic grows large as the population size increases. This makes analytically integrating over the missing data infeasible for populations of even moderate size. We present a data augmentation Markov chain Monte Carlo (MCMC) framework for Bayesian estimation of stochastic epidemic model parameters, in which measurements are augmented with subject-level disease histories. In our MCMC algorithm, we propose each new subject-level path, conditional on the data, using a time-inhomogenous continuous-time Markov process with rates determined by the infection histories of other individuals. The method is general, and may be applied to a broad class of epidemic models with only minimal modifications to the model dynamics and/or emission distribution. We present our algorithm in the context of multiple stochastic epidemic models in which the data are binomially sampled prevalence counts, and apply our method to data from an outbreak of influenza in a British boarding school. Supplementary material for this article is available online.     

Bayesian estimation of incompletely observed diffusions

We present a general framework for Bayesian estimation of incompletely observed multivariate diffusion processes. Observations are assumed to be discrete in time, noisy and incomplete. We assume the drift and diffusion coefficient depend on an unknown parameter. A data-augmentation algorithm for drawing from the posterior distribution is presented which is based on simulating diffusion bridges conditional on a noisy incomplete observation at an intermediate time. The dynamics of such filtered bridges are derived and it is shown how these can be simulated using a generalised version of the guided proposals introduced in Schauer, Van der Meulen and Van Zanten (2017, Bernoulli 23(4A)).     

Resource augmentation for online bounded space bin packing

We study online bounded space bin packing in the resource augmentation model of competitive analysis. In this model, the online bounded space packing algorithm has to pack a list L of items in (0,1] into a small number of bins of size b1. Its performance is measured by comparing the produced packing against the optimal offline packing of the list L into bins of size 1.We present a complete solution to this problem: For every bin size b1, we design online bounded space bin packing algorithms whose worst case ratio in this model comes arbitrarily close to a certain bound ρ(b). Moreover, we prove that no online bounded space algorithm can perform better than ρ(b) in the worst case.     

Test sets of integer programs

This article is a survey about recent developments in the area of test sets of families of linear integer programs. Test sets are finite subsets of the integer lattice that allow to improve any given feasible non-optimal point of an integer program by one element in the set. There are various possible ways of defining test sets depending on the view that one takes: theGraver test set is naturally derived from a study of the integral vectors in cones; theScarf test set (neighbors of the origin) is strongly connected to the study of lattice point free convex bodies; the so-calledreduced Gröbner basis of an integer program is obtained from a study of generators of polynomial ideals. This explains why the study of test sets connects various branches of mathematics. We introduce in this paper these three kinds of test sets and discuss relations between them. We also illustrate on various examples such as the minimum cost flow problem, the knapsack problem and the matroid optimization problem how these test sets may be interpreted combinatorially. From the viewpoint of integer programming a major interest in test sets is their relation to the augmentation problem. This is discussed here in detail. In particular, we derive a complexity result of the augmentation problem, we discuss an algorithm for solving the augmentation problem by computing the Graver test set and show that, in the special case of an integer knapsack problem with 3 coefficients, the augmentation problem can be solved in polynomial time.Supported by a Gerhard-Hess-Forschungsförderpreis of the German Science Foundation (DFG).     

Trade-offs between target hardening and overarching protection

Defenders concerned about protecting multiple targets can either protect them individually (through target hardening), or collectively (through overarching protections such as border security, public health, emergency response, or intelligence). Decision makers may find it relatively straightforward to choose which targets to harden, but are likely to find it more difficult to compare seemingly incommensurate forms of protection - e.g., target hardening, versus a reduction in the likelihood of weapons being smuggled across the border. Unfortunately, little previous research has addressed this question, and fundamental research is needed to provide guidance and practical solution approaches. In this paper, we first develop a model to optimally allocate resources between target hardening and overarching protection, then investigate the factors affecting the relative desirability of target hardening versus overarching protection, and finally apply our model to a case study involving critical assets in Wisconsin. The case study demonstrates the value of our method by showing that the optimal solution obtained using our model is in some cases substantially better than the historical budget allocation.     

Resource constraint scheduling with a fractional shared resource

We consider a scheduling problem motivated by mining in remote off-grid areas. In this model, mines have pre-assigned mineral processing jobs and their own machine for executing these jobs. Each job also needs a certain amount of electricity in order to get completed. The electricity, on the other hand, is of limited supply and must be shared between the mines. We present a mathematical formulation of the problem and a Lagrangian relaxation based heuristic. Computational results which compares our heuristic with genetic algorithm and simulated annealing are also presented.     

Recent developments in Dual Resource Constrained (DRC) system research

Real world manufacturing systems are usually constrained by both machine and human resources. Human operators are often the constraining resource and transfer between workstations to process jobs when required. This kind of system is known as a Dual Resource Constrained (DRC) system and presents additional technical challenges which must be considered during planning and scheduling. These technical challenges can be categorised into the five main dimensions of job release mechanisms, job dispatching, worker flexibility, worker assignment and transfer costs. This paper aims to provide an overview of recent developments in DRC research concerned with each of these areas and also discusses some possible approaches to solving the resource scheduling problem in a DRC system. The focus is on materials published after 1995 and up to 2009. Previous reviews on DRC systems are commented on and followed by a review of recent works associated with each of the five dimensions of DRC system research. Advancements made and new methodologies proposed are discussed and future research directions are identified.     

Complexity analysis of an assignment problem with controllable assignment costs and its applications in scheduling

We extend the classical linear assignment problem to the case where the cost of assigning agent j to task i is a multiplication of task i’s cost parameter by a cost function of agent j. The cost function of agent j is a linear function of the amount of resource allocated to the agent. A solution for our assignment problem is defined by the assignment of agents to tasks and by a resource allocation to each agent. The quality of a solution is measured by two criteria. The first criterion is the total assignment cost and the second is the total weighted resource consumption. We address these criteria via four different problem variations. We prove that our assignment problem is NP-hard for three of the four variations, even if all the resource consumption weights are equal. However, and somewhat surprisingly, we find that the fourth variation is solvable in polynomial time. In addition, we find that our assignment problem is equivalent to a large set of important scheduling problems whose complexity has been an open question until now, for three of the four variations.     

一种新的WDM光网中的共享链路保护策略

研究了WDM光网中的链路保护问题.提出了一种新的共享链路保护策略--基于SRLG的共享链路保护策略(SRLG-SLP).SRLG(共享风险链路组)定义了对一条工作光通道分配保护资源时的资源可用性的约束.它规定任意两条有着同样故障风险或者说处于同一个SRLG的工作光通道不能利用同样的保护资源.另外,还提出了一种更加符合实际的单链路故障模型,其中链路故障间隔时间和链路故障保持时间被考虑作为两个独立的变量.基于该链路故障模型,通过大量的仿真试验,比较了专用链路保护(DLP)、共享链路保护(SLP)和提出的SRLG-SLP保护策略的资源利用率、保护效率以及业务中断率.结果显示,我们提出的SRLG-SLP在保护效率和业务中断率方面的保护性能远好于DLP和SLP,但会牺牲一些资源利用率.