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The multi-state flow network (MSFN) serves as a fundamental framework for real-life network-structured systems and various applications. The system reliability of the MSFN, denoted as Rd, is defined as the probability of successfully transmitting at least d units of demand from a source to a terminal. Current analytical algorithms are characterized by their computational complexity, specifically falling into the NP-hard problem to evaluate exact system reliability. Moreover, existing analytical algorithms for calculating Rd are basically designed for predetermined values of d. This limitation hinders the ability of decision-makers to flexibly choose the most appropriate based on the specific characteristics of the given scenarios or applications. This means that these methods are incapable of simultaneously calculating system reliability for various demand levels. Therefore, this paper develops a simulation-based algorithm to estimate system reliability for all possible demand levels simultaneously such that we can eliminate the need to rely on repeat procedures for each specified d. An experimental investigation was carried out on a benchmark network and a practical network to validate the effectiveness and performance of the proposed algorithm. [ABSTRACT FROM AUTHOR]

Cross-efficiency evaluation is an effective method for ranking decision making units (DMUs) in data envelopment analysis, which is performed with peer-evaluation and self-evaluation. From different points of view, various cross-efficiency evaluations have been proposed with different secondary goals. Yet they usually lead to different average cross-efficiencies and different rankings. In this paper, we develop a concept of the aggressive game cross-efficiency, and propose an aggressive secondary model to minimize the cross-efficiencies of other DMUs under the constraints that the aggressive game cross-efficiency of the evaluated DMU is guaranteed. To achieve the aggressive game cross-efficiency, we develop an iterative algorithm. Mathematically, it is proved that all conventional average cross-efficiencies are sure to converge to the same aggressive game cross-efficiency by the iterative algorithm. Finally, numerical examples are presented to show the effectiveness of our approach in evaluating and ranking DMUs. [ABSTRACT FROM AUTHOR]

Optimization algorithms or heuristics in which the user interacts significantly either during the solution process or as part of post-optimality analysis are becoming increasingly popular. An important underlying premise of such man/machine systems is that there are some steps in solving a problem in which the computer has an advantage and other steps in which a human has an advantage. This paper first discusses how man/machine systems can be useful in facilitating model specification and revision, coping with aspects of a problem that are difficult to quantify and assisting in the solution process. We then survey successful systems that have been developed in the areas of vehicle scheduling, location problems, job shop scheduling, course scheduling, and planning language-based optimization. [ABSTRACT FROM AUTHOR]

This paper considers the problem of finding minimal length tree networks on the unit sphere Φ of a given point set (V) where distance is measured along great circular arcs. The related problems of finding a Steiner Minimal Tree SMT (V) and of finding a Minimum Spanning Tree MST(V) are treated through a simplicial decomposition technique based on computing the Delaunay Triangulation DT (V) and the Voronoi Diagram VD(V) of the given point set. O (N log N) algorithms for computing DT(V), VD(V), and WST(V) as well as an O(N log N) heuristic for finding a sub-optimal SMT(V) solution are presented, together with experimental results for randomly distributed points on Φ. [ABSTRACT FROM AUTHOR]

The DFP algorithm of unconstrained optimization possesses excellent properties of convergence for convex functions. However, a convergence theory of the DFP algorithm without the convexity assumption has not yet been established. This paper gives the following result: If the objective function is suitably smooth, and if the DFP algorithm produces a convergent point sequence, then the limit point of the sequence is a critical point of the objective function. Also, some open questions are mentioned. [ABSTRACT FROM AUTHOR]

Decision theory dealing with uncertainty is usually considering criteria such as expected, minimum or maximum values. In economic areas, the quantile criterion is commonly used and provides significant advantages. This paper gives interest to the quantile optimization in decision making for designing irrigation strategies. We developed P2 q, a hierarchical decomposition algorithm which belongs to the branching methods family. It consists in repeating the creation, evaluation and selection of smaller promising regions. Opposite to common approaches, the main criterion of interest is the α-quantile where α is related to the decision maker risk acceptance. Results of an eight parameters optimization problem are presented. Quantile optimization provided optimal irrigation strategies that differed from thus reached with expected value optimization, responding more accurately to the decision maker preferences. [ABSTRACT FROM AUTHOR]

In this paper, a functional inequality constrained optimization problem is studied using a discretization method and an adaptive scheme. The problem is discretized by partitioning the interval of the independent parameter. Two methods are investigated as to how to treat the discretized optimization problem. The discretization problem is firstly converted into an optimization problem with a single nonsmooth equality constraint. Since the obtained equality constraint is nonsmooth and does not satisfy the usual constraint qualification condition, relaxation and smoothing techniques are used to approximate the equality constraint via a smooth inequality constraint. This leads to a sequence of approximate smooth optimization problems with one constraint. An adaptive scheme is incorporated into the method to facilitate the computation of the sum in the inequality constraint The second method is to apply an adaptive scheme directly to the discretization problem. Thus a sequence of optimization problems with a small number of inequality constraints are obtained. Convergence analysis for both methods is established. Numerical examples show that each of the two proposed methods has its own advantages and disadvantages over the other. [ABSTRACT FROM AUTHOR]

This paper presents a parallel computation approach for the efficient solution of very large multistage linear and nonlinear network problems with random parameters. These problems result from particular instances of models for the robust optimization of network problems with uncertainty in the values of the right-hand side and the objective function coefficients. The methodology considered here models the uncertainty using scenarios to characterize the random parameters. A scenario tree is generated and, through the use of full-recourse techniques, an implementable solution is obtained for each group of scenarios at each stage along the planning horizon. As a consequence of the size of the resulting problems, and the special structure of their constraints, these models are particularly well-suited for the application of decomposition techniques, and the solution of the corresponding subproblems in a parallel computation environment. An augmented Lagrangian decomposition algorithm has been implemented on a distributed computation environment, and a static load balancing approach has been chosen for the parallelization scheme, given the subproblem structure of the model. Large problems - 9000 scenarios and 14 stages with a deterministic equivalent nonlinear model having 166000 constraints and 230000 variables - are solved in 45 minutes on a cluster of four small (11 Mflops) workstations. An extensive set of computational experiments is reported; the numerical results and running times obtained for our test set, composed of large-scale real-life problems, confirm the efficiency of this procedure. [ABSTRACT FROM AUTHOR]

The assignment of M unique machines to M locations with the objective of minimizing the total machine-to-machine material transportation cost in a flow line may be formulated as a quadratic assignment problem (QAP). Instead of having M unique machines, if an application involves one or more sets of identical machines, the location problem becomes a tertiary assignment problem (TAP). Solving a large problem of this kind is extremely difficult because of its combinatorial nature. When machine-to-machine flow is fixed, the TAP may be specialized to a QAP for which the unique machine problem is a special case. Obtaining an optimum solution to this problem when M is large is also computationally intractable. However, this problem may be solved by identifying sets of identical machines which may be partitioned into individual, ‘unique’ machines. Properties of a special type of matrix called the amoebic matrix are used in the partitioned problems to provide approximate solutions, which are relabeled to prescribe a solution to the original problem. Results are demonstrated along with suggestions for further research. [ABSTRACT FROM AUTHOR]

This study develops a novel Monte Carlo simulation (MCS) approach to estimate system reliability for a stochastic production system with finite buffer storage. System reliability indicates the probability of all workstations providing sufficient capacities to satisfy a specified demand, as well as that all buffer stations are not running out of storage. First, buffer stations are modeled in a stochastic production network (SPN) model and their storage usage is analyzed based on the network-structured SPN. Second, an MCS is developed to generate the system state and to check the storage usage of buffer stations to determine whether the demand can be satisfied. After repeated simulations, the system reliability of the SPN can be estimated. Experimental results show that the proposed MCS approach is effective and efficient in estimating system reliability with reasonable quality for an SPN within a reasonable time. More importantly, system reliability will be overestimated with infinite buffer storage, and thus, it is worth studying finite buffer storage. [ABSTRACT FROM AUTHOR]

We consider a general class of branching methods with killing for the estimation of rare events. The class includes a number of existing schemes, including RESTART and DPR (Direct Probability Redistribution). A method for the design and analysis is developed when the quantity of interest can be embedded in a sequence whose limit is determined by a large deviation principle. A notion of subsolution for the related calculus of variations problem is introduced, and two main results are proved. One is that the number of particles and the total work scales subexponentially in the large deviation parameter when the branching process is constructed according to a subsolution. The second is that the asymptotic performance of the schemes as measured by the variance of the estimate can be characterized in terms of the subsolution. Some examples are given to demonstrate the performance of the method. [ABSTRACT FROM AUTHOR]

Evolutionary Algorithms are robust search methods that mimic basic principles of evolution. We discuss different combinations of Evolutionary Algorithms and the versatile simulation method resulting in powerful tools not only for complex decision situations but explanatory models also. Realised and suggested applications from the domains of management and economics demonstrate the relevance of this approach. In a practical example three EA-variants produce better results than two conventional methods when optimising the decision variables of a stochastic inventory simulation. We show that EA are also more robust optimisers when only few simulations of each trial solution are performed. This characteristic may be used to reduce the generally higher CPU-requirements of population-based search methods like EA as opposed to point-based traditional optimisation techniques. [ABSTRACT FROM AUTHOR]