A Review of: “PRACTICAL OPTIMIZATION”

We consider a generalized optimal common due-date assignment problem and derive the optimality conditions for finding the optimal solution in this paper. We show that some versions of the common due-date determination problem can be treated as special cases of this generalized problem. For these special cases, we show that closed-form optimal solutions can be obtained from the optimality conditions. As for the solution of the generalized problem, we suggest an iterative solution procedure to help determine the optimal solution. Finally, we discuss the limiting behaviour of the optimal solution in a special situation and derive the asymptotic result     

Log-robust portfolio management after transaction costs

We suggest an approximation method for solving a Log-robust portfolio optimization problem that includes transaction costs. We transform the problem into a linear programming problem so that it is easy to implement in an actual investment. We also provide numerical tests comparing the approximation method’s solution to the solution for a traditional Log-robust problem.     

Space–time computation techniques with continuous representation in time (ST-C)

We introduce space–time computation techniques with continuous representation in time (ST-C), using temporal NURBS basis functions. This gives us a temporally smooth, NURBS-based solution, which is desirable in some cases, and a more efficient way of dealing with the computed data. We propose two versions of ST-C. In the first version, the smooth solution is extracted by projection from a solution computed with a different temporal representation, typically a discontinuous one. We use a successive projection technique with a small number of temporal NURBS basis functions at each projection, and therefore the extraction can take place as the solution with discontinuous temporal representation is being computed, without storing a large amount of time-history data. This version is not limited to solutions computed with ST techniques. In the second version, the solution with continuous temporal representation is computed directly by using a small number of temporal NURBS basis functions in the variational formulation associated with each time step.     

Time-variant lot sizing models for the warehouse scheduling problem

We consider the problem of scheduling the delivery of n products into a warehouse with limited space under the assumptions of continuous demands at constant rates, infinite horizon, and no backorders. The delivery schedule is described by a cyclic schedule with time-varying lot sizes. The order frequencies and the order sequence are assumed to be given. We formulate a linear program that determines delivery times relative to the cycle length to minimize the relative maximum space used and show that the optimal solution is characterized by filling the warehouse at each order. We bound the optimal solution by using a worst-case analysis and give conditions under which the linear program has the same optimal solution as a quadratic program that minimizes the holding cost. Under general conditions, we derive a bound on the cost penalty that results when using the optimal solution of the linear program as a solution to the quadratic program. Finally, we complete a solution to the nonlinear lot-sizing model by determining the best cycle length corresponding to the solution to the linear program and present a bound on a quality of this solution.     

Cyclic scheduling in synchronous production lines

In this paper we address the scheduling problem in unpaced synchronous mixed-model production lines operated under a cyclic scheduling policy. We first discuss operations of a production line with the synchronous transfer of parts. We then present an integer programming formulation of the problem. The problem, however, is W-hard, and for its exact solution we propose an implicit enumeration scheme. We discuss a property of the scheduling problem which allows us to effectively solve large size instances of the problem. We also present an approximate solution procedure with very good avenge performance. Useful managerial insights are obtained as we search for ways to improve the performance of synchronous lines. The relaxation of one of our original assumptions in the scheduling problem formulation results in an easy problem whose solution generates the absolute best in throughput performance configuration of the production line. Implementation of this solution, however, requires increasing the number of buffers in the line. We suggest other performance improvement ways to better balance the tradeoff between throughput and average Work-In-Progress (WIP) inventory in the line.     

Focusing of electromagnetic waves by paraboloid mirrors. I. Theory

We derive a solution to the problem of a plane electromagnetic wave focused by a parabolic mirror. The solution is obtained from the Stratton-Chu integral by solving a boundary-value problem. Our solution can be considered self-consistent. We also derive the far-field, i.e., Debye, approximation of our formulas. The solution shows that when the paraboloid is infinite, its focusing properties exhibit a dispersive behavior; that is, the structure of the field distribution in the vicinity of the focus strongly depends on the wavelength of the illumination. We show that for an infinite paraboloid the confinement of the focused energy worsens, with the energy distribution spreading in the focal plane. 2000 Optical Society of America [S0740-3232(00)01309-0] OCIS codes: 260.0260, 260.2110, 050.1960, 260.5430.     

Free convection from a vertical cooling fibre

We study the free-convective boundary-layer flow that is induced when a slender circular cylinder emerges from an orifice and moves vertically downwards. We demonstrate, by numerical solution of the equations, that the boundary-layer solution develops a singularity at a finite point, where the limiting form of solution is as predicted by Kuiken [3] for an analogous two-dimensional flow.     

On a bounded solution to a pair of coupled nonlinear ordinary differential equations

We present a bounded, decaying solution to a pair of coupled, nonlinear second-order ordinary differential equations arising in the theory of natural convection. The solution is found by transforming the problem into a non-autonomous system in the phase-plane. A uniqueness proof is given for the bounded solution.     

Ion-exchange iron sorption by carbon nanotubes and nanofibers

We have studied room-temperature equilibrium in systems containing an aqueous Fe(II) or Fe(III) salt solution and carbon nanofibers or carbon nanotubes with various contents of functional groups. The sorption capacity of the sorbents has been determined as a function of contact time, sorbent weight to solution volume ratio, salt concentrations in solution, solution pH, and sorbent “solubility” (degree of functionalization). Equilibrium data have been described by the Langmuir and Freundlich equations, and the sorption kinetics have been represented by a first-order or pseudo-second-order equation. We have demonstrated that the sorption process can be accelerated by physical activation of the system.     

Existence of solutions of Signorini problems with friction

A linear elastic body in unilateral contact with a rigid support and subjected to conditions of Coulomb friction is considered. We prove that there exists a solution of this Signorini problem with friction [1]. We show also that if the coefficient of friction is “small”, then the problem has a unique solution.     

On a bounded solution to a pair of coupled nonlinear ordinary differential equations

We present a bounded, decaying solution to a pair of coupled, nonlinear second-order ordinary differential equations arising in the theory of natural convection. The solution is found by transforming the problem into a non-autonomous system in the phase-plane. A uniqueness proof is given for the bounded solution.     

Hierarchic finite elements for moderately thick to very thin plates

We consider the numerical solution of Reissner-Mindlin plates. The model is widely used for thin to moderately thick plates. Generally low order finite elements (with degree one or two) are used for the approximation. Unfortunately the solution degenerates very rapidly for small thickness (locking phenomenon). Non standard formulations of the problem are usually combined with low order finite elements to weaken or possibly eliminate the locking of the numerical solution. We introduce a family of hierarchic finite elements and we present a set of numerical results for the plate problem in its plain formulation. We show that reliable solutions are achieved for all thicknesses of practical interest by using high order finite elements. Moreover, the hierarchic structure allows a low cost assessment of the quality of the solution.     

Hall MHD and Electron Inertia Effects in Current Sheet Formation at a Magnetic Neutral Line

An exact self-similar solution is used to investigate current sheet formation at a magnetic neutral line in incompressible Hall magnetohydrodynamics. The collapse to a current sheet is modelled as a finite-time singularity in the solution for electric current density at the neutral line. We establish that a finite-time collapse to the current sheet can occur in Hall magnetohydrodynamics, and we find a criterion for the finite-time singularity in terms of the initial conditions. We derive an asymptotic solution for the singularity formation and a formula for the singularity formation time. The analytical results are illustrated by numerical solutions, and we also investigate an alternative similarity reduction. Finally, we generalise our solution to incorporate resistive, viscous and electron inertia terms.     

An exact solution of the first-exit time problem for a class of structural systems

The mean time to escape from a region of desired operations is one the basic reliability measures in stochastic dynamics. In general, a precise solution of the first-exit time problem is unavailable. This paper demonstrates an exact solution of the mean exit time problem for a multidimensional non-dissipative Lagrangian system excited by additive Gaussian white noise. We identify the Fokker–Planck equation whose solution characterizes the mean time needed to reach a critical energy and explicitly construct the solution. For illustration, we apply the developed theory to engineering examples. We calculate the mean time of the standard operation for a flexural nanotube with likely noise-induced buckling and analyze the mean time of the stable functioning for a gyroscope subjected to random and dissipation torques. It is demonstrated that the solution of the first-exit time problem for a non-dissipative system gives a quite good approximation to a numerical solution of a similar problem for a system with small dissipation.     

New exact solutions in non-linear elasticity

In this work, we establish several new exact solutions to boundary value problems in non-linear elasticity. We show that in the case of the torsion of a slab, in addition to the classic torsion solution, there exist an infinity of solutions which are not symmetric. We study several associated boundary value problems. We also show that a nonlinearly elastic slab can exhibit nonuniform uniaxial extension solutions, in addition to the classic uniform uniaxial extension solution.     

Sequencing with limited flexibility

We consider the problem of resequencing a set of prearranged jobs when there is limited resequencing flexibility and sequence-dependent changeover costs. Resequencing flexibility is limited by how far forward or backward a job can shift in the sequence relative to its original position. We show how the problem can be solved using dynamic programming in polynomial time with respect to the number of jobs. We also show how the same solution approach can be extended to problems where sequencing constraints are job specific and to problems where job features, which determine changeover costs, are jointly determined with the job sequence. We provide an integer programming formulation to the resequencing problem whose linear programming relaxation offers a useful lower bound. We also describe a family of decomposition heuristics that are easy to customize to provide desired levels of solution quality and solution time. We document the quality of the lower bound from the linear programming relaxation and the upper bound from the heuristic using numerical results. We also provide numerical results to support managerial insights regarding the value of flexibility. We show that the value of flexibility is of the diminishing kind with most of the benefit realized with relatively limited flexibility. We also show that a balanced allocation of flexibility among forward and backward position shifting is superior to an unbalanced one. More significantly, we show that forward and backward position shifting flexibility are complements with the value of one increasing in the amount of the other. Finally, we apply our solution approach to a real-world case from the automotive industry.     

Analysis of explicit difference methods for a diffusion-convection equation

We consider the numerical solution of a model one-dimensional diffusion-convection equation by a variety of explicit finite difference methods including conventional central and upwind replacements of the convection terms. We discuss commonly observed phenomena such as instability, unwanted oscillations in the numerical solution, and numerical diffusion and we present an analysis of these effects by simple mathematical techniques.     

The Plant Location and Technology Acquisition Problem

This paper presents an analytical approach for simultaneous optimization of the plant location, capacity acquisition and technology selection decisions in a multi-product environment. The proposed approach can be useful when there is considerable interaction between these structural decisions e.g., in global manufacturing companies. We present a formal definition of the plant location and technology acquisition problem and provide a mathematical model. We describe the analytical properties of the model, which lead to the development of a solution algorithm. Progressive piecewise linear underestimation constitutes the backbone of our solution algorithm. The arising subproblems are amenable to a dual-based approach. We report on a set of experiments that improved our understanding of the interaction among facility design decisions and showed that the computational performance of the proposed solution procedure is quite satisfactory.     

On the general solution by a direct method of a large-scale singular system of linear equations: application to the analysis of floating structures

Finding the general solution of a singular system of linear equations requires computing a particular solution and a basis of the null space of the corresponding singular matrix. In this paper, we consider the case where the singular matrix is large and sparse, and the application calls for a direct solution method. We highlight the dependence of straightforward factorization algorithms on an arbitrary constant that can influence the correctness of the computed solution, and describe a family of improved direct solution methods that alleviate this problem. For structural mechanics applications, we propose a hybrid geometric–algebraic method that is more robust than the purely algebraic direct methods that are currently used for solving singular sparse systems of equations. We illustrate the potential of our proposed solution algorithms with examples from structural mechanics and domain-decomposition-based iterative solvers. © 1998 John Wiley & Sons, Ltd.     

Improved inversion procedure for particle size distribution determination by photon correlation spectroscopy

We propose a minimum variation of solution method to determine the optimal regularization parameter for singular value decomposition for obtaining the initial distribution for a Chahine iterative algorithm used to determine the particle size distribution from photon correlation spectroscopy data. We impose a nonnegativity constraint to make the initial distribution more realistic. The minimum variation of solution is a single constraint method and we show that a better regularization parameter may be obtained by increasing the discrimination between adjacent values. We developed the S-R curve method as a means of determining the modest iterative solution from the Chahine algorithm. The S-R curve method requires a smoothing operator. We have used simulated data to verify our new method and applied it to real data. Both simulated and experimental data show that the method works well and that the first derivative smoothing operator in the S-R curve gives the best results.