Accelerating benders decomposition with heuristicmaster problem solutions

In this paper, a general scheme for generating extra cuts during the execution of a Benders decomposition algorithm is presented. These cuts are based on feasible and infeasible master problem solutions generated by means of a heuristic. This article includes general guidelines and a case study with a fixed charge network design problem. Computational tests with instances of this problem show the efficiency of the strategy. The most important aspect of the proposed ideas is their generality, which allows them to be used in virtually any Benders decomposition implementation.

Bootstrap confidence intervals for industrial recurrent event data

Industrial recurrent event data where an event of interest can be observed more than once in a single sample unit are presented in several areas, such as engineering, manufacturing and industrial reliability. Such type of data provide information about the number of events, time to their occurrence and also their costs. Nelson (1995) presents a methodology to obtain asymptotic confidence intervals for the cost and the number of cumulative recurrent events. Although this is a standard procedure, it can not perform well in some situations, in particular when the sample size available is small. In this context, computer-intensive methods such as bootstrap can be used to construct confidence intervals. In this paper, we propose a technique based on the bootstrap method to have interval estimates for the cost and the number of cumulative events. One of the advantages of the proposed methodology is the possibility for its application in several areas and its easy computational implementation. In addition, it can be a better alternative than asymptotic-based methods to calculate confidence intervals, according to some Monte Carlo simulations. An example from the engineering area illustrates the methodology.

An analysis of Taguchi's on-line quality monitoring procedure for variables based on the results of a sequence of inspections

In this paper, a procedure for the on-line process control of variables is proposed. This procedure consists of inspecting the m-th item from every m produced items and deciding, at each inspection, whether the process is out-of-control. Two sets of limits, warning (µ0 ± W) and control (µ0 ± C), are used. If the value of the monitored statistic falls beyond the control limits or if a sequence of h observations falls between the warning limits and the control limits, the production is stopped for adjustment; otherwise, production goes on. The properties of an ergodic Markov chain are used to obtain an expression for the average cost per item. The parameters (the sampling interval m, the widths of the warning, the control limits W and C(W < C), and the sequence length (h) are optimized by minimizing the cost function. A numerical example illustrates the proposed procedure.