John Vande Vate - Academia.edu (original) (raw)
Papers by John Vande Vate
Advances in Applied Probability, 2019
In this paper we introduce and solve a generalization of the classic average cost Brownian contro... more In this paper we introduce and solve a generalization of the classic average cost Brownian control problem in which a system manager dynamically controls the drift rate of a diffusion process X. At each instant, the system manager chooses the drift rate from a pair {u, v} of available rates and can invoke instantaneous controls either to keep X from falling or to keep it from rising. The objective is to minimize the long-run average cost consisting of holding or delay costs, processing costs, costs for invoking instantaneous controls, and fixed costs for changing the drift rate. We provide necessary and sufficient conditions on the cost parameters to ensure the problem admits a finite optimal solution. When it does, a simple control band policy specifying economic buffer sizes (α, Ω) and up to two switching points is optimal. The controller should invoke instantaneous controls to keep X in the interval (α, Ω). A policy with no switching points relies on a single drift rate exclusive...
Operations Research, 2000
We develop heuristics for a problem that models the static balancing of turbine fans: load point ... more We develop heuristics for a problem that models the static balancing of turbine fans: load point masses at regularly spaced positions on the periphery of a circle so that the residual unbalance about the center—which corresponds to the axis of rotation of the fan—is as small as possible. We give worst-case guarantees for our heuristics in terms of residual unbalance. For the case of an even number of blades, we show that one of our heuristics provides the same worst-case guarantee (with respect to the ideal of perfect balance) as does total enumeration. Furthermore, computational tests show that our heuristics are orders of magnitude faster and not far from optimum on average.
Operations Research, 1996
We study a two-machine flowshop in which all processing times are independently and identically d... more We study a two-machine flowshop in which all processing times are independently and identically distributed, with values known to the scheduler. We are able to describe in detail the expected behavior of the flowshop under optimal and heuristic schedules. Our results suggest that minimizing makespan might be a superfluous objective: random schedules are easier to construct and require significantly less intermediate storage between the machines; moreover, they are known to be asymptotically optimal.
Mechanics of Structures and Machines, 1993
We give heuristics to sequence blocks on a beam, like books on a bookshelf, to minimize simultane... more We give heuristics to sequence blocks on a beam, like books on a bookshelf, to minimize simultaneously the maximum deflection and the maximum bending moment of the beam. For a beam with simple supports at the ends, one heuristic places the blocks so that the maximum deflection is no more than 16/9 √ 3 ≈ 1.027 times the theoretical minimum and the maximum bending moment is within 4 times the minimum. Another heuristic allows maximum deflection up to 2.054 times the theoretical minimum but restricts the maximum bending moment to within 2 times the minimum. Similar results hold for beams with fixed supports at the ends.
Operations Research, 2008
When a manufacturer places repeated orders with a supplier to meet changing production requiremen... more When a manufacturer places repeated orders with a supplier to meet changing production requirements, he faces the challenge of finding the right balance between holding costs and the operational costs involved in adjusting the shipment sizes. We consider an inventory whose content fluctuates as a Brownian motion in the absence of control. At any moment, a controller can adjust the inventory level by any positive or negative quantity, but incurs both a fixed cost and a cost proportional to the magnitude of the adjustment. The inventory level must be nonnegative at all times and continuously incurs a linear holding cost. The objective is to minimize long-run average cost. We show that control band policies are optimal for the average cost Brownian control problem and explicitly calculate the parameters of the optimal control band policy. This form of policy is described by three parameters {q,Q,S}, 0 < q ≤ Q < S. When the inventory falls to zero (rises to S), the controller expe...
This is the first in a series of papers that explores a class of polyhedra we call 2-lattice poly... more This is the first in a series of papers that explores a class of polyhedra we call 2-lattice polyhedra. 2-Lattice polyhedra are a special class of lattice polyhedra that include network flow polyhedra, fractional matching polyhedra, matroid intersection polyhedra, the intersection of two polymatroids, etc. In this paper we show that the maximum sum of components of a vector in a 2-lattice polyhderon is equal to the minimum capacity of a cover for the polyhedron. For special classes of 2-lattice polyhedra, called matching 2-lattice polyhedra, that include all of the mentioned special cases except the intersection of two polymatroids, we characterize the largest member in the family of minimum covers in terms of the maximum “cardinality” vectors in the polyhedron. In fact, we show that this same characterization arises from considering only the extreme maximum cardinality vectors. This characterization is at the heart of our extreme point algorithm [3] for finding a maximum cardinalit...
Operations Research, 1992
We develop a heuristic for a problem motivated by the loading of aircraft or trucks: pack blocks ... more We develop a heuristic for a problem motivated by the loading of aircraft or trucks: pack blocks into a bin so that their center-of-gravity is as close as possible to a target point. Our heuristic either produces good solutions or else signals that none is possible. It also works when loading non-homogeneous blocks into a bin of non-zero and possibly nonhomogeneous mass.
Mathematics of Operations Research, Nov 1, 1993
We model the problem of managing capacity in a build-to-order environment as a Brownian drift con... more We model the problem of managing capacity in a build-to-order environment as a Brownian drift control problem and seek a policy that minimizes the long-term average cost. We assume the controller can, at some cost, shift the processing rate among a finite set of alternatives by, for example, adding or removing staff, increasing or reducing the number of shifts or opening or closing production lines. The controller incurs a cost for capacity per unit time and a delay cost that reflects the opportunity cost of revenue waiting to be recognized or the customer service impacts of delaying delivery of orders. Furthermore he incurs a cost per unit to reject orders or idle resources as necessary to keep the workload of waiting orders within a prescribed range. We introduce a practical restriction on this problem, called the SsSsSs-restricted Brownian control problem, and show how to model it via a structured linear program. We demonstrate that an optimal solution to the SsSsSs-restricted proble...
This is the first in a series of papers that explores a class of polyhedra we call 2-lattice poly... more This is the first in a series of papers that explores a class of polyhedra we call 2-lattice polyhedra. 2-Lattice polyhedra are a special class of lattice polyhedra that include network flow polyhedra, fractional matching polyhedra, matroid intersection polyhedra, the intersection of two polymatroids, etc. In this paper we show that the maximum sum of components of a vector in a 2-lattice polyhderon is equal to the minimum capacity of a cover for the polyhedron. For special classes of 2-lattice polyhedra, called matching 2-lattice polyhedra, that include all of the mentioned special cases except the intersection of two polymatroids, we characterize the largest member in the family of minimum covers in terms of the maximum "cardinality" vectors in the polyhedron. In fact, we show that this same characterization arises from considering only the extreme maximum cardinality vectors. This characterization is at the heart of our extreme point algorithm [3] for finding a maximum ...
International Series in Operations Research & Management Science, 2011
ABSTRACT Auto manufacturers today face many challenges: The industry is plagued with excess capac... more ABSTRACT Auto manufacturers today face many challenges: The industry is plagued with excess capacity that drives down prices, international competitors are seizing share at both ends of the market and consumers are well informed about options and prices. All these factors combine to heighten competitive pressures, squeeze margins, and leave manufacturers struggling to increase revenues and market share.
IFIP Advances in Information and Communication Technology, 2013
Sustainability addresses three aspects of corporate responsibility: economic, environmental and s... more Sustainability addresses three aspects of corporate responsibility: economic, environmental and social. Over the years, the operations and supply chain literature has focused on economic and environmental objectives limiting the social agenda to ethical sourcing practices. Yet the disposition of surplus inventories in particular and charitable giving in general are key components of corporate social responsibility. We discuss the channels and challenges for companies' surplus inventory donations and describe why companies should integrate product donations within their overall corporate sustainability strategy.
Lecture Notes in Statistics, 1996
... 7, Stability of multiclass Jackson-type networks Foss, Rybko - 1995. 4, The stability of tw... more ... 7, Stability of multiclass Jackson-type networks Foss, Rybko - 1995. 4, The stability of two-station fluid networks Dai, VandeVate - 1997. ... 2, Performance bounds and pathwise stability for generalized vacation and polling systems Altman, Foss, et al. - 1994. ...
Annals of Mathematics and Artificial Intelligence, 1990
An expert system applies the deduction rules in its knowledge base to a set of initial data to re... more An expert system applies the deduction rules in its knowledge base to a set of initial data to reach a conclusion. When the initial data are insufficient, the expert system may ask the user for additional information. This paper analyzes effectiveness and efficiency of question-asking strategies in expert systems with Horn clause knowledge bases. An effective strategy reaches a conclusion after asking as few questions as possible. An efficient strategy can be computed quickly. We prove that effective strategies are, unfortunately, not efficient. However, we present a somewhat less effective but very efficient strategy. It employs an algorithm which simultaneously performs deduction and question selection in log-linear time.
Advances in Applied Probability, 2019
In this paper we introduce and solve a generalization of the classic average cost Brownian contro... more In this paper we introduce and solve a generalization of the classic average cost Brownian control problem in which a system manager dynamically controls the drift rate of a diffusion process X. At each instant, the system manager chooses the drift rate from a pair {u, v} of available rates and can invoke instantaneous controls either to keep X from falling or to keep it from rising. The objective is to minimize the long-run average cost consisting of holding or delay costs, processing costs, costs for invoking instantaneous controls, and fixed costs for changing the drift rate. We provide necessary and sufficient conditions on the cost parameters to ensure the problem admits a finite optimal solution. When it does, a simple control band policy specifying economic buffer sizes (α, Ω) and up to two switching points is optimal. The controller should invoke instantaneous controls to keep X in the interval (α, Ω). A policy with no switching points relies on a single drift rate exclusive...
Operations Research, 2000
We develop heuristics for a problem that models the static balancing of turbine fans: load point ... more We develop heuristics for a problem that models the static balancing of turbine fans: load point masses at regularly spaced positions on the periphery of a circle so that the residual unbalance about the center—which corresponds to the axis of rotation of the fan—is as small as possible. We give worst-case guarantees for our heuristics in terms of residual unbalance. For the case of an even number of blades, we show that one of our heuristics provides the same worst-case guarantee (with respect to the ideal of perfect balance) as does total enumeration. Furthermore, computational tests show that our heuristics are orders of magnitude faster and not far from optimum on average.
Operations Research, 1996
We study a two-machine flowshop in which all processing times are independently and identically d... more We study a two-machine flowshop in which all processing times are independently and identically distributed, with values known to the scheduler. We are able to describe in detail the expected behavior of the flowshop under optimal and heuristic schedules. Our results suggest that minimizing makespan might be a superfluous objective: random schedules are easier to construct and require significantly less intermediate storage between the machines; moreover, they are known to be asymptotically optimal.
Mechanics of Structures and Machines, 1993
We give heuristics to sequence blocks on a beam, like books on a bookshelf, to minimize simultane... more We give heuristics to sequence blocks on a beam, like books on a bookshelf, to minimize simultaneously the maximum deflection and the maximum bending moment of the beam. For a beam with simple supports at the ends, one heuristic places the blocks so that the maximum deflection is no more than 16/9 √ 3 ≈ 1.027 times the theoretical minimum and the maximum bending moment is within 4 times the minimum. Another heuristic allows maximum deflection up to 2.054 times the theoretical minimum but restricts the maximum bending moment to within 2 times the minimum. Similar results hold for beams with fixed supports at the ends.
Operations Research, 2008
When a manufacturer places repeated orders with a supplier to meet changing production requiremen... more When a manufacturer places repeated orders with a supplier to meet changing production requirements, he faces the challenge of finding the right balance between holding costs and the operational costs involved in adjusting the shipment sizes. We consider an inventory whose content fluctuates as a Brownian motion in the absence of control. At any moment, a controller can adjust the inventory level by any positive or negative quantity, but incurs both a fixed cost and a cost proportional to the magnitude of the adjustment. The inventory level must be nonnegative at all times and continuously incurs a linear holding cost. The objective is to minimize long-run average cost. We show that control band policies are optimal for the average cost Brownian control problem and explicitly calculate the parameters of the optimal control band policy. This form of policy is described by three parameters {q,Q,S}, 0 < q ≤ Q < S. When the inventory falls to zero (rises to S), the controller expe...
This is the first in a series of papers that explores a class of polyhedra we call 2-lattice poly... more This is the first in a series of papers that explores a class of polyhedra we call 2-lattice polyhedra. 2-Lattice polyhedra are a special class of lattice polyhedra that include network flow polyhedra, fractional matching polyhedra, matroid intersection polyhedra, the intersection of two polymatroids, etc. In this paper we show that the maximum sum of components of a vector in a 2-lattice polyhderon is equal to the minimum capacity of a cover for the polyhedron. For special classes of 2-lattice polyhedra, called matching 2-lattice polyhedra, that include all of the mentioned special cases except the intersection of two polymatroids, we characterize the largest member in the family of minimum covers in terms of the maximum “cardinality” vectors in the polyhedron. In fact, we show that this same characterization arises from considering only the extreme maximum cardinality vectors. This characterization is at the heart of our extreme point algorithm [3] for finding a maximum cardinalit...
Operations Research, 1992
We develop a heuristic for a problem motivated by the loading of aircraft or trucks: pack blocks ... more We develop a heuristic for a problem motivated by the loading of aircraft or trucks: pack blocks into a bin so that their center-of-gravity is as close as possible to a target point. Our heuristic either produces good solutions or else signals that none is possible. It also works when loading non-homogeneous blocks into a bin of non-zero and possibly nonhomogeneous mass.
Mathematics of Operations Research, Nov 1, 1993
We model the problem of managing capacity in a build-to-order environment as a Brownian drift con... more We model the problem of managing capacity in a build-to-order environment as a Brownian drift control problem and seek a policy that minimizes the long-term average cost. We assume the controller can, at some cost, shift the processing rate among a finite set of alternatives by, for example, adding or removing staff, increasing or reducing the number of shifts or opening or closing production lines. The controller incurs a cost for capacity per unit time and a delay cost that reflects the opportunity cost of revenue waiting to be recognized or the customer service impacts of delaying delivery of orders. Furthermore he incurs a cost per unit to reject orders or idle resources as necessary to keep the workload of waiting orders within a prescribed range. We introduce a practical restriction on this problem, called the SsSsSs-restricted Brownian control problem, and show how to model it via a structured linear program. We demonstrate that an optimal solution to the SsSsSs-restricted proble...
This is the first in a series of papers that explores a class of polyhedra we call 2-lattice poly... more This is the first in a series of papers that explores a class of polyhedra we call 2-lattice polyhedra. 2-Lattice polyhedra are a special class of lattice polyhedra that include network flow polyhedra, fractional matching polyhedra, matroid intersection polyhedra, the intersection of two polymatroids, etc. In this paper we show that the maximum sum of components of a vector in a 2-lattice polyhderon is equal to the minimum capacity of a cover for the polyhedron. For special classes of 2-lattice polyhedra, called matching 2-lattice polyhedra, that include all of the mentioned special cases except the intersection of two polymatroids, we characterize the largest member in the family of minimum covers in terms of the maximum "cardinality" vectors in the polyhedron. In fact, we show that this same characterization arises from considering only the extreme maximum cardinality vectors. This characterization is at the heart of our extreme point algorithm [3] for finding a maximum ...
International Series in Operations Research & Management Science, 2011
ABSTRACT Auto manufacturers today face many challenges: The industry is plagued with excess capac... more ABSTRACT Auto manufacturers today face many challenges: The industry is plagued with excess capacity that drives down prices, international competitors are seizing share at both ends of the market and consumers are well informed about options and prices. All these factors combine to heighten competitive pressures, squeeze margins, and leave manufacturers struggling to increase revenues and market share.
IFIP Advances in Information and Communication Technology, 2013
Sustainability addresses three aspects of corporate responsibility: economic, environmental and s... more Sustainability addresses three aspects of corporate responsibility: economic, environmental and social. Over the years, the operations and supply chain literature has focused on economic and environmental objectives limiting the social agenda to ethical sourcing practices. Yet the disposition of surplus inventories in particular and charitable giving in general are key components of corporate social responsibility. We discuss the channels and challenges for companies' surplus inventory donations and describe why companies should integrate product donations within their overall corporate sustainability strategy.
Lecture Notes in Statistics, 1996
... 7, Stability of multiclass Jackson-type networks Foss, Rybko - 1995. 4, The stability of tw... more ... 7, Stability of multiclass Jackson-type networks Foss, Rybko - 1995. 4, The stability of two-station fluid networks Dai, VandeVate - 1997. ... 2, Performance bounds and pathwise stability for generalized vacation and polling systems Altman, Foss, et al. - 1994. ...
Annals of Mathematics and Artificial Intelligence, 1990
An expert system applies the deduction rules in its knowledge base to a set of initial data to re... more An expert system applies the deduction rules in its knowledge base to a set of initial data to reach a conclusion. When the initial data are insufficient, the expert system may ask the user for additional information. This paper analyzes effectiveness and efficiency of question-asking strategies in expert systems with Horn clause knowledge bases. An effective strategy reaches a conclusion after asking as few questions as possible. An efficient strategy can be computed quickly. We prove that effective strategies are, unfortunately, not efficient. However, we present a somewhat less effective but very efficient strategy. It employs an algorithm which simultaneously performs deduction and question selection in log-linear time.