No abstract

Covering arrays can be applied to the testing of software, hardware and advanced materials, and to the effects of hormone interaction on gene expression. In this paper we develop constraint programming models of the problem of finding an optimal covering array. Our models exploit global constraints, multiple viewpoints and symmetry-breaking constraints. We show that compound variables, representing tuples of variables in our original model, allow the constraints of this problem to be represented more easily and hence propagate better. With our best integrated model, we are able to either prove the optimality of existing bounds or find new optimal solutions, for arrays of moderate size. Local search on a SAT-encoding of the model is able to find improved solutions and bounds for larger problems.

The first order loss function and its complementary function are extensively used in practical settings. When the random variable of interest is normally distributed, the first order loss function can be easily expressed in terms of the standard normal cumulative distribution and probability density function. However, the standard normal cumulative distribution does not admit a closed form solution and cannot be easily linearised. Several works in the literature discuss approximations for either the standard normal cumulative distribution or the first order loss function and their inverse. However, a comprehensive study on piecewise linear upper and lower bounds for the first order loss function is still missing. In this work, we initially summarise a number of distribution independent results for the first order loss function and its complementary function. We then extend this discussion by focusing first on random variable featuring a symmetric distribution, and then on normally distributed random variables. For the latter, we develop effective piecewise linear upper and lower bounds that can be immediately embedded in MILP models. These linearisations rely on constant parameters that are independent of the mean and standard deviation of the normal distribution of interest. We finally discuss how to compute optimal linearisation parameters that minimise the maximum approximation error. keywords: first order loss function; complementary first order loss function; piecewise linear approximation; minimax; Jensen's; Edmundson-Madansky.

We consider a class of production/inventory control problems that has a single product and a single stocking location, for which a stochastic demand with a known non-stationary probability distribution is given. Under the widely-known replenishment cycle policy the problem of computing policy parameters under service level constraints has been modeled using various techniques. Tarim and Kingsman introduced a modeling strategy that constitutes the state-of-the-art approach for solving this problem. In this paper we identify two sources of approximation in Tarim and Kingsman's model and we propose an exact stochastic constraint programming approach. We build our approach on a novel concept, global chance-constraints, which we introduce in this paper. Solutions provided by our exact approach are employed to analyze the accuracy of the model developed by Tarim and Kingsman.

No abstract

No abstract

This paper1 considers a single product and a single stocking location production/inventory control problem given a non-stationary stochastic demand. Under a widely-used control policy for this type of inventory system, the objective is to find the optimal number of replenishments, their timings and their respective order-up-to-levels that meet customer demands to a required service level. We extend a known CP approach for this problem using three cost-based filtering methods. Our approach can solve to optimality instances of realistic size much more efficiently than previous approaches, often with no search effort at all.

In this paper we address the general multi-period production/inventory problem with non-stationary stochastic demand and supplier lead time under service-level constraints. A replenishment cycle policy (R n ,S n ) is modeled, where R n is the n-th replenishment cycle length and S n is the respective order-up-to-level. We propose a Stochastic Constraint Programming approach for computing the optimal policy parameters. In order to do so, a dedicated global chance-constraint and the respective filtering algorithm that enforce the required service level are presented. Our numerical examples show that a stochastic supplier lead time significantly affects the structure of the optimal policy with respect to the case in which the lead time is assumed to be deterministic or absent.