@article{zhang_elmaghraby_2014, title={The relevance of the "alphorn of uncertainty" to the financial management of projects under uncertainty}, volume={238}, number={1}, journal={European Journal of Operational Research}, author={Zhang, J. W. and Elmaghraby, S. E.}, year={2014}, pages={65–76} } @article{matta_elmaghraby_2010, title={Polynomial time algorithms for two special classes of the proportionate multiprocessor open shop}, volume={201}, ISSN={["0377-2217"]}, DOI={10.1016/j.ejor.2009.03.048}, abstractNote={This paper describes a complex scheduling problem taken from a hospital diagnostic testing center that schedules hundreds of patients in an open shop environment consisting of multiple facilities and multiple processors. This scheduling problem, known as the multiprocessor open shop (MPOS) problem, is strongly NP-hard with few published results. Realizing that in many MPOS environments processing times are stage-dependent, not both job and stage-dependent, this paper examines a new class of problems for the MPOS—proportionate ones. This paper exploits the structural nature of the proportionate MPOS and defines new terms. Despite the enormous complexity of the MPOS problem, this work demonstrates that polynomial time algorithms exist for two special cases. Since other applications of this problem exist in service and manufacturing environments, solving the proportionate MPOS problem is not only significant in the theory of optimization, but also in many real-world applications.}, number={3}, journal={EUROPEAN JOURNAL OF OPERATIONAL RESEARCH}, author={Matta, Marie E. and Elmaghraby, Salah E.}, year={2010}, month={Mar}, pages={720–728} } @article{tereso_novais_araujo_elmaghraby_2009, title={elm Optimal resource allocation in stochastic activity networks via the electromagnetism approach: a platform implementation in Java}, volume={38}, number={3}, journal={Control and Cybernetics}, author={Tereso, A. P. and Novais, R. A. and Araujo, M. M. T. and Elmaghraby, S. E.}, year={2009}, pages={745–782} } @article{ramachandra_elmaghraby_2006, title={Sequencing precedence-related jobs on two machines to minimize the weighted completion time}, volume={100}, ISSN={["1873-7579"]}, DOI={10.1016/j.ijpe.2004.10.014}, abstractNote={We address the problem P2|prec|∑wjCj. The problem is known to be NP-hard. We offer a binary integer program (BIP) and a dynamic program (DP); the latter is based on the concept of “initial subsets” of jobs and the optic of “weighted earliness–tardiness”. Although the DP approach expands the size of problems that can be solved to optimality to almost twice that obtained by the BIP, it reaches its computational limit around 25 jobs with mean job processing time of 10. We then introduce a genetic algorithm (GA) procedure that is capable of solving any problem size, and further extends the domain of applicability to more than two machines in parallel (problem Pm|prec|∑wjCj). The BIP is used also to establish a good lower bound against which the performance of the GA procedure is measured for larger size problems. Experimental investigation of the GA procedure demonstrates that it is capable of achieving the optimum in very few iterations (less than 20), thanks to the manner in which the initial population is generated, and that early abortion still yields excellent approximation to the optimum as judged by its proximity to the lower bound.}, number={1}, journal={INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS}, author={Ramachandra, G and Elmaghraby, SE}, year={2006}, month={Mar}, pages={44–58} } @article{elmaghraby_2005, title={On the fallacy of averages in project risk management}, volume={165}, ISSN={["1872-6860"]}, DOI={10.1016/j.ejor.2004.04.003}, abstractNote={Managers recognize the presence of uncertainty in the estimates of the various parameters of their projects, but usually circumvent the required analysis (which can be demanding) by replacing the random variables by their averages. This paper argues against such practice. It demonstrates that gross errors can be committed in cost estimates and in the bids based on them.}, number={2}, journal={EUROPEAN JOURNAL OF OPERATIONAL RESEARCH}, author={Elmaghraby, SE}, year={2005}, month={Sep}, pages={307–313} } @article{allaoui_artiba_elmaghraby_riane_2006, title={Scheduling of a two-machine flowshop with availability constraints on the first machine}, volume={99}, ISSN={["1873-7579"]}, DOI={10.1016/j.ijpe.2004.12.003}, abstractNote={We treat the problem of scheduling n immediately available jobs in a flowshop composed of two machines in series with the objective of minimizing the makespan, when it is known that there shall be an interruption in machine availability on the first machine. We also consider two types of processing regimes: “stop resume” and “stop restart”. We present efficient dynamic program models for both regimes. But we focus on the performance of the Johnson rule as a heuristic. We establish the conditions under which it yields the optimum, and demonstrate that in other cases its performance is bounded by 2.}, number={1-2}, journal={INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS}, author={Allaoui, H and Artiba, A and Elmaghraby, SE and Riane, F}, year={2006}, pages={16–27} } @article{tereso_araujo_elmaghraby_2004, title={Adaptive resource allocation in multimodal activity networks}, volume={92}, number={1}, journal={International Journal of Production Economics}, author={Tereso, A. P. and Araujo, M. M. T. and ElMaghraby, S. E.}, year={2004}, pages={10-} } @article{artiba_elmaghraby_2004, title={IEPM: Focus on scheduling}, volume={161}, number={1}, journal={European Journal of Operational Research}, author={Artiba, A. and Elmaghraby, S. E.}, year={2004}, pages={02-} } @article{soewandi_elmaghraby_2003, title={Sequencing on two-stage hybrid flowshops with uniform machines to minimize makespan}, volume={35}, DOI={10.1080/07408170390187915}, number={5}, journal={IIE Transactions}, author={Soewandi, H. and Elmaghraby, S. E.}, year={2003}, pages={467–477} } @article{jin_ohno_ito_elmaghraby_2002, title={Scheduling hybrid flowshops in printed circuit board assembly lines}, volume={11}, number={2}, journal={Production and Operations Management}, author={Jin, Z. H. and Ohno, K. and Ito, T. and Elmaghraby, S. E.}, year={2002}, pages={216–230} } @article{riane_artiba_elmaghraby_2002, title={Sequencing a hybrid two-stage flowshop with dedicated machines}, volume={40}, ISSN={["1366-588X"]}, DOI={10.1080/00207540210159536}, abstractNote={We treat the n -job, two-stage hybrid flowshop problem with one machine in the first stage and two different machines in parallel in the second stage. The objective is to minimize the makespan. We demonstrate that the problem is NP-complete. We formulate a dynamic program, which is beyond our grasp for problems of more than 15 jobs. Our search for heuristic approaches led to the adoption of the Johnson sequence, which motivated two of the three approaches: dynamic programming and sequence-and-merge. The third approach, the greedy heuristic, was included as example of an elementary heuristic.}, number={17}, journal={INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH}, author={Riane, F and Artiba, A and Elmaghraby, SE}, year={2002}, month={Nov}, pages={4353–4380} } @article{elmaghraby_soewandi_yao_2001, title={Chance-constrained programming in activity networks: A critical evaluation}, volume={131}, ISSN={["0377-2217"]}, DOI={10.1016/S0377-2217(00)00086-2}, abstractNote={We review the chance-constrained programming (CCP) model for event realization in activity networks (ANs), and the more recent contribution to it by Kress, from the points of view of validity and accuracy. We present a classification scheme of stochastic programming and confirm that the CCP does not solve the problem of finding a point estimate that satisfies a required confidence level, and is of little help in determining the cumulative distribution function (c.d.f.) of the project completion time. We show that the CCP leads to an extremely weak lower bound (l.b.) on the exact c.d.f. A backtracking approach is proposed that improves this l.b. via the CCP, which is still too weak to be of any practical value. Finally, we utilize the CCP approach to derive a result due to Kress in a simpler and more direct way. We also demonstrate that the result itself, unfortunately, is of questionable validity.}, number={2}, journal={EUROPEAN JOURNAL OF OPERATIONAL RESEARCH}, author={Elmaghraby, SE and Soewandi, H and Yao, MJ}, year={2001}, month={Jun}, pages={440–458} } @article{agrawal_elmaghraby_2001, title={On computing the distribution function of the sum of independent random variables}, volume={28}, number={5}, journal={Computers & Operations Research}, author={Agrawal, M. K. and Elmaghraby, S. E.}, year={2001}, pages={473–483} } @article{elmaghraby_2001, title={On the optimal release time of jobs with random processing times, with extensions to other criteria}, volume={74}, ISSN={["0925-5273"]}, DOI={10.1016/S0925-5273(01)00111-6}, abstractNote={Abstract We treat the problem of the optimal release time of a set of n jobs en masse to satisfy individual due dates and confidence levels under various objective functions. We propose a dynamic programming approach that has general applicability to single and multiple processors. We provide some dominance relations that should alleviate the computing burden which, in the worst case, is of time complexity O(n2n). Three special cases (same confidence level for all jobs; same due date for all jobs; and the ‘hierarchical case’) are immediate consequences of our general model.}, number={1-3}, journal={INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS}, author={Elmaghraby, SE}, year={2001}, month={Dec}, pages={103–113} } @article{soewandi_elmaghraby_2001, title={Sequencing three-stage flexible flowshops with identical machines to minimize makespan}, volume={33}, ISSN={["0740-817X"]}, DOI={10.1023/A:1010934318497}, abstractNote={We study the problem of sequencing n jobs on a three-stage flowshop with multiple identical machines at each stage (a flexible flowshop). The objective is to minimize the makespan. Since the problem is strongly NP-complete, we develop and compare several heuristic procedures of time complexity O(n log n). We were successful in deriving the worst case performance bound of one procedure. We have also developed several lower bounds that serve as datum for comparison; the lower bound used in the evaluation is always the best among them. Extensive experiments were conducted to evaluate the performance of the proposed procedures, and preferences are concluded based on their average performance.}, number={11}, journal={IIE TRANSACTIONS}, author={Soewandi, H and Elmaghraby, SE}, year={2001}, month={Nov}, pages={985–993} } @article{yao_elmaghraby_2001, title={The economic lot scheduling problem under power-of-two policy}, volume={41}, ISSN={["0898-1221"]}, DOI={10.1016/S0898-1221(01)00103-1}, abstractNote={We present further analysis on the economic lot scheduling problem (ELSP) without capacity constraints under power-of-two (PoT) policy. We explore its optimality structure and discover that the optimal objective value is piece-wise convex. By making use of the junction points of this function, we derive an effective (polynomial-time) search algorithm to secure a global optimal solution. The conclusions of this research lay the foundation for deriving an efficient heuristic, and also creates a benchmark for evaluating the quality of the heuristics for the conventional ELSP under PoT policy.}, number={10-11}, journal={COMPUTERS & MATHEMATICS WITH APPLICATIONS}, author={Yao, MJ and Elmaghraby, SE}, year={2001}, pages={1379–1393} } @article{elmaghraby_2000, title={On criticality and sensitivity in activity networks}, volume={127}, ISSN={["0377-2217"]}, DOI={10.1016/S0377-2217(99)00483-X}, abstractNote={A review of the issues related to activity criticality and the sensitivity of the mean and variance of project completion time to changes in the mean and variance of individual activities is presented. The methodologies proposed range over the analytical, Monte Carlo sampling, and statistical sampling, in particular the use of Taguchi orthogonal arrays.}, number={2}, journal={EUROPEAN JOURNAL OF OPERATIONAL RESEARCH}, author={Elmaghraby, SE}, year={2000}, month={Dec}, pages={220–238} } @article{elmaghraby_ferreira_tavares_2000, title={Optimal start times under stochastic activity durations}, volume={64}, number={1-3}, journal={International Journal of Production Economics}, author={Elmaghraby, S. E. and Ferreira, A. A. and Tavares, L. V.}, year={2000}, pages={153–164} } @article{ohno_jin_elmaghraby_1999, title={An optimal assembly mode of multi-type printed circuit boards}, volume={36}, ISSN={["0360-8352"]}, DOI={10.1016/S0360-8352(99)00142-4}, abstractNote={Abstract We deal with the problem of assembling several types of PCBs on a machine with multiple pick-insertion heads. We partition the PCB types into subsets, which constitute the modes of operation. The subsets are selected so that the components required for assembly on the PCBs in a subset fit within the limited capacity of the reel carrier. Each PCB type in the subset is assembled successivley lot-by-lot without setup between the lots. Setup is needed only in the changeover between subsets. An optimal assembly mode minimizes the sum of assembly times and setup times of all PCB types demanded. Our approach is to divide the overall problem into three sub-problems: an insertion sequence problem (ISP), a reel positioning problem (RPP), and an optimal assembly mode problem (OAMP). The ISP for each type of PCB is formulated as a traveling salesperson problem for a fixed reel positioning. The RPP is formulated as an assignment problem for which the assignment cost is the sum of the weighted tour costs of the traveling salesperson problems for the subsets of PCB types. The ISPs and RPP are solved by a heuristic algorithm based on the two-optimal local search heuristic for the traveling salesperson problem, and an evolution strategy for the RPP. The OAMP is formulated as a set partitioning problem with added traveling salesperson type constraints. The proposed algorithm was implemented on a real life problem, and the optimal assembly mode was determined.}, number={2}, journal={COMPUTERS & INDUSTRIAL ENGINEERING}, author={Ohno, K and Jin, ZH and Elmaghraby, SE}, year={1999}, month={Apr}, pages={451–471} } @article{elmaghraby_fathi_taner_1999, title={On the sensitivity of project variability to activity mean duration}, volume={62}, ISSN={["0925-5273"]}, DOI={10.1016/S0925-5273(98)00241-2}, abstractNote={Traditionally the `importance' of an activity in the PERT model of projects is measured by its `criticality index', which is defined as the probability that the activity will be on the longest path. An insightful discussion by Williams (1992, Journal of Operational Research Society 43, 353–357) revealed that the classical criticality index is not always informative or intuitively appealing. In a recent study by Cho and Yum (1997, International Journal of Production Research 35, 2737–2757), a new `Uncertainty Importance Measure' is defined to measure the effect of the variability in an activity duration on the variability of the overall project duration. They propose Taguchi's sampling technique as a method for analyzing the network. The main contribution of this paper is to study the impact of changing the mean duration of an activity on the variability of the project duration. On the way to accomplish this, we further investigate the accuracy of Taguchi's sampling method for approximating the mean and standard deviation of the project duration, and propose steps that could result in computational savings in large networks.}, number={3}, journal={INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS}, author={Elmaghraby, SE and Fathi, Y and Taner, MR}, year={1999}, month={Sep}, pages={219–232} } @article{elmaghraby_thoney_1999, title={The two-machine stochastic flowshop problem with arbitrary processing time distributions}, volume={31}, DOI={10.1023/A:1007697625481}, abstractNote={We treat the two-machine flowshop problem with the objective of minimizing the expected makespan when the jobs possess stochastic durations of arbitrary distributions. We make three contributions in this paper: (1) we propose an exact approach with exponential worst-case time complexity. We also propose approximations which are computationally modest in their requirements. Experimental results indicate that our procedure is within less than 1% of the optimum; and (2) we provide a more elementary proof of the bounds on the project completion time based on the concepts of 'control networks'; and (3) we extend the 'reverse search' procedure of Avis and Fukuda [1] to the context of permutation schedules.}, number={5}, journal={IIE Transactions}, author={Elmaghraby, S. E. and Thoney, K. A.}, year={1999}, pages={467–477} } @article{lo_makrucki_bilbro_elmaghraby_1998, title={Call admission control schemes and ATM network topological design}, volume={111}, ISSN={["0377-2217"]}, DOI={10.1016/S0377-2217(97)00320-2}, abstractNote={Call admission control criteria are not only important for call admission control itself, but also can be an important input to network topological design. In this paper, we show the difference in terms of network cost incurred by adopting different call admission control schemes in network topological design. We compare two call admission control schemes. Scheme 1 uses equivalent bandwidth as its call admission control criterion and Scheme 2 is based on modeling the volatility of call traffic using Reflected Brownian Motion. Though Scheme 2 increases the complexity of network topological design, it can give lower network costs. Our experimental results show that for the same traffic mix, the network cost can be as little as 10% and as much as 35% lower when Scheme 2 is used instead of Scheme 1. The differences between the pair of resulting networks suggests that network topological design can be used as one of the criteria for choosing the call admission control scheme.}, number={2}, journal={EUROPEAN JOURNAL OF OPERATIONAL RESEARCH}, author={Lo, SZ and Makrucki, BA and Bilbro, GL and Elmaghraby, SE}, year={1998}, month={Dec}, pages={393–404} } @article{elmaghraby_1978, title={ECONOMIC LOT SCHEDULING PROBLEM (ELSP) - REVIEW AND EXTENSIONS}, volume={24}, ISSN={["0025-1909"]}, DOI={10.1287/mnsc.24.6.587}, abstractNote={ The ELSP is a time-honored problem that “has been around” since 1915. It is the problem of accommodating cyclical production patterns when several products are made on a single facility. Recent contributions to its resolution resulted in either analytical approaches to a restricted problem, or heuristic approaches to the entire problem. This paper reviews critically the various contributions to the problem, and extends the analysis in the following four directions: An improved analytical approach A test for feasibility, A systematic means for escape from infeasibility, and A procedure for the determination of a basic period for a given set of multipliers to achieve a feasible schedule. }, number={6}, journal={MANAGEMENT SCIENCE}, author={ELMAGHRABY, SE}, year={1978}, pages={587–598} }