Operations Research Proceedings 2007 (eBook)

Selected Papers of the Annual International Conference of the German Operations Research Society (GOR)

Jörg Kalcsics, Stefan Nickel (Herausgeber)

eBook Download: PDF

2008
XIX, 502 Seiten
Springer Berlin (Verlag)
978-3-540-77903-2 (ISBN)

Infos

The symposium Operations Research 2007 was held from September 5-7, 2007 at the Saarland University in Saarbru ¨cken. This international conference is at the same time the annual meeting of the German - erations Research Society (GOR). The transition in Germany (and many other countries in Europe) from a production orientation to a service society combined with a continuous demographic change generated a need for intensi?ed Op- ations Research activities in this area. On that account this conference has been devoted to the role of Operations Research in the service industry. The links to Operations Research are manifold and include many di?erent topics which are particularly emphasized in scienti?c sections of OR 2007. More than 420 participants from 30 countries made this event very international and successful. The program consisted of three p- nary,elevensemi-plenaryandmorethan300contributedpresentations, which had been organized in 18 sections. During the conference, the GOR Dissertation and Diploma Prizes were awarded. We congratulate all winners, especially Professor Wolfgang Domschke from the Da- stadt University of Technology, on receiving the GOR Scienti?c Prize Award.

Inhalt

Preface 5
Committees 7
Program Committee 7
Local Organizing Committee 7
Scientific Sections and Section Chairs 9
Contents 11
Part I Dissertation Award Winners 21
Expected Additive Time-Separable Utility Maximizing Capacity Control in Revenue Management 22
1 The Static Capacity Control Model 23
2 Maximizing Additive Time-Separable Expected Utility 25
3 Conclusion 27
References 27
Routing and Capacity Optimization for IP Networks 28
1 Metrics and Routing Paths 29
2 Hardness and Approximability 30
3 Solution Approaches 32
References 34
Coping with Incomplete Information in Scheduling – Stochastic and Online Models. 36
1 Stochastic Scheduling 37
2 Online Scheduling 39
3 Stochastic Online Scheduling 39
4 Conclusion 40
References 41
Availability and Performance Analysis of Stochastic Networks with Unreliable Nodes 42
1 Introduction 42
2 Degradable Exponential Networks of Product Form 43
3 Generalizations and Complements 47
References 47
Part II Diploma Award Winners 48
Heuristics of the Branch- Cut- and-Price-Framework SCIP 50
1 Introduction 50
2 Rounding Heuristics 51
3 Diving Heuristics 51
4 Objective Diving Heuristics 52
5 LNS Heuristics 52
6 Computational Results 53
References 55
Forecasting Optimization Model of the U.S. Coal, Energy and Emission Markets 56
Optimal Control Strategies for Incoming Inspection 62
1 Introduction 62
2 A Measure for Supplier’s Quality 63
3 Clustering 63
4 Optimal Time-Period Between Two Inspections 64
5 Simulation Results 66
6 Conclusions 67
References 67
An Extensive Tabu Search Algorithm for Solving the Lot Streaming Problem in a Job Shop Environment 68
1 Introduction 68
2 The Tabu Search Implementation 69
3 Kol-Heuristic 70
4 Computational Results 71
References 73
Part III Applied Probability and Stochastic Programming 74
Optimizing Consumption and Investment: The Case of Partial Information 76
1 Introduction 76
2 The Basic Model 77
3 Consumption and Investment Processes 77
4 Optimization 78
5 Gaussian Dynamics (GD) for the Drift 79
6 A Hidden Markov Model (HMM) for the Drift 80
7 Numerical Example 80
References 81
Multistage Stochastic Programs via Stochastic Parametric Optimization 82
1 Introduction 82
2 Problem Analysis 84
3 Some Auxiliary Assertions 85
4 Stability and Approximation 86
References 87
Risk-Sensitive Average Optimality in Markov Decision Chains 88
1 Introduction and Notation 88
2 Risk-Sensitive Optimality and Nonnegative Matrices 89
3 Finding Optimal Solutions by Value Iterations 92
References 93
A Stochastic Programming Model with Decision Dependent Uncertainty Realizations for Technology Portfolio Management 94
1 Introduction 94
2 Mathematical Representation and Model 95
3 An E.cient Solution Procedure 96
4 Conclusions 99
References 99
Part IV Artificial Intelligence, Business Intelligence and Decision Support 100
A Neural Network Based Decision Support System for Real- Time Scheduling of Flexible Manufacturing Systems 102
1 Introduction 102
2 Proposed Scheduler 103
3 The FMS Model 104
4 Experimental Results 105
5 Conclusions and Future Research 106
References 107
Improving Classi.er Performance by Using Fictitious Training Data? A Case Study 108
1 Introduction 108
2 Simple Effects of Added Fictitious Training Examples 109
3 Fictitious Points for Different Kernels on Real Data 111
4 Conclusions and Outlook 112
References 113
Part V Continuous Optimization 114
Artificial DMUs and Contingent Weight Restrictions for the Analysis of Brazilian Retail Banks Efficiency 116
1 Introduction 116
2 Description of Variables and Methodology 117
3 Analysis of Results and Comparisons 120
4 Conclusion 121
References 121
Performance of Some Approximate Subgradient Methods over Nonlinearly Constrained Networks. 122
1 Introduction 122
2 Calculation of the Stepsizes 123
3 Solution to NCNFP 124
4 Numerical Tests 125
References 127
Part VI Discrete and Combinatorial Optimization 128
Shortest-Path Algorithms and Dynamic Cost Changes 130
1 Introduction 130
2 Shortest-Path Algorithms in Dynamic Domains 130
3 Summary and Outlook 134
References 135
Solving Railway Track Allocation Problems. 136
1 Introduction 136
2 The Optimal Track Allocation Problem 137
3 Column Generation 138
4 Computational Results 140
References 141
On a Class of Interval Data Minmax Regret CO Problems 142
1 Introduction 142
2 Problem Formulation and Algorithm 143
3 Remarks on Algorithm 145
References 147
A Benders Decomposition for Hub Location Problems Arising in Public Transport 148
1 Introduction 148
2 Mathematical Formulation 149
3 Benders Decomposition Method for the HLPPT 150
4 Computational Results 152
5 Conclusions 152
References 153
Reliability Models for the Uncapacitated Facility Location Problem with User Preferences 154
1 Introduction 154
2 General Problem Formulation 155
3 Experimental Results 158
4 Conclusions 159
Acknowledgments 159
References 159
The Real-Time Vehicle Routing Problem 160
1 Introduction 160
2 Problem Description 160
3 Solution Algorithm 161
4 Computational Results 163
5 Conclusions 165
References 165
A Decision Support System for Planning Promotion Time Slots. 166
1 Introduction 166
2 Problem Description and Formulation 168
3 Methodology 169
4 Conclusions 171
References 171
Greedy Heuristics and Weight-Coded EAs for Multidimensional Knapsack Problems and Multi- Unit Combinatorial Auctions 172
1 Introduction 172
2 Heuristic Optimization Approaches 173
3 Experiments 175
4 Conclusions 177
References 177
A Metaheuristic for the Periodic Location- Routing Problem 178
1 Introduction 178
2 Iterative Metaheuristic 179
3 Computational Study 181
4 Conclusion 182
References 183
A New Formulation of the Capacitated Discrete Ordered Median Problems with {0, 1}-Assignment 184
1 Introduction 184
2 The New Formulation and First Properties 185
3 Computational Results 187
References 189
Part VII Econometrics, Game Theory and Mathematical Economics 190
Investment Timing Problem Under Tax Allowances: The Case of Special Economic Zones 192
1 Investment Waiting Model in Special Economic Zones 193
2 Optimal Investment Time and Present Tax Revenues 195
3 Budgetary Effects of the Creation of New Enterprises: The Example of Russian SEZ 196
References 197
Computing the Value of Information in Quadratic Stochastic Decision Problems 198
1 Introduction 198
2 An Example of Negative Information Value 199
3 The Generalized Quadratic Stochastic Game 201
4 Non-negativity Conditions of Information Value 202
References 203
How Often Are You Decisive: an Enquiry About the Pivotality of Voting Rules 204
1 Introduction 204
2 The Model 205
3 Applications 207
References 209
Part VIII Energy, Environment and Life Sciences 210
A System Analysis on PEFC-CGS for a Farm Household 212
1 Introduction 213
2 Peformance of PEFC-CGS 213
3 Energy Demand of a Farm House with a Greenhouse 214
4 System Analysis 214
5 Conclusions 216
References 216
Taming Wind Energy with Battery Storage 218
1 Background 218
2 Estimating Battery Capacity 220
3 On-line Heuristics 221
4 Results 221
5 Conclusions 223
References 223
The Inueflnce of Social Values in Cooperation 224
1 Introduction 224
2 Social Value Orientation 225
3 Experimental Design and Procedure 226
4 Hypotheses and Results 227
5 Summary 228
References 229
Designing Sustainable Supply Chains by Integrating Logistical and Process Engineering Aspects – A Material Flow Based Approach for 2nd Generation Synthetic Bio- Fuels 230
1 Introduction 230
2 Network Planning for 2nd Generation Bio-Fuels 231
3 Planning Concept 232
4 Conclusions 235
References 235
Part IX Entrepreneurship and Innovation 236
About the Limitations of Spreadsheet Applications in Business Venturing 238
1 The Mirage of Spreadsheet Applications 238
2 Beyond Conventional Spreadsheet Applications: An Illustrative Example of an Influence Diagram Model 239
3 Implications 241
4 Conclusion and Discussion 241
References 242
A Decision-Analytic Approach to Blue-Ocean Strategy Development 244
1 Introduction 244
2 The Strategy Canvas: A Qualitative Tool for Ex-post Strategy Diagnosis 245
3 The Strategy Canvas: A Quantitative Tool for Ex-ante Strategy Development 247
4 Conclusion 248
References 248
Flexible Planning in an Incomplete Market 250
1 Introduction 250
2 Rigid and Flexible Planning 250
3 Valuation in an Incomplete Market 253
References 254
Social Entrepreneurs, Lead Donors and the Optimal Level of Fundraising 256
1 Introduction 256
2 The Model 256
3 Donor Restrictions on Fundraising Expenditures 258
4 Conclusion 259
References 260
Part X Finance, Banking and Insurance 262
Studying Impact of Decision Making Units Features on Efficiency by Integration of Data Envelopment Analysis and Data Mining Tools 264
1 Introduction 264
2 An Integrated Algorithm for Decision Making Procedure 265
3 Case Study 265
4 Conclusion 269
References 269
Analysts’ Dividend Forecasts, Portfolio Selection, and Market Risk Premia 270
1 Introduction 270
2 Theoretical Background 270
3 Empirical Setting 271
4 Empirical Results 272
5 Conclusion 275
References 275
A Two-Stage Approach for Improving Service Management in Retail Banking 276
1 Introduction 276
2 Research 277
3 Conclusion 280
References 281
Non-maturing Deposits, Convexity and Timing Adjustments 282
1 Introduction 282
2 Deposits 282
3 Concluding Remarks 287
References 287
Nichtparametrische Prädiktorselektion im Asset Management 288
1 Einführung 288
2 Nichtparametrische Prädiktorselektion und Kernregressionsschätzer 289
3 Empirische Untersuchungen 291
4 Zusammenfassung 292
References 293
Part XI Forecasting and Marketing 294
Detecting and Debugging Erroneous Statements in Pairwise Comparison Matrices 296
1 Introduction 296
2 Errors in Preference Measurement 298
3 Identification of Erroneous Statements in Ratio Preference Networks 299
4 Simulation Study 300
5 Discussion and Conclusions 301
References 301
Prognose von Geldautomatenumsätzen mit SARIMAX- Modellen: Eine Fallstudie 302
1 Einleitung 302
2 Prognoseverfahren 303
3 Modellselektion 304
4 Ergebnisse und Prognosen 306
References 307
Part XII Health Care Management 308
On Dimensioning Intensive Care Units 310
1 Introduction 310
2 Original Model Formulation 311
3 A Modified OT-ICU System 312
4 Bounds 314
5 Application: Case Study 315
6 Conclusion 315
References 315
A Hybrid Approach to Solve the Periodic Home Health Care Problem 316
1 Introduction 316
2 A Model for Home Health Care Planning 317
3 Hybrid Approach 318
4 Computational Results 320
References 321
Tactical Operating Theatre Scheduling: Efficient Appointment Assignment 322
1 Introduction and Problem Description 322
2 Mathematical Formulation of the TOTSP 323
3 Solving the TOTSP 325
4 Computational Experience 326
5 Conclusions and Outlook 327
References 327
Part XIII Managerial Accounting and Auditing 328
Modeling and Analyzing the IAS 19 System of Accounting for Unfunded Pensions 330
1 General Research Question 330
2 A Brief Overview of the IAS 19 System 330
3 General Structure of the Simulation Model 332
4 Fundamental Results 334
5 Conclusions 335
References 335
Coordination of Decentralized Departments and the Implementation of a Firm- wide Differentiation Strategy 336
1 Introduction 336
2 Model 337
3 Performance Evaluation 339
References 341
Case-Based Decision Theory: An Experimental Report 342
1 Introduction 342
2 Funding Repetitive Decisions by Case-Based Decision Theory 342
3 An Experimental Study on Case-Based Decision Theory 345
4 Conclusion and Outlook 346
References 347
Part XIV Multi Criteria Decision Making 348
Truck Allocation Planning for Cost Reduction of Mechanical Sugarcane Harvesting in Thailand: An Application of Multi- objective Optimization 350
1 Introduction 350
2 Data Sources and Simulation 351
3 Application of MOO to Allocate Mechanized Resources 352
4 Computational Experiment 354
5 Results 354
6 Conclusions 355
References 355
Efficiency Measurement of Organizations in Multi- Stage Systems 356
1 Introduction 356
2 Global Efficient DMUs 358
3 Efficiency of Interdependent DMUs 359
4 Conclusion 360
References 361
Part XV Production and Service Operations Management 362
Construction Line Algorithms for the Connection Location- Allocation Problem 364
1 The Connection Location-Allocation Problem 364
2 The Construction Line Algorithm 366
3 Numerical Results and Conclusions 368
References 368
Service-Level Oriented Lot Sizing Under Stochastic Demand 370
1 The Model 370
2 Literature Review 371
3 Calculating The Service Level 371
4 Determining The Lot Sizes 372
5 Numerical Experiments 373
6 Observations and Insights 374
References 375
Real-Time Destination-Call Elevator Group Control on Embedded Microcontrollers 376
1 Introduction 376
2 Modeling the Destination Call System 377
3 Algorithms 378
4 Evaluation and Computational Results 379
References 381
Integrated Design of Industrial Product Service Systems 382
1 Introduction 382
2 Model Description 383
3 Comparison of the Two Business Models 384
4 Concluding Remarks 387
References 387
Lot Sizing Policies for Remanufacturing Systems 388
1 Introduction 388
2 Problem Setting and Model Formulation 389
3 Extension of the Model 391
4 Conclusion and Outlook 393
References 393
Multicriterial Design of Pharmaceutical Plants in Strategic Plant Management Using Methods of Computational Intelligence 394
1 Introduction 394
2 Structure of the Decision Support System 395
3 Case Example from the Pharmaceutical Industry 397
4 Summary and Prospects 398
References 399
Part XVI Retail, Revenue and Pricing Management 400
Optimizing Flight and Cruise Occupancy of a Cruise Line 402
1 Introduction 402
2 Revenue Management and Its Particularities in the Cruise Industry 402
3 Model Building 403
4 Optimization Results 406
5 Conclusion 407
References 407
Capacity Investment and Pricing Decisions in a Single- Period, Two- Product- Problem 408
1 Introduction 408
2 Model 409
3 Numerical Example 412
4 Conclusion 413
References 413
Part XVII Scheduling and Project Management 414
Relational Construction of Specific Timetables 416
1 Introduction 416
2 Relation-Algebraic Preliminaries 416
3 Informal Problem Description 418
4 Relation-Algebraic Model and Algorithmic Solution 418
5 Implementation and Results 420
References 421
Alternative IP Models for Sport Leagues Scheduling 422
1 Introduction 422
2 Models 422
3 Computational Results 425
References 427
Penalising Patterns in Timetables: Novel Integer Programming Formulations 428
References 433
Online Optimization of a Color Sorting Assembly Buffer Using Ant Colony Optimization 434
1 Introduction 434
2 Rule Based Approach for the CSRP 435
3 Supplementation of Storage Rules 436
4 ACO for CRP 437
5 ACO for CSP 438
6 Computational Results 438
7 Conclusions and Future Work 439
References 439
Scheduling of Tests on Vehicle Prototypes Using Constraint and Integer Programming 440
1 Introduction 440
2 Formal Problem Description 441
3 Complete CP Model 442
4 Simpli.ed IP Model 443
5 Computational Results 444
References 445
Complexity of Project Scheduling Problem with Nonrenewable Resources 446
1 Introduction 446
2 Problem De.nition 446
3 NP-hardness of the Project Scheduling Problem 448
References 450
Part XVIII Simulation, System Dynamics and Dynamic Modelling 452
Optimizing in Graphs with Expensive Computation of Edge Weights 454
1 Introduction 454
2 Algorithms 455
3 Applications to Molecular Transition Networks 457
4 Conclusions 459
References 459
Configuration of Order-Driven Planning Policies 460
1 Introduction 460
2 Conceptual Framework 461
3 Configuration of Order-Driven Planning 463
4 Conclusions 465
References 465
Part XIX Supply Chain Management and Traffic 466
When Periodic Timetables Are Suboptimal. 468
1 The Timetabling Problem 468
2 Periodic vs. Trip Timetables 470
3 Example 472
References 473
Acceleration of the A*-Algorithm for the Shortest Path Problem in Digital Road Maps 474
1 Speeding up the A*-Algorithm 474
2 Better Estimators for the A*-Algorithm 475
3 Using Segmentation Lines Without Preprocessing 477
4 Conclusion and Future Works 478
References 479
A Modulo Network Simplex Method for Solving Periodic Timetable Optimisation Problems 480
1 Introduction 480
2 The Periodic Timetable Polyhedron 482
3 Computational Results for a Real World Scenario 483
4 Acknowledgment 484
References 485
Simultaneous Vehicle and Crew Scheduling with Trip Shifting 486
1 Introduction 486
2 The Model 487
3 Extensions of the Model 489
4 Conclusions 491
References 491
Line Optimization in Public Transport Systems 492
1 Introduction 492
2 Model 493
3 Example 496
4 Conclusions 497
References 497
Coordination in Recycling Networks 498
1 Introduction 498
2 Coordination Levels in Recycling Networks 500
3 Conclusions and Outlook 503
References 503
Produktsegmentierung mit Fuzzy–Logik zur Bestimmung der Parameter eines Lagerhaltungsmodells für die Halbleiterindustrie 504
1 Einleitung 504
2 Fertigungs- und Produktstruktur der Infineon Technologies AG 505
3 Festlegung der Bevorratungsebene 505
4 Die Wahl der Bevorratungsebene 506
5 Zusammenfassung und Schlussfolgerungen 508
References 509
On the Value of Objective Function Adaptation in Online Optimisation 510
1 Introduction 510
2 Dynamic Decision Problem 511
3 Algorithm Details 512
4 Numerical Experiments 513
5 Conclusions and Outlook 515
References 515
A Novel Multi Criteria Decision Making Framework for Production Strategy Adoption Considering Interrelations 516
1 Introduction 516
2 Identifying Product, Firm and Process Considering External and Internal Environments 517
3 Application of Fuzzy ANP-SWOT Methodology 517
4 Illustrative Case Study 520
5 Conclusion 521
References 521

Produkt-Details

• Erscheint lt. Verlag: 20.3.2008
• Reihe/Serie: Operations Research Proceedings
• Reihe/Serie: Operations Research Proceedings
• Zusatzinfo: XIX, 502 p.
• Verlagsort: Berlin
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik
• Themenwelt: Technik
• Themenwelt: Wirtschaft ► Allgemeines / Lexika
• Schlagworte: combinatorial optimization • Decision Theory • Econometrics • Game Theory • Mathematical economics • Modeling • Operations Research • Optimization • Scheduling • Service Society • Simulation • Stochastic Programming • Supply Chain Management
• ISBN-10: 3-540-77903-5 / 3540779035
• ISBN-13: 978-3-540-77903-2 / 9783540779032