Riassunto
This proceedings volume contains extended abstracts of talks presented at the 18th Symposium on Operations Research held at the University of Cologne, September 1-3, 1993. The Symposia on Operations Research are the annual meetings of the Gesellschaft fiir Mathematik, Okonometrie und Operations Research (GMOOR), a scientific society providing a link between research and applications in the areas of applied mathematics, economics and operations research. The broad range of interests and scientific activities covered by GMOOR and its members was demonstrated by about 250 talks presented at the 18th Symposium. As in l'ecent years, emphasis was placed on optimization and stochastics, this year with a special focus on combinatorial optimization and discrete mathematics. We appreciate that with sections on parallel and distributed computing and on scientific computing also new fields could be integrated into the scope of the GMOOR. This book contains extended abstracts of most of the papers presented at the con ference. Long versions and full papers of the talks are expected to appear elsewhere in refereed periodicals. The contributions were divided into sixteen sections: (1) Theory of Optimization, (2) Computational Methods of Optimization, (3) Combinatorial Optimization and Dis crete Mathematics, (4) Scientific Computing, (5) Decision Theory, (6) Mathematical Economics and Game Theory, (7) Banking, Finance and Insurance, (8) Econometrics, (9) Macroeconomics and Economic Theory, (10) Stochastics, (11) Production and Lo gistics, (12) System and Control Theory, (13) Routing and Scheduling, (14) Knowledge Based Systems, (15) Information Systems and (16) Parallel and Distributed Compu ting.
Contenuti
Alphabetically by Authors.- The Scheduling Problem in High-Level Synthesis: Extended 0/1 LP Model and Solution Methods.- An Application of an Interior Point Method for Problems with Uncertainty.- Spline Approximation of the Mathematical Programming Task.- Decision Making Concerning Product Line Design Based on Conjoint Analysis.- The Simulated Trading Heuristic for Solving Vehicle Routing Problems.- Expert System for Handling Dangerous Goods.- Linear 0–1 Inequalities and Extended Clauses.- A Model- and Method Base System for Discrete Optimization Problems.- A Simple Model of Political Affairs.- Groundstates in Ising Spin Lattices by Optimal Matchings.- Parallel Tabu Search for Irregular Cutting.- Optimization of the Spare Parts Storage for the Power Units Equipments.- Using Strong Cutting Planes in Constraint Logic Programming.- Efficient Workload-Balancing on Grids, Hypercubes and Trees.- Outline of a Theory of Risk Under Partial Probability Information.- Enhanced Reliability and the Demand Impact of Jointly Normally Distributed Signals.- Optimal Control of Investment, Level of Employment and Stockkeeping.- Computational Complexity in Infinite Combinatorial Structures.- On the 2D Knapsack Problem with Real Coefficients under the Blum-Shub-Smale Computational Model.- The Job-Shop Problem and Immediate Selection.- The Advantage of and System Support for Combined Bankassurance Products.- Utilization of Integer Programming for the Optimization of Class Timetables.- A Sequential Generalized Quadratic Programming Algorithm Using Exact L1 Penalty Functions.- Eventman ― A Business Event Tracking System.- Demographer ― A New Version.- The 1-Part m-Machine Cyclic Scheduling Problem in Robotic Cells.- Consistent Restricted Shapley Values.- Model of Optimization of Wood Waste Processing in Slovenia.- On Uniformization for Continuous-Time Markov Chains.- Crew Scheduling for an Urban Transit Company.- Some Remarks on Dependence Among the Consistency Tests.- Is there Room for Convergence in the E.C. ?.- Reduced Game Properties of Egalitarian Division Rules for Cooperative Games.- Decomposition Algorithms Based on Knowledge Based Models.- On Some Expert Control.- Stochastic Solution of Closed Leontief Input-Output Models.- On Connectivity of Efficient Matroid Bases.- On Stochastic Vector Optimization Problems with General Stochastic Parameters in the Constraints Using Chance-Constrained Approach.- Existence of an Optimal Sampling Frequency for LQ-Controlled Economic Systems.- Approximating the Core of Euclidean TSP Games.- LP-Relaxations for the Edge-Weighted Subclique Problem.- On the Equilibrium Dynamics of a Two-Sector Overlapping-Generations Model with Heterogeneous Capital Goods.- New Results on a Newton-Type Method for LCP.- Routing in Meshes Using Linear Assignment Problem.- On Stochastic Dynamic Optimization in Discrete Time.- A Reexamination of Utility Functions Derived from Demand Functions.- Exact Matroid Parity and Polynomial Identities.- Structural Exchange Rate Relationships in the Foreign Exchange Markets.- Spectral Moments of Graphs and Some Applications.- Polymatroids, Bipartite Graphs and the Cone of Boolean Submodular Functions.- Expected Waste for a Bin-Packing Algorithm Using Items that are Exponentially Distributed.- Algorithms for the Capacitated-Chinese-Postman-Problem in Mixed Graphs.- Human Capital and International Capital Flows.- Computer Simulation for Image Reconstruction from a very Limited Number of Projections.- Capacitated Lot-Sizing with Linked Production Quantities of Adjacent Periods.- The Equal Gain Splitting Rule for Sequencing Situations and the General Nucleolus.- Consequentialism, Non-Archimedean Probabilities, and Lexicographic Expected Utility.- Boltzmann-Like and Force Models for Behavioral Changes.- Value Preserving Intertemporal Portfolio Selection.- Generating Convex Polyominoes at Random.- A New Linear Time Algorithm for Computing the Convex Hull of a Simple Polygon.- A Production-Transportation Problem with Stochastic Demand and Concave Production Costs.- Biconvex Quadratic Maximization Subject to Linear Constraints.- K-Fold Complementarity Problem and the Order Complementarity Problem.- A Fault Diagnosis Information System Using Temporary Relations Between Symptoms.- On the Solution of Linear Vector Optimization Problems in the Image Space.- Bifurcated Routing with Transition Costs.- Batch Sequencing with Sequence Dependent Setup-Times and -Costs: A Comparison of Logic and Mixed Integer Programming Approaches.- Collective Selforganized Computer Processes in Digital Network Structures.- Linear Dependences of Random Variables and Simulation.- Heterogeneity and Multivariate Logistic Distributions.- Competitive Advantages through Flexible Design of Decentralized Information Systems.- Long Run Simulation of the German Social Security System.- Modelling Simulated Annealing with History Dependent Cooling Schedules.- Intelligent Multiple Criteria Decision Support.- Program Allocation Prediction by Neural Networks.- An Assessment of Flexibility Concepts and their Practical Usefulness to Decision Modelling.- Some Results Concerning the Complexity of Interval Edge-Colorings of Graphs.- On the Variance of the Number of Pivot Steps Required by the Simplex Algorithm.- Inversion Problems in Pyramidal Classification.- A Comparison of Heuristic Methods in Scheduling Flexible Assembly Systems.- Sequential Estimation through Estimating Equations.- Inflation and Credit Market Shocks: A Signal Extraction Problem.- The General Business Optimization Model.- Time-Series Forecasting by Pattern Imitation ― Outliers.- Periodic Networks and Railway Scheduling.- A Note on Two Person Full-Information Best Choice Problems with Imperfect Observation.- Complexity of Optimization on Vectorweighted Bipartite Graphs.- Shortest Path Problem in Parallel Processors.- Bicriterial and Restrictive Planar 2-Median Problems.- Optimal Solutions to Approximate Integer Programming Problems.- Analysis of Panel Data by Means of the Gambler-Mover-Stayer Model.- Aggregation & Clustering of Preferences: Opinion vs. Action.- Inverse Function Theorems for Nonsmooth Mappings in Banach Spaces.- Knowledge Acquisition Through Schedule Decomposition.- Multilevel Control of Aquatic Ecosystems in Lake.- Short Proofs of Some Theorems in Probability and Statistics Based on a Weak Compactness Argument for Tests.- Approximation Algorithms for Multi-Index Transportation Problems with Decomposable Costs.- Multicriterial Optimization in Production and Management.- Convexity-Concavity: Matrices and Matrix Games.- Generalizations of Erlang Formulae and Some of Their 2nd Order Properties.- An Efficient Approach for Down-and-out-Calls in a Binomial Model.- Horizontal Stretching in the Mapping of Algorithms onto a Data-driven Array.- An Optimal Marketing Strategy for Heterogeneous Groups of Porkers.- A Discrete Min-Max Algorithm for Inequality Contraints.- On Two and Three Person Exchange Games.- Binomial Term Structure Models and the Forward Probability Measure: Algorithmic Model Specification and Simulation Results.- Monte Carlo Simulations and the Pricing of Options in the Discontinuous Case.- Nine Kinds of Monotone and Generalized Monotone Maps.- Equivalence of Cutting Stock Problems.- Numerical Experiments to the Modified Integer Round-Up Property of the One-dimensional Cutting Stock Problem.- Optimality for a Generalized Stackelberg Problem.- Non-Simple Polymatroids and Corresponding Submodular Functions.- Evaluation Techniques for Disjunctive Logic Programs.- An Algorithm for Finding the Global Minimum of Multiextremal Lipschitz Functions.- Comparison of Some Classifiers Based on Parametric or Nonparametric Learning Algorithms.- General Structures of Primal Scaling Interior Point Methods.- Scheduling and Allocation in High-Level Synthesis.- A Modelling of Energy-Economy Interaction under Uncertainty.- Value Convergence in Generalized Markov Decision Chains.- Managerial Attitudes Toward the Valuation of Information Technology.- Convergences for Sequences of Sets and Linear Mappings.- Solving the “Business System Planning”-Problem Using Specialized Branch & Bound Algorithms.- A Knowledge-Based Environment for Decision Support.- Optimal On-Line Detection of Multiple Parameter Changes.- Using Uncertain Information from a Telecommunication Network.- Characterizations of Qualitative Data.- High Order Iterative Methods for Nonlinear Egvations.- Computer Simulation of Observation Systems under Attainment of Supersolvability by Mathematical Reduction Method.- Risk Based Equity Cost Calculation in Banking.- An Alternative Approach to Robust Design Problems.- Workflow Model Verification of Cooperating Agents in Cardiological Intensive Care Units.- Dually-Weighted Cross Decomposition for the Capacitated Facility Location Problem.- Preassignments in Chromatic Scheduling.- Reconstruction of Public Finance in a Stochastic Differential Game Framework.- Stochastic Forest Management Based on an Interactive Technique.- Solving Dial-A-Ride Problems in Practice.- Robust Mappings and Optimization.- The Profitability of Insurance.- Author Index.
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