Operations Research ’93: Extended Abstracts of the 18th Symposium on Operations Research held at the University of Cologne September 1–3, 1993

573 Pages·1994·27.35 MB·English

by  Hans Achatz (auth.)

Achim Bachem . Ulrich Derigs
Michael Jiinger . Rainer Schrader (Eds.)
Operations Research '93
Extended Abstracts of the 18th Symposium
on Operations Research
held at the University of Cologne
September 1-3, 1993
With 61 Figures
Physica-Verlag
A Springer-Verlag Company
Professor Dr. Achim Bachem
Mathematisches Institut
Universitiit zu Koln
Weyertal80
D-50931 Koln, FRG
Professor Dr. Dr. Ulrich Derigs
Lehrstuhl fUr Wirtschaftsinformatik
Universitiit zu Koln
PohligstraBe 1
D-50969 Koln, FRG
Professor Dr. Michael Junger
Institut fUr Informatik
Universitiit zu Koln
PohligstraBe 1
D-50969 Koln, FRG
Professor Dr. Rainer Schrader
Institut fUr Informatik
Universitiit zu K6ln
PohligstraBe 1
D-50969 Koln, FRG
ISBN 978-3-7908-0794-3 ISBN 978-3-642-46955-8 (eBook)
DOI 10.1007/978-3-642-46955-8
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Preface
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.
The conference was opened by the Vice Rector of the University, Professor Speth.
Further opening addresses were given by the Vice Mayor of Cologne, Mrs. Canisius,
and the chairman of the GMOOR, Professor Bachem. This year, also the GMOOR
Senior Scientist Prize was awarded during the opening ceremony. The awardee was
Professor Krelle, one of the founders of the predecessor organizations of GMOOR.
The scientific program consisted of semi-plenary lectures, invited and contributed
talks. In the semi-plenary lectures, twelve leading experts gave a one-hour survey on
recent developments and most interesting results in their fields. Egon Balas and Joel
1. Horowitz started this series with talks on the prize collection TSP and bootstrap
methods in applied econometrics. They were followed by Michael Ball who spoke
about the design and analysis of reliable networks and by Denis Boyssou with a talk
on preference modelling. Rainer Burkard and Bernard Cornet gave talks on the Monge
property and exchange economies. Bezalel Gavish surveyed recent results in the area
of telecommunication and Jonathan Borwein discussed trends in convex programming.
Jan Karel Lenstra spoke about local search methods in job shop scheduling and Robert
A. Becker dealt with Ramsey equilibria. The series of semi-plenary talks was closed by
David Shmoys and Luk van Wassenhove with talks on the role of linear programming
VI
for solving scheduling problems and on recent results in logistics.
With over 370 participants, about 250 presentations, software demonstrations, press
conferences and a lot of other designated actions we were able to show that our field
remains active, vital and open for new topics. We would like to thank the authors for
presenting their papers and the chairmen of the sections, who helped us in attracting
so many distinguished speakers from all over the world. We also thank Dr. Miiller of
Physic&-Verlag for his continuous support and cooperation in publishing this procee
dings volume and Mrs. Krupp for her patience and perseverance in preparing its final
version.
The conference was generously sponsored by the Ministerium fiir Wissenschaft und
Forschung des Landes Nordrhein-Westfalen and the Deutsche Forschungsgemeinschaft
(DFG), which allowed us to support people from abroad and which made it possible
that so many authors from Eastern Europe could attend the Symposium. We are
deeply indebted to both in~titutions.
Finally we would like to thank our university and the members of our organizational
staff without whose enthusiastic and unselfish support this symposium would not have
been possible.
Achim Bachem
Ulrich Derigs
Koln, pecember 1993
Michael Jiinger
Rainer Schrader
Organizing Staff
Jiirgen Antes, Oliver Bastert, Petra Bauer, Jens Behrendt, Andre Blumberg, Irina
Briiggemann, Norbert Biichen, Nicole Cochems, Jens Cords, Frank Damm, Thorsten
Demmer, Martin Diehl, Stefan Ditzen, Kristof Doffing, Klaus Dresbach, Stefan E:8er,
Thomas Fabian, Martin Fabini, Sandor Fekete, Stefan Fischer, Gregor Grabenbauer,
Conchita Graf, Marc GUrtler, Thomas Harth, Udo Heinrichs, Rainer Heesen, Winfried
Hochstattler, Martin Kabath, Jutta Kaibel, Kerstin Kalisch, Antje Kerwer, Thomas
Klocker, Rainer Kowallik, Martina Kramer, Stefan Kromberg, Claudia Krupp, Thomas
Lange, Sebastian Leipert, Susanne Lummerich, Martin MaJich, Harald Mika., Christoph
Moll, Thomas Miiller, Sabine Muffert, Petra Mutzel, Stephan Noy, Martin Olschew
ski, Thomas Pfenning, Christian Platter, nona Ratensperger, Hans Rhenius, Marcus
Rickert, Lothar Schickhoff, Peter Stangier, Andreas Steffens, Judith Steinmann, Pe
ter Stormer; Stefan Thienel, Georg Wambach, Thomas Wieczorek, Imke Windmoller,
Katja Wolf, Michael Wottawa.
List of Sections and Chairpersons
Section 1: Theory of Optimization J. Jahn
Section 2: Computational Methods of Optimization U. Suhl
Section 3: Combinatorial Optimization and Discrete Mathematics H. Hamacher
Section 4: Scientific Computing H.G. Bock
Section 5: Decision Theory W. Gaul
Section 6: Mathematical Economics and Game Theory E. Dierker
Section 7: Banking, Finance and Insurance W. Biihler
Section 8: Econometrics W. HardIe
Section 9: Macroeconomics and Economic Theory A. Karmann/G. Uebe
Section 10: Stochastics P. Kall
Section 11: Production and Logistics B. Fleischmann
Section 12: System and Control Theory R.F. Hartl
Section 13: Routing and Scheduling R.H. Mohring
Section 14: Knowledge Based Systems M. Richter/W. Mellis
Section 15: Information Systems M. Jarke
Section 16: Parallel and Distributed Computing B. Monien
Invited Semiplenary Talks
The Prize Collecting TSP: Polyhedral Results and Applications
Egon Balas
The Design and Analysis of Reliable Networks
Michael Ball
Ramsey Equilibria
Robert A. Becker
Convex Programming and Entropy Type Functionals
Jonathan M. Borwein
Preference Modelling: A Survey of Recent Advances
Denis Bouyssou
Monge Properties and their Role in Linear and Discrete Optimization
Rainer E. Burkard
Linear Exchange Economies and Dynamics of Exchange
Bernard Cornet
Telecommunications - Huge Capacity and Mobility, New Modelling Challenges
Bezalel Gavish
The Bootstrap as a Tool of Applied Econometrics
Joel L. Horowitz
Job Shop Scheduling and Local Search
Jan Karel Lenstra
Performance Guarantees for Scheduling Algorithms via Linear Programming
David Shmoys
Third Party Logistics and Reverse Logistics
Luk van Wassenhove
Contents Alphabetically by Authors
The Scheduling Problem in High-Level Synthesis: Extended 0/1 LP Model and Solution
Methods
H. Achatz ..................................................................... 1
An Application of an Interior Point Method for Problems with Uncertainty
A. Altmann .................................................................... 5
Spline Approximation of the Mathematical Programming Task
T.A. Arakelian, I.E. Danielian ................................................ 8
Decision Making Concerning Product Line Design Based on Conjoint Analysis
E. Aust, W. Gaul ............................................................ 12
The Simulated Trading Heuristic for Solving Vehicle Routing Problems
A. Bachem, M. Malich ........................................................ 16
Expert System for Handling Dangerous Goods
D. Barbucha, W. Filipowicz, P. Jedrzejowicz .................................. 20
Linear 0-1 Inequalities and Extended Clauses
P. Barth ..................................................................... 24
A Model- and Method Base System for Discrete Optimization Problems
P. Becker .................................................................... 28
A Simple Model of Political Affairs
H. Behnke ................................................................... 32
Groundstates in Ising Spin Lattices by Optimal Matchings
J. Bendisch, U. DeNgs, A. Metz .............................................. 36
Parallel Tabu Search for Irregular Cutting
J. Blazewicz, J. Kaczmarek, R. Walkowiak .................................... 40
Optimization of the Spare Parts Storage for the Power Units Equipments
P.P. Bocanete, L. Neamtu .................................................... 43
Using Strong Cutting Planes in Constraint Logic Programming
A. Bockmayr ................................................................. 47
Efficient Workload-Balancing on Grids, Hypercubes and Trees
M. Biihm, E. Speckenmeyer .................................................. 50
Outline of a Theory of Risk Under Partial Probability Information
H. W. Brachinger ............................................................. 52
Enhanced Reliability and the Demand Impact of Jointly Normally
Distributed Signals
T. Braun .................................................................... 56
Optimal Control of Investment, Level of Employment and Stockkeeping
M.H. Breitner, B. Koslik, O. von Stryk, H.J. Pesch ........................... 60
XII
Computational Complexity in Infinite Combinatorial Structures
V.E. Brimkov, R.P. Barneva ................................................. 64
On the 2D Knapsack Problem with Real Coefficients under the Blum-Shub-Smale
Computational Model
V.E. Brimkov, S.S. Danchev ................................................. 68
The Job-Shop Problem and Immediate Selection
P. Brucker, B. Jurisch, A. Kramer ............................................ 72
The Advantage of and System Support for Combined Bankassurance Products
H. U. Buhl, K. Sandbiller, A. Will ............................................ 76
Utilization of Integer Programming for the Optimization of Class Timetables
J. V. Caixeta Filho, J. C. V. de Oliveira ........................................ 80
A Sequential Generalized Quadratic Programming Algorithm Using Exact L1
Penalty Functions
E. Casas, C. Pola ............................................................ 84
Eventman - A Business Event Tracking System
D. Cepar, F. Mulec .......................................................... 88
Demographer - A New Version
D. Cepar, E. Ursic, R. Zaloznik .............................................. 92
The I-Part m-Machine Cyclic Scheduling Problem in Robotic Cells
Y. Crama, J. van de I(lundert ................................................ 97
Consistent Restricted Shapley Values
J. Derks, H. Peters ......................................................... 100
Model of Optimization of Wood Waste Processing in Slovenia
S. Devjak, M. Tratnik, F. M erzelj ........................................... 103
On Uniformization for Continuous-Time Markov Chains
N.M. van Dijk .............................................................. 108
Crew Scheduling for an Urban Transit Company
K. Djellab, G. Fleury, M. Gourgand, A. Quilliot ............................. 115
Some Remarks on Dependence Among the Consistency Tests
C. Domanski, D. Parys ..................................................... 119
Is there Room for Convergence in the E.C. ?
R.C. Douven, J.C. Engwerda ................................................ 122
Reduced Game Properties of Egalitarian Division Rules for Cooperative Games
T. Driessen, Y. Funaki ...................................................... 126
Decomposition Algorithms Based on Knowledge Based Models
E. Dudek-Dyduch ........................................................... 130
On Some Expert Control
T. Dyduch .................................................................. 134