Journal of the Operations Research Society of Japan
Online ISSN : 2188-8299
Print ISSN : 0453-4514
ISSN-L : 0453-4514
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Volume 32, Issue 2
Displaying 1-13 of 13 articles from this issue
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  • [title in Japanese]
    Article type: Cover
    1989 Volume 32 Issue 2 Pages Cover4-
    Published: 1989
    Released on J-STAGE: June 27, 2017
    DOIhttps://doi.org/10.15807/jorsj.32.Cover4
    JOURNAL FREE ACCESS
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  • [title in Japanese]
    Article type: Appendix
    1989 Volume 32 Issue 2 Pages App3-
    Published: 1989
    Released on J-STAGE: June 27, 2017
    DOIhttps://doi.org/10.15807/jorsj.32.App3
    JOURNAL FREE ACCESS
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  • APPLICATION AND VERIFICATION OF A METHOD TO EVALUATE REGIONAL SALES STRENGTH : IN CASE WHERE TOTAL MARKET SHAREIS UNAVAILABLE
    Masataka KATSUMURA
    Article type: Article
    1989 Volume 32 Issue 2 Pages 115-142
    Published: 1989
    Released on J-STAGE: June 27, 2017
    DOIhttps://doi.org/10.15807/jorsj.32.115
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    This paper presents an application and verification of a method to evaluate regional sales strength of mass-produced goods, which has been presented by the author. Regional sales strength of a product is defined as a composite of the regional market share of a company's product and its regional growth potential. The evaluation method is based on conventional market analysis procedure using market index. The method is systematized by introducing such concepts as market share and time series. Different computational schemata are provided depending upon availability of national market share estimates. The method to be used in the case where the total mark,et share is available has been discussed in other paper by the same author. This paper, on the. other hand, presents a method to be used when the total market share is unavailable . Examples are given to illustrate the usefulness of the method in practical application. The result obtained by the method can be usefully applied to sales planning, as well as to sales management, as shown by an example. This paper also discusses the significance of using, and comparing the result:s from, the two methods: one for the case where total market share is available, and the other for the case where it is not available.
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  • BOND PORTFOLIO OPTIMIZATION BY BILINEAR FRACTIONAL PROGRAMMING
    Hiroshi Konno, Michimori Inori
    Article type: Article
    1989 Volume 32 Issue 2 Pages 143-158
    Published: 1989
    Released on J-STAGE: June 27, 2017
    DOIhttps://doi.org/10.15807/jorsj.32.143
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    A variety of bond portfolio optimization problems of institutional investors are formulated as linear and/or bilinear fractional programming problems and algorithms to solve this class of problems are discussed. Our objective is to optimize certain index of returns subject to constraints on such factors as the amount of cash flow, average maturity and average risk, etc. The resulting objective functions and constraints are either linear, bilinear or bilinear fractional functions. T. he authors devised a special purpose algorithm for obtaining a local optimal solution of this nonconvex optimization problem containing more than 200 variables. Though it need not generate a global optimum, it is efficient enough to meet users' requirement.
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  • ON AN EXTENSION OF BARLOW-WU SYSTEMS : BASIC PROPERTIES
    Shuichi Shinmori, Hiroyuki Hagihara, Fumio Ohi, Toshio Nishida
    Article type: Article
    1989 Volume 32 Issue 2 Pages 159-173
    Published: 1989
    Released on J-STAGE: June 27, 2017
    DOIhttps://doi.org/10.15807/jorsj.32.159
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    The present paper considers multi-state systems which are regarded as a generalization of binary systems, and generalizes the concepts of BW systems proposed by R. E. Barlow and Alexander S. Wu. Since the structure function of a BW system is defined by using the minimal path sets of a binary coherent system, the BW system has a strict restriction that the form of minimal path sets should be identical for any states of the system. In this paper we relax the strict condition and propose a class of multi-state systems which we call Extended BW systems (EBW systems). We present some properties of EBW systems and clarify the relationship among multi-state, EBW and binary coherent systems. As the main results of this paper, we show that any EBW systems are equivalent to a class of binary coherent systems satisfying some conditions. Furthermore, we provide the characterization that the class of EBW systems is the maximum class of the multi-state systems which can be transformed into binary coherent systems whose number is identical to the number of the states of the multi-state system.
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  • INTERIOR METHODS FOR NONLINEAR MINIMUM COST NETWORK FLOW PROBLEMS
    Ryuji Katsura, Masao Fukushima, Toshihide Ibaraki
    Article type: Article
    1989 Volume 32 Issue 2 Pages 174-199
    Published: 1989
    Released on J-STAGE: June 27, 2017
    DOIhttps://doi.org/10.15807/jorsj.32.174
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    In this paper we propose practical algorithms for solving the nonlinear minimum cost network flow problem which has many fields of application such as production-distribution systems, pipe network systems, and communication systems. Here we assume that the problem is defined on an open subset of the affine subspace corresponding to the flow conservation equations. This assumption offers great flexibility in choosing a basis to represent feasible solutions, and the conventional capacitated network flow problems can be put into this framework by exploiting an interior penalty function technique. The algorithms proposed in this paper belong to the class of feasible descent methods which successively generate search directions based on the idea of Newton method. We give some practical strategies of determining search directions which approximate solutions of Newton equations. We also discuss ways of maintaining a desirable basis which makes those strategies effective. We examined the efficiency of the algorithms by means of some computational experiments. The proposed algorithms could practically solve a problem with more than 500 nodes and 1500 arcs, which is quite large as a nonlinear optimization problem.
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  • A STOCHASTIC PROGRAMMING MODEL FOR AGRICULTURAL PLANNING UNDER UNCERTAIN SUPPLY-DEMAND RELATIONS
    Teruaki Nanseki
    Article type: Article
    1989 Volume 32 Issue 2 Pages 200-217
    Published: 1989
    Released on J-STAGE: June 27, 2017
    DOIhttps://doi.org/10.15807/jorsj.32.200
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    The main purpose of this paper is to present a stochastic programming model for agricultural planning under uncertain supply-demand relations and to propose an algorithm for the model. We first illustrate that several economic problems under undertainty must be formulated as a quadratic programming model in which the linear coefficients are stochastic variables. The model is considered as an extension of the linear stochastic programming model reported by Freund (1956) and Kataoka (1963, 1967). The following alternative criteria for optimization are introduced to complete the model: (1) maximizing the expected value of utility; (2) maximizing aspiration level; (3) maximizing probability. The deterministic equivalents are then derived with the mathematical characteristics of the solutions. The equivalence relations among the equivalents are also clarified. We propose an iteration algorithm for the equivalents by taking advantage of the relations. The algorithm is based on the secant method and the convex quadratic programming method. Finally, an application of the model is illustrated with a procedure for application.
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  • DISCRETE-TIME STORAGE MODELS WITH NEGATIVE BINOMIAL INFLOW
    Hideo Osawa
    Article type: Article
    1989 Volume 32 Issue 2 Pages 218-232
    Published: 1989
    Released on J-STAGE: June 27, 2017
    DOIhttps://doi.org/10.15807/jorsj.32.218
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    The present paper studies a discrete-time storage process with discrete states. This model has the inflow which is defined as independent random variables with a common negative binomial distribution and has the certain outflow discipline. Reversibility and quasi-reversibility for the process are investigated and the reversible measure is given. And thus, under a certain condition, it is shown that the process has time-reversibility with the stationary distribution constructed by the reversible measure. Also dynamic reversibility for the process is shown. As an application of the present results we consider an inventory model with a backlog for orders from substations. And the relationship between the Lindley process and this model is discussed. Moreover,we deal with tandem storage models of an open or a closed network whose each node has the outflow discipline of the certain form. For each model, the invariant measure of the product form is obtained.
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  • PROPERTY OF THE OPTIMUM RELAXED SOLUTION FOR PROBLEM TO SCHEDULE INDEPENDENT TASKS ON UNRELATED PROCESSORS
    Kazumiti Numata
    Article type: Article
    1989 Volume 32 Issue 2 Pages 233-259
    Published: 1989
    Released on J-STAGE: June 27, 2017
    DOIhttps://doi.org/10.15807/jorsj.32.233
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    The linear programming relaxation of the zero-one optimization problem to schedule n independent tasks nonpreemptively on m unrelated processors with the objective of minimizing the maximum completion time is considered. This relaxed problem is solved by mapping tasks into m-1 dimensional unit simplex A_<m-1> and by dividing it into m sub-simplexes (hyper cones), where each processor processes the tasks or the fractions of tasks whose images locate inside (including boundaries) of corresponded sub-simplex. The properties of the division of A_<m-1> (the associated partition of tasks) which generates the optimum relaxed solution and the existence of such a division are shown as two Theorems. They are proved, first, abstractly using Duality Theorem, and then directly. The latter elementary but intuitive proofs give helpful informations to find the optimum division of A_<m-1> directly. Finally applications of these theorems are discussed.
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  • [title in Japanese]
    Article type: Appendix
    1989 Volume 32 Issue 2 Pages 260-261
    Published: 1989
    Released on J-STAGE: June 27, 2017
    DOIhttps://doi.org/10.15807/jorsj.32.260
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  • [title in Japanese]
    Article type: Appendix
    1989 Volume 32 Issue 2 Pages App4-
    Published: 1989
    Released on J-STAGE: June 27, 2017
    DOIhttps://doi.org/10.15807/jorsj.32.App4
    JOURNAL FREE ACCESS
    Download PDF (196K)
  • [title in Japanese]
    Article type: Cover
    1989 Volume 32 Issue 2 Pages Cover5-
    Published: 1989
    Released on J-STAGE: June 27, 2017
    DOIhttps://doi.org/10.15807/jorsj.32.Cover5
    JOURNAL FREE ACCESS
    Download PDF (129K)
  • [title in Japanese]
    Article type: Cover
    1989 Volume 32 Issue 2 Pages Cover6-
    Published: 1989
    Released on J-STAGE: June 27, 2017
    DOIhttps://doi.org/10.15807/jorsj.32.Cover6
    JOURNAL FREE ACCESS
    Download PDF (129K)
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