Journal of the Operations Research Society of Japan

[title in Japanese]

Article type: Cover
1990 Volume 33 Issue 2 Pages Cover4-
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.Cover4

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[title in Japanese]

Article type: Appendix
1990 Volume 33 Issue 2 Pages App3-
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.App3

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STOCHASTIC BOUNDS FOR GENERALIZED SYSTEMS IN RELIABILITY THEORY

Shuichi Shinmori, Fumio Ohi, Toshio Nishida

Article type: Article
1990 Volume 33 Issue 2 Pages 103-118
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.103

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Practically, it is not feasible to obtain the precise reliability of systems in a reasonable time, when the systems are large and complex. In this paper, we present some stochastic bounds on generalized systems of which state spaces are mathematically partially ordered sets. In the first place we introduce a notion of generalized systems and then present some stochastic bounds on the system reliability by using maximal and minimal elements of the structures of the systems. The bounds are generalization of the well-known max-min bounds on binary-state system reliability. Furthermore, we present the other stochastic bounds when systems are decomposed into several modules and satisfy a condition which is called MC (Maximal Coincidence) condition. We show that these bounds are tighter than the former. For a few simple systems, we give numerical examples and estimations of computational complexity for obtaining these stochastic bounds.

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THE BALANCED LOT SIZE FOR A SINGLE-MACHINE MULTI-PRODUCT LOT SCHEDULING PROBLEM

Hirokazu Kono, Zentaro Nakamura

Article type: Article
1990 Volume 33 Issue 2 Pages 119-138
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.119

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The basic nature of feasible schedules and their lot sizes are investigated for a single-machine multi-product problem, under the assumptions of deterministic demand on infinite time horizon and cyclic production sequence. Feasible schedule is obtained under the balanced lot size which is in proportion to the demand rate of each product and independent of production sequence. It is determined uniquely if the production rate is higher than the sum of demand rate, while there are infinitely many feasible schedules if the production rate is just balanced to the sum of demand rate. The quantitative relation between such related factors as demand rate, production rate, machine idle time, production lot size, can be a practical guide for designing a small lot size production system, as well as determining a feasible schedule on long-term finite planning period.

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PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION

Hiroshi Konno

Article type: Article
1990 Volume 33 Issue 2 Pages 139-156
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.139

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A new portfolio optimization model using a piecewise linear risk function is proposed. This model is similar to, but has several advantages over the classical Markowitz's quadratic risk model. First, it is much easier to generate an optimal portfolio since the problem to be solved is a linear program instead of a quadratic program. Second, integer constraints associated with real transaction can be incorporated without making the problem intractable. Third, it enables us to distinguish two distributions with the same first and second moment but with different third moment. Fourth, we can generate the capital-market line and derive CAPM type equilibrium relations. We compared the piecewise linear risk model with the quadratic risk model using historical data of Tokyo Stock Market, whose results partly support the claims stated above.

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A POLYNOMIAL TIME INTERIOR POINT ALGORITHM FOR MINIMUM COST FLOW PROBLEMS

Kaori Masuzawa, Shinji Mizuno, Masao Mori

Article type: Article
1990 Volume 33 Issue 2 Pages 157-167
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.157

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This paper deals with a minimum cost flow problem. We propose a polynomial time algorithm for the problem. The algorithm is based on an interior point algorithm for a general linear programming problem. Using some features of the minimum cost flow problem, we decrease the running time. We show that the algorithm requires at most O(|El|^<0.5>log(|V|M)) iterations, O(|V|^3) arithmetic operations in each iteration, and O(|V|^3|E|^<0.5>log(|V|M)) arithmetic operations in total. Here |V|, |E| and M denote the number of nodes, that of arcs, and the maximum absolute value of input data, respectively.

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A HIDE AND SEEK GAME WITH TRAVELING COST

Kensaku Kikuta

Article type: Article
1990 Volume 33 Issue 2 Pages 168-187
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.168

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There are n, neighboring cells in a straight line. A man hides among one of all cells and stays there. The searcher examines each cell until he finds the hider. Associated with the examination by the searcher are a traveling cost dependent on the distance from the last cell examined and a fixed examination cost. The searcher wishes to minimize the expectation of cost of finding the hider. On the other hand the hider wishes to maximize it. This is formulated as a two-person zero-sum game and it is solved.

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A DUAL ALGORITHM FOR FINDING THE MINIMUM-NORM POINT IN A POLYTOPE

Satoru Fujishige, Ping Zhan

Article type: Article
1990 Volume 33 Issue 2 Pages 188-195
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.188

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We give a dual algorithm for the problem of finding the minimum-norm point in the convex hull of a given finite set of points in a Euclidean space. Our algorithm repeatedly rotates a separating supporting-hyperplane and in finitely many steps finds the farthest separating supporting-hyperplane, whose minimum-norm point is the desired minimum-norm point in the polytope. During the execution of the algorithm the distance of the separating supporting-hyperplane monotonically increases. The algorithm is closely related to P. Wolfe's primal algorithm which finds a sequence of norm-decreasing points in the given polytope. Computational experiments are carried out to show the behavior of our algorithm.

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[title in Japanese]

Article type: Appendix
1990 Volume 33 Issue 2 Pages 196-198
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.196

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[title in Japanese]

Article type: Appendix
1990 Volume 33 Issue 2 Pages App4-
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.App4

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[title in Japanese]

Article type: Cover
1990 Volume 33 Issue 2 Pages Cover5-
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.Cover5

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[title in Japanese]

Article type: Cover
1990 Volume 33 Issue 2 Pages Cover6-
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.Cover6

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