Journal of the Operations Research Society of Japan
Online ISSN : 2188-8299
Print ISSN : 0453-4514
ISSN-L : 0453-4514
Volume 34, Issue 3
Displaying 1-13 of 13 articles from this issue
  • Article type: Cover
    1991 Volume 34 Issue 3 Pages Cover7-
    Published: 1991
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
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  • Article type: Appendix
    1991 Volume 34 Issue 3 Pages App5-
    Published: 1991
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
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  • Seiji Kataoka, Susumu Morito
    Article type: Article
    1991 Volume 34 Issue 3 Pages 233-249
    Published: 1991
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
    It is commonly believed that the use of the assignment problem works well when one selects a relaxation problem within the framework of a branch and bound algorithm to solve an asymmetric traveling salesman problem (TSP) optimally. In this paper, we present asymmetric TSP instances found in real-life setting, and show that the above common belief is not necessarily appropriate. Based on the real-life example, a family of asymmetric TSP instances called SLOPE is considered, which are generated by deforming arc lengths of standard two-dimensional TSPs on a plane in a specific manner. For this type of instances, we show that the assignment relaxation yields poor performance, and propose a minimum 1-arborescence relaxation similar to the minimum 1-tree relaxation that has been successfully applied to the symmetric TSPs. In order to make the algorithm more efficient, the proper selection of a root node and the determination of Lagrange multipliers to increase the lower bounds are explored. Computational experiments with instances SLOPE and also with the real-life instance show that the proposed algorithm gives better computational performance than the algorithm with the assignment relaxation.
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  • Toshiyuki Sueyoshi
    Article type: Article
    1991 Volume 34 Issue 3 Pages 250-262
    Published: 1991
    Released on J-STAGE: June 27, 2017
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    This study proposes a new use of goal programming for empirically estimating a, regression quantile hyperplane. The approach can yield regression quantile estimates that are less sensitive to not only non-Gaussian error distributions but also a small sample size than conventional regression quantile methods. The performance of regression quantile estimates is compared wish least absolute value estimates in a simulation study.
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  • Satoru Ibaraki, Masao Fukushima, Toshihide Ibaraki
    Article type: Article
    1991 Volume 34 Issue 3 Pages 263-286
    Published: 1991
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
    Nonlinear network optimization is of great importance not only in theory but also in practical applications. The range of its applications covers a variety of problems which arise in transportation systems, water distribution systems, resistive electrical networks, and so on. There are various methods to solve nonlinear network flow problems, and many of them belong to the class of descent methods which successively generate search directions and perform line searches. In this paper we propose an algorithm, based on the Newton method, which exploits the network structure of the problems. The algorithm directly solves the dual problem which, under appropriate conditions, can be formulated as an unconstrained convex minimization problem with a continuously differentiable objective function. We give a global convergence theorem of the algorithm and present practical strategies for computing search directions and finding steplengths. Some computational results for test problems of up to 4900 nodes and 14490 arcs show the practical efficiency of the proposed algorithm.
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  • Hiroshi Yabe, Toshihiko Takahashi
    Article type: Article
    1991 Volume 34 Issue 3 Pages 287-305
    Published: 1991
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
    The purpose of this paper is to construct effective algorithms for solving nonlinear least squares problems. These methods are based on the idea of structured quasi-Newton methods, which use the structure of the Hessian matrix of the objective function. In order to obtain a descent search direction of the objective function, we have proposed to approximate the Hessian matrix by the factorized form and the BFGS-like update and DEP-like update have been obtained. Independently of us, Sheng Songbai and Zou Zhihong (SZ) have been studying factorized versions of structured quasi-Newton methods. In this paper, we construct, an update by a slight different way from their formulation, in which the SZ update is contained. Further, we apply sizing techniques to the SZ method and propose new sizing factors. Finally, computational experiments are shown in order to compare our factorized versions with the SZ method and investigate the effect of sizing techniques.
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  • Bong Dae Choi, Yang Woo Shin
    Article type: Article
    1991 Volume 34 Issue 3 Pages 306-328
    Published: 1991
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
    We investigate a transient diffusion approximation by diffusion process with elementary return boundary for the number of customers in the M/G/m, system. We formulate and solve the forward diffusion equation with variable coefficient, whose solution is a transient approximation to queue size distribution. Numerical examples show that these diffusion approximation results are quite accurate for all traffic cases. It is shown that, stationary approximation Kimura is obtained from our transient, diffusion approximation.
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  • Yu Song, Yukio Takahashi
    Article type: Article
    1991 Volume 34 Issue 3 Pages 329-353
    Published: 1991
    Released on J-STAGE: June 27, 2017
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    In this paper, we study problems arising in applications of the cross aggregation method to tandem queueing systems with production blocking, and propose two types of applications with different state descriptions. The cross aggregation method provides a nested family of approximations of stationary state probabilities of the model by imposing several different levels of assumptions on independence among nodes. Namely, in Level 1 we derive an approximate model by looking at one node at a time, in Level 2 by looking at, two adjacent node at a time, in Level 3 by looking at three adjacent, nodes at a time, and so on. The method, however, cannot be applied in a naive form to tandem queueing systems with production blocking since the state space of the system is not a product space of individual state spaces of nodes. We propose two ways of state description to derive a Markov chain. Using one of them, the method can be applied in Levels 2, 3 and higher, but not in Level 1. Using the other, the method can be applied in any levels of approximation after modifying the Markov chain to have a product state space, but, transition rates of the modified chain become complicated. A comprehensive numerical test shows that, in most, cases the method provides very good approximations in Level 3 and sufficiently accurate approximations even in Level 2 for practical purposes
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  • Hiroshi Kise
    Article type: Article
    1991 Volume 34 Issue 3 Pages 354-361
    Published: 1991
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
    A new flowshop scheduling problem related to automated manufacturing systems such as FMS's and FMC's is discussed. The problem is shown to be an extension of the two-machine flowship problem addressed by Johnson (or a special case of the three machine flowshop problem), and to be NP-hard. Some solvable cases are discussed.
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  • Article type: Appendix
    1991 Volume 34 Issue 3 Pages 362-364
    Published: 1991
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
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  • Article type: Appendix
    1991 Volume 34 Issue 3 Pages App6-
    Published: 1991
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
    Download PDF (210K)
  • Article type: Cover
    1991 Volume 34 Issue 3 Pages Cover8-
    Published: 1991
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
    Download PDF (118K)
  • Article type: Cover
    1991 Volume 34 Issue 3 Pages Cover9-
    Published: 1991
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
    Download PDF (118K)
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