Journal of the Operations Research Society of Japan
Online ISSN : 2188-8299
Print ISSN : 0453-4514
ISSN-L : 0453-4514
Volume 39, Issue 3
Displaying 1-18 of 18 articles from this issue
  • Article type: Cover
    1996 Volume 39 Issue 3 Pages Cover7-
    Published: 1996
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
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  • Article type: Appendix
    1996 Volume 39 Issue 3 Pages App5-
    Published: 1996
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
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  • Hiroshi konno, Hidetoshi Watanabe
    Article type: Article
    1996 Volume 39 Issue 3 Pages 295-306
    Published: 1996
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
    We will discuss exact and efficient parametric simplex algorithms for solving a class of nonconvex minimization problems associated with bond portfolio optimization models which one of authors proposed in the late 1980's. We will show that globally optimal solutions of both total and partial optimization problems can now be calculated on a real time basis. Also we will present some computational results of a partial optimization model applied to a tracking of an index portfolio.
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  • Katsunori Ano, Mitsushi Tamaki, MuCi Hu
    Article type: Article
    1996 Volume 39 Issue 3 Pages 307-315
    Published: 1996
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
    We consider the so-called secretary problem, in which an offer may be declined by each applicant with a fixed known probability q (= 1 - p, 0 &le; q < 1) and the number of offering chances are at most m (&ge; 1). The optimal strategy of this problem is derived and some asymptotic results are presented. Furthermore we briefly consider the case in which the acceptance probability depends on the number m of offering chances.
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  • Tsung-Chyan Lai, Yuh-Kwo Kuo
    Article type: Article
    1996 Volume 39 Issue 3 Pages 316-321
    Published: 1996
    Released on J-STAGE: June 27, 2017
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    We consider the single machine sequencing problem in which each job has a processing time and a due date. The objective is to find a sequence of n jobs which minimizes the sum of the tardiness of each job. We present an O(n log n) MDD (Modified Due Date) rule which satisfies local optimality and show that the MDD rule has a worst-case performance ratio of n/2. The MDD rule is superior to other known O(n log n) heuristics in the sense of worst-case performance.
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  • I. Bardhan, W.F. Bowlin, W.W. Cooper, Toshiyuki Sueyoshi
    Article type: Article
    1996 Volume 39 Issue 3 Pages 322-332
    Published: 1996
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
    The usual models in DEA (Data Envelopment Analysis) employ a postulate of continuity to obtain comparison points for the entities known as DMUs (Decision Making Units) whose input-output behavior is to be evaluated. In some applications, it may be desired to restrict attention to actual DMUs and hence to drop (or modify) the continuity assumptions in DEA. Using the concept of efficiency dominance, this is accomplished in the present paper in the form of mixed integer programming models which restrict the efficiency evaluations to comparisons with actually observed performances. Simple and easily interpreted scalar measures of efficiency are provided while retaining the ability to identify the sources and amounts of inefficiency in each DMU that is evaluated.
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  • I. Bardhan, W.F. Bowlin, W.W. Cooper, Toshiyuki Sueyoshi
    Article type: Article
    1996 Volume 39 Issue 3 Pages 333-344
    Published: 1996
    Released on J-STAGE: June 27, 2017
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    Models and measures of efficiency dominance as treated by Free Disposal Hull and Russell Measure approaches to efficiency evaluation are examined as they relate to additive models and MED (Measures of Efficiency Dominance) in DEA.
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  • Yoshiyuki Karuno, Hiroshi Nagamochi, Toshihide Ibaraki
    Article type: Article
    1996 Volume 39 Issue 3 Pages 345-355
    Published: 1996
    Released on J-STAGE: June 27, 2017
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    In this paper we deal with a single-vehicle scheduling problem on a tree-shaped road network. Let T = (V, E) be a tree, where V is a set of n vertices and E is a set of edges. A task is located at each vertex v ∈ V, which is also denoted as v. Each task v has its due date d(v) and processing time p(v). The travel times w(u, v) and w(v, u) are associated with each edge (u, v) ∈ E. The vehicle starts from an initial vertex v_O ∈ V, visits all tasks v ∈ V for their processing (no preemption is allowed) and returns to v_O. The problem asks to find a routing schedule of the vehicle that minimizes the maximum lateness from the due dates of tasks. This problem is called TREE-VSP(L_<max>). We prove that TREE-VSP(L_<max>) is strongly NP-hard in general, but show that it can be solved in polynomial time if only depth-first routing is allowed for the vehicle.
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  • Yang Dai, Jianming Shi, Yoshitsugu Yamamoto
    Article type: Article
    1996 Volume 39 Issue 3 Pages 356-371
    Published: 1996
    Released on J-STAGE: June 27, 2017
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    We consider a global minimization problem: min{c^Tx + d^Ty | x ∈ X, y ∈ Y \ ∪^<m_2>_<h=1> G_h, (x, y) ∈ F}, where X and Y are polytopes in R<n_1> and R<n_2>, respectively; F is a closed convex set in R<n_1+n_2>, and G_h (h = 1,…, m_2) is an open convex set in R<n_2>. We propose an alogorithm based on a combination of polyhedral outer approximation, branch-and-bound and cutting plane techniques. We also show that the out-of-roundness problem can be solved by the algorithm.
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  • Hiroaki Mohri, Mikio Kubo, Masao Mori, Yasutoshi Yajima
    Article type: Article
    1996 Volume 39 Issue 3 Pages 372-388
    Published: 1996
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
    We consider a standard vehicle routing problem, i.e. a routing problem where all nodes (customers) should be visited only once by only one vehicle and without exceeding a vehicle's capacity. The objective function minimizes total distance traveled. In this paper, we relax the first standard problem condition. We call this problem the Split Delivery Vehicle Routing Problem (SDVRP). The term "split delivery" means, as long as the total delivery equals the demand, the demand may be satisfied using more than one vehicle. Under the relaxed condition, we are able to reduce the number of vehicles and the total distribution cost (time). Hence, it will find practical application. SDVRP has been little researched. On a mathematical programming base, Suzuki et al. (1987) suggested an exact algorithm using a Branch and Bound Method for this problem. But it is only useful for a small number of nodes. On a local search base, Doror and Trudeau (1990) proposed heuristic algorithm. In this paper, we take another formulation. Solving this problem on mathematical programming base, we decompose it into two problems: First, a problem of which vehicle serves the node and to what extent each vehicle serves each node. Second, the problem of the route that each vehicle takes. This idea is based on Fisher and Jaikumar (1981) whose solutions is very good one for a standard vehicle routing problem. The second problem is the Traveling Salesman Problem. Therefore, the first problem is the essential one. We suggest that by method of Fisher (1985) we can generate a heuristic solution from the Lagrangean Solution for the first problem. From this we are able to solve a large size SDVRP.
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  • Hisashi Yamamoto, Masami Miyakawa
    Article type: Article
    1996 Volume 39 Issue 3 Pages 389-406
    Published: 1996
    Released on J-STAGE: June 27, 2017
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    A circular connected-(r,s)-out-of-(m,n):F lattice system has m・ n components and is consisted of n rays and m circles. The system fails if and only if a connected (r,s)-matrix of components fail. Firstly, this paper proposes a recursive algorithrn for the reliability of the system, which requires O(r^n^2sm) computing time. In the statist,ically independent identically distributed case, the computing time is able to be reduced. Secondly, the upper and lower bounds for the system reliability are obtained for the circular connected-(r,s)-out-of-(m,n):F lattice systern. Finally, it is proved that the reliability of the large system tends to exp[-μλ^<rs>] as n = μn^<n-1>, n → ∞ if every component has failure probability λn^<-η/rs>, where μ, λ and η are constant, μ, λ > 0, η > r.
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  • Eiki Yamakawa, Masao Fukusima
    Article type: Article
    1996 Volume 39 Issue 3 Pages 407-427
    Published: 1996
    Released on J-STAGE: June 27, 2017
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    For a large-scale quadratic programming problem with separable objective function, a variant of the conjugate gradient method can effectively be applied to the dual problem. In this paper, we consider a block-parallel modification of the conjugate gradient method, which is suitable for implementation on a parallel computer. More precisely, the method proceeds in a block Jacobi manner and executes the conjugate gradient iteration to solve quadratic programming subproblems associated with respective blocks. We implement the method on a Connection Machine Model CM-5 in the Single-Program Multiple-Data model of computation. We report some numerical results, which show that the proposed method is effective particularly for problems with some block structure.
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  • Kiyoshi Yoneda
    Article type: Article
    1996 Volume 39 Issue 3 Pages 428-434
    Published: 1996
    Released on J-STAGE: June 27, 2017
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    Instrumentation, computation, and documentation often involve the task of reporting a number with an indicator of its possible error. For quick decision making, reporting only one number with reliable digits is more desirable than reporting two or more numbers with insignificant lower digits. This paper proposes an optimal method to determine the number of digits to report. The method is free of arbitrary thresholds unlike the customary representation by confidence interval and other existing methods. The model used to derive the method is based on the observation that the amount of ignorance regarding the value of a number's lower digits may be expressed by a uniform distribution. If the number to report is accompanied by its standard error, the problem of deciding the number of digits to report reduces to matching the level of ignorance by approximating a normal distribution by the uniform distribution. The goodness of the approximation is measured in terms of the Kullback-Leibler information, which is minimized.
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  • Masahiro Sato
    Article type: Article
    1996 Volume 39 Issue 3 Pages 435-454
    Published: 1996
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
    Suppose a hunter starts hunting over t periods with i bullets. A distribution of the value of targets appearing and the hitting probability of a bullet are known. For shooting, he takes a strategy of a shoot-look-shoot scheme. The objective in this paper is to find an optimal policy which maximizes the total expected reward. In the case with no search cost, the optimal policy is monotone in the number of bullets remaining then, but not always monotone in the case with positive search cost. We show such examples of non-monotonicity and examine conditions for the monotonicity of the optimal policy.
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  • Article type: Appendix
    1996 Volume 39 Issue 3 Pages 455-458
    Published: 1996
    Released on J-STAGE: June 27, 2017
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  • Article type: Appendix
    1996 Volume 39 Issue 3 Pages App6-
    Published: 1996
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
    Download PDF (183K)
  • Article type: Cover
    1996 Volume 39 Issue 3 Pages Cover8-
    Published: 1996
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
    Download PDF (125K)
  • Article type: Cover
    1996 Volume 39 Issue 3 Pages Cover9-
    Published: 1996
    Released on J-STAGE: June 27, 2017
    JOURNAL FREE ACCESS
    Download PDF (125K)
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