Journal of the Operations Research Society of Japan

[title in Japanese]

Article type: Cover
2003 Volume 46 Issue 1 Pages Cover1-
Published: 2003
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.46.Cover1

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[title in Japanese]

Article type: Appendix
2003 Volume 46 Issue 1 Pages App1-
Published: 2003
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.46.App1

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SUPERLINEAR CONVERGENCE OF THE SHENG-ZOU-BROYDEN METHOD FOR NONLINEAR LEAST SQUARES PROBLEMS

Hideho Ogasawara, Hiroshi Yabe

Article type: Article
2003 Volume 46 Issue 1 Pages 1-21
Published: 2003
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.46.1

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We are concerned with nonlinear least squares problems. It is known that structured quasi-Newton methods perform well for solving these problems. In this strategy, two kinds of factorized structured quasi-Newton methods have been independently proposed by Yabe and Takahashi (1988), and Sheng and Zou (1988). Sheng and Zou introduced a BFGS-like update by considering how the normal equation based on an affine model may consist with the Newton equation, and dealt with a hybrid method that combines the Gauss-Newton method and their BFGS-like method. ln this paper, we deal with the Sheng-Zou-Broyden family proposed by Yabe (1993), which is an extension of the update of Sheng and Zou to the Broyden-like family. Local and q-superlinear convergence of the method with this family is established for nonzero residual problems.

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ON THE STABILITY OF STATIONARY SOLUTIONS OF NONLINEAR POSITIVE SEMIDEFINITE PROGRAMS

Toshihiro Matsumoto

Article type: Article
2003 Volume 46 Issue 1 Pages 22-34
Published: 2003
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.46.22

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ln this paper we deal with strong stability of stationary solutions of nonlinear positive semidefinite programs. We prove two convergent properties of matrices sequences, and we give a sufficient condition for strong stability under the Linear Independence Constraint Qualification (LICQ) and the transversality condition.

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SUFFICIENT CONDITIONS FOR NONEMPTY CORE OF MINIMUM COST FOREST GAMES

Masashi Umezawa, Hisakazu Nishino

Article type: Article
2003 Volume 46 Issue 1 Pages 35-43
Published: 2003
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.46.35

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This paper studies problems of establishing a minimum cost network and of determining a fair cost allocation among customers. Each supplier offers a different type of service to the customers, and each customer wishes to be connected with the suppliers which he needs. The characteristic function game is deduced from minimum costs for constructing subnetworks. By introducing an equivalence relation on the set of customers, we provide sufficient conditions to have a nonempty core, which solves the above problems. It is shown that the game has a nonempty core as long as the optimal grand network becomes a forest which is composed of the collection of the minimum spanning trees on the above equivalenec classes. It is further shown that, whenever the game consists of at most two equivalence classes, the core is nonempty.

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OPTIMAL HOSTAGE RESCUE PROBLEM WHERE AN ACTION CAN ONLY BE TAKEN ONCE : CASE WHERE ITS EFFECTIVENESS VANISHES THEREAFTER

Fengbo Shi

Article type: Article
2003 Volume 46 Issue 1 Pages 44-53
Published: 2003
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.46.44

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ln this paper, we propose a mathematical model for an optimal hostage rescue problem. Suppose that a person is taken as a hostage and that a decision has to be made from among three alternatives : storm for rescue, wait up to the next point in time for an opportunity to present itself or take an action of negotiation which might save the situation. Here, it is assumed that the action of negotiation can only be taken once and its effectiveness completely vanishes thereafter. The objective is to find an optimal decision rule so as to maximize the probability of the hostage not being killed.

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TWO EXAMPLES IN A MARKET WITH TWO TYPES OF INDIVISIBLE GOOD

Jun Wako, Thomas Quint

Article type: Article
2003 Volume 46 Issue 1 Pages 54-65
Published: 2003
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.46.54

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We consider an extension of the "permutation game" of Tijs et al (1984) in which players are endowed with and ultimately wish to consume one unit of each of two types of good (i.e. , a house and a car). We present two examples. The first is a case where even though the "corresponding lincar program" (CLP) does not solve with integers, the core of the market is not empty. The second example is a case with additively separable preferences in which there is a core vector in the market which does not correspond to any optimal dual solution of the CLP. Both examples demonstrate possible behavior that is impossible in many of the "standard" matching games.

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DETERMINING AN EQUITABLE ALLOCATION OF NEW INPUT AND OUTPUT USING DATA ENVELOPMENT ANALYSIS

Gholamreza Jahsnshahloo, Alireza Amirteimoori, Sohrab Kordrostami

Article type: Article
2003 Volume 46 Issue 1 Pages 66-73
Published: 2003
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.46.66

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In this paper, we consider the problem of demanding fixed aggregated output from producers for an equitable allocating of ew input. In many applications, there is often a fixed input and output which are imposed all decision making units. In such situations, the choice of an allocation pattern often seems to be rather subjective. This paper, presents a method for obtaining an equitable allocation and demand of these new input and output which is based on two principals : invariance and Pareto-minimality.

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CONJECTURES ON DECAY RATES OF TAIL PROBABILITIES IN GENERALIZED JACKSON AND BATCH MOVEMENT NETWORKS

Masakiyo Miyazawa

Article type: Article
2003 Volume 46 Issue 1 Pages 74-98
Published: 2003
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.46.74

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Asymptotic decay rates are considered for the stationary joint distributions of customer populations in a generalized Jackson network and a batch movement network, We first define an asymptotic decay rate for a multi-dimensional distribution concerning a tail set and a direction to decrease. Then, for the stationary joint distributions of customer populations, the decay rates are conjectured to be obtained through max-min linear optimizations with convex constrains. Their validity is checked for some known resulte. Furthermore, the conjectured decay rates are shown to be useful to see how the decay rates are changed according to modeling parameters and the direction to decrease in a two node tandem queue.

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COMPROMISE-BASED APPROACH TO ROAD PROJECT SELECTION IN MADRID METROPOLITAN AREA

Jose Manuel Anton, Concha Bielza

Article type: Article
2003 Volume 46 Issue 1 Pages 99-122
Published: 2003
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.46.99

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This paper deals with an operational technique to specify the utility function in decision-making problems such as road project selection under non-strict uncertainty. We propose here a multicriteria compromise programming (CP) proxy for utility. As a special case, the CP proxy turns into net present value. A case study on five highway projects aimed at improving transport opportunities in the Madrid metropolitan area is developed. After defining five suitable criteria or attributes for the model, these attributes (discounted value of savings in travelling costs, investment, rights of way, noise pollution, and urban capital gains) are specified in the random context for various states of nature. From this information, the compromise-utility proxy with market-based social weights is estimated, and expected utility maximized to rank the projects. Tables are incorporated to display the computational process.

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[title in Japanese]

Article type: Appendix
2003 Volume 46 Issue 1 Pages 123-
Published: 2003
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.46.123

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[title in Japanese]

Article type: Appendix
2003 Volume 46 Issue 1 Pages App2-
Published: 2003
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.46.App2

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[title in Japanese]

Article type: Cover
2003 Volume 46 Issue 1 Pages Cover2-
Published: 2003
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.46.Cover2

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[title in Japanese]

Article type: Cover
2003 Volume 46 Issue 1 Pages Cover3-
Published: 2003
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.46.Cover3

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