bluuebunny/crossref_metadata_2025_split huggingface dataset:
An optimal schedule for dollar cost averaging under different transaction costs
Authors: Khouja M. , Lamb R.P. 
Published: August 2006

AbstractDollar cost averaging is a popular habit adopted by investors who recognize the diffculty in consistently timing the market. Recent technological innovations allow for the direct deposit of a predetermined portion of each paycheck into a brokerage account for the purchase of equities. Since most payperiods are biweekly or monthly, the automatic and frequent purchase of small amounts of equity produces substantial transaction costs. If funds were allowed to accumulate for a time in a money market account prior to equity purchase, then transaction costs may be lowered. However, since equity returns are generally more than that earned in the money market, delayed purchases would forfeit higher returns. In this study, we determine the optimal transaction size to maximize returns. We use the classical economic order quantity framework of inventory management and extend that framework to deal with the special discounting structures commonly offered by brokerage firms. Numerical examples and sensitivity analysis of fixed and variable transaction cost structure models are presented.
Algorithms for scheduling jobs on two serial duplicate stations
Authors: Savsar M. , Allahverdi A. 
Published: August 2006

AbstractIn automated assembly or production lines, some stations are duplicated due to their long cycle times. Material handling considerations may require these stations to be arranged in series rather than in parallel. Each job needs to be processed on any one of the duplicate stations. This study deals with scheduling of n available jobs on two serial duplicate stations in an automated production line. The performance measures considered are mean flowtime, makespan, and station idle time. After the problem is formulated, two algorithms are developed to determine the optimal schedules with respect to the performance measures.
Markovian analysis of production lines with Coxian‐2 service times
Authors: Vidalis M.I. , Papadopoulos H.T. 
Published: August 2006

AbstractThis paper is concerned with the analysis of reliable production lines. The service times at each station of the line are assumed to follow the Coxian‐2 distribution. Raw material arrives at the first station of the line which is assumed that is never empty. Buffers of non‐identical capacities are allowed between successive stations. The structure of the transition matrices of these specific type of production lines is examined and a recursive algorithm is developed for generating them, for any number of stations K. This method allows one to obtain the exact solution of a sparse linear system by the use of the Gauss–Seidel method. From the solution of these systems the throughput rate of the production lines is calculated. However, this algorithm is not computationally efficient as it is restricted by the size of the problem. The main contribution of this paper is the study of the transition matrices of production lines with Coxian service times.
The methodology of multiple‐criteria decision making in the optimization of an urban transportation system: case study of Poznań City in Poland
Authors: Żak J. 
Published: August 2006

AbstractThe methodology of multiple‐criteria decision making applied to the optimization of an urban transportation system is presented in the paper. Three mathematical models of different complexity are constructed to optimize the allocation of vehicles to certain routes in a mass transit system. All models take into account both passengers' and operator's objectives. The optimization problems are formulated in terms of multiple‐objective fuzzy linear programming and multiple‐objective non‐linear programming. The sensitivity and precision analysis of the models is carried out. Two interactive multi‐objective mathematical programming procedures are utilized to solve the problems. They generate samples of Pareto‐optimal compromise solutions and provide the decision maker (DM)with an effective tool that supports him/her in the decision making process. Finally, the DM selects the solution that best fits his or her expectations.
Production management practice in a developing country: a case study
Authors: Pizzolato N. D. , Sergio Gustavo Guerrero V. 
Published: August 2006

AbstractA real application of the economic order quantity (EOQ)and the production scheduling problems, both of which are relevant to the production operation of a chemical firm with a single facility that produces to orders, are discussed. A number of difficulties, typical of a developing country environment, have precluded the direct use of traditional analytical instruments, and the options proposed as well as the origins of these difficulties are related. In the EOQ case, the approach chosen is a descriptive procedure that simulates the consequences of alternative policies. In the case of production scheduling, it is noted that setups are strongly sequence dependent and the satisfaction of due dates is a hard challenge. Therefore, the problem is seen as a sequencing with Earliness and Tardiness Penalties Problem, for which one heuristic method of simple conception is proposed. It is important to notice that organization and human development programs have played a predominant role in the efficiency gains, which is an outcome not unexpected in the less industrialized countries.
Fuzzy due‐date scheduling problem with fuzzy processing time
Authors: Itoh T. , Ishii H. 
Published: August 2006

AbstractFor most of scheduling problems, jobs' processing times and due‐dates are treated as certain values, but that is not proper to all actual situations. Processing times are not constant because of measurement errors in the data sets for deciding them and/or human actions in the manufacturing process. However, we may be permitted to exceed due‐dates slightly. In this paper, we propose a model dealing with uncertain processing times and flexible due‐dates in consideration of real situations. Assuming the times and due‐dates to be fuzzy numbers, and defining a fuzzy tardiness for a job's due‐date, we design to minimize the number of tardy jobs in our problem formulation.
Sensitivity formulas of performance in two‐server cyclic queueing networks with phase‐type distributed service times
Authors: Yin B. , Zhou Y. , Xi H. , Sun D. 
Published: August 2006

AbstractWith the approach of the infinitesimal generator perturbation, sensitivities of the steady‐state performance are studied in two‐server cyclic queueing networks with phase‐type distributed service times. Sensitivity formulas expressed by the potentials of the networks are given for parameter‐dependent performance functions. An algorithm to compute the potentials and the performance derivatives of the networks is given, and a numerical example is provided.
An investigation of genetic algorithms for the optimization of multi‐objective fisheries bioeconomic models
Authors: Mardle S.J. , Pascoe S. , Tamiz M. 
Published: August 2006

AbstractThe use of genetic algorithms (GA) for optimization problems offers an alternative approach to the traditional solution methods. GA follow the concept of solution evolution, by stochastically developing generations of solution populations using a given fitness statistic, for example the achievement function in goal programs. They are particularly applicable to problems which are large, non‐linear and possibly discrete in nature, features that traditionally add to the degree of complexity of solution. Owing to the probabilistic development of populations, GA do not distinguish solutions, e.g. local optima from other solutions, and therefore cannot guarantee optimality even though a global optimum may be reached. In this paper, a non‐linear goal program of the North Sea demersal fisheries is used to develop a genetic algorithm for optimization. Comparisons between the GA approach and traditional solution methods are made, in order to measure the relative effectiveness. General observations of the use of GA in multi‐objective fisheries bioeconomic models, and other similar models, are discussed.
Decision criteria with partial information
Authors: Puerto J. , Mármol A.M. , Monroy L. , Fernández F.R. 
Published: August 2006

AbstractIn this paper we use an extreme point approach to analyze some usual decision criteria for multiple attribute decision‐making problems when partial information about the importance of the attributes is available. The obtained results show that the decision criteria to be chosen depend not only on the rationality principles, but also on the structure of the information set. We apply the obtained criteria to problems where the set of actions to be evaluated are either in qualitative and/or quantitative scales.
Land management with GIS and multicriteria analysis
Authors: Joerin F. , Musy A. 
Published: August 2006

AbstractIn land management, conflicts are more frequent and stronger. Any important project on land becomes difficult to implement. MAGISTER (Multicriteria Analysis with GIS for TERritory) model proposes a decision support method to integrate multiple actors of land management. It is based on geographical information systems and multicriteria analysis. In land use problems, the study area is described by a set of homogeneous zones to reduce the numbers of alternatives. The homogeneity quality is assessed by use of a valued closeness relation developed in the domain of rough set theory. This function is based on the same principle as the valued outranking relation used in ELECTRE, which is then used to select the best zones, or classify them in predefined category. One application of the MAGISTER model concerns the realisation of a land suitability map for housing. Through eight criteria, this map integrates simultaneously the particularity of each place and the general principles of land management, which should be determined by decision‐makers.
IFORS: the formative years
Authors: Rand G.K. 
Published: August 2006

AbstractIn 1999 IFORS (The International Federation of Operational Research Societies) celebrated 40 years since its formation. The purpose of this article is to explain how it came into being following the first international conference in Operational Research, and to examine the foundations that were laid in the years leading up to its first General Meeting, held at the second international conference. A further article will examine several themes in IFORS' subsequent history.
Operations research and knowledge discovery: a data mining method applied to health care management
Authors: Delesie L. , Croes L. 
Published: August 2006

AbstractThe exponential growth of databanks creates opportunities to expand Operational Research. An example is the development of scientific approaches to “mine” intelligently the huge databanks that complex systems rely on for their management. The contribution presents an approach to exploit a health insurance databank to evaluate the performance of cardiovascular surgery nation wide.
A simulation model to evaluate the impact of environmental programmes on dairy farms
Authors: van Huylenbroeck G. , Jacobs G. , Vanrolleghem P. 
Published: August 2006

AbstractA simulation model has been developed to determine the impact of the implementation of environmental programmes putting restrictions on fertiliser use and mowing date on dairy farms. In the paper, the simulation model is described and results showing the trade‐offs between the economic, environmental and nature protection criteria are given. Finally, the optimal compromise is found using multi‐criteria analysis.
A travelling salesman problem with allocation, time window and precedence constraints — an application to ship scheduling
Authors: Fagerholt K. , Christiansen M. 
Published: August 2006

AbstractA Travelling Salesman Problem with Allocation, Time Window and Precedence Constraints (TSP‐ATWPC) is considered. The TSP‐ATWPC occurs as a subproblem of optimally sequencing a given set of port visits in a real bulk ship scheduling problem, which is a combined multi‐ship pickup and delivery problem with time windows and multi‐allocation problem. Each ship in the fleet is equipped with a flexible cargo hold that can be partitioned into several smaller holds in a given number of ways, thus allowing multiple products to be carried simultaneously by the same ship. The allocation constraints of the TSP‐ATWPC ensure that the partition of the ship's flexible cargo hold and the allocation of cargoes to the smaller holds are feasible throughout the visiting sequence. The TSP‐ATWPC is solved as a shortest path problem on a graph whose nodes are the states representing the set of nodes in the path, the last visited node and the accumulated cargo allocation. The arcs of the graph represent transitions from one state to another. The algorithm is a forward dynamic programming algorithm. A number of domination and elimination tests are introduced to reduce the state space. The computational results show that the proposed algorithm for the TSP‐ATWPC works, and optimal solutions are obtained to the real ship scheduling problem.
No‐wait and separate setup three‐machine flowshop with total completion time criterion
Authors: Allahverdi A. , Aldowaisan T. 
Published: August 2006

AbstractThis paper considers the three‐machine no‐wait flowshop problem with the objective of minimizing total completion time where setup times are considered as separate from processing times and sequence independent. We present optimal solutions for certain cases, and a dominance relation for the general case. We also develop and evaluate five heuristic algorithms for small and large number of jobs. Computational experience for up to 100 jobs shows that the proposed heuristics are quite effective and their performance do not depend on the number of jobs. The computational experience has been conducted for the uniform processing time distributions of U(1, 10) and U(1, 100). The best heuristic gives an overall average error of 0.47% for U(1, 10) and it gives an overall average error of 1.23% for U(1, 100).
Cointegration of stochastic multifractals with application to foreign exchange rates
Authors: Anh V.V. , Tieng Q.M. , Tse Y.K. 
Published: August 2006

AbstractThe existing concept of cointegration applies to integrated processes (in the Box‐Jenkins ARIMA framework) or processes with long‐range dependence. These processes are assumed to display a monoscaling behaviour (such as that of a fractional Brownian motion). On the other hand, many turbulent processes are known to be intermittent, hence possess multiscaling characteristics. This paper develops a concept of cointegration for these stochastic multifractals. A model is suggested for testing for cointegration and applied to the exchange rates of three major currencies.
Evolutionary algorithms for flowshop sequencing with non‐unique jobs
Authors: Burdett R.L. , Kozan E. 
Published: August 2006

AbstractSequencing problems are difficult combinatorial problems because of the extremely large search space of possible solutions and the large number of “local” optima that arise. Unlike other NP‐hard combinatorial problems, the search space, in general, for sequencing problems (under the makespan objective) consists of sequences with objective function values that lie within only a relatively small amount of each other. This means that when a change is made to the sequence, an improvement or non‐improvement is not easily recognised. This makes the problem much more difficult to solve. A number of constructive heuristics exist that obtain good solutions in a short period of time, however, the output of such algorithms is generally a single sequence which may not be feasible or preferred with respect to industry constraints. Other heuristic algorithms such as Simulated Annealing (SA) and Tabu Search (TS) have also been applied and successes have been reported. However, the performance is dependent upon a number of finely tuned parameters and the output is again only a single solution. For these reasons, Evolutionary Algorithms (EAs) may be suitable solution strategy, for which limited research has been performed. In this research, a number of new EAs have been proposed and a number of modifications have been made to several constructive algorithms to cope with non‐unique jobs or jobs with multiple demands. A numerical comparison of a number of benchmark problems and real data of a truck assembly line has also been presented.
Quantitative decision making for cued land reconnaissance: a defence case study
Authors: Yue Y. , Scutter M. 
Published: August 2006

AbstractHelping commanders make more informed decisions is one of the most important roles played by defence operations analysts. This paper presents a defence case study of quantitative decision making. It develops a decision model for cued land reconnaissance missions that treats detecting, identifying, and destroying a hostile target to protect an asset as an integral process. The paper investigates issues such as whether an information assessment system, which provides improved knowledge about the nature of the cue, is necessary and what kind of reconnaissance platforms should be used under various conditions. Using a decision tree and evaluating all possible outcomes, the model derives the best course of action based on expected values. Then serials of sensitivity analysis are carried out to account for uncertainties of the scenarios, and their implications are explored. This illustrates that decision tree methodology can be used to analyse complex sequential decision problems in real military situations, and uncertainties can be taken into account in the decision making process.
A modeling framework for hospital location and service allocation
Authors: Chu S.C.K. , Chu L. 
Published: August 2006

AbstractThis paper proposes a modeling framework to plan for the supply and demand matching of public hospital beds in Hong Kong for the future years till 2006. It addresses the planning issues of (1) hospital locations and (2) service allocations, which include new services distribution as well as existing services redistribution. The structure of such a general modeling framework is emphasized here, with small‐scaled numerical examples as illustrations for its intended useful purposes.
How to keep good schemata using cross‐over operators for permutation problems
Authors: Djerid L. , Portmann M‐C. 
Published: August 2006

AbstractThe schemata theory proposed by Holland in 1975 for the genetic algorithm approach is based on a binary representation of the problem solutions. When the description of the solution needs some more complex representation (called generally symbolic representation) and when the one‐point classical cross‐over operator must be replaced by some more complicated operator, then the environment of the schemata theory disappears and other conditions must be taken into account in order to ensure the efficiency of the genetic algorithms. In a previous paper, we have already proposed some performance indicators, which try to extend the basic schemata theory for permutation problems, and we have tested the quality of a list of cross‐over operators using these indicators. In the present paper, we show how an analytical approach may be developed in order to avoid the experimental approach for some permutation cross‐over operators and some indicators.
Variety is the spice of life: combining soft and hard OR/MS methods
Authors: Mingers J. 
Published: August 2006

AbstractSome observers have expressed concern over the state of the OR/MS profession, especially as to its failure to tackle complex, messy problems. One response has been to develop various “soft” methods (also called “problem structuring methods”) that focus on the human and political aspects of OR/MS interventions. Recent work, both theoretical and practitioner‐based, involves the combination of several methods in a particular project (multimethod). Often the combination includes both hard (quantitative) and soft (qualitative) approaches. This paper illustrates the utility of soft methods, and in particular their combination, with recently published case studies. It then proposes an approach to the process of combining methods, including several frameworks and techniques to assist in selecting and linking different methods. Finally, it discusses future research in this field.
Why Do Women Go Along with This Stuff?
Authors: Klein Michael C. , Sakala Carol , Simkin Penny , Davis‐Floyd Robbie , Rooks Judith P. , Pincus Jane 
Published: August 2006

PREFACE:  Normal childbirth has become jeopardized by inexorably rising interventions around the world. In many countries and settings, cesarean surgery, labor induction, and epidural analgesia continue to increase beyond all precedent, and without convincing evidence that these actions result in improved outcomes (1,2). Use of electronic fetal monitoring is endemic, despite evidence of its ineffectiveness and consequences for most parturients (1,3); ultrasound examinations are too often done unnecessarily, redundantly, or for frivolous rather than indicated reasons (4); episiotomies are still routine in many settings despite clear evidence that this surgery results in more harm than good (5); and medical procedures, unphysiological positions, pubic shaving and enemas, intravenous lines, enforced fasting, drugs, and early mother‐infant separation are used unnecessarily (1). Clinicians write and talk about the ideal of evidence‐based obstetrics, but do not practice it consistently, if at all. Why do women go along with this stuff? In this Roundtable Discussion, Part 2, we asked some maternity care professionals and advocates to discuss this question. (BIRTH 33:3 September 2006)
Metabotropic Glutamate Receptor Subtype 5 Antagonists MPEP and MTEP
Authors: Lea Paul M. , Faden Alan I. 
Published: August 2006

ABSTRACTGlutamate regulates the function of central nervous system (CNS), in part, through the cAMP and/or IP3/DAG second messenger‐associated metabotropic glutamate receptors (mGluRs). The mGluR5 antagonist 2‐methyl‐6‐(phenylethynyl)‐pyridine (MPEP) has been extensively used to elucidate potential physiological and pathophysiological functions of mGluR5. Unfortunately, recent evidence indicates significant non‐specific actions of MPEP, including inhibition of NMDA receptors. In contrast, in vivo and in vitro characterization of the newer mGluR5 antagonist 3‐[(2‐methyl‐1,3‐thiazol‐4‐yl)ethynyl]pyridine (MTEP) indicates that it is more highly selective for mGluR5 over mGluR1, has no effect on other mGluR subtypes, and has fewer off‐target effects than MPEP. This article reviews literature on both of these mGluR5 antagonists, which suggests their possible utility in neurodegeneration, addiction, anxiety and pain management.