Operational Research Society Research Articles

Military Operations Research Society (MORS) Oral History Project Interview of Lieutenant General Glenn A. Kent, US Air Force

Military Operations Research Society (MORS) Oral History Project Interview of Lieutenant General Glenn A. Kent, US Air Force

A branch-and-bound method for discretely-constrained mathematical programs with equilibrium constraints

We present a branch-and-bound algorithm for discretely-constrained mathematical programs with equilibrium constraints (DC-MPEC). This is a class of bilevel programs with an integer program in the upper-level and a complementarity problem in the lower-level. The algorithm builds on the work by Gabriel et al. (Journal of the Operational Research Society 61(9):1404–1419, 2010) and uses Benders decomposition to form a master problem and a subproblem. The new dynamic partition scheme that we present ensures that the algorithm converges to the global optimum. Partitioning is done to overcome the non-convexity of the Benders subproblem. In addition Lagrangean relaxation provides bounds that enable fathoming in the branching tree and warm-starting the Benders algorithm. Numerical tests show significantly reduced solution times compared to the original algorithm. When the lower level problem is stochastic our algorithm can easily be further decomposed using scenario decomposition. This is demonstrated on a realistic case.

Preface to Volume 27(1)

Since the last issue, the management of ORiON underwent a restructuring. Jan van Vuuren was elected as vice president, and thus president to be, of the Operations Research Society of South Africa (ORSSA). Due to this new responsibility he had to step down as editor-in-chief of ORiON. I would like to thank Jan van Vuuren for the significant time and effort that was dedicated to ORiON during his term as editor-in-chief. Having worked with Jan in the management team of ORiON over the past seven years was a rewarding experience. Fortunately, Jan's expertise will not be lost to ORiON, as he has accepted an invitation to stay on as an associate editor of ORiON. Thank you, Jan, for a job well done. I would like to wish Jan all of the best in his new role as vice present, and later as president, of ORSSA.

Preface: Special issue of JOGO MEC EurOPT 2010-Izmir

This Special Issue of the Journal of Global Optimization is devoted to selected papers presented at the 24th Mini-EURO Conference on “Continuous Optimization and Information-Based Technologies in the Financial Sector”, which was held in Izmir during 23–26 June 2010. This international conference was organized under the cooperation of Izmir University of Economics, Association of the European Operational Research Societies (EURO), Continuous Optimization Working Group of EURO (EUROPT), Operational Research Societies of Turkey and Germany and Middle East Technical University. We would like to acknowledge the financial supports from the Izmir University of Economics, Izmir Chamber of Commerce, Central Bank of the Republic of Turkey, The European Office of Aerospace Research & Development (EOARD), EURO, The Scientific and Technological Research Council of Turkey (TUBITAK) and NETSIS Software. The sessions were held in Conference Hall and in six classrooms of Izmir University of Economics. The social program included the wine and cheese party on June 22 and welcome reception on June 23 at the facilities of Izmir University of Economics, the conference dinner on June 24 at Izmir Konagi Restaurant, banquet on June 25 at Derya Restaurant and an excursion to the Antique City of Efes, House of Virgin Mary and Sirince Town on June 26. We had the honor to invite many famous experts in global optimization and financial applications to give plenary and semi-plenary lectures in the conference. Terry Rockafellar,

Mathematical Sciences HE Curriculum Innovation Project: Final Update

In January 2011 we ran a Mathematics HE Summit at the University of Birmingham. This brought together Heads of Mathematics or their representatives from 25 universities offering mathematics degrees (about half of those in England and Wales) as well as Education representatives from the Institute of Mathematics and its Applications, the Royal Statistical Society, the Operational Research Society, the Council for the Mathematical Sciences and others. The Summit provided a day of debate, provocative presentations and discussion which was captured by a group of volunteer notetakers. The findings will be written into a published report and used when planning the third call for funding from the Mathematical Sciences HE Curriculum Innovation Project (see page 17).

Guest Editorial: Thematic Issue on “Memetic Algorithms: Theory and applications in OR/MS”

The ALIO-INFORMS International Meeting is the joint conference of the biannual Latin-Iberoamerican Conference on Operations Research (CLAIO) organized by the Association of Latin-Iberoamerican Operational Research Societies (ALIO), and the international conference of the Institute for Operations Research and the Management Sciences (INFORMS). The meeting intends to emphasize the importance of the relationship between basic research and practice of OR/MS, and offers a forum for intellectual exchange between participants of all the countries of Latin and North America, as well as from other regions around the world. This volume shows recent advances in Memetic algorithms in the areas of Operations Research (OR) and Management Sciences (MS). The papers in this thematic issue cover part of a large variety of subjects presented at the ALIOINFORMS International meeting held in Buenos Aires, Argentina, in June 2010. The first paper authored by Laura Cardona and Liana Amaya Moreno, presents a two-step model with the objective of reducing cash management costs, an important real-world

Merging Event-Based and Agent-Based Simulation: The ACP Framework

Since its birth in the early '90s Agent-Based Simulation (ABS) started to diffuse in many disciplines such as Computer Science, Social Science and Economics. Surprisingly, in more applied fields such as the Operational Research (OR) simulation community, where it was supposed to find a natural fit, its adoption rate is close to zero.This fact can hardly be explained by a single reason, but by a multitude of interconnected causes.In our paper, we start from the debate depicted in an interesting paper reporting a panel discussion at the UK Operational Research Society's Simulation Workshop 2010 (SW10) to first define and remark the difference among ABS and DES. We then introduce ACP - Agents & Complexity in Python - a novel ABS framework and we support our claim of having build the framework over an event-driven engine. In addition, we discuss ACP main design features and we present on overview of two ongoing use case applications in the agile-manufacturing field.

The stochastic opportunistic replacement problem, part I: models incorporating individual component lives

We consider an extension of the opportunistic replacement problem, which has been studied by Dickman et al. (The Journal of the Operational Research Society of India, 28:165–175, 1991), Andreasson (Optimization of opportunistic replacement activities in deterministic and stochastic multi-component systems, Licentiate thesis, Department of Mathematical Sciences, Chalmers University of Technology and University of Gothenburg, Goteborg, Sweden, 2004), and Almgren et al. (The opportunistic replacement problem: analysis and case studies, Preprint, Department of Mathematical Sciences, Chalmers University of Technology and University of Gothenburg, Goteborg, Sweden, 2011), that allows the individuals of the same component to have non-identical lives. Formulating and solving this problem constitute a first step towards solving the opportunistic replacement problem with uncertain component lives. We show that the problem is NP-hard even with time independent costs, and present two 0–1 integer programming models for the problem. We show that in model I the integrality requirement on a majority of the variables can be relaxed; this is in contrast to model II and the model from Andreasson (Optimization of opportunistic replacement activities in deterministic and stochastic multi-component systems, Licentiate thesis, Department of Mathematical Sciences, Chalmers University of Technology and University of Gothenburg, Goteborg, Sweden, 2004). We remove all superfluous variables and constraints in model I and show that the remaining constraints are facet inducing. We also utilize a linear transformation of model I to obtain a stronger version of model II, i.e., model II+, which inherits the polyhedral properties of model I. Numerical experiments show that the solution time of model I is significantly lower than those of both model II and Andreasson’s model. It is also slightly lower than the solution time of model II+.

Contributors

Contributors

Transfer Pricing or Formula Apportionment? Tax‐Induced Distortions of Multinationals’ Investment and Production Decisions*

Contemporary Accounting ResearchVolume 29, Issue 4 p. 1060-1086 Transfer Pricing or Formula Apportionment? Tax-Induced Distortions of Multinationals’ Investment and Production Decisions* Jan Thomas Martini, Jan Thomas Martini University of BielefeldSearch for more papers by this authorRainer Niemann, Rainer Niemann University of GrazSearch for more papers by this authorDirk Simons, Dirk Simons University of MannheimSearch for more papers by this author Jan Thomas Martini, Jan Thomas Martini University of BielefeldSearch for more papers by this authorRainer Niemann, Rainer Niemann University of GrazSearch for more papers by this authorDirk Simons, Dirk Simons University of MannheimSearch for more papers by this author First published: 16 February 2012 https://doi.org/10.1111/j.1911-3846.2012.01140.xCitations: 22 † Accepted by Kenneth Klassen. We acknowledge comments received at the AAA 2008 conference in Anaheim (United States), the EAA 2008 conference in Rotterdam (The Netherlands), the 2008 conference of the German Operations Research Society in Augsburg (Germany), and the GEABA 2007 conference in Tübingen (Germany). Further beneficial recommendations have been given by workshop participants at Simon Fraser University, Vancouver (Canada), Free University of Bolzano (Italy), and University of Bern (Switzerland). We would like to thank especially Ramji Balakrishnan, University of Iowa (United States) and Ulf Schiller, University of Bern (Switzerland) for a very thorough discussion of our paper. Last but not least we wish to thank two anonymous referees and the Editor (in-Chief) Steven Steven Salterio. Their comments helped to clarify the paper significantly. Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume29, Issue4Winter 2012 (December)Pages 1060-1086 RelatedInformation

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Contributors

A note on “A new approach for weight derivation using data envelopment analysis in the analytic hierarchy process”

DEAHP as a weight derivation procedure for analytic hierarchy process (AHP) has been found suffering from some significant drawbacks. Recently, Mirhedayatian and Saen (2011) [5] proposed a new procedure entitled Revised DEAHP for AHP weight derivation [S.M. Mirhedayatian, R.F. Saen, A new approach for weight derivation using data envelopment analysis in the analytic hierarchy process, Journal of the Operational Research Society 62 (2011) 1585–1595]. This paper provides a detailed note to reveal that (1) the Revised DEAHP cannot derive true weights from perfectly consistent pairwise comparison matrices, (2) it may produce irrational weights for inconsistent pairwise comparison matrices, (3) it still suffers from rank reversal problem when an efficient decision criterion or alternative is added or removed, (4) the use of the super-efficiency model in data envelopment analysis (DEA) for AHP weight derivation is redundant and meaningless when there exist multiple decision criteria or alternatives that are efficient in a pairwise comparison matrix, and (5) it may produce a completely reversed ranking that is totally opposite to the rank obtained by the eigenvector method in the case of hierarchical structures, leading to a wrong decision being made.

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About the Authors

Irrelevance of the fractal dimension term in the fractal attrition equation

The modified Fractal Attrition Equation (mFAE) models the casualties produced by Map Aware Non-uniform Automata (MANA), an agent based combat modelling distillation, at each MANA time step. The mFAE has three important differences from the simple early twentieth century models of casualties that used only the numbers on each side to make predictions. Firstly, only those agents within range of the enemy may inflict casualties. Secondly, the detection range is assumed to be greater than the range of weapons and a fitting factor assumed to represent the gap between these two ranges, is introduced. This builds in one of the assumptions of Network Centric Warfare, that you will be able to see your enemies before they can shoot at you. Thirdly, and novelly, a fractal dimension is introduced. We postulate that the important part of the information used in calculating the fractal dimension has already been incorporated into the model through the consideration of range. We test this hypothesis by comparing the outcomes of the mFAE with and without the fractal term on three scenarios: that used by the developers of the mFAE; best practice MANA tactics from the literature; and a rout scenario. When the two models are scaled to fit the MANA casualties there is no significant difference in fit. We conclude that the fractal term in the mFAE is redundant. References J. V. Chase, Sea fights, a mathematical investigation of the effect of superiority of force in. RG 8, Box 109, XTAV(1902), Naval War College Archives. F. W. Lanchester, Aircraft in warfare: the dawn of the fourth arm---No. V, The principle of concentration, Engineering 98: 422--423, (1914). http://www.archive.org/details/aircraftinwarfar00lancrich N. J. MacKay, Lanchester combat models, Mathematics Today, 42, pp.170--173, 2006. http://arXiv.org/abs/math/0606300v1 T. W. Lucas and T. Turkes Fitting Lanchester models to the battles of Kursk and Ardennes. Nav Res Log 51: 95--116 (2004). G. C. McIntosh and M. K. Lauren, Incorporating fractal concepts into equations of attrition for military conflicts, Journal of the Operational Research Society, 2(59): 703--713, (2008). doi:10.1057/palgrave.jors.2602383 M. K. Lauren Firepower concentration in cellular automaton combat models---an alternative to Lanchester, Journal of the Operational Research Society, 53: 672--679, (2002). doi:10.1057/palgrave.jors.2601355 M. K. Lauren, J. M. Smith, J. Moffat and N. D. Perry Using the fractal attrition equation to construct a metamodel of the MANA cellular automaton combat model, The Technical Cooperation Program, Joint Systems and Analysis Group, Technical Panel 3, November 2005. G. C. McIntosh, D. P. Galligan, M. A. Anderson and M. K. Lauren, MANA (Map Aware Non-uniform Automata) Version 4 User Manual, DTA Technical Note 2007/3 NR 1465. http://arxiv.org/abs/nlin/0607051v1 J. Moffat, J. Smith and S. Witty, Emergent behaviour: Theory and experimentation using the mana model, Journal of Applied Mathematics and Decision Sciences---JAMDS , 2006, pp.1--14, 2006. doi:10.1155/JAMDS/2006/54846 D. R. Shine, An Exploratory Study of the Army-as-a-System Core Skills: Comparing the Effectiveness of Warfighting Tactics Using MANA, DSTO-TR-1663, (2005), DSTO (Australia). P. Grassberger and I. Procaccia, Characterization of strange attractors, Phys Rev Lett 50(5): 346--349 (1983). doi:10.1103/PhysRevLett.50.346 J. G. Eisenhauer, Regression through the Origin, Teaching Statistics, 25(3): 76--80, (2003).

Forecasting-based SKU classification

Different spare parts are associated with different underlying demand patterns, which in turn require different forecasting methods. Consequently, there is a need to categorise stock keeping units (SKUs) and apply the most appropriate methods in each category. For intermittent demands, Croston's method (CRO) is currently regarded as the standard method used in industry to forecast the relevant inventory requirements; this is despite the bias associated with Croston's estimates. A bias adjusted modification to CRO (Syntetos–Boylan Approximation, SBA) has been shown in a number of empirical studies to perform very well and be associated with a very ‘robust’ behaviour. In a 2005 article, entitled ‘On the categorisation of demand patterns’ published by the Journal of the Operational Research Society, Syntetos et al. (2005) suggested a categorisation scheme, which establishes regions of superior forecasting performance between CRO and SBA. The results led to the development of an approximate rule that is expressed in terms of fixed cut-off values for the following two classification criteria: the squared coefficient of variation of the demand sizes and the average inter-demand interval. Kostenko and Hyndman (2006) revisited this issue and suggested an alternative scheme to distinguish between CRO and SBA in order to improve overall forecasting accuracy. Claims were made in terms of the superiority of the proposed approach to the original solution but this issue has never been assessed empirically. This constitutes the main objective of our work. In this paper the above discussed classification solutions are compared by means of experimentation on more than 10,000 SKUs from three different industries. The results enable insights to be gained into the comparative benefits of these approaches. The trade-offs between forecast accuracy and other implementation related considerations are also addressed.

An integer-valued data envelopment analysis model with bounded outputs

Integer-valued data envelopment analysis (DEA) with alternative returns to scale technology has been introduced and developed recently by Kuosmanen and Kazemi Matin. The proportionality assumption of their introduced natural augmentability axiom in constant and nondecreasing returns to scale technologies makes it possible to achieve feasible decision-making units (DMUs) of arbitrary large size. In many real world applications it is not possible to achieve such production plans since some of the input and output variables are bounded above. In this paper, we extend the axiomatic foundation of integer-valuedDEAmodels for including bounded output variables. Some model variants are achieved by introducing a new axiom of boundedness over the selected output variables. A mixed integer linear programming (MILP) formulation is also introduced for computing efficiency scores in the associated production set. © 2011 The Authors. International Transactions in Operational Research © 2011 International Federation of Operational Research Societies.

Wiley encyclopedia of operations research and management science

Use of Lagrange Interpolating Polynomials in RLT. Systems in Series. Parallel Configurations. Spanning trees. Recycling. Split Cuts. Retrial Queues. Horse Racing. MACBETH (Measuring Attractiveness by a Categorical Based Evaluation Technique). Dual simplex. History of CP. Procurement Contracts. MRP. Just in Time. Push and Pull Production. MULTIVARIATE INPUT MODELING. Operational Research Society. The M/G/1 Queue. Drama Theory. Hyper-heuristics. Antithetic Variates. Music. Edgeworth market games. Operational Risk. Queueing Notation. Environmental impact. Why variance is not risk. Conjugate gradient methods. Birth-and-Death Processes. Surgery Planning and Scheduling. Large-scale linear models. Standby Systems. Billiards/Pool. AXIOMATIC MEASURES OF RISK AND RISK-VALUE MODELS. Age Replacement Policies. PASTA and Related Results. Collaborative Procurement. LP projection algorithms. R&D risk management. Bioterrorism. Vendor-Managed Inventory. Gomory Cuts. Travel demand modeling. System Availability. Infinite horizon problems. Trust. Bayesian Network Classifiers. Integer Programming Duality. Queueing Disciplines. Stakeholder participation. Models and Basic Properties. Parametric LP analysis. Operations Research and Golfing. Ice Hockey. Clustering. Finite-Population Models. Batch Arrivals and Service. Optimal Monitoring Strategies. Basic Polyhedral Theory. Operations Research and Art. Managing portfolios of risks. Measures of risk equity. Branch and Bound Algorithms. Analytics in Retail. Variational Inequalities. Cross-Entropy Method. TSP heuristics. Capacity allocation. Control Variates. Cover Inequalities. Direct Search Methods. NLP Software. Bilinear optimization. Discrete-Time Martingales. Branch and Price. Column generation. IP Preprocessing. Optimal Reliability Allocation. Simplex-based LP solvers. Instance Formats. Clique generalizations. Availability in Stochastic Models. Evolutionary Algorithms. Basic CP theory: Search. Multimethodology. Branch and Cut. Memetic Algorithms. Urban mass transit. Coherent Systems. Subgradient optimization. Klimov's Model. Credit risk assessment. Branch-width and Tangles. Stochastic Hazard Process. Deterministic Global Optimization. Multistage (stochastic) games. Basis Reduction Methods. ACCIDENT PRECURSORS AND WARNING SYSTEMS MANAGEMENT: A BAYESIAN APPROACH TO MATHEMATICAL MODELS. Genetic Algorithms. Newsvendor models. Parallel Systems. Opportunities in Tennis. Job-shop scheduling. Simplex method and complexity. Geometric programming. Evacuation Planning. The Performance? Allocation Games. Scenario Generation. Robustness Analysis. Dynamic auctions. Neuroeconomics and game theory. Common Random Numbers. Selective Support Vector Machines. Semi-Markov Processes. Risk Averse Models. Sampling Methods. Domination problems. Simulation of Rare Events. Introduction to Tabu Search. Basic Interdiction Models. Introductory Concepts. Remanufacturing. PAUSE procedure. Wardrop equilibria. Mass customization. Ellipsoidal algorithms. Benders decomposition. Dynamic vehicle routing. Warranty Modeling. Design for Network Resiliency. Passenger rail transportation. Vehicle Routing Problem. Supply Chain Outsourcing. Lovasz-Schriver Reformulation. Hazard Rate Function. Lot-sizing. Differential games. Regenerative Processes. Guided Local Search. Preferences for repeated gambles. Percolation Theory. Simulated Annealing. Scoring Rules. Mixing Sets. Cricket. Prospect Theory. Combining Forecasts. Graph search techniques. Quasi-Newton methods. Random search algorithms. Supply chain coordination. Service Outsourcing. Markov Renewal Processes. K-out-of-n Systems.

Military Operations Research Society (MORS) Oral History Project Interview of Brigadier General Danny Litwhiler, U.S. Air Force

Military Operations Research Society (MORS) Oral History Project Interview of Brigadier General Danny Litwhiler, U.S. Air Force

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Introduction to the Special Issue: Teaching Soft O.R., Problem Structuring Methods, and Multimethodology

Free AccessAboutSectionsView PDF ToolsAdd to favoritesDownload CitationsTrack Citations ShareShare onFacebookTwitterLinked InEmail Go to SectionFree Access HomeINFORMS Transactions on EducationVol. 12, No. 1 Introduction to the Special Issue: Teaching Soft O.R., Problem Structuring Methods, and MultimethodologyJohn Mingers, Jonathan RosenheadJohn Mingers, Jonathan RosenheadPublished Online:1 Sep 2011https://doi.org/10.1287/ited.1110.0073 Back to Top Next FiguresReferencesRelatedInformationCited ByThe emergence of problem structuring methods, 1950s–1989: An atlas of the journal literature10 September 2020 | Systems Research and Behavioral Science, Vol. 38, No. 6Effects of decision training on individuals’ decision-making proactivityEuropean Journal of Operational Research, Vol. 77In defence of Soft OR: Reflections on teaching Soft OR26 February 2019 | Journal of the Operational Research Society, Vol. 71, No. 1PSMs are dead; long live PSMs20 January 2019 | Journal of the Operational Research SocietyTeaching OR/MS with Cases: A Review and New SuggestionsMatthew J. Drake11 February 2019 | INFORMS Transactions on Education, Vol. 19, No. 2Constructive Scaffolding or a Procrustean Bed? Exploring the Influence of a Facilitated, Structured Group Process in a Climate Action Group26 September 2017 | Systemic Practice and Action Research, Vol. 31, No. 3Digital Threat and Vulnerability Management: The SVIDT Method5 April 2017 | Sustainability, Vol. 9, No. 4Estimating Project Performance through a System Dynamics Learning Model9 August 2016 | Systems Engineering, Vol. 19, No. 4Sustainability as a ‘super-wicked’ problem; opportunities and limits for engineering methodology18 December 2015 | Intelligent Buildings International, Vol. 8, No. 1Engaging with Behavioral Operational Research: On Methods, Actors and Praxis24 June 2016Teaching Soft OR/MS Methodologies: What, Why, and How15 September 2015Participatory Planning Processes in ActionSpecial issue on problem structuring research and practiceEURO Journal on Decision Processes, Vol. 2, No. 3-4OR competences: the demands of problem structuring methodsEURO Journal on Decision Processes, Vol. 2, No. 3-4The non-codified use of problem structuring methods and the need for a generic constitutive definitionEuropean Journal of Operational Research, Vol. 237, No. 3On the Desirability of Integrating Research Methods into Overall Systems Approaches in the Training of Engineers: Analysis Using SSM22 January 2013 | Systems Research and Behavioral Science, Vol. 31, No. 1Implications and Philosophical Requirements of a Comprehensive Dialectical Inquiry SystemInformation Systems as a Professional Discipline: Focus on the Management of Information TechnologyJournal of Organizational Computing and Electronic Commerce, Vol. 22, No. 4Soft systems thinkingImplications and Philosophical Requirements of a Comprehensive Dialectical Inquiry System Volume 12, Issue 1September 2011Pages 1-66 Article Information Metrics Downloaded 128 times in the past 12 months Information Published Online:September 01, 2011 Copyright © 2011, INFORMSCite asJohn Mingers, Jonathan Rosenhead, (2011) Introduction to the Special Issue: Teaching Soft O.R., Problem Structuring Methods, and Multimethodology. INFORMS Transactions on Education 12(1):1-3. https://doi.org/10.1287/ited.1110.0073