Operations research '93 : extended abstracts of the 18th Symposium on Operations Research held at the University of Cologne, September 1-3, 1993

This proceedings volume contains extended abstracts of talks presented at the 18th Symposium on Operations Research held at the University of Cologne, September 1-3, 1993. The Symposia on Operations Research are the annual meetings of the Gesellschaft fiir Mathematik, Okonometrie und Operations Research (GMOOR), a scientific society providing a link between research and applications in the areas of applied mathematics, economics and operations research. The broad range of interests and scientific activities covered by GMOOR and its members was demonstrated by about 250 talks presented at the 18th Symposium. As in l'ecent years, emphasis was placed on optimization and stochastics, this year with a special focus on combinatorial optimization and discrete mathematics. We appreciate that with sections on parallel and distributed computing and on scientific computing also new fields could be integrated into the scope of the GMOOR. This book contains extended abstracts of most of the papers presented at the con­ ference. Long versions and full papers of the talks are expected to appear elsewhere in refereed periodicals. The contributions were divided into sixteen sections: (1) Theory of Optimization, (2) Computational Methods of Optimization, (3) Combinatorial Optimization and Dis­ crete Mathematics, (4) Scientific Computing, (5) Decision Theory, (6) Mathematical Economics and Game Theory, (7) Banking, Finance and Insurance, (8) Econometrics, (9) Macroeconomics and Economic Theory, (10) Stochastics, (11) Production and Lo­ gistics, (12) System and Control Theory, (13) Routing and Scheduling, (14) Knowledge Based Systems, (15) Information Systems and (16) Parallel and Distributed Compu­ ting. Front Matter....Pages I-XXVI The Scheduling Problem in High-Level Synthesis: Extended 0/1 LP Model and Solution Methods....Pages 1-4 An Application of an Interior Point Method for Problems with Uncertainty....Pages 5-7 Spline Approximation of the Mathematical Programming Task....Pages 8-11 Decision Making Concerning Product Line Design Based on Conjoint Analysis....Pages 12-15 The Simulated Trading Heuristic for Solving Vehicle Routing Problems....Pages 16-19 Expert System for Handling Dangerous Goods....Pages 20-23 Linear 0-1 Inequalities and Extended Clauses....Pages 24-27 A Model- and Method Base System for Discrete Optimization Problems....Pages 28-31 A Simple Model of Political Affairs....Pages 32-35 Groundstates in Ising Spin Lattices by Optimal Matchings....Pages 36-39 Parallel Tabu Search for Irregular Cutting....Pages 40-42 Optimization of the Spare Parts Storage for the Power Units Equipments....Pages 43-46 Using strong cutting planes in constraint logic programming....Pages 47-49 Efficient Workload-Balancing on Grids, Hypercubes and Trees....Pages 50-51 Outline of a Theory of Risk under Partial Probability Information....Pages 52-55 Enhanced Reliability and the Demand Impact of Jointly Normally Distributed Signals....Pages 56-59 Optimal Control of Investment, Level of Employment and Stockkeeping....Pages 60-63 Computational Complexity in Infinite Combinatorial Structures....Pages 64-67 On the 2D Knapsack Problem with Real Coefficients under the Blum-Shub-Smale Computational Model....Pages 68-71 The Job-Shop Problem and Immediate Selection....Pages 72-75 The Advantage of and System Support for Combined Bankassurance Products....Pages 76-79 Utilization of Integer Programming for the Optimization of Class Timetables....Pages 80-83 A Sequential Generalized Quadratic Programming Algorithm Using Exact L 1 Penalty Functions....Pages 84-87 Eventman — A Business Event Tracking System....Pages 88-91 Demographer — a new version....Pages 92-95 The 1-part m -machine cyclic scheduling problem in robotic cells....Pages 97-99 Consistent Restricted Shapley Values....Pages 100-102 Model of Optimization of Wood Waste Processing in Slovenia....Pages 103-107 On Uniformization for Continuous-Time Markov Chains....Pages 108-114 Crew scheduling for an Urban transit company....Pages 115-118 Some Remarks on Dependence Among the Consistency Tests....Pages 119-121 Is there room for convergence in the E.C.?....Pages 122-125 Reduced game properties of egalitarian division rules for cooperative games....Pages 126-129 Decomposition Algorithms Based on Knowledge Based Models....Pages 130-133 On Some Expert Control....Pages 134-137 Stochastic Solution of Closed Leontief Input-Output Models....Pages 138-141 On Connectivity of Efficient Matroid Bases....Pages 142-144 On Stochastic Vector Optimization Problems with General Stochastic Parameters in the Constraints Using Chance- Constrained Approach....Pages 145-148 Existence of an optimal sampling frequency for LQ-controlled economic systems....Pages 149-152 Approximating the core of euclidean TSP games....Pages 153-156 LP—Relaxations for the Edge—Weighted Subclique Problem....Pages 157-160 On the Equilibrium Dynamics of a Two-Sector Overlapping-Generations Model with Heterogeneous Capital Goods....Pages 161-164 New Results on a Newton-Type Method for LCP....Pages 165-168 Routing in Meshes Using Linear Assignment Problem....Pages 169-171 On Stochastic Dynamic Optimization in Discrete Time....Pages 172-175 A Reexamination of Utility Functions Derived from Demand Functions....Pages 176-179 Exact Matroid Parity and Polynomial Identities....Pages 180-189 Structural Exchange Rate Relationships in the Foreign Exchange Markets....Pages 190-193 Spectral Moments of Graphs and Some Applications....Pages 194-197 Polymatroids, Bipartite Graphs And The Cone Of Boolean Submodular Functions....Pages 198-199 Expected Waste for a Bin-Packing Algorithm Using Items That are Exponentially Distributed....Pages 200-202 Algorithms for the Capacitated-Chinese-Postman-Problem in Mixed Graphs....Pages 203-206 Human Capital and International Capital Flows....Pages 207-210 Computer Simulation for Image Reconstruction from a Very Limited Number of Projections....Pages 211-211 Capacitated Lot-Sizing with Linked Production Quantities of Adjacent Periods....Pages 212-215 The equal gain splitting rule for sequencing situations and the general nucleolus....Pages 216-218 Consequentialism, Non-Archimedean Probabilities, and Lexicographic Expected Utility....Pages 219-250 Boltzmann-Like and Force Models for Behavioral Changes....Pages 251-254 Value Preserving Intertemporal Portfolio Selection....Pages 255-258 Generating Convex Polyominoes at Random....Pages 259-262 A New Linear Time Algorithm for Computing the Convex Hull of a Simple Polygon....Pages 263-265 A Production-Transportation Problem with Stochastic Demand and Concave Production Costs....Pages 266-269 Biconvex Quadratic Maximization Subject to Linear Constraints....Pages 270-271 K-Fold Complementarity Problem and the Order Complementarity Problem....Pages 272-275 A Fault Diagnosis Information System Using Temporary Relations between Symptoms....Pages 276-279 On the Solution of Linear Vector Optimization Problems in the Image Space....Pages 280-283 Bifurcated Routing with Transition Costs....Pages 284-285 Batch Sequencing with Sequence Dependent Setup-Times and -Costs: A Comparison of Logic and Mixed Integer Programming Approaches....Pages 286-286 Collective Selforganized Computer Processes in Digital Network Structures....Pages 287-287 Linear Dependences of Random Variables and Simulation....Pages 288-291 Heterogeneity and Multivariate Logistic Distributions....Pages 292-295 Competitive Advantages through Flexible Design of Decentralized Information Systems....Pages 296-299 Long run simulation of the German social security system....Pages 300-303 Modelling Simulated Annealing with History Dependent Cooling Schedules....Pages 304-305 Intelligent Multiple Criteria Decision Support....Pages 306-309 Program Allocation Prediction by Neural Networks....Pages 310-312 An Assessment of Flexibility Concepts and Their Practical Usefulness to Decision Modelling....Pages 313-316 Some results concerning the complexity of interval edge-colorings of graphs....Pages 317-320 On the Variance of the Number of Pivot Steps Required by the Simplex Algorithm....Pages 321-323 Inversion Problems In Pyramidal Classification....Pages 324-330 A Comparison of Heuristic Methods in Scheduling Flexible Assembly Systems....Pages 331-334 Sequential Estimation through Estimating Equations....Pages 335-338 Inflation and Credit Market Shocks: A Signal Extraction Problem....Pages 339-342 The General Business Optimization Model....Pages 343-346 Time-Series Forecasting by Pattern Imitation — Outliers....Pages 347-350 Periodic networks and railway scheduling....Pages 351-354 A note on two person full-information best choice problems with imperfect observation....Pages 355-358 Complexity of Optimization on Vectorweighted Bipartite Graphs....Pages 359-361 Shortest Path Problem on Parallel Processors....Pages 362-365 Bicriterial and Restrictive Planar 2-Median Problems....Pages 366-369 Optimal Solutions to Approximate Integer Programming Problems....Pages 370-372 Analysis of Panel Data by Means of the Gambler-Mover-Stayer Model....Pages 373-376 Aggregation & Clustering of Preferences: Opinion vs. Action....Pages 377-384 Inverse Function Theorems for Nonsmooth Mappings in Banach Spaces....Pages 385-388 Knowledge Acquisition Through Schedule Decomposition....Pages 389-392 Multilevel Control of Aquatic Ecosystems in Lake....Pages 393-396 Short Proofs of Some Theorems in Probability and Statistics Based on a Weak Compactness Argument for Tests....Pages 397-400 Approximation algorithms for multi-index transportation problems with decomposable costs....Pages 401-404 Multicriterial Optimization in Production and Management....Pages 405-407 Convexity-Concavity: Matrices and Matrix Games....Pages 408-411 Generalizations of Erlang Formulae and Some of Their 2nd Order Properties....Pages 412-417 An Efficient Approach for Down-and-out-Calls in a Binomial Model....Pages 418-421 Horizontal Stretching in the Mapping of Algorithms onto a Data-driven Array....Pages 422-424 An optimal marketing strategy for heterogeneous groups of porkers....Pages 425-427 A Discrete Min-Max Algorithm for Inequality Constraints....Pages 428-429 On Two and Three Person Exchange Games....Pages 430-433 Binomial Term Structure Models and the Forward Probability Measure: Algorithmic Model Specification and Simulation Results....Pages 434-437 Monte Carlo Simulations and the Pricing of Options in the Discontinuous Case....Pages 438-441 Nine Kinds of Monotone and Generalized Monotone Maps....Pages 442-444 Equivalence of Cutting Stock Problems....Pages 445-448 Numerical Experiments to the Modified Integer Round-Up Property of the One-dimensional Cutting Stock Problem....Pages 449-451 Optimality for a generalized Stackelberg problem....Pages 452-454 Non-simple Polymatroids and Corresponding Submodular Functions....Pages 455-457 Evaluation Techniques for Disjunctive Logic Programs....Pages 458-462 An Algorithm for Finding the Global Minimum of Multiextremal Lipschitz Functions....Pages 463-465 Comparison of some classifiers based on parametric or nonparametric learning algorithms....Pages 466-469 General Structures of Primal Scaling Interior Point Methods....Pages 470-473 Scheduling and Allocation in High-Level Synthesis....Pages 474-477 A Modelling of Energy-Economy Interaction under Uncertainty....Pages 478-479 Value Convergence in Generalized Markov Decision Chains....Pages 480-482 Managerial Attitudes Toward the Valuation of Information Technology....Pages 483-486 Convergences for Sequences of Sets and Linear Mappings....Pages 487-490 Solving the “Business System Planning”-Problem Using Specialized Branch & Bound Algorithms....Pages 491-494 A Knowledge-Based Environment for Decision Support....Pages 495-497 Optimal on-Line detection of multiple parameter changes....Pages 498-501 Using Uncertain Information from a Telecommunication Network....Pages 502-505 Characterizations of Qualitative Data....Pages 506-509 High Order Iterative Methods for Nonlinear Egvations....Pages 510-511 Computer Simulation of Observation Systems under Attainment of Supersolvability by Mathematical Reduction Method....Pages 512-512 Risk based equity cost calculation in banking....Pages 513-514 An alternative approach to robust design problems....Pages 515-517 Workflow Model Verification of Cooperating Agents in Cardiological Intensive Care Units....Pages 518-521 Dually-Weighted Cross Decomposition for the Capacitated Facility Location Problem....Pages 522-525 Preassignments in Chromatic Scheduling....Pages 526-528 Reconstruction of Public Finance in a Stochastic Differential Game Framework....Pages 529-532 Stochastic Forest Management Based on an Interactive Technique....Pages 533-536 Solving Dial-A-Ride Problems in Practice....Pages 537-538 Robust Mappings and Optimization....Pages 539-541 The Profitability of Insurance....Pages 542-545 Back Matter....Pages 546-550 This proceedings volume contains extended abstracts of papers presented at the 18th Symposium on Operations Research held at the University of Cologne, September 1 - 3, 1993. The contributions were divided into sixteen sections: Theory of Optimization.- Computational Methods of Optimization.- Combinatorial Optimization and Discrete Mathematics.- Scientific Computing.- Decision Theory.- Mathematical Economics and Game Theory.- Banking, Finance, and Insurance.- Econometrics.- Macroeconomics and Economic Theory.- Stochastics.- Production and Logistics.- System and Control Theory.- Routing and Scheduling.- Knowledge Based Systems.- Information Systems and.- Parallel and Distributed Computing