Journal of the Operational Research Society

Fildes, R; Ranyard, J C; Crymble, W R

doi: 10.1057/palgrave.jors.2600756pmid: N/A

AbstractThis paper presents the results of a survey of OR group managers to examine the success and survival of OR groups in UK industry, commerce and the public sector, which was sponsored by the OR Society. The aims of the survey were threefold: to gain some understanding of the demographics of UK OR groups in the mid-1990s as compared to the evidence collected 10 years earlier by the Commission; secondly, to establish how OR groups work, the type of projects they carry out, the clients they work for and the organisations they work in; and finally, to gain an understanding of how OR groups are managed, including the factors that OR managers believed to be important in ensuring their group's continuing success. In a nutshell, this paper presents a snap shot of OR group management in the mid-1990s.

Heipcke, S

doi: 10.1057/palgrave.jors.2600730pmid: N/A

AbstractThis paper is aimed at researchers and practitioners in Operational Research who are interested in the new field of Constraint Programming/Constraint Logic Programming. Due to differing terminology and problem representation they might have found it difficult to access the field. The paper focuses on discrete optimisation problems. The first part lists frequently used terms in Constraint Programming (CP), contrasting them with their counterparts in Mathematical Programming (MP). The second part explains some of the most important concepts and techniques in more detail by comparing the CP and MP implementations of a small example problem, the ‘Change Problem’. It includes an overview of the respective results. In conclusion a more generalised comparison of CP and MP techniques is given.

Arer, M M; Ozdemirel, N E

doi: 10.1057/palgrave.jors.2600759pmid: N/A

AbstractWe present a simulation case study carried out for a make-to-order aluminium sheet producer located in Istanbul, Turkey. We are concerned with a subsystem of the factory consisting of continuous casting, cold rolling, and annealing processes. Two simulation models are developed: (1) a combined model for studying the casting process only; (2) a discrete event model for comparing capacity expansion alternatives and order sequencing rules in the subsystem. Operational characteristics of the real system and past data are extensively analysed for modelling and validation purposes. Capacity expansion and sequencing alternatives are evaluated in an experimental design setting with the objectives of satisfying the demand, balancing the process loads, and keeping the work-in-process inventory under control.

Cavique, L; Rego, C; Themido, I

doi: 10.1057/palgrave.jors.2600728pmid: N/A

AbstractThe tabu search algorithms for the Crew Scheduling Problem (CSP) reported in this paper are part of a decision support system for crew scheduling management of the Lisbon Underground. The CPS is formulated as the minimum number of duties necessary to cover a pre-defined timetable under a set of contractual rules. An initial solution is constructed following a traditional run-cutting approach. Two alternative improvement algorithms are subsequently used to reduce the number of duties in the initial solution. Both algorithms are embedded in a tabu search framework: Tabu-crew takes advantage of a form of strategic oscillation for the neighbourhood search while the run-ejection algorithm considers compound moves based on a subgraph ejection chain method. Computational results are reported for a set of real problems.

Papamichail, K N; French, S

doi: 10.1057/palgrave.jors.2600743pmid: N/A

AbstractRODOS is a Real-time On-line DecisiOn Support system intended for use throughout a nuclear emergency, extending into the longer term. In this paper we concentrate on the early phases in which decisions on sheltering and evacuation have to be taken quickly and under many pressures. RODOS is designed to assist off-site emergency management by formulating and structuring the evaluation of possible combinations of countermeasures. Because there can be very many such combinations to be evaluated, an expert system has been developed to eliminate those that do not satisfy certain constraints depending on factors such as the wind direction and evacuation practicalities. The system uses the ILOG solver constraint satisfaction package and its high-level programming library to reduce the number of strategies to a manageable fraction. This allows a later careful evaluation of the remaining alternatives.

Basnet, C; Foulds, L R; Wilson, J M

doi: 10.1057/palgrave.jors.2600747pmid: N/A

AbstractThis paper presents two new heuristics for the vehicle routing problem on tree-like road networks. These networks occur, for example, in rural road systems where the supply (or delivery) nodes are located on rural roads leading off from a few highways which form the ‘trunks’ of a tree-like network. The heuristics have the conventional objective of minimising the total distance travelled by the vehicles. The development of the heuristics takes advantage of the tree-like structure of the network. These two new heuristics and two other heuristics from the published literature are applied to some test problems and computational results are presented. The computational experience indicates that one of the new heuristics provides superior solutions to the existing heuristics and in reasonable computing time. It therefore appears suitable for large-scale practical routing problems.

Pedraja-Chaparro, F; Salinas-Jiménez, J; Smith, P

doi: 10.1057/palgrave.jors.2600741pmid: N/A

AbstractThe user of data envelopment analysis (DEA) has little available guidance on model quality. The technique offers none of the misspecification tests or goodness of fit statistics developed for parametric statistical methods. Yet, if a DEA model is to guide managerial policy, the quality of the model is of crucial importance. This paper suggests four alternative purposes of DEA modelling, and offers four measures of the quality of a DEA model which reflect those purposes. Using Monte Carlo simulation methods, it explores the performance of DEA under a wide variety of assumptions. It notes that four issues will have an important influence on model results: the distribution of true efficiencies in the study sample; the size of the sample; the number of inputs and outputs included in the analysis; and the degree of correlation between inputs and outputs. The paper concludes that any judgement about the reliability of model results must be dependent on the objective of the analysis.

Lu, L L; Chiu, S Y; Cox, L A

doi: 10.1057/palgrave.jors.2600721pmid: N/A

AbstractA time-constrained capital-budgeting problem arises when projects, which can contribute to achieving a desired target state before a specified deadline, arrive sequentially. We model such problems by treating projects as randomly arriving requests, each with a funding cost, a proposed benefit, and a known probability of success. The problem is to allocate a non-renewable initial budget to projects over time so as to maximise the expected benefit obtained by a certain time, T, called the deadline, where T can be either a constant or a random variable. Each project must be accepted or rejected as soon as it arrives. We developed a stochastic dynamic programming formulation and solution of this problem, showing that the optimal strategy is to dynamically determine ‘acceptance intervals’ such that a project of type i is accepted when, and only when, it arrives during an acceptance interval for projects of type i.

Wood, M; Kaye, M; Capon, N

doi: 10.1057/palgrave.jors.2600742pmid: N/A

AbstractThis paper proposes a resampling procedure for estimating the control limits of any statistical control chart which is based on a statistic calculated from a random sample of data. This includes charts for the mean, range, standard deviation, median, proportion defective, number defective and so on. This procedure has advantages over conventional methods in its conceptual simplicity and transparency, flexibility, generality and robustness. The paper describes the operation of a simple program (available from the internet) for carrying out the resampling procedure.

Bander, J L; White, C C

doi: 10.1057/palgrave.jors.2600745pmid: N/A

AbstractWe consider the partially observed Markov decision process with observations delayed by k time periods. We show that at stage t, a sufficient statistic is the probability distribution of the underlying system state at stage t - k and all actions taken from stage t - k through stage t - 1. We show that improved observation quality and/or reduced data delay will not decrease the optimal expected total discounted reward, and we explore the optimality conditions for three important special cases. We present a measure of the marginal value of receiving state observations delayed by (k - 1) stages rather than delayed by k stages. We show that in the limit as k →∞ the problem is equivalent to the completely unobserved case. We present numerical examples which illustrate the value of receiving state information delayed by k stages.