T S ECHNICAL ESSIONS Monday, 9:00-10:20 We consider the NP-hard Steiner tree problem under a two-stage stochastic modelwithrecourseandfinitelymanyscenarios.Wediscussundirected,semi- directed, and directed cut-set based integer programming models, and sug- (cid:4) gestabranch-and-cutapproachbasedonBendersdecompositionandaderived MA-01 Integer-L-shapedalgorithm. Wecompareourdifferentmodelsboththeoreti- Monday,9:00-10:20 cally,namelyfromapolyhedralpointofview,andcomputationally. AulaMagna 3- ExactandHeuristicAlgorithmsfortheBoundedCycle Keynote Talk 1 CoverProblem Stream: KeynoteSpeakers IreneLoiseau,DepartamentodeComputación-,Facultadde CienciasExactasyNaturales,UniversidaddeBuenosAires, Invitedsession PabellónI-CiudadUniversitaria,1428,BuenosAires, Chair:Gerhard-WilhelmWeber,InstituteofAppliedMathematics, Argentina,[email protected] MiddleEastTechnicalUniversity,ODTÜ,06531,Ankara,Turkey, [email protected] WewillpresentanewexactalgorithmandheuristicsfortheBoundedCycle CoverProblem. BCCPrequirestodetermineaminimumcostcyclecoverof agraph,withcyclesboundedinlengthandnumberofedges. Thisproblem 1- Safetractableapproximationsofchanceconstraints arisesinseveralsituationsrelatedtotelecommunicationsnetworksdesign,as, forexample,whenwewanttodesignfiber-optictelecommunicationsnetworks ArkadiNemirovski,SchoolofIndustrialandSystems thatemploymultipleself-healingringstoprovideroutingforcommunication Engineering,GeorgiaInstituteofTechnology,765FerstDrive, traffic,evenintheeventofafibercutorotherkindsoffailures. NW,GA30332-0205,Atlanta,Germany, [email protected] 4- Reverse Multistar Inequalities and Vehicle Routing Whenoptimizingunderstochasticuncertainty,theentityofprimaryimportance Problemswithlowerboundcapacities isachanceconstraintProbqsi->P f(x;qsi)inQ >=1-epsilon,forallPinPP wherexisthedecisionvector,qsiisarandomperturbationwithdistributionP LuisGouveia,DEIO,UniversityofLisbon,CampoGrande, knowntobelongtoagivenfamilyPP,Qisagiventargetset,andepsilon«1 BlocoC6,1749-016,Lisbon,Portugal,[email protected],Juan isagiventolerance.Asideofahandfulofspecialcases,chanceconstrainsare JoséSalazarGonzález computationallyintractable:first,itisdifficulttocheckefficientlywhetherthe In this talk we discuss, present and test models for the Capacitated Vehicle constraintissatisfiedatagivenx,andsecond,thefeasiblesetofachancecon- RoutingProblemwitharclowerbounds. Weintroducetheso-calledreversed strainttypicallyisnonconvex,whichmakesitproblematictooptimizeunder multistarinequalitiesandtwootherrelatedfamiliesofinequalities,andshow theconstraint. Giventhesedifficulties,anaturalwaytoprocessachancecon- thattheyarerelevantformodellingthisroutingproblem. Wepresentresults straintistoreplaceitwithitssafetractableapproximationatractableconvex fromabranch-and-cutalgorithmwhichusesthenewinequalitiesforsolving constraintwiththefeasiblesetcontainedintheoneofthechanceconstraint. instanceswithupto50customers. Inthetalk,weoverviewsomerecentresultsinthisdirection,withemphasison chanceversionsofwell-structuredconvexconstraints(primarily,affinelyper- turbedscalarlinearandlinearmatrixinequalities)andestablishlinksbetween thistopicandRobustOptimization. (cid:4) MA-03 Monday,9:00-10:20 (cid:4) MA-02 3.2.15 Monday,9:00-10:20 TSP 3.2.14 Stream: Metaheuristics Combinatorial Optimization I Invitedsession Chair:JoséA.Moreno-Pérez,Estadística,I.O.yComputación, Stream: CombinatorialOptimization UniversityofLaLaguna,LaLaguna,Spain,[email protected] Invitedsession Chair:NorainiMohdRazali,Mechanical&Manufacturing Chair:IvanaLjubic,DepartmentofStatisticsandDecisionSupport Engineering,DublinCityUniversity,Dublin9,Dublin,Ireland, Systems,UniversityofVienna,Bruennerstr.72,1210,Vienna, [email protected] Austria,[email protected] 1- An algorithm for solving the traveling salesman prob- 1- Spanning Trees with Node Degree Dependent Costs lem (tsp) based on multimodal transport, using a se- andKnapsackReformulations cuenceoflinearproblems(lp) PedroMoura,DEIO,UniversityofLisbon,CampoGrande, LuisMoreno,Systems,UniversidadNacionaldeColombia, BlocoC6,1749-016,Lisbon,Portugal,[email protected],Luis FacultaddeMinascra.8065-223,BloqueM8oficina207,1, Gouveia Medellin,Antioquia,Colombia,[email protected],Javier TheDegreeconstrainedMinimumSpanningTreeProblem(DMSTP)consists Diaz,GloriaPena infindingaminimalcostspanningtreesatisfyingtheconditionthateverynode Ahybridalgorithmisproposedbasedonheuristicsandlinearprogramming.A hasdegreenogreaterthanafixedvalue. Weconsiderageneralizationofthe relaxedlinearproblem(LP)issolved.Ifthesolutionhasseveralnonconnected DMSTPwithamoregeneralobjectivefunctionincludingmodularcostsasso- circuitsanewheuristicLPisusedtoconnectthecircuits,assumingthecities ciatedtothedegreeofeachnode, whichhaveatechnologicalmotivationin ineachcircuitintherelaxedsolutionareclosebetweenthem.Thecircuitsare thecontextoftelecommunicationsnetworks. WepresentLPmodelstogether connectedaswoulddosomebodyaftervisitingbycarseveralcitiesinaregion withsomevalidinequalitiesandcomparetheirrespectivelinearprogramming thattakesaplanetovisitoptimallyanothersetofregionswithadditionalcities. relaxationsusingcableandwirelessnetworkbasedinstances. Ifwhenconnectingthecircuitofcircuitsthereareagainseveralnonconnected circuitstheheuristicLPissolvedinaniterativewaythatdecreasesthelinear 2- SolvingtheStochasticSteinerTreeProblembyBranch- problemsizeuntilallthecitiesbecomeshortlyandeasilyconnected. and-Cut 2- AModifiedElectromagnetism-likeAlgorithmforTravel- BerndZey,TUDortmund,FrankfurterWeg3,59439, lingSalesmanProblemswithPrecedenceConstraints Holzwickede,Germany,[email protected],Immanuel Bomze,MarkusChimani,MichaelJuenger,IvanaLjubic,Petra AlkinYurtkuran,IndustrialEngineeringDepartment,Uludag Mutzel University,UludagUniversity,IndustrialEngineering 1 MA-04 EURO24-Lisbon2010 WedevelopaTabuSearch(TS)algorithmwithaprobabilisticlocalsearchafter Department,16059,Bursa,Turkey,[email protected],Erdal eachiterationtosolvetheorderacceptanceandschedulingproblemonasingle Emel machinewithsequencedependentsetuptimes. Wecomparetheperformance TravelingSalesmanProblemwithPrecedenceConstraints(TSPPC)isanim- oftheTSalgorithmtoagreedyconstructiveheuristicfromtheliterature,using portantvariantofTravelingSalesmanProblem.TSPPCbelongstotheclassof upperboundsbasedonamixedintegerprogrammingformulation. Computa- NP-Hardproblemswherethereexitsaprecedencerelationshipbetweencus- tionalstudiesshowthattheTSalgorithmgivessignificantlybettersolutions tomers. Inthisstudy,aModifiedElectromagnetism-likeAlgorithm(EMA)is thanthoseoftheconstructiveheuristicintermsofobjectivefunctionvaluein appliedtosolveTSPPCproblems.Thekeyconceptoftheproposedalgorithm allinstancestestedwithasmallincreaseinruntime. istheprojectionoftheparticlespaceontoanewcoordinatespacewhereeach precedenceconstraintisensured. ThecomputationalresultsshowthatModi- 3- Approximate methods for solving the operating room fiedEMAgivespromisingresultswithinacceptablecomputationaltimes. planningproblem 3- Performance comparison between different GA selec- tionstrategiesinsolvingTSPinstance. JoseM.Molina-Pariente,UniversityofSeville,Spain, [email protected],JoseMFraminan,PazPerezGonzalez NorainiMohdRazali,Mechanical&Manufacturing Engineering,DublinCityUniversity,Dublin9,Dublin,Ireland, Inthiscommunication,weaddresstheoperatingroomplanningproblemfora [email protected],JohnGeraghty surgeryunit. Thisprobleminvolvesdeterminingasurgeryschedulethatspec- ifiesthenumberofsurgicalcasestobescheduledinagivenplanninghorizon Thisstudypresentsthecomparisonofgeneticalgorithmperformanceonsolv- togetherwiththedateoftheinterventionandthespecificoperatingroomin ingTSPusingtwodifferentstochasticselectionmethodswhicharetournament whicheachsurgicalcasewillbeperformed.Tosolvethisproblem,wepresent androulettewheel. TheGAismainlycomposedofthreegeneticoperations newconstructiveheuristicsandalocalsearchmethod. Weevaluatetheper- which are selection, crossover and mutation. With the same crossover and formanceofthesemethodsbygeneratingalargesetofinstancesbasedonan mutation operation, the studyis focussedon comparing theeffect of differ- analysisoftheliterature. entselectionstrategytotheperformanceofconvergencethatgivesoptimum solution.NumericalexperimentsshowthatGAwithtournamentselectioncon- vergesmuchfasterthanroulettewheelselection. 4- A GRASP approach to the Multi-Task Employee TimetablingProblem 4- A Data Mining Based Heuristic Approach for Solution ofTravellingSalesmanProblem PilarTormos,STATISTICSANDOPERATIONSRESEARCH, HandeGulkac,ComputerEngineering,OkanUniversity,Turkey, UNIVERSIDADPOLITECNICADEVALENCIA,CAMINO [email protected],SemiyeGönülol,AhmetCihan, DEVERAS/N,VALENCIA,46022,VALENCIA,SPAIN, HalenurS¸ahin,AlpaslanFiglali Spain,[email protected],AntonioLova Travelling Salesman Problem (TSP) is a well known NP-hard optimization EmployeeTimetablingProblem(ETP)istheoperationofassigningemployees problem. Manymethodsareappliedincludingheuristics,mathematicalpro- totasksinasetofshiftsduringaperiodoftimewhilesatisfyingtheexisting grammingandmetaheuristicsforobtaininggoodsolutions.Inthisstudyadata constraintsandpreferences.Anextensionofthisproblem,theMulti-TaskEm- miningbasedheuristicapproachisappliedforthesolutionofTSP.Procedure ployeeTimetablingProblem(MTETP)impliestheassignmentofthesequence usesarepetitiveandforcedrandomtourgenerationapproach. Thesetofbest of tasks to be performed by each employee every working day of the plan- randomtoursareanalyzedviadataminingtoolstoobtaintherelations.Using ninghorizonanditisespeciallyrelevantforcommercialcompanies.Agreedy therulesderivedfromtherelations,theTSPtourisobtained. Theresultsare randomizedadaptivesearchprocedure(GRASP)isdevelopedtosolveitand promisingwhileconsideringit’ssimplicity. embeddedinacomputer-aidedsystem(OPTIHPER).Acustomizedversionof itisinusewithverysatisfactoryresultsbyaleadingSpanishdistributioncom- pany. (cid:4) MA-04 Monday,9:00-10:20 3.2.13 (cid:4) MA-05 Scheduling with metaheuristics Monday,9:00-10:20 3.2.16 Stream: Metaheuristics Invitedsession Theory Chair:LionelAmodeo,CharlesDelaunayInstitute,Universityof Stream: Metaheuristics TechnologyofTroyes,12RueMarieCurieBP2060,10000,Troyes, Invitedsession France,[email protected] Chair:GustavoMelo,ComputerScience,UniversidadeEstadualdo Chair:FaroukYalaoui,InstitutCharlesDelaunay,ICDLOSI, Ceará,Ruacésarfonseca410ap301bairropapicu,60176-110, UniversityofTechnologyofTroyes,12,ruemariecurieBP2060, Fortaleza,Ceará,Brazil,[email protected] 10000,Troyes,France,[email protected] Chair:ZahiraBenkhellat,informatique,sciencesexactes,Bejaia 1- SingleMachineSchedulingwithRejection: Minimizing universityQlgerie,teacher,Algeria,[email protected] totalWeightedCompletionTimeandRejectionCost AtefehMoghaddam,CharlesDelaunayInstitute,Universityof 1- AnalysisofsoftwarefortheNGStechnology: TheSur- TechnologyofTroyes,12rueMarieCurie„Troyes,France, vivalGuide 10000,Troyes,France,[email protected],Farouk Yalaoui,LionelAmodeo BrunoVieira,ComputationalBiology&PopulationGenomics Group,CentrodeBiologiaAmbiental,Departamentode Itisalwaysassumedthatwehavetoprocessalljobs. However,wecanbreak theassumptionbyrejectingcertainjobs. Inthispaper, weconsiderthatthe BiologiaAnimal,FaculdadedeCiênciasdaUniversidadede jobscanbeeitherscheduledonasinglemachineorberejectedatthecostof Lisboa,CampoGrande,1749-016,Lisbon,Portugal, apenalty. Twoobjectivefunctionsareconsidered: minimizingtotalweighted [email protected],FranciscoPinaMartins,SofiaSeabra, completiontimesandminimizingtotalpenalties.Weapplytwo-phasemethod OctavioPaulo tofindallPareto-optimalsolutions. Wealsoproposebi-objectivesimulated annealingalgorithmtofindestimatedPareto-optimalsolutions.Bycomparing NextGenerationSequencing(NGS)technologiesallowthegenerationoflarge thesolutions,weshowthattheresultsarereasonablygood. amountsofdatainashorttimespanandforarelativelylowcost. Amulti- tudeofsoftwarewasrecentlydevelopedtoaddressthedifficultiesgenerated 2- A Tabu Search Algorithm for Order Acceptance and byNGS,suchasassemblingthemillionsofreads,contiggenerationandthe Scheduling followupannotation.Thecoverrateisalsorelevanttotheresultsaccuracyand thedetectionofgeneticvariation,eitherintheformofSNPsorCNVs.Inthis BahriyeCesaret,IndustrialEngineering,KocUniversity,Koc communicationweaddressseveralcriticalbioinformaticsstepsandcompare University,RumelifeneriyoluSariyer,34450,Istanbul,Turkey, currentsoftwareandalgorithmstotackletheseproblems. [email protected],CeydaOguz,SibelSalman 2 EURO24-Lisbon2010 MA-07 (cid:4) (cid:4) MA-06 MA-07 Monday,9:00-10:20 Monday,9:00-10:20 8.2.30 8.2.47 DEA Methodology I Recent Developments in Mathematical Programming Stream: DEAandPerformanceMeasurement Invitedsession Stream: MathematicalProgramming[c] Chair:DimitrisDespotis,DepartmentofInformatics,Universityof Contributedsession Piraeus,80,Karaoli&DimitriouStreet,18534,Piraeus,Greece, Chair:Gerhard-WilhelmWeber,InstituteofAppliedMathematics, [email protected] MiddleEastTechnicalUniversity,ODTÜ,06531,Ankara,Turkey, [email protected] 1- DEAapproachforevaluatingperformanceconsidering Chair:JerzyFilar,MathematicsandStatistics,UniversityofSouth institutiongoal Australia,MawsonLakesBlvd,5095,MawsonLakes,SA,Australia, j.fi[email protected] Sheu-huaChen,DistributionManegement,NationalChin-Yi UniversityofTechnology,Taipin,Taichung,Taiwan,ROC,411, 1- A Relax-and-Fix Lagrangean Relaxation Based Algo- Taichung,Taiwan,Taiwan,[email protected],HongTauLee rithmforaClassofMultiple-ChoiceIntegerProblems Inthedataenvelopmentanalysis(DEA)approachsomedecision-makingunits AbdelkaderSbihi,InformationSystemsandDecisionMaking mayreachperformanceefficiencybytheiroutstandingperformanceonsome Science,Audencia-NantesSchoolofManagement,8routedela relativeunimportantoutputitems. Inthisresearch,wetrytoaddthestrictly Jonelière,BP31222,44312,NantesCedex3,France, predefinedrelationshipsofoutputitemsintheexistedmodelthatexpressedthe [email protected] relativeimportanceofthoseinputoroutputitems.Accordingtothisapproach, onlytheDMUsthatreallymatchthepredefinedrequirementsandhavegood WeproposeaLagrangeanrelaxationbased-algorithmforsomehardcombina- performancecanberegardedasefficientunits. Thatistosaythemeaningof torialproblems. Theideaistorelaxacertaintypeofconstraintsthentofix performancedependsonthegoalstheorganizationpursues.Thisismeaningful variablestotheiroptimalvalue. Weconsider: (i)theMultiple-ChoiceKnap- formanagerialpractices. Acaseofperformanceevaluationoffacultyindif- sackProblem(MCKP)and(ii)theMultiple-ChoiceSubsetSumProblem(MC- ferenttypesofuniversitywithspecificdevelopmentorientationisprovidedto SSP)whichcanbeconsideredasaspecialcaseoftheMCKP.WeusedMCSSP illustratetheproposedidea. asanauxiliaryproblemtotightenthecapacityconstraint. Theobtainedre- sultsshowedahighqualityofthecomputedupperbounds.Thebenchmarkhas demonstratedahighefficiencyoftheapproach. 2- Assessing robustness in additive DEA with interval measurements 2- AnOptimizationMethodforSolvingAssemlyLineBal- ancingProblem MariaGouveia,ISCAC,QuintaAgricola-Bencanta,3040-316, Coimbra,Portugal,[email protected],LuisC.Dias,Carlos SukranSeker,IndustrialEngineeringDepartment,Yildiz HenggelerAntunes TechnicalUniversity,BarborosStreetYildizTechnical UniversityIndustrialEngineeringDepartment343409Besiktas, Thisstudyaddressestheproblemoffindingtherangeofefficiencyforeach Istanbul,Turkey,[email protected],MesutÖzgürler DecisionMakingUnit(DMU)consideringuncertaindata. Uncertaintyinthe DMUcoefficientsineachfactor(inputoroutput)iscapturedthroughinterval Assembly line balancing or simply line balancing is the problem of assign- coefficients(i.e. theseareuncertainbutbounded). Atwo-phaseadditiveData ingoperationstoworkstationsalonganassemblylineinsuchawaythatthe EnvelopmentAnalysis(DEA)modelforperformanceevaluationisused,which assignmentbeoptimalinsomesense. Assigntaskstoworkstationsobserv- isadaptedtoincludetheconceptofsuper-efficiencytoprovidearobustness ingbalancingrestrictionsoastominimizebalancedelaywhilekeepingstation analysisoftheDMUsinfaceofuncertaininformation. workcontentforeverystationcycletime. Therehavebeenalargenumber ofproposalsfortheoreticalandpracticalmethodsforsolvingthelinebalance problem. Thispaperuseoneoftheoptimizationsolutionapproachtosolve 3- A proposition of the minimum distance model in Net- assemblylinebalancingproblem. workDEA 3- Geo-spatial data mining by model-based clustering TohruUeda,FacultyofScienceandTechnology,Seikei methods University,3-3-1Kichijoji-Kitamachi,180-8633, FranciscoFigueiredo,UNIDE,ISCTE-IUL,Lisbon,Portugal, Musashino-Shi,Tokyo,Japan,[email protected],Hirofumi francisco.m.fi[email protected],JoséG.Dias Amatatsu Mostoftheclusteringtechniquesareinadequateforgeo-spatialdataminingas MinimizationofobjectivefunctioninSBMmodelresultsinmaximizationof theytendtoignorethatspatiallycloserareastendtobemoresimilarthanthe slackssum.Thismaximizationcorrespondstofindingapointintheproduction others. Geo-spatialclusteringaimstofindgroupsofsimilarobjectsthatare possibilitysetthatisthefarthestpointfromeachDecisionMakingUnittobe spatiallyclose. Weproposeaclusteringalgorithmforspatialsegmentationof evaluated. Toovercomethisshortage,weproposedtheunifiedDEAmodel. countdataunderaregressionframework,whichcombinestheNeighborhood Traditionallinkingconstraintswherecontinuitybetweeninputandoutputis EM(NEM)andHybridEM(HEM)algorithms. Thegeo-spatialdatamining keptmaybetooseveretoevaluateefficiencies.Consideringlinkingconstraints approachisillustratedwithgeoreferencedpoliticaldata. andtheunifiedDEAmodelwithminimumdistance,weproposeanewnetwork DEAmodelanddiscussefficienciesofprefecturesinJapan. 4- Alternating Proximal Algorithms and Hierarchical Se- lectionofOptimainGames,ControlandPDE’s 4- Animprovingapproachforestimatingreturntoscalein JuanPeypouquet,Mathematics,UniversidadTecnicaFederico DEA SantaMaria,AvEspana1680,2340000,Valparaiso,Valparaiso, Chile,[email protected],HedyAttouch,Marco MaryamAllahyar,mathematics,scienceandresearchbranch Czarnecki islamicazaduniversity,tehran-ashrafiesfahanihighway-to Westudyalternatinganddiagonalproximalalgorithmscombiningresolvent hesarak,0098,tehran,tehran,Iran,IslamicRepublicOf, iterationsandapenalizationscheme. Theresultingsequenceofiteratesand, [email protected],MohsenRostamy-malkhalifeh underlessrestrictiveconditions,theiraveragesconvergeweaklytoapointwith specialproperties.Wealsoanalizeasplittingmethodforstructuredvariational In this article a new method will be suggested for the determination of the problemsandcommentontherobustnessofthesemethods.Theresultsenable rightandleftreturntoscale(RTS).Thenewapproachisdifferentformthatof ustosolveconstrainedorbileveloptimizationproblems. Thismethodisap- GolanyandYu(1997)anddoesn’thaveitsshortcomings.Ourapproachisable pliedtobestresponsedynamicswithcosttochange,optimalcontrolproblems toevaluatetherightandleftRTSinallconditionsforanyunit. anddomaindecompositionforPDE’s. 3 MA-08 EURO24-Lisbon2010 (cid:4) (cid:4) MA-08 MA-09 Monday,9:00-10:20 Monday,9:00-10:20 6.1.36 6.2.53 Project Management Software and Challenges of Mathematical Programming Applications by Modern Applications Stream: ProjectManagementandScheduling Stream: MathematicalProgramming Invitedsession Invitedsession Chair:NorbertTrautmann,DepartmentofBusinessAdministration, Chair:ZuzanaOplatkova,Dept.ofAppliedInformatics,TomasBata UniversityofBern,IFM,APQuantitativeMethoden, UniversityinZlin,NadStranemi4511,76005,Zlin,CzechRepublic, Schützenmattstrasse14,3012,Bern,BE,Switzerland, [email protected] [email protected] Chair:Gerhard-WilhelmWeber,InstituteofAppliedMathematics, Chair:ChristophSchwindt,InstituteofManagementandEconomics, MiddleEastTechnicalUniversity,ODTÜ,06531,Ankara,Turkey, ClausthalUniversityofTechnology,Julius-Albert-Str.2,38678, [email protected] Clausthal-Zellerfeld,Germany,[email protected] 1- An optimization approach for prediction of microbial 1- HeuristicimprovementofMicrosoftProject’sresource- growthstrategies allocationcapabilities PinarOzturk,SystemsBioinformatics,VrijeUniversity, NorbertTrautmann,DepartmentofBusinessAdministration, Amsterdam,DeBoelelaan1085,1081HV,Amsterdam, UniversityofBern,IFM,APQuantitativeMethoden, Netherlands,[email protected],DouweMolenaar Schützenmattstrasse14,3012,Bern,BE,Switzerland, In limited nutrient conditions, microorganisms regulate cellular activities to [email protected],PhilippBaumann maintain efficient growth. Efficiency is regarded as correlated with fast re- MicrosoftProjectiswidelyusedfortemporalschedulingandresourceallo- production. Viaanoptimizationmodelofthewholecellwithanobjectiveto cationofprojects. Weshowthatitsintegratedresource-allocationprocedure maximizegrowthrate,wepredictmacrofeaturesofmicrobesatgivennutri- usesneithertheserialnortheparallelschedule-generationscheme, andthat entconcentrationsbyrepresentingessentialpathwayswithmodules. This,as theprocedureperformsrelativelypoor. Wepresentabi-directionalschedule- knowntous,isthefirsttimegrowthrate,sizeandshapearepredictedhaving improvementheuristic. Computationalresultsforaconstructionprojectand onlyintrinsicphysicalpropertiesofmoleculesasconstraints. fortheJ30,J60,andJ120instancesfromPSPLIBindicatethatthisheuristic shortenstheprojectdurationconsiderably. 2- Robustmodeldevelopmentfornon-linearmodels 2- Exactmethodsforresourcelevellingproblems MagderievanderWesthuizen,SchoolofComputer,Statistical andMathematicalSciences,North-WestUniversity,PrivateBag JürgenZimmermann,OperationsResearch,TUClausthal, X6001,2520,Potchefstroom,SouthAfrica, Julius-AlbertStr.2,38678,Clausthal-Zellerfeld,Germany, [email protected],GielHattingh,Hennie [email protected],ThorstenGather Kruger Wepresentexactsolutionmethodsforresourcelevellingproblemswithmin- imumandmaximumtimelagsamongtheprojectactivities. Inparticular,we Thepredictivecapabilityofregressionmodelsreliesheavilyontheapplicabil- consideratimewindowbasedenumerationmethodandtwotree-basedbranch- ityoftheassumptionsmadebythemodelbuilder. Inaddition,thepresence and-boundproceduresbothwithasophisticatedconstructivelowerbound.Fur- ofoutliersmayalsoleadtomodelsthatarenotreliable. Thisstudyreports thermore,weproposeamixedintegerlinearprogrammingformulationthatcan onrobusttechniquesappliedtominimalassumptionregressionmodelsinan besolvedbystandardsolverssuchasCPLEX.Allapproachesarecomparedin efforttoimprovepredictivecapability. Theapproachisbasedonmathemat- acomprehensivecomputationalstudyusingwellknowntestsetsfromlitera- icalprogrammingtechniquescombinedwithsmoothingandpiecewiselinear ture.Instanceswithupto30activitiescouldbesolvedtooptimality. techniques.Differentcasesfromtheliteratureareconsideredandpresentedas illustrativeexamples. 3- Temporal scheduling of concurrent engineering 3- A Bilevel Competitive Facility Location Model with projects Competitor’sResponse ChristophSchwindt,InstituteofManagementandEconomics, ClausthalUniversityofTechnology,Julius-Albert-Str.2,38678, HandeKucukaydin,IndustrialEngineering,BogaziciUniversity, Clausthal-Zellerfeld,Germany, BogaziciUniversityIndustrialEngineeringDepartment, [email protected],PhilippBenke Bebek-Istanbul-Turkey,34342,Istanbul,Turkey, [email protected],NecatiAras,I.KubanAltinel The concurrent engineering approach is intended to shorten the cycle time of development projects by parallelizing consecutive development phases. We are concerned with a problem in which a new entrant leader firm aims We consider the tradeoff between the time savings enabled by overlapping atfindingthelocationandattractivenessofeachnewfacilitytomaximizeits precedence-relatedprojectactivitiesandtheincreaseintheactivitydurations profitwherethereareexistingfacilitiesbelongingtoacompetitor. Thecom- thatistypicallyincurredbyadditionalintegrationandcoordinationefforts.We petitorreactstotheleaderbyadjustingtheattractivenesslevelsofitsexisting investigatestructuralpropertiesofthetemporalschedulingproblemandex- facilitiestomaximizeitsprofit.Wefirstformulateabilevelmixed-integernon- plainhowearliestandlateststartandcompletiontimesoftheactivitiescanbe linearprogrammingmodel.Then,weconvertitintoanequivalentsinglelevel determinedefficientlybasedonlabel-correctingalgorithms. mixed-integernonlinearprogramandsolveitusingglobaloptimizationmeth- ods. 4- IntegratedSchedulingandStaffingIT-Projects RainerKolisch,TUMSchoolofManagement,Technische (cid:4) UniversitaetMuenchen,Arcisstr.21,80333,Muenchen, MA-10 Germany,[email protected],ChristianHeimerl Monday,9:00-10:20 In this paper we present an optimization model to address the problem of 6.2.56 schedulingtheactivitiesofmultipleIT-projectswithserialstructuresandas- signingtheprojectworktomulti-skilledinternalandexternalhumanresources Graphs and Networks I withstaticandheterogeneousefficiencies. Themixed-binarylinearprogram issolvedusingILOGCPLEXandahybridmetaheuristic. Thelatteremploys Stream: GraphsandNetworks anefficientevaluationfunctionexploitingthenetworkstructureofthestaffing Invitedsession subproblem. Weassesstheimpactsofseveralproblemparametersoncompu- tationtimeandsolutiongaps. Chair:ReinhardtEuler,Informatique,UniversitédeBrest,20av.Le Gorgeu,BP817,29285,Brest,France,[email protected] 4 EURO24-Lisbon2010 MA-11 Statutoryinfectiousdiseasesbreakoutnotonlyaffectspeople’shealthandlives, 1- OnthePowerofDecompositionfortheMaximumInde- butalsostagnatestheeconomicgrowth.Theprevalenceofinfectiousdiseases pendentSetProblem also provides the development opportunities of biotechnology corporations. TheeffectofthestatutoryinfectiousdiseasesoutbreakonTaiwanesebiotech- AndreasBrandstädt,UniversitätRostock,18055,Rostock, nologystockpricemovementsisexamined.Theempiricalresultspointoutthat Germany,[email protected] thereexistsasignificantlypositiveabnormalreturnofTaiwan’sbiotechnology (jointworkwithC.T.Hoang,V.B.Le,V.V.Lozin,andR.Mosca)Inafiniteundi- industrybecauseofthestatutoryinfectiousepidemic. rectedgraphG=(V,E)avertexsetSis’independent’(or’stable’)ifthevertices inSaremutuallynonadjacent.ForgivenG,theMAXIMUMINDEPENDENT SET(MIS)ProblemasksfoanindependentvertexsetofmaximumsizeinG. 2- Ahybridclassificationmethod: Usingasupportvector TheMWSproblemasksforanindependentsetwithmaximumvertexweight; machineforruleextractionondiabetesdiagnosis theMISproblemistheMWSproblemwithunitweights. Itiswellknown thatMWS(MIS,respectively)isintractableandhardtoapproximate. Wedis- Chien-hsinYang,DepartmentofIndustrialEngineeringand cussvariousdecompositiontechniquessuchascliqueseparatordecomposition, Management,OverseasChineseUniversity,100,ChiaoKwang modulardecompositionandsplitdecompositionforsolvingtheMWSprob- Rd.,Taichung40721,Taiwan,Taiwan, lemefficientlyonvariousparticulargraphclasses. Itiswellknownthatthe [email protected],Chun-ChinHsu abovementioneddecompositionsarehelpfultoolsforsolvingtheMWSprob- lem.Oneofourresultsallowstocombinecliqueseparatordecompositionand modulardecomposition.Thisimpliesvariousimprovementsofknownresults, Manyofthefactorsrelatedtodiabetesmellitus(DM)havebeendiscovered amongthemapolynomialtimealgorithmforMWSonapple-freegraphswhich fromasuccessionofstudiesinepidemiology. However,itseemsthattheus- areacommongeneralizationofchordalgraphs,cographsandclaw-freegraphs. abilityandexplainabilityofmethodsareinferiortorulesextraction.Asupport Finallywementionsomeopenproblems. vectormachinebasedhybridclassificationmethodisemployedtoextractrules forDMdiagnosis. Toevaluateperformance,C5andback-propagationneural networkswereusedasbenchmarks.Resultsfromthehybridapproachdemon- 2- Solving efficiently the weighted stable-set problem in stratehighaccuracyandfidelity,andtherulescanhelpforpreventivemedicine claw-freegraphsusingareductionoperation inDMdiagnosis. PaoloNobili,Mathematics,UniversityofLecce,ViaArnesano, 73100,Lecce,Italy,[email protected],AntonioSassano 3- Applicationofartificialneuralnetworkandsupportvec- Maximumweightstablesetscanbecomputedinpolynomialtimeforclaw-free tormachinetoclassifytheriskofdeathofhospitalized graphs(Minty,Nakamuraetal.,Schrijver,Orioloetal.).Inthispaperwedefine patientswithacutecoronarysyndrome thestronglyreduciblecliques,extendingtotheweightedcaseareductionop- erationofLovaszandPlummer.Weusetheoperationforobtainingmaximum RodrigoCollazo,OperationalResearch,CASNAV/UFRJ,Costa weightalternatingpathsthroughmatchingcomputations. Weembedthepro- DoriaSt,17,21910-170,RiodeJaneiro,RiodeJaneiro,Brazil, cedureinaniterativeapproachthatcontructsagivenclaw-freegraphGnode bynode,maintainingtheassociatedmaximumweightstableset.Theresulting [email protected],BasílioPereira,LauraBahiense, algorithmhascomputationalcomplexityO(n4log(n)). AmáliaFariadosReis,AmáliaFariadosReis 3- ReconstructionofPermutationsRespecttosomeGen- Thisstudydevelopedanartificialneuralnetworkmodelandasupportvector machinemodeltoclassifytheriskofdeathofhospitalizedpatientswithacute eratorSetsoftheSymmetricGroup coronarysyndromeathighandlow.Itwasusedthemutualinformationfeature AlparVajkKramer,DEIO,FCUL,Portugal,[email protected] selectorunderuniforminformationdistributioncriteria(MIFS-U)forselection ofthemostimportantinputvariables.Thecomputationalresultsshowabetter We will consider the reconstruction of permutations regarding some special performanceofthesupportvectormachinemodelcomparedwiththeartificial generatorsetsofthesymmetricgroup. Thegeneratorsetsconsideredarepar- neuralnetworkmodelandindicatetheinputvariablesage,creatinineandany ticularsubsetsofinvolutionssuchasthereversals,prefixreversals,bubblere- priorrevascularizationasthemostrelevant. versalsorCoxetergeneratorsandtranspositions. Thecommonpropertyofall thisgeneratorsetsisthattheircorrespondingCayleygraphdoesnotcontain triangles. 4- PredictioninMedicine: StatisticalModelsversusArtifi- cialNeuralNetworks (cid:4) AnaPapoila,BioestatísticaeInformática,FaculdadeCiências MA-11 MédicasdaUniversidadeNovadeLisboa,CEAUL,Portugal, Monday,9:00-10:20 [email protected],CarlosGeraldes,PatriciaXufre 8.2.38 Artificial Neural Networks are often used in Biomedical Sciences and Emerging Data Mining Applications in Medicine. Amaingoalistopredictaclinicaloutcomeaftertakingintoac- countasetofindependentexplanatoryvariables.ANNsariseasanalternative Biomedics and Biotech to logistic regression. This study compare Generalized Linear Models with binaryresponse,withtheperformanceofANNs,inwhatconcernstheirpre- Stream: EmergingApplicationsofOR dictiveanddiscriminativepower. Forbothapproaches,validationtechniques Invitedsession wereapplied. Thesemethodologieswereusedtopredictmortalityofpatients admittedtoanIntensiveCareUnitlocatedinLisbon. Chair:HonoraSmith,SchoolofMathematics,Universityof Southampton,Highfield,SO171BJ,Southampton,Hampshire, UnitedKingdom,[email protected] 5- A Study in Different Channels’ Consumer on the Pur- Chair:Gerhard-WilhelmWeber,InstituteofAppliedMathematics, chasingIntentionandBehaviorofBio-technologyProd- MiddleEastTechnicalUniversity,ODTÜ,06531,Ankara,Turkey, ucts [email protected] YuanchauLiour,LogisticsManagement,TakmingUniversityof Chair:VeronicaBiga,DepartmentofAutomaticControlandSystems ScienceandTechnology,11451,Taipei,Taiwan, Engineering,TheUniversityofSheffield,MappinStreet,S13JD, [email protected],Chiao-LingHuang,Chie-beinChen Sheffield,Afghanistan,v.biga@sheffield.ac.uk Biotechnologyhasbeenplayinganimportantroleinmodernfinancialsoci- 1- The Information Effect of the Infectious Diseases Out- ety;recently,asimprovementofeconomyenvironmentandthedevelopment breakonBiotechnologyStockPerformance oftechnology,thegovernmentiscommittedtotheimplementationofbiotech- nology. Weexploretheimpactofconsumerattitude,consumer’spurchasing Yi-HsienWang,DepartmentofBanking&Finance,Chinese intention,promotionsandproductinvolvement,andperceiveriskonpurchas- CultureUniversity,55,Hwa-KangRoad,Yang-Ming-Shan., ingintention. WetakeNorthernTaiwanarea’sconsumerastheresearchob- Taipei,Taiwan11114,R.O.C,11114,Taipei,Taiwan, jects,useSEMtoanalyzeandmakesuggestionstobio-technologyhealthfood [email protected],Fu-JuYang,Kuang-HusnShih, companiesinaccordancewiththeempiricalconclusions. Li-JeChen 5 MA-12 EURO24-Lisbon2010 (cid:4) MA-12 Monday,9:00-10:20 8.2.39 (cid:4) MA-13 AHP 01 Monday,9:00-10:20 2.2.21 Stream: AnalyticHierarchyProcesses,AnalyticNetwork Processes Location and GIS Invitedsession Stream: LocationAnalysis Chair:GrzegorzGinda,Dept.ofOperationalResearchin Invitedsession Management,OpoleUniversityofTechnology,Facultyof ManagementandProductionEngineering,ul.Warynskiego4, Chair:IoannisGiannikos,BusinessAdministration,Universityof 45-057,Opole,Poland,[email protected] Patras,UniversityofPatras,GR-26500,Patras,Greece, [email protected] 1- AviationandtheBelgianClimatePolicy(ABC)-AMul- ticriteriaAnalysis(MCA)fortheevaluationofpolicyop- 1- Enhancing Location Optimization Modeling Capabili- tions to mitigate the total aviation climate change im- tiesthroughtheuseofGIS pact AlanMurray,GeographicalSciencesandUrbanPlanning, AnnaliaBernardini,MOSI-T,VrijeUniversiteitBrussel, ArizonaStateUniversity,P.O.Box875302,85287-5302,Tempe, Pleinlaan2,1050,Brussels,VlaamseBrabant,Belgium, AZ,UnitedStates,[email protected] [email protected],TomVanLier,Annelies Theprevalenceofwidelyavailableandaccessiblegeographicinformationsys- Heemeryck,EllenVanHoeck,CathyMacharis tem(GIS)packagesandassociatedgeographicdatahasbeenimportanttoall TheABCprojectanalysesthedifferentclimatepolicyoptionsaimedtoreduce disciplinesthatstudy,analyzeandevaluatespatialproblems. Inthispaperwe theclimatechangeimpactsoftheaviationsector. Inviewtocomparethedif- summarizemajorcharacteristicsofGISrelevanttolocationmodelingandspa- ferentalternativepolicies(finan.&econ. tools,R&D,operat. procedures)the tialoptimization. Anumberofwidelyrelieduponoptimizationmodelsare MCAmethodisapplied. Theperformancesofthosepoliciesareevaluatedin detailed. Particularattentionisgiventoidentifyingimplementationandap- relationtosomeappropriatecriteria(env. performances,social-economicim- plicationlimitations,andhowthesecanbeovercomethroughintegrationwith pactsaviationsector).AcombinationoftheAnalyticHierarchyProcessandthe GIS. PROMETHEEmethodallowstocometoadetailedanalysisoftheadvantages anddisadvantagesofeachoftheproposedpolicymeasures. 2- The Geographical Information System ’Ptolemeos- Europe’andtheanalysisofregionalgeo-economicdy- 2- A consistency-based method for aggregating prefer- namicsofFrance ence information from multiple pairwise comparison matrices JohnKarkazis,BusinessSchool,UniversityoftheAegean, Chios,GR-82100,Chios,Greece,[email protected] EstherDopazo,LenguajesySistemasInformáticos,Universidad PolitecnicaMadrid,FacultadInformática,Campusde Thispaperexplorestheregionalgeo-economicdynamicsofFranceduringthe period1985-2004employingGIS"Ptolemeos-Europe’. Inthebeginning,the Montegancedo,28660,BoadilladelMonte,Madrid,Spain, keynotionofregionalefficiencyisintroducedaswellasotherkeyregional edopazo@fi.upm.es,MauricioRuiz-Tagle analysisnotionssuchas: regionaldiscriminationcostandregionaldiscrimi- Weconsideragroupdecisionproblem,wheredecisionmakersestimatetheir nationiso-curves. Basedonthenotionofregionalefficiencythegeneralgeo- preferencesofasetofalternativesintotheformofpairwisecomparisonmatri- economicgravitymodelisintroducedanditsoutcome,thegeo-economicgrav- ces(awell-establishedtechniqueinthisfield). Inthisscenario,afundamen- itycentersandotherrelatedstrategicanddynamicnotionssuchasthecapital talproblemisthegenerationofapriorityvectorforthealternativesfromthe displacementfactorandthevelocityofgeo-economicgravitycentersarepre- pairwisematriceswhichrepresentstheconsensusopinionforthegroup. We sentedanddiscussed. TheaboveareappliedtoFranceinordertoexplorethe proposeaweightedlogarithmicgoalprogrammingmethodforaggregatingin- strategicgeo-economictrendsofthe22administrativeregionsofit. dividualopinionsintoanoptimalgrouppriorityvector,wheretheconsistency ofeachexpertistakenintoconsideration. 3- Improving the efficiency of WEEE collection systems usingaweb-basedGISapplication 3- An agreement-based approach for generating priority vectorsfrommultiplepairwisecomparisonmatrices SimãoRibeiro,ProductionandSystemsDepartment,University ofMinho,Portugal,UniversidadedoMinho,CampusdeGualtar, MauricioRuiz-Tagle,FacultaddeCs.delaIngeniería, 4710-057,Braga,Portugal,[email protected],Jorge UniversidadAustraldeChile,GeneralLagos2086,Campus Pereira,JoelCarvalho,JoséOliveira,ManuelFigueiredo,José Miraflores,Valdivia,Chile,[email protected],EstherDopazo Telhada,LuisDias Theproblemofimportanceweightsanalysisanddeterminationfrommultiple source information is a critical issue in many fields such as machine learn- Thisprojectfocusesonthedesignofaweb-basedGISapplicationtosupport ing,meta-searchengines,multi-criteriadecisionmaking,etc.Wefocusonthe theplanningandmanagementofcollectingwasteofelectricalandelectronic problemofcomputingtheimportanceweightsandthecorrespondingrankor- equipments(WEEE)networks.Itaddressestheissuesofgatheringandmanag- deringofasetofalternativesfrominformationgivenbyagroupofexperts inginformationneededbynetworkoptimizationmodulesbeingincludedinan intotheformofpairwisecomparisonmatrices.Wepresentanapproachbased integratedcomputerizedapplication,andtheissuesofanalyzingandmapping onlpdistance-basedaggregationfunctionsandontheuseofconsensus-driven theiroutputs. SeveralGISanddatabasetechnologieswillbeused,andtheir weightsforquantifyingtherelativeimportanceoftheexperts. applicabilityandutilitywillbediscussed.Inoverall,itisexpectedthatrelevant economicandenvironmentalbenefitswillbeachieved. 4- IntegratedMADAAssessmentTool 4- MultiobjectiveDemandCoveringModelsbasedonGIS GrzegorzGinda,Dept.ofOperationalResearchinManagement, OpoleUniversityofTechnology,FacultyofManagementand IoannisGiannikos,BusinessAdministration,Universityof ProductionEngineering,ul.Warynskiego4,45-057,Opole, Patras,UniversityofPatras,GR-26500,Patras,Greece, Poland,[email protected],MiroslawDytczak [email protected],GeorgiosAlexandris Integratedtoolforinterdisciplinaryassessmentofdecisionalternativesinman- Inthispaperwediscussanumberofmaximaldemandcoveringmodelswhere agementandengineeringisdiscussedinthepaper.Thetoolmakesuseofsev- the customers as well as the servers may be geographic objects rather than eralselectedMADAapproachestoobtainmorediversifiedresults.Acommon singlepoints. ThroughtheuseofGeographicInformationSystems(GIS),we datastructureisappliedtomakepreparationofrequireddatalessexpensivein considerdifferentnotionsofcoverageanddevelopaseriesofmultiobjective termsofbothtimeandworkeffort. Componentmethodsmakeitpossibleto programmingmodelsthattakeintoaccountthefollowingobjectives:(a)max- includeandassessinfluenceofbothintangibleandtangibleaspects. Theyare imizationoftotalcoverage, (b)maximizationofminimumcoverageand(c) alsoeasilyimplementable.Thetooladdressesissuesofinputdataconsistency minimizationofdistancetoserversofuncovereddemandobjects.Thesemod- andgroupdecisionsupporttoo. Thetoolisuniquewithregardtoabilityof elstakeintoaccountthegeographyofeachdemandareainquestionandadjust adaptationtoparticularneeds. Sampleanalysisisincludedwhichshowsits thelocationoftheserversaccordingly. applicabilityandscaleofpotentialapplicationbenefits. 6 EURO24-Lisbon2010 MA-15 (cid:4) (cid:4) MA-14 MA-15 Monday,9:00-10:20 Monday,9:00-10:20 2.2.15 2.2.12 Inventories in Supply Chains Location-routing problems Stream: SupplyChainPlanning Stream: VehicleRouting Invitedsession Invitedsession Chair:HorstTempelmeier,SupplyChainManagementand Chair:ChristianPrins,LaboratoireLOSI,UniversitédeTechnologie Production,UniversityofCologne,Albertus-Magnus-Platz,D-50923, deTroyes,BP2060,10010,TroyesCedex,France,[email protected] Cologne,Germany,[email protected] 1- Centralized Distribution System of Infusion Solutions 1- A discrete time multi-level inventory system with a onaNetworkofHealthCareUnits make-to-ordersupplier WilliamGuerrero,IndustrialEngineering,Universidaddelos HorstTempelmeier,SupplyChainManagementandProduction, Andes,AvCll147No17-81ap502,472,bogotá,bogotáD.C., UniversityofCologne,Albertus-Magnus-Platz,D-50923, Colombia,[email protected],NubiaVelasco,Ciro Cologne,Germany,[email protected] AlbertoAmaya,ChristelleGueret,ThomasYeung We study asupply network comprising afactory following a make-to-order Amethodologytoimproveinventorycontrolanddistributionpoliciesinhos- strategy,awarehouseusingareorderpoint-reorderquantitypolicyanddistribu- pitalsispresented. Thestrategyistocentralizethemanagementofmedicines tioncentersusingbase-stockpoliciesindiscretetime. Thefactoryismodeled intoasingledepottoreducecosts.Itisaimedtofindoptimalinventorycontrol asadiscretetimeG/G/1queueingsystem.Thesystemisdecomposedintothree policiesforone-warehousen-retailerdistributionsystembasedonaMarkov layersthatarelinkedthroughrandomwaitingtimes. Anoveralloptimization Chainmodel.Resultsareevaluatedonarealhospital.AnMIPmodeltodecide modelincludingasdecisionvariablestheprocessingtimeinthefactoryand thelocationofthecentraldepotanddistributionroutestotheCareunitsisalso theparametersoftheinventorypoliciesappliedinthedistributionsystemis proposed.Theobjectiveistheminimizationofthecostsoftheprojectandthe formulatedandsolved. inventory-on-handvalueofthesystem. 2- Two-Capacitated-Supplier Two-Stage Periodic-Review 2- Solution methods for the periodic location-routing SupplyChainProblemInvestigation problem KaiLuo,OperationsManagement&InformationTechnology, CarolineProdhon,UniversityofTechnologyofTroyes,12rue HECParis,1,ruedelaLibération,78351,JouyenJosas,Paris, MarieCurie,10000,Troyes,France,[email protected] France,[email protected],LaoucineKerbache,Ramesh Thewell-knownVehicleRoutingProblem(VRP)hasbeendeeplystudiedover Bollapragada thelastdecades. Nowadays,generalizationsaredevelopedtowardtacticalor strategicdecisionlevelsbutnotboth. ThetacticalextensionorPeriodicVRP Inthispaper,weinvestigateatwo-product(high-end,low-end),oneretailer/ (PVRP)plansasetoftripsoveramultiperiodhorizon.Thestrategicextension twosuppliersproblemwithrandomdemandandperiodicreview. Theprob- orLocation-RoutingProblem(LRP)ismotivatedbyinterdependentdepotloca- lemisdecomposedintosub-modelsandsolvedsequentially.Forsimplecases, tionandroutingdecisions.Thegoalhereistopresenttheveryrecentmethods closedformexpressionsareprovidedfortheoptimalsolution. Weshowthat, thatsolvethePeriodicLRP,acombinationofthePVRPandLRPintoaneven undercertainconditions,theretailershouldplacethehigh-endproductinthe morerealisticproblemcoveringalldecisionlevels. secondaryinventory. Forcomplexcases,weproposeaheuristictosolvethe problemandprovidemanagerialinsights. 3- Acuttingplaneapproachforthesingletruckandtrailer routingproblemwithsatellitedepots(STTRPSD) 3- Heuristicsformulti-item,two-echeloninventorysystem withaggregatemeanwaittimeconstraint. JuanG.Villegas,LOSI,UniversitedeTechnologiede Troyes/UniversidaddelosAndes,12,rueMarieCurie,BP2060, ArjunSubramaniam,AppliedMaterials,MountainView, 10010,Troyes,France,[email protected],JoseM. California,UnitedStates,[email protected], Belenguer,EnriqueBenavent,AntonioMartinezSykora, DeepakBhatia ChristianPrins,CarolineProdhon Weconsideramulti-item,two-echelonsparepartsinventorysystem,withone IntheSTTRPSDatruckwitharemovabletrailerbasedatamaindepotserves centralwarehouseandmultiplelocalwarehouses.Wepresentclose-to-optimal, thedemandofasetofcustomersreachableonlybytruck.Thus,beforeserving scalableheuristicstominimizetotalcostwitheachlocalwarehousesubjectto thecustomersintruckroutes,itisnecessarytodetachthetraileratappropriate anaggregatemeanwaittimeconstraint.Alllocationsoperateunderacontinu- parkingplacesandtotransferproductsbetweenthetruckandthetrailer. We ousreviewsystemwithbasestockpolicies.Wetesteffectivenessbycomparing presentatwoindexformulationoftheSTTRPSDandvalidinequalitiesthat withthelowerboundanddemonstratebetterperformancecomparedtoresults areusedwithinacuttingplanemethodtoproducelowerbounds,andtosolve fromrecentlypublishedworks. theproblemwithbranchandcut.Theresultsarecomparedwithupperbounds foundbyGRASP/VNDandILSon32randominstances 4- Price and Perception - Understanding the Consumer SideofRecoveredProducts 4- AhybridGRASPxPathRelinkingfortheTwo-Echelon LocationRoutingProblem JonathanLinton,SchoolofManagement,UniversityofOttawa, 39SachsForestPlace,K2G6V2,Ottawa,Ontario,Canada, VietPhuongNguyen,LOSI-UniversitédeTechnologyde [email protected],LeilaHamzaoui Troyes,Troyes,France,[email protected],Christian Prins,CarolineProdhon Weseektoaddressthegapinunderstandingconsumerwillingnesstopayfor productsthatarecomprisedofrecoveredmaterialsandparts. Consequently,a ThispaperpresentsahybridbetweenGRASPandPathRelinkingtosolvethe surveyof320respondentswasconductedtodeterminethewillingnesstopay Two-EchelonLocationRoutingProblem(LRP-2E).TheGRASPreinforcedby fordifferenttypesofproductscontainingrecoveredmaterialsandcomponents. aLearningProcessusesthreeconstructiveheuristicstogeneratetheinitialsolu- Aseriesofrelatedhypothesesareprovidedandtested.Inadditiontoconsider- tions.ThePath-relinkingaddsamemorymechanismbycombiningintensifica- ingissuespersonalattitudestotheenvironmentandperceivedrisk,weconsider tionstrategyandpost-optimization.Ourmethoduseslocalsearchesstructured theeffectsofbrandingandproductcharacteristics.Whiletheworkisempirical byaVariableNeighbourhoodDescent(VND).Computationalresultsconfirm innatureitiscriticaltosupplychainplanningasthereislimitedresearchand theefficiencyofthisapproachontwosetsofLRP-2Einstances. Furthermore understandingoftheconsumersideofclose-loopedsupplychains. itiscompetitivewiththebestmeta-heuristicpublishedfortheLRP. 7 MA-16 EURO24-Lisbon2010 (cid:4) (cid:4) MA-16 MA-17 Monday,9:00-10:20 Monday,9:00-10:20 2.2.14 1.3.14 Rolling stock and Re-scheduling Collaborative Planning I Stream: PublicTransport Stream: TransportationPlanning Invitedsession Invitedsession Chair:MarkusReuther,Optimization,Zuse-InstitutBerlin, Chair:HerbertKopfer,DepartmentofBusinessStudies& Takustrasse7,14195,Berlin,Germany,[email protected] Economics,ChairofLogistics,UniversityofBremen, Wilhelm-Herbst-Strasse5,28359,Bremen,Germany, 1- RollingStockRotationPlanningforIntercityRailTraffic [email protected] Chair:MelanieBloos,ChairofLogistics,BremenUniversity, MarkusReuther,Optimization,Zuse-InstitutBerlin,Takustrasse WilhelmHerbstStr.5,28359,Bremen,Germany, 7,14195,Berlin,Germany,[email protected] [email protected] 1- Transportation Operations Planning and Cost Alloca- Weconsideroneofthebasicoperationalplanningproblemsinpublicrailtrans- port,theconstructionofarollingstockschedule. Theproblemdealswiththe tioninaCooperativeScenario optimizationoffeasiblerotationsforindividualrailcarsand,simultaneously, AndreaNagel,Dept.ofInformationSystems,FernUniversität- thecompositionoftrainsetsfromtheserailcars. Inaddition,wehavetointe- UniversityofHagen,58084,Hagen,Germany, grateserveralmaintenanceandregularityaspects.Modelingandcomputational preliminiaryresultsforinstancesofourindustrialpartner,DBFernverkehrAG, [email protected],GiselherPankratz,Hermann whichoperatesapproximately1.300trainsinEuropeperday,arepresented. Gehring Cooperativescenariosintransportationplanningusuallyhavetocopewiththe taskofsolvinganoptimizationproblem,aswellasfindingafairallocationof 2- Railway Rolling Stock Rescheduling with Rerouting of thecostsamongthepartners.Weidentifyandcharacterizetheseproblemsfora Passengers real-lifecooperationoffourproducersinthefoodandbeveragesindustry,who decidedtocoordinatetheirdistributionactivitiesbyinter-organisationaltrans- GaborMaroti,DepartmentofDecisionandInformation portationplanning. Furthermore,wepresentasolutionmethodthathasbeen implemented,integratingaGRASPheuristicwiththeShapleyvalueapproach. Sciences,RotterdamSchoolofManagement,Erasmus Finally,weshowcomputationalresults. UniversityRotterdam,BurgOudlaan50,3062PARotterdam, TheNetherland,3062PA,Rotterdam,Netherlands, 2- Allocating Cost of Service to Customers in Inventory [email protected],LarsNielsen,LeoKroon Routing Inthispresentationwedescribedisruptionmanagementprocessesforapas- OkanOzener,IndustrialEngineering,OzyeginUniversity, sengerrailwaysystem.Inadisruptedsituation,thetimetable,therollingstock KusbakisiCadNo:2,AltunizadeUskudar,34662,Istanbul, circulation,andthecrewdutiesmustberescheduled. Wefocusonreschedul- Turkey,[email protected],OzlemErgun,Martin ingtherollingstockcirculation.Incaseofadisruption,thepassengersmaybe Savelsbergh willingtotakeadetourroutearoundthedisruptedarea.Thentherollingstock circulationmustberescheduledinsuchawaythatadditionalseatingcapacity Vendormanagedinventoryreplenishmentisacollaborationbetweenasupplier isprovidedalongthedetourroute. Inthispresentationwedescribeanitera- anditscustomerswherethesupplierisresponsibleformanagingthecustomers’ tiveprocedurethatreroutesthepassengers,andthatmodifiestherollingstock inventorylevels. InourVMIsetting,thesupplierexploitssynergiesbetween circulationaccordingly. Computationalresultsbasedonreal-lifeinstancesof customers,e.g.,theirlocations,usagerates,andstoragecapacities,toreduce NetherlandsRailwayshaveshownthatthisproceduremaysubstantiallyreduce distribution costs. Due to the intricate interactions between customers, cal- theirdelays. culatingafaircost-to-serveforeachcustomerisadauntingtask. However, cost-to-serveinformationisusefulwhenmarketingtonewcustomers,orwhen revisitingroutinganddeliveryquantitydecisions. Wedesignmechanismsfor thiscostallocationproblemanddeterminetheircharacteristicsbothanalyti- 3- RapidTransitNetworks: TimeTableandRollingStock callyandcomputationally. ÁngelMarín,MatemáticaAplicadayEstadística,Universidad 3- Collaborative vehicle routing in a multi-depot environ- PolitécnicadeMadrid,E.T.S.IngenierosAeronáuticos,Plaza ment CardenalCisneros,3,28040,Madrid,Madrid,Spain, JuliaRieck,DepartmentforOperationsResearch,Clausthal [email protected],LuisCadarso UniversityofTechnology,Julius-Albert-Str.2,38678, Clausthal-Zellerfeld,Germany,[email protected] Inrapidtransitnetworks, thedailyoperationsmanagementprocessincludes two major tasks: 1. Train services Timetable (TT). 2. Rolling Stock (RS) Fiercecompetitionurgescarrierstocooperate.Particularly,medium-sizedcar- assignmenttotheTT.Thetasksareinterdependentbutareoftensolvedse- riers only achieve the adequate area coverage by splitting transportation re- quentiallyduetorestrictionsoncomputationaltimeandtheintractabilityofan questsintomultipletasks(pick-up,linehaul,delivery)thatcanbehandledsep- integratedapproach. Inourmodelingapproachweconsidertheintegrationof aratelybydifferentcarriers. Hence,acarrierhastoperformthedeliveryand TTandRS.Somecomputationalexperimentswillbepresented. pick-upservicesaroundthedepotwhileminimizingthetransportationcosts.In ordertoimprovetheresultingsetofsingle-depotsolutions,wepresentanew collaborativemethodthattriestofindareassignmentoftaskstocarrierswhich 4- Assignmentofservicesinbuslinesundercongestion decreasestheoveralltransportationcosts. 4- Theevaluationofpickupanddeliveryrequestsincases EsteveCodina,StatisticsandOperationalResearch,UPC,Edifici C5,Desp216CampusNord,08034,Barcelona,Spain, ofasymmetricinformation [email protected],ÁngelMarín,FranciscoLopez MelanieBloos,ChairofLogistics,BremenUniversity,Wilhelm HerbstStr.5,28359,Bremen,Germany,[email protected], Amodelispresentedfordimensioningthenumberofservicesinbuslinesop- HerbertKopfer eratingundercongestionedsituations,whichmayariseincaseofdisruptionof Collaborativetransportplanningaimsatcreatingthemostefficientallocation aRapidTransitNetwork. Themodeltakesintoaccountbuscapacitylimita- ofrequeststocarriersforagroupagesystem. However,duetothenatureof tionsandfleetavailabilityaswellasthedwelltimesofbusesatstations.Also, thissystem,onlylimitedrelevantinformationonthecarriers’currentplanning ananalysisofthewaitingtimeofpassengersatbusstopsismadewithspecial isavailablesystem-wide.Ourresearchfocusesonevaluationcriteriathatcreate emphasisonthisfactoronthemodelresults.Themodelisformulatedundera anefficientsolutiondespiterestrictedinformationonthecarriers’situationand system-optimumpointofviewandaheuristicalgorithmapproachisdeveloped wepresentinitialresultsontheperformanceofevaluationcriteriaforindividual forlargersizenetworks. requests. 8 EURO24-Lisbon2010 MA-19 (cid:4) (cid:4) MA-18 MA-19 Monday,9:00-10:20 Monday,9:00-10:20 1.3.15 1.3.20 New Achievements in Stochastic Models Game Theory and Economics and Optimization Stream: DynamicalSystemsandGameTheory Stream: StochasticModelingandSimulation Invitedsession Invitedsession Chair:Gerhard-WilhelmWeber,InstituteofAppliedMathematics, Chair:ErikKropat,DepartmentofComputerScience,Universitätder MiddleEastTechnicalUniversity,ODTÜ,06531,Ankara,Turkey, BundeswehrMünchen,Werner-Heisenberg-Weg39,85577, [email protected] Neubiberg,Germany,[email protected] Chair:AlbertoA.Pinto,DepartamentodeMatematica,Universityof Minho,EscoladeCiências,UniversidadedoMinho,4710-057, 1- InflationDerivatives: HJMFrameworkandMarketMod- Braga,Portugal,[email protected] els 1- Investments under Oligopolistic Competition in a vin- Kwai-sunLeung,SystemsEngineeringandEngineering tagedifferentialgame Management,TheChineseUniversityofHongKong,Shatin, StefanWrzaczek,UniversityofTechnologyVienna,Instituteof NewTerritories„HongKong,N.A.,HongKong,HongKong, MathematicalMethodsinEconomics,Argentinierstr.8,1.Stock [email protected],LixinWu (ORDYS),1040,Vienna,[email protected], PeterM.Kort Inthispaper,weestablishaHeath-Jarrow-Morton(HJM)typeframeworkthat governstheco-evolutionofthetermstructureofbothnominalandinflation Duetotechnologicalprogressnewmachinesaremoreproductive. Thusitis rates. Pricingofinflationderivativesunderthisframeworkcanbecarriedout notonlyimportanttochosetheoptimalamountofinvestments,butalsotheop- similarly to that of nominal interest-rate derivatives under the classic HJM timalage.Westudyanoligopolyconsistingoftwobigfirmsconnectedbythe model. Based on the HJM framework, we further develop a market model pricetheygetfortheproducts.Inordertoincludethevintageeffectofinvest- withsimpleforwardinflationratesusingdisplaceddiffusionprocesses,which mentswehavetocombinedistributedoptimalcontroltheorywithdifferential resultsinclosed-formpricingforinflationcapletsandinflationswaptions.The gametheory. Forthetwoindependentvariables(ageandtime)theconceptof smilemodelcanalsobedevelopedbasedonthemarketmodel. timeconsistencyhastobeconsideredforbothdirections.Importantresultsfor bothdirectionscanbederivedandmotivated. 2- Onsomeantagonisticgamerelatedtomajorityvoting 2- Strategic Interaction in Macroeconomic Policies: An ApplicationofDifferentialGameTheory MichaelKhachay,UralBranchofRAS,InstituteofMathematics KrishnaKumar,ManagingDirector,SamkhyaAnalyticaIndia andMechanics,S.Kovalevskoy,16,620990,Ekaterinburg, PvtLtd,110SobhaOpal39thCross,4thT-BlockJayanagar, RussianFederation,[email protected] 560041,Bangalore,Karnataka,India,[email protected],Puja Simplemajorityvotingisaclassicalapproachtoaggregationofindividualde- Guha cisionssuggestedbyacommitteeofexperts. Inthispaper,stabilityofsucha Theworldeconomyisnowhighlyconnected,enablingdevelopmentofdevel- collectivedecision,s.t. exclusionofsomefixednumberofexperts,isinvesti- opedanddevelopingcountries. Butitisaccompaniedbyrisksofpropagating gated.LetsomegivenlistLofdecisionsbeacceptedbysomecommitteeofq adverseshocksfromonecountrytoanother. Isolatedmacroeconomicpolicies equivalentexperts,andletsomenumberk<qbefixed.Howsmallcanthecar- guidedearlierthroughcontroltheoreticmodelsneedtobemodifiedintomod- dinalityofthelargestsublistL’ofL,acceptablebyanyk-memberssubcommit- elsofpolicycoordination.Exploitingtheconceptsofnon-cooperativesolution tee,be?Tightlowerboundofthisquantitywillbepresented,it’sasymptotical throughNash-Equilibrium,andcooperativesolutionthroughNashprogramin behaviorandapplicationswillbediscussed. differentialgameswithquadraticpay-offsweintroducestrategicinteractionin macroeconomicpolicy. 3- Theeffectofcorrelationinmake-to-ordersystems 3- An optimal selection of watchman routes by search MichaelZazanis,Statistics,AthensUniversityofEconomicsand game Business,76Patissionstr.,10434,Athens,Greece, ShuheiMorita,Dep.ofComputerScience,NationalDefense [email protected] Academy,1-10-20,Hashirimizu,239-8686,Yokosukacity, KanagawaPrefecture,Japan,[email protected],Ryusuke Westudytheeffectofcorrelationintheprocessingtimesofmake-to-ordersys- Hohzaki,ToruKomiya,EmikoFukuda temsusingmarkovianqueueingmodelsandmatrix-geometrictechniques.Par- ticularemphasisisplacedonthecorrelatedprocesswithexponentialmarginals Thispaperdealswithanoptimalselectionofwatchmanroutesinafacility,such derived from the Kibble-Moran-Downton bivariate exponential distribution. asartgallery. Artgalleryproblemisafamousprobleminthefieldofcom- Bothexactresultsandlogarithmicasymptoticsarederivedforthesesystems. putationalgeometry, whichdecidesthestationarydeploymentofwatchmen. Assemble-to-ordersystemswithcorrelateddemandsarealsoanalyzed. Thispaperconsidersadynamicpatrolplanforthefacilityfromtheviewpoint ofOperationalResearch. First, weobtainanoptimalintrusionschedulefor theminimumdetectionprobabilityoftheintruderbydynamicprogramming. 4- Rollover Optimization under Uncertain Regulatory Ap- Secondly,weformulateanoptimalselectionproblemofwatchmanroutesand provalDateforProductswithBassDemandRate solveitbysearchtheoryandgametheory. HibaElKhoury,OperationsManagementandInformation 4- Nonparametricpredictionofbankloanrecoveries Technology,HEC-PARIS,HECParis,1ruedeLaliberation, JoãoBastos,TechnicalUniversityofLisbon,CEMAPRE-ISEG, 78350,JouyenJosas,France,[email protected], RuadoQuelhas6,1200-781,Lisboa,Portugal, ChristianVanDelft,LaoucineKerbache [email protected] Consideracompanythatplanstophase-outanexistingproductandphase-in WiththeadventoftheBaselIIAccord,bankingorganizationsareinvitedtoes- areplacementone. Ifproductionoftheexistingproductisstoppedearly,the timatecreditriskcapitalrequirementsusinganinternalratingsbasedapproach. firmwillloseprofitandgoodwill. Yet,ifproductionoftheexistingproduct Inordertobecompliantwiththisapproach,institutionsmustestimatetheex- isstoppedlate,thefirmwillexperienceanobsolescencecostfortheexisting pectedloss-given-default,thefractionofthecreditexposurethatislostifthe product. WestudyrolloverofproductsthatfollowaBassdemandrate,with borrowerdefaults.Thisstudyevaluatestheabilityofnonparametricregression thenewproductsubjecttoanuncertainregulatoryapprovaldate.Weminimize treemodelstoforecastbankloancreditlosses. Theperformanceofthemod- costsassociatedwiththerolloveranddetermineoptimalrolloverstrategiesfor elsisbenchmarkedagainstrecoveryestimatesgivenbyhistoricalaveragesand differentproductfamilies. parametricfractionalresponseregressions. 9 MA-20 EURO24-Lisbon2010 (cid:4) (cid:4) MA-20 MA-21 Monday,9:00-10:20 Monday,9:00-10:20 1.3.33A 6.2.47 Cutting and Packing 1 OR in Practice I Stream: CuttingandPacking Stream: SoftwareforOR/MS Invitedsession Invitedsession Chair:JoseFernandoOliveira,FacultyofEngineering/INESC Chair:AnaMoura,Economics,ManagementandIndustrial Porto,UniversidadedoPorto,RuaDr.RobertoFrias,4200-465, Engineering,UniversityofAveiro,CampusUniversitáriode Porto,Portugal,[email protected] Santiago,3810-193,Aveiro,Portugal,[email protected] 1- Radical-free phi-functions for 2D objects and their ap- 1- Optimizing Fire Station Locations for Istanbul plications MetropolitanMunicipality TatianaRomanova,DepartmentofMathematicalModelingand EmelAktas,IndustrialEngineeringDepartment,Istanbul OptimalDesign,InstituteforMechanicalEngineeringProblems TechnicalUniversity,ITUIsletmeFakultesi,Macka,34367, oftheNationalAcademyofSciencesofUkraine,2/10Pozharsky Istanbul,Turkey,[email protected],OzayOzaydin,SuleOnsel, St.,61046,Kharkov,Ukraine,[email protected],Nikolai BurcinBozkaya,FusunUlengin Chernov,YuriStoyan,A.Pankratov Istanbulisadenselypopulatedcitywith2000+yearsofculturalheritage. We provideamax-covertypemathematicalmodelwithlimitedbudgettohelpMu- Phi-functionsareusedtosolvepacking,cutting,andcoveringproblems. Our nicipalityauthoritiesdeterminenewfirestationlocationsinadditiontoexisting purposeistoconstructphi-functionsbyusingsimplemathematicalformulas ones.WesolvethismodeltooptimalityusingGAMSandincreaseexistingfire withoutradicals. Firstweintroduceaspecialclassofbasicobjectsandprove coveragefrom56%to86%. Wealsoconsiderunlimitedbudget, overallre- thatany2Dobjectwhosefrontierisformedbycirculararcsandlinesegments location,andincreasedemphasisoncity’sculturaltreasures. WeuseGISto mayberepresentedasaunionofbasicobjects. Thenwederiveacomplete processallgeographicalinputdata,calculatenetworkdistancesandcoverage classofradical-freephi-functionsforallpairsofbasicobjects.Lastlyweshow ratios,andvisualizevarioussolutionsofourmodel. howtoformphi-functionsformoregeneralobjects. Asoftwarepackageis developedbasedontheseresults.Someapplicationsaregiven. 2- Designofaspatiallyexplicitmodeltooptimizethese- lectionofreforestationprojectsandthesizingofade- 2- A constructive algorithm for leather nesting in the au- tentiondamtoreducepeakrunoffinasmallwatershed tomotiveindustry JochenBreschan,DepartmentofEnvironmentalSciences,ETH PedroBrás,UniversidadedoMinho,4710-057,Braga,Portugal, Zurich,CHNK73.1,Universitaetstr.22,8092,Zurich, [email protected],CláudioAlves,J.M.Valériode Switzerland,[email protected],HansRudorfHeinimann, Carvalho,TelmoPinto RichardChurch Weaddresstheleathernestingprobleminthecontextofanautomotivecom- We address the problem of reducing potential flood hazards within a small pany. Inthis2-dimensionalproblem,irregularshapes(carseatscomponents) Alpine watershed, using combinations of 1) spatially explicit reforestation havetobecutfromanaturalleatherhidewithholes,defectsandqualityzones. projects and 2) a detention dam at the outlet in order to reduce peak storm Weproposeasolutionalgorithmbasedonaconstructiveprocedure. Wedis- runoff. Theobjectiveistooptimizethelocationofreforestationprojectsand cussthedifferentaspectsofthisprocedureandexplainthestrategicoptionson thesizingofthedetentiondamtocost-effectivelymeettargetsofpeakrunoff whichitisbased. Wealsobrieflydescribetheno-fitpolygonmethodusedto reduction. WeshowhowtocastthisproblemasaMixedInteger-LinearPro- guaranteevalidplacementsintheleatherhides. Computationalresultsonreal grammingoptimizationmodelthatissolvedusingCPLEX.Finally,wepresent instancesarepresented. anapplicationofthismodeltotheVogelbachwatershed(CH). 3- A Hybrid Meta-heuristic Approach for Non-standard 3- A two-stage packing procedure for a Portuguese trad- PackingProblemswithAdditionalConditions ingcompany GiorgioFasano,SpaceInfrastructures&Transportation,Thales AnaMoura,Economics,ManagementandIndustrial AleniaSpaceItalia,Str.AnticadiCollegno253,10146,Turin, Engineering,UniversityofAveiro,CampusUniversitáriode Italy,[email protected] Santiago,3810-193,Aveiro,Portugal,[email protected], AndreasBortfeldt Thisworkfocusesontheorthogonalpackingoftetris-likeitemswithinanon- rectangulardomain(withforbiddenzones),inthepresenceofadditionalcondi- Thisworkreportsonthedevelopmentofaprototypicaldecisionsupportsys- tions,suchasbalancing. Theoverallproblemisformulatedintermsofmixed tem,calledPackingandRoutingOptimizer(PRO),whichisdevisedtosolve integerprogramming. Sincenontrivialcasesgiverisetoverylarge-scalein- severalpackingandroutingproblemsforaPortuguesecompany.Thedailydis- stances,ahybridmeta-heuristicapproachhasbeenadoptedtosolverecursively tributionprocessisanalyzedandthreedecisionproblemsregardingautomated theproblem.Itisbasedontheconceptofabstractconfiguration,derivingfrom decisionsupportaredetermined. Theperformanceofthesolutionapproaches therelativepositionofitems.Anextensionconsidersthe2Dcaseofpolygons isevaluatedbycomputationaltestsbasedonactualcompanydata.Thetestre- fromaglobaloptimizationpointofview. sultsshowthatthesystemisabletohelpimprovingthedailydecisionsandto strengthentheflexibilityinnegotiationswithcustomers. 4- Dualfeasiblefunctionsforvectorpackingproblems JürgenRietz,DepartamentodeProduçãoeSistemas,Centrode (cid:4) MA-22 InvestigaçãoAlgoritmi,UniversidadedoMinho,Campusde Gualtar,4715-082,Braga,Portugal,[email protected], Monday,9:00-10:20 CláudioAlves,J.M.ValériodeCarvalho,FrançoisClautiaux 3.1.10 Dual-feasible functions (DFFs) were successfully used to obtain fast valid Teaching OR/MS lower bounds for the one-dimensional cutting stock problem. To accelerate thecalculations,onlymaximal,especiallyextremalfunctionsshouldbeused. Stream: TeachingOR/MS Thisapproachworksforthevectorpackingproblemtoo,ifthedomainofthe Invitedsession DFFsisreplacedbyamore-dimensionalunitcube.Westatenecessaryandsuf- ficientconditionsforsuchfunctionstobemaximalrespectivelyextremaland Chair:SusanaColaco,DepartamentodeCiênciasMatemáticase presentsomenon-trivialexamples. NewDFFsfortheproblemarediscussed, Naturais,EscolaSueriordeEducação-Institutopolitécnicode andcomputationalresultsarereported. Santarém,CompexoAndaluz,Apartado131,2000,Santarem, Portugal,[email protected] 10
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