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Full-Text Articles in Business Administration, Management, and Operations
R&D Portfolio Selection, Gregory Richard Madey
R&D Portfolio Selection, Gregory Richard Madey
Research Reports from the Department of Operations
This is a proposal for an applied thesis research project in the area of R&D management. The environment of the problem that will be modeled is within Goodyear Aerospace Corporation at the division level. The decision problem is one of determining an optimum portfolio of projects focusing on new business development. The major funding categories are Research & Development (R&D) and Bid & Proposal (B&P). The problem involves selecting projects from a large group of proposed projects and then determining what level to fund them at. Goals or objectives of this process include achieving a prescribed ROI and sales growth …
Development And Implementation Of A Large Scale Linear Programming Code, Taher Esshaghi-Bayat
Development And Implementation Of A Large Scale Linear Programming Code, Taher Esshaghi-Bayat
Research Reports from the Department of Operations
The objective of this research is to develop a computationally efficient computer code for solving large linear programming (LP) problems up to size (100 x 400). This program can handle upper and lower bounds on variables without affecting the size of the constraint set. The value of nonbasic variables can be initiated at a prespecified value other than its lower or upper bound by using the concept of superbasic variables. Multiple problems can also be run in one compilation. This program uses additional features to improve computational efficiency and to allow the solution of large-scale problems. These features include: 1) …
A Computerized Branch And Bound Algorithm For Solving The Assembly Line Balancing Problem, Sanjeev Karande
A Computerized Branch And Bound Algorithm For Solving The Assembly Line Balancing Problem, Sanjeev Karande
Research Reports from the Department of Operations
The objective of this research is to develop a portable computer program to compute an optimal solution for single model deterministic assembly line balancing problems via a branch and bound algorithm. The branch and bound procedure will employ the good heuristic solutions for "pruning" the resulting decision trees. Such pruning should make normally inefficient branch and bound methods both practical and efficient for a high proportion of assembly line balancing problems.
A Critique Of Linear And Nonlinear Regression Problems With Four Different Minimization Criteria, Radhakrishna Murty Gajjala
A Critique Of Linear And Nonlinear Regression Problems With Four Different Minimization Criteria, Radhakrishna Murty Gajjala
Research Reports from the Department of Operations
The multiple regression problem is analyzed by the model type (linear and nonlinear models) and four different minimization criteria, viz., minimization of the sum of squared errors, sum of absolute errors, sum of absolute relative errors and sum of squared relative errors. The advantages and the limitations of the eight alternatives (two model types x four minimization criteria) are discussed. The appropriateness of these alternatives for a sample data is analyzed. Methods of estimating the parameters for four of the alternatives (not covered in the literature) are given. For the linear model, the properties of the least sum of squared …
A Constrained Optimization Approach To Solving Convex Equations With Applications To The Linear Complementarity And Brouwer Fixed Point Problems, Partha Sengupta
A Constrained Optimization Approach To Solving Convex Equations With Applications To The Linear Complementarity And Brouwer Fixed Point Problems, Partha Sengupta
Research Reports from the Department of Operations
This research develops a nonlinear programming approach for solving a convex system of equations. Two applications of interest are also studied, namely, computation of a Brouwer fixed point of a convex function, and the Linear Complementarity Problem (LCP). Our approach to finding a zero of a function is to try to solve the optimization problem of minimizing the sum of the coordinate functions subject to each one being nonnegative. An optimal solution with objective function value of zero yields a zero of the function. The principal advantages of our approach are: (1) Global convergence of our algorithms under reasonable conditions. …
Computational Study Of A Network Algorithm Which Can Start With A Non-Zero Flow, Gitta Javaheri-Khoei
Computational Study Of A Network Algorithm Which Can Start With A Non-Zero Flow, Gitta Javaheri-Khoei
Research Reports from the Department of Operations
This thesis proposes an approach for improving the efficiency of the Out-of-Kilter algorithm for solving minimum-cost circulation problems which arise in network flow theory. Two alternative schemes are presented for solving the problem by starting with infeasible initial flows. Various heuristics for choosing the initial flows are considered, and their impact on the computational performance of the proposed alternatives is investigated. Based on computational experimentation with random minimum-cost circulation problems, there is reason to suspect that for certain types of circulation problems, significant computational savings can be achieved by judiciously choosing initial flows. The method also performed well when tested …
Selection Of Secondary Keys And Indices For A Database, Antonio Kovacevic
Selection Of Secondary Keys And Indices For A Database, Antonio Kovacevic
Research Reports from the Department of Operations
This dissertation presents the problem of selecting secondary keys and indices as a zero-one nonlinear programming model. The ASSIST model, originally proposed by Hoffer [30], has been taken as a starting point and base. Specifically, two contributions are made. First, as a front-end enhancement, the model has been compacted to treat only two types of queries which actually cover the whole spectrum of possibilities, that is, known and ad hoc queries in disjunctive normal form. Second, as a back-end enhancement, a heuristic algorithm is developed to produce a close-to optimal solution. Several indexing selection problems were also solved by using …
The Optimal Selection Of A Portfolio Of Commodity Futures Trading Advisors, Harvey M. Salkin, Peter H. Ritchken
The Optimal Selection Of A Portfolio Of Commodity Futures Trading Advisors, Harvey M. Salkin, Peter H. Ritchken
Research Reports from the Department of Operations
In response to rising inflation, investors are increasingly exploring commodity futures for higher returns. This study examines the dynamics of managed commodity futures accounts, focusing on two investor classes: active portfolio managers and passive investors relying on professional advisors. It identifies the challenges investors face in selecting advisors, highlighting the need for detailed advisor information and comparative analyses. Additionally, it addresses the complexities of constructing optimal portfolios of advisors or investments in open-ended commodity pools to balance risk and reward. The authors conducted a three-month study (ending June 1979) aiming to develop a quantitative investment system for designing portfolios that …
The Role Of Simulation In Health Care Delivery Operations Management Studies, Arnold Reisman, N. G. Duraiswamy
The Role Of Simulation In Health Care Delivery Operations Management Studies, Arnold Reisman, N. G. Duraiswamy
Research Reports from the Department of Operations
Simulation has been used in a number of different roles and in rather disparate health services operations management settings. The paper discusses some of these role/setting combinations to indicate this methodology's depth of usefulness and breadth of applications in a sector approaching 10% of the GNP -- a sector which is under great pressure to contain costs, yet maintain and expand the quality and quantity of services rendered.
An Efficient Cutting Plane Algorithm For Unconstrained Convex Minimization, Daniel Solow
An Efficient Cutting Plane Algorithm For Unconstrained Convex Minimization, Daniel Solow
Research Reports from the Department of Operations
A cutting-plane algorithm is proposed for minimizing a continuously differentiable convex function of n variables. One notable feature of this algorithm is that each cut is actually a supporting hyperplane, which does not require an iterative procedure. To initiate the whole process, a phase I method based on the complementary pivoting algorithms will be used. Of particular interest is the one-dimensional version of the cutting-plane algorithm, which reduces to a new form of line search.
Hoeomorphisms Of Triangulations With Applications To Computing Fixed Points, Daniel Solow
Hoeomorphisms Of Triangulations With Applications To Computing Fixed Points, Daniel Solow
Research Reports from the Department of Operations
In the past decade various complementary pivoting algorithms have been developed to search for fixed points of certain functions and point to set maps. All these methods generate a sequence of simplexes which are "shrinking" to a point. This paper proposes a new method for shrinking the simplexes. It is shown that under certain conditions, the function whose fixed point is sought may be used to control this shrinking process. A computational method for implementing these ideas is also suggested and several examples are solved using this approach.
A Constrained Optimization Algorithm For Solving Certain Convex Systems Of Equations, Daniel Solow
A Constrained Optimization Algorithm For Solving Certain Convex Systems Of Equations, Daniel Solow
Research Reports from the Department of Operations
The purpose of this research is to establish a computationally efficient algorithm for solving certain systems of convex equations. In the past, two basic approaches have been developed. The first approach is based on variations of Newton's method and requires rather stringent conditions on the system of equations whereas the second approach is based on the homotopic or continuation method which requires milder conditions for convergence. The approach in this work will be from an optimization standpoint and convergence will be established under reasonable conditions. In addition, a global algorithm for finding the zero of a convex real valued function …
Paying Unemployment Compensation Taxes And Solving The Complete Set Partitioning Problem, Chien-Hua Lin, Harvey M. Salkin
Paying Unemployment Compensation Taxes And Solving The Complete Set Partitioning Problem, Chien-Hua Lin, Harvey M. Salkin
Research Reports from the Department of Operations
It is shown that under certain regulations specified by state law, there is an optimal way for a corporation to pay unemployment compensation taxes. The particular scenario is given along with the natural model which turns out to be a set partitioning problem having all possible nonzero binary columns in the constraint matrix. A highly specialized enumerative algorithm, which never requires the explicit maintenance of the model, is also presented. Computational results and their impact, reflecting recent data from several Ohio based corporations, are listed.
Generalized Isotone Optimization With Applications To Starshaped Functions, Vasant A. Ubhaya
Generalized Isotone Optimization With Applications To Starshaped Functions, Vasant A. Ubhaya
Research Reports from the Department of Operations
This article considers a smoothing or data fitting problem involving minimization of the distance from a function f to a convex cone of functions. A weighted uniform norm is considered as a measure of the distance. The domain of functions is a partially ordered set, and the convex cone is defined by isotonicity and nonnegativity conditions on functions. The problem has a linear programming formulation, however, explicit expressions for optimal solutions have been obtained directly, thereby eliminating the necessity of using linear programming techniques. The results are applied to approximation by starshaped functions.
Operations Research In The Far East, Leon S. Lasdon
Operations Research In The Far East, Leon S. Lasdon
Research Reports from the Department of Operations
This paper contains information obtained during my lecture tour of the Far East, June 1 - July 15, 1976. The tour was sponsored by the Office of Naval Research, with the objective of information. exchange. I visited universities and industry in Japan, Taiwan, Hong Kong, the Philippines, and Singapore, lecturing on a variety of operations research topics, mostly involving optimization applications, algorithms, and software. The presentation is chronological, giving my recollections of each day's discussions at the various institutions visited. Any inaccuracies are due entirely to me. For those seeking additional information, a list of addresses of persons referred to …
Measurement Of Health Change: A Model For Patients In An Adult Intensive Care Unit, Marylou Kiley
Measurement Of Health Change: A Model For Patients In An Adult Intensive Care Unit, Marylou Kiley
Research Reports from the Department of Operations
This study introduces an index for quantifying the health status and changes in patients within an adult intensive care unit (ICU), driven by the need to evaluate the impact of telemedicine on healthcare delivery. The ICU Patient Assessment Profile consists of twelve observable parameters encompassing neurological, respiratory, cardiovascular, and renal functions. Each parameter receives a score, and weights derived through stepwise multiple regression and nonlinear optimization create a severity of illness index, SEVILL, applicable to both neurologic and non-neurologic patients. This index enables comparisons of individual patients over time and among similar patients, facilitating assessments of recovery rates. The thesis …
Optimal Labeling On Trees, Raghavendra N. Rao
Optimal Labeling On Trees, Raghavendra N. Rao
Research Reports from the Department of Operations
Consider the problem of labeling the nodes of a given tree on n nodes with labels 1,2,...,n. Let d(i,i+1) be the number of edges in the path from node labeled i to node labeled i+1, i=1,2,...,n. d(n,n+1) is considered as d(n,1). The sum of d(i,i+1) over i=1,2,.. .,n is the quantity, call it SL' of interest. The minimum of SL is 2(n-1) for any tree on n nodes. This result is established and an efficient algorithm is given to achieve this value. This result is extended to trees having non-negative edge lengths. Since this problem can also be considered as …
Nonlinear Programming, Approximation, And Optimization On Infinitely Differentiable Functions, Vasant A. Ubhaya
Nonlinear Programming, Approximation, And Optimization On Infinitely Differentiable Functions, Vasant A. Ubhaya
Research Reports from the Department of Operations
A nonnegative, infinitely differentiable function φ defined on the real line is called a Friedrichs mollifier function if it has support in [0,1] and ∫₀¹ φ(t)dt = 1. In this article the following problem is considered: Determine Ak = inf ∫₀¹ φ(k)(t)dt, k=1,2,..., where φ(k) denotes the kth derivative of φ and the infimum is taken over the set of all mollifier functions, which is a convex set. This problem has applications to monotone polynomial approximation as shown by this author in Ref. 2. The problem is reducible to three equivalent problems--a nonlinear programming problem, a problem on the functions …
Nonlinear Programming And An Optimization Problem On Infinitely Differentiable Functions, Vasant A. Ubhaya
Nonlinear Programming And An Optimization Problem On Infinitely Differentiable Functions, Vasant A. Ubhaya
Research Reports from the Department of Operations
This paper was originally titled "Extremum Problems on the Space of Infinitely Differentiable Functions, I”. A nonnegative, infinitely differentiable function φ defined on the real line is called a Friedrichs mollifier function if it has support in [0,1] and ∫₀¹ φ(t)dt = 1. In this article and a sequel [18], the following problem is considered: Determine Ak = inf ∫₀¹ φ(k)(t)dt, k=1,2,..., where φ(k) denotes the kth derivative of φ and the infimum is taken over the set of all mollifier functions, which is a convex set. This problem has applications to monotone polynomial approximation as shown by this author …
The Solution Of Nonlinear Programs Using The Generalized Reduced Gradient Method, Arvind Jain
The Solution Of Nonlinear Programs Using The Generalized Reduced Gradient Method, Arvind Jain
Research Reports from the Department of Operations
The Generalized Reduced Gradient Method for nonlinear programming is discussed with emphasis on a fast, reliable computer implementation of the algorithm. The problems studied relate to basis selection, degeneracy, the acceleration of the solution of nonlinear equations, and the design of a mathematical programming system for sparse large-scale nonlinear programs.
Sequencing Jobs For A Single Worker To Process And Deliver, R. Chandrasekaran, Hamilton Emmons
Sequencing Jobs For A Single Worker To Process And Deliver, R. Chandrasekaran, Hamilton Emmons
Research Reports from the Department of Operations
The problem of sequencing n jobs on one processor is considered, under the additional assumption that jobs are not completed until delivered. A single worker does both the processing and delivery, and deliveries can take place in batches following the completion of any job. Several special cases of this general class of problems are motivated, formulated, and solved.
Integer Programming By Group Theory, Susumu Morito
Integer Programming By Group Theory, Susumu Morito
Research Reports from the Department of Operations
This report discusses various aspects of group theoretic algorithms in integer programming. A group theoretic algorithm transforms the original integer program to an optimization problem over an abelian group by relaxing nonnegativity, but not integrality, constraints on the variables corresponding to a linear programming basis. More specifically, columns of constraint coefficients, and the right hand sides in the group problem are elements of an abelian group with D elements, where D is the absolute value of the determinant of the linear programming basis. Several groups may be used to derive the optimization problem and the particular group selected indicates the …
Grg System Documentation, Leon S. Lasdon, Allan D. Waren, Margery W. Ratner, Arvind Jain
Grg System Documentation, Leon S. Lasdon, Allan D. Waren, Margery W. Ratner, Arvind Jain
Research Reports from the Department of Operations
This report was prepared as part of the joint activities of the Computer and Information Science Department, Cleveland State University and the Department of Operations Research, Case Western Reserve University, partially supported under Contract 00014-75-C-0240 with the Office of Naval Research and under National Science Foundation Grant SOC74-23808. Reproduction in whole or in part is permitted for any purpose by the United States Government.
Grg User's Guide, Leon S. Lasdon, Allan D. Waren, Margery W. Ratner, Arvind Jain
Grg User's Guide, Leon S. Lasdon, Allan D. Waren, Margery W. Ratner, Arvind Jain
Research Reports from the Department of Operations
This report was prepared as part of the joint activities of the Computer and Information Science Department, Cleveland State University and the Department of Operations Research, Case Western Reserve University, partially supported under Contract 00014-75-C-0240 with the Office of Naval Research and under National Science Foundation Grant SOC74-23808. Reproduction in whole or in part is permitted for any purpose by the United States Government.
Set Covering Algorithm And Computer Program Usetco User's Manual, Harvey M. Salkin
Set Covering Algorithm And Computer Program Usetco User's Manual, Harvey M. Salkin
Research Reports from the Department of Operations
These pages discuss the code USETCO which contains an algorithm for the set covering problem. (That is, minimize cx, subject to Ex ≥ e, x≥0, and x integer; where E is an m by n matrix of 1's and 0's, and e is an m vector of 1's.) The special problem structure permits a rather efficient, yet simple, solution procedure which is basically a zero-one search of the single branch type coupled with linear programming and a suboptimization technique. The algorithm has been found to be highly effective for a good number of relatively large problems. Problems from 30 to …
Duality In Approximation And Conjugate Cones In Normed Linear Spaces, Vasant A. Ubhaya
Duality In Approximation And Conjugate Cones In Normed Linear Spaces, Vasant A. Ubhaya
Research Reports from the Department of Operations
Duality in a normed linear space X, refers to a relationship between a pair of extremum problems: the primal problem on X and the dual problem on the dual space X*. Given a closed convex cone K defined in terms of a set of continuous linear functionals in X*, the dual extremum problems associated with the primal problem. Necessary and sufficient conditions are established so that the "duality gaps" between pairs of primal-dual problems do not exist, that is, the extremal or the optimal values of the primal and dual problems are equal. These conditions prominently involve the conjugate cone …
Set Covering Algorithm And Computer Program Usetco Programmer's Manual, Harvey M. Salkin
Set Covering Algorithm And Computer Program Usetco Programmer's Manual, Harvey M. Salkin
Research Reports from the Department of Operations
These pages discuss the code USETCO which contains an algorithm for the set covering problem. (That is, minimize cx, subject to Ex ≥ e, x≥0, and x integer; where E is an m by n matrix of 1's and 0's, and e is an m vector of 1's.) The special problem structure permits a rather efficient, yet simple, solution procedure which is basically a zero-one search of the single branch type coupled with linear programming and a suboptimization technique. The algorithm has been found to be highly effective for a good number of relatively large problems. Problems from 30 to …
Some Problems In Location Theory, Marcos J.A.P. Pacca
Some Problems In Location Theory, Marcos J.A.P. Pacca
Research Reports from the Department of Operations
This dissertation deals with four problems in Location Theory, in which all the distances involved are Euclidean distances. The first problem is the Min-max-one-location problem with arbitrary positive weights. An algorithm to solve the problem of minimizing a ratio of a convex quadratic over a positive linear function subject to a convex set bound by linear constraints is given. It is shown that this ratio problem can be solved by parametrically solving quadratic programming problems. Complementary Pivot Theory is used (Cottle and Dantzig [10]). It is shown that Hearn's Fractional Dual [26], which provides the solution to the Min-max-one-location problem …
Optimization Models For Offshore Oil Field Development, Luiz Roberto Ferreira Da Costa
Optimization Models For Offshore Oil Field Development, Luiz Roberto Ferreira Da Costa
Research Reports from the Department of Operations
Three optimization models for offshore oil field development are studied: the platform location problem, the dual completion problem, and the scheduling problem in the drilling operation. Either more efficient procedures are proposed, or a better characterization for the optimal policy is obtained. The decision variables in the platform location problem are: the number, size and location of drilling platforms, and the allocation of targets to platforms so as to develop a field at a minimum cost. The "exact" solution for this problem is found when the platform cost is an increasing convex function of its size, via a linear programming …
Scheduling Intermittently Arriving Jobs To Minimize The Weighted Number Tardy, Keki R. Dadachanji
Scheduling Intermittently Arriving Jobs To Minimize The Weighted Number Tardy, Keki R. Dadachanji
Research Reports from the Department of Operations
The problem of scheduling n jobs on one machine to minimize the weighted number tardy is considered, when job arrival times, processing times, due dates and weights are given constants. It is assumed that jobs may be interrupted at any time, and later resumed without penalty. A taxonomy of special cases for this problem is developed. Polynomial-bounded algorithms are given for some of the special cases and some other special cases are shown to belong to the set of NP-complete problems. A branch-bound solution is presented for the case in which all jobs have the same weight. The algorithm is …