Pub Date : 1998-01-01DOI: 10.1051/RO/1998320403891
S. Nakamura, T. Nakagawa, H. Sandoh
UN DAB (Distributeur Automatique de Billets) est une machine automatique d'ou, en l'absence de tout employe, les clients peuvent a tout moment retirer des billets de banque. Quand tout l'argent du DAB est epuise, la boite a billets est remplacee par une nouvelle boite tenue en reserve. Nous proposons dans cet article un modele stochastique de DAB, et considerons la question de savoir combien de boites a billets doivent etre fournies pour la reserve. Utilisant la theorie des probabilites, nous donnons une formule pour l'esperance du cout et nous examinons le nombre optimal qui la minimise. Finalement, nous donnons des exemples numeriques lorsque la fonction de distribution de l'argent total retire dans la journee est exponentielle ou normale.
{"title":"Optimal number of spare cashboxes for unmanned bank ATMs","authors":"S. Nakamura, T. Nakagawa, H. Sandoh","doi":"10.1051/RO/1998320403891","DOIUrl":"https://doi.org/10.1051/RO/1998320403891","url":null,"abstract":"UN DAB (Distributeur Automatique de Billets) est une machine automatique d'ou, en l'absence de tout employe, les clients peuvent a tout moment retirer des billets de banque. Quand tout l'argent du DAB est epuise, la boite a billets est remplacee par une nouvelle boite tenue en reserve. Nous proposons dans cet article un modele stochastique de DAB, et considerons la question de savoir combien de boites a billets doivent etre fournies pour la reserve. Utilisant la theorie des probabilites, nous donnons une formule pour l'esperance du cout et nous examinons le nombre optimal qui la minimise. Finalement, nous donnons des exemples numeriques lorsque la fonction de distribution de l'argent total retire dans la journee est exponentielle ou normale.","PeriodicalId":54509,"journal":{"name":"Rairo-Operations Research","volume":"4 1","pages":"389-398"},"PeriodicalIF":1.8,"publicationDate":"1998-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84660476","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1998-01-01DOI: 10.1051/RO/1998320302711
S. Bulteau, M. Khadiri
We consider the evaluation of the flow network reliability parameter. Because its exact computation has exponential time complexity, simulation methods are alternatives used to evaluate large networks. In this paper, we use the state space decomposition methodology of Doulliez and Jamoulle in order to construct a new simulation method which combines the importance and the stratified Monte Carlo principles. We show that the related estimator belongs to the variance reduction family and it offers more accurate estimates than those obtained by a previous stratified sampling technique based on the same decomposition, By experimental results, we show the interest of the proposed method when compared to previous methods.
{"title":"A Monte Carlo simulation of the flow network reliability using importance and stratified sampling","authors":"S. Bulteau, M. Khadiri","doi":"10.1051/RO/1998320302711","DOIUrl":"https://doi.org/10.1051/RO/1998320302711","url":null,"abstract":"We consider the evaluation of the flow network reliability parameter. Because its exact computation has exponential time complexity, simulation methods are alternatives used to evaluate large networks. In this paper, we use the state space decomposition methodology of Doulliez and Jamoulle in order to construct a new simulation method which combines the importance and the stratified Monte Carlo principles. We show that the related estimator belongs to the variance reduction family and it offers more accurate estimates than those obtained by a previous stratified sampling technique based on the same decomposition, By experimental results, we show the interest of the proposed method when compared to previous methods.","PeriodicalId":54509,"journal":{"name":"Rairo-Operations Research","volume":"65 6 1","pages":"271-287"},"PeriodicalIF":1.8,"publicationDate":"1998-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84271254","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1998-01-01DOI: 10.1051/RO/1998320303251
Paulo Fernandes, B. Plateau, W. Stewart
In this paper we consider some numerical issues in computing solutions to networks of stochastic automata (SAN). In particular our concern is with keeping the amount of computation per iteration to a minimum, since iterative methods appear to be the most effective in determining numerical solutions. In a previous paper we presented complexity results concerning the vector-descriptor multiplication phase of the analysis. In this paper our concern is with optimizations related to the implementation of this algorithm. We also consider the possible benefits of grouping automata in a SAN with many small automata, to create an equivalent SAN having a smaller number of larger automata.
{"title":"Optimizing tensor product computations in stochastic automata networks","authors":"Paulo Fernandes, B. Plateau, W. Stewart","doi":"10.1051/RO/1998320303251","DOIUrl":"https://doi.org/10.1051/RO/1998320303251","url":null,"abstract":"In this paper we consider some numerical issues in computing solutions to networks of stochastic automata (SAN). In particular our concern is with keeping the amount of computation per iteration to a minimum, since iterative methods appear to be the most effective in determining numerical solutions. In a previous paper we presented complexity results concerning the vector-descriptor multiplication phase of the analysis. In this paper our concern is with optimizations related to the implementation of this algorithm. We also consider the possible benefits of grouping automata in a SAN with many small automata, to create an equivalent SAN having a smaller number of larger automata.","PeriodicalId":54509,"journal":{"name":"Rairo-Operations Research","volume":"109 1","pages":"325-351"},"PeriodicalIF":1.8,"publicationDate":"1998-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87745298","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1998-01-01DOI: 10.1051/RO/1998320201451
David De Almeida
This paper deals with the use of Queueing Network (QN) models for evaluating/predicting quantitatively the performances of Flexible Manufacturing Systems (FMS) at the strategic and tactical decision levels. One of the main problems in such studies consists in obtaining objectively the characteristics of a computationally tractable QN model from the data provided by industrial experts (process plans, production ratios). Indeed, when exploiting directly these data, one is usually led to considering QN models that cannot be analytically or numerically solved because they exhibit too many customer chains and classes. Thus, we propose a formalization of the workload of an FMS that is further exploited for defining a systematic workload data aggregation process. This process enables a transparent obtention of the exact characteristics of QN model which can be analytically and/or numerically solved. The application and the quality of our results are shown on several examples, one of which being an industrial FMS.
{"title":"Agrégation des données pour l'évaluation des performances de systèmes flexibles de production par modèles à réseaux de files d'attente","authors":"David De Almeida","doi":"10.1051/RO/1998320201451","DOIUrl":"https://doi.org/10.1051/RO/1998320201451","url":null,"abstract":"This paper deals with the use of Queueing Network (QN) models for evaluating/predicting quantitatively the performances of Flexible Manufacturing Systems (FMS) at the strategic and tactical decision levels. One of the main problems in such studies consists in obtaining objectively the characteristics of a computationally tractable QN model from the data provided by industrial experts (process plans, production ratios). Indeed, when exploiting directly these data, one is usually led to considering QN models that cannot be analytically or numerically solved because they exhibit too many customer chains and classes. Thus, we propose a formalization of the workload of an FMS that is further exploited for defining a systematic workload data aggregation process. This process enables a transparent obtention of the exact characteristics of QN model which can be analytically and/or numerically solved. The application and the quality of our results are shown on several examples, one of which being an industrial FMS.","PeriodicalId":54509,"journal":{"name":"Rairo-Operations Research","volume":"2012 1","pages":"145-192"},"PeriodicalIF":1.8,"publicationDate":"1998-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88151528","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1998-01-01DOI: 10.1051/RO/1998320100751
M. Jiang
We are interested in heuristics for the set T-coloring problem, in order to solve a huge frequency allocation problem in civil aviation. The goal is to minimize the frequency bandwidth. Two heuristic methods are studied and experimented: dynamic Order and Tabu search. An hybridisation of these methods is used as well. The results show a swift convergence of the dynamic Order, and the Tabu search is a good tool to improve solutions.
{"title":"Méthodes heuristiques pour le problème du T-coloriage avec ensembles","authors":"M. Jiang","doi":"10.1051/RO/1998320100751","DOIUrl":"https://doi.org/10.1051/RO/1998320100751","url":null,"abstract":"We are interested in heuristics for the set T-coloring problem, in order to solve a huge frequency allocation problem in civil aviation. The goal is to minimize the frequency bandwidth. Two heuristic methods are studied and experimented: dynamic Order and Tabu search. An hybridisation of these methods is used as well. The results show a swift convergence of the dynamic Order, and the Tabu search is a good tool to improve solutions.","PeriodicalId":54509,"journal":{"name":"Rairo-Operations Research","volume":"20 1","pages":"75-99"},"PeriodicalIF":1.8,"publicationDate":"1998-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87057845","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1998-01-01DOI: 10.1051/RO/1998320201931
C. Bidard
Several versions of the Sperner lemma are established. They are called naked because they hold for any type of object, non necessarily of geometrical nature, provided that the families of objects are stable with regard to some combinatorial operations. The existence proofs are constructive. The results apply in particular to geometry (outside the initial simplicial model) and a problem of economic theory.
{"title":"Le lemme de Sperner nu","authors":"C. Bidard","doi":"10.1051/RO/1998320201931","DOIUrl":"https://doi.org/10.1051/RO/1998320201931","url":null,"abstract":"Several versions of the Sperner lemma are established. They are called naked because they hold for any type of object, non necessarily of geometrical nature, provided that the families of objects are stable with regard to some combinatorial operations. The existence proofs are constructive. The results apply in particular to geometry (outside the initial simplicial model) and a problem of economic theory.","PeriodicalId":54509,"journal":{"name":"Rairo-Operations Research","volume":"5 1","pages":"193-210"},"PeriodicalIF":1.8,"publicationDate":"1998-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78656514","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1998-01-01DOI: 10.1051/RO/1998320404251
L. Pellegrini
L 'interpretation d'un probleme de programmation lineaire dans un contexte industriel est bien connue: il represente un probleme de profit maximal avec de maigres ressources et la solution optimale de son probleme dual est interpretee comme un vecteur de prix ombre. Neanmoins, comme Dantzig et Jackson l'ont remarque dans [3], cette interpretation classique montre un defaut quand une des ressources n'est pas completement employee dans le procede optimal de production ; en effet, dans ce cas sa valeur est imposee egale a zero. Dans cet article on analyse et on discute une generalisation de la solution basee sur une methode de perturbation et proposee par Dantzig et Jackson tout en la comparant avec une approche differente [1]. On demontre que dans certains cas cette perturbation peut conduire a une situation dans laquelle les variables duales ne permettent pas d'evaluer les ressources. Cette inadequation se presente chaque fois qu'on utilise la Programmation Lineaire pour modeliser un probleme reel: dans cet article cette inadequation est presentee et discutee en utilisant une paire primale-duale qui decrit un probleme classique de Mecanique.
{"title":"On the industrial and mechanical applications of dual variables in linear programming","authors":"L. Pellegrini","doi":"10.1051/RO/1998320404251","DOIUrl":"https://doi.org/10.1051/RO/1998320404251","url":null,"abstract":"L 'interpretation d'un probleme de programmation lineaire dans un contexte industriel est bien connue: il represente un probleme de profit maximal avec de maigres ressources et la solution optimale de son probleme dual est interpretee comme un vecteur de prix ombre. Neanmoins, comme Dantzig et Jackson l'ont remarque dans [3], cette interpretation classique montre un defaut quand une des ressources n'est pas completement employee dans le procede optimal de production ; en effet, dans ce cas sa valeur est imposee egale a zero. Dans cet article on analyse et on discute une generalisation de la solution basee sur une methode de perturbation et proposee par Dantzig et Jackson tout en la comparant avec une approche differente [1]. On demontre que dans certains cas cette perturbation peut conduire a une situation dans laquelle les variables duales ne permettent pas d'evaluer les ressources. Cette inadequation se presente chaque fois qu'on utilise la Programmation Lineaire pour modeliser un probleme reel: dans cet article cette inadequation est presentee et discutee en utilisant une paire primale-duale qui decrit un probleme classique de Mecanique.","PeriodicalId":54509,"journal":{"name":"Rairo-Operations Research","volume":"4 1","pages":"425-435"},"PeriodicalIF":1.8,"publicationDate":"1998-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79536439","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1998-01-01DOI: 10.1051/RO/1998320100431
D. Delamarre, B. Virot
We present an overview of the main problem-independent sequential and parallel amelioration techniques of the Simulated Annealing algorithm. We begin by briefly exposing the theoretical framework encompassing the standard markovian model, the notion of cycle and the optimal temperature schedules. Theory of cycles yields explicit relationships between the geometry of the energy landscape and the expected behavior of the algorithm. It leads to the design of efficient temperature schedules, as well as to improvements of the algorithm behavior by distorting the cost function. Next, we present a survey of parallelization techniques, focussing on problem-independent synchronous strategies. They provide flexible and general tools, allowing operational research practitioners to take advantage of the computational power of parallel architectures. We conclude with an application. It concerns the search for Hamiltonian paths in cubic graphs. It brings to the fore the efficiency of the cost function distortions technique, when used in combination with Parallel Simulated Annealing.
{"title":"Simulated annealing algorithm : technical improvements","authors":"D. Delamarre, B. Virot","doi":"10.1051/RO/1998320100431","DOIUrl":"https://doi.org/10.1051/RO/1998320100431","url":null,"abstract":"We present an overview of the main problem-independent sequential and parallel amelioration techniques of the Simulated Annealing algorithm. We begin by briefly exposing the theoretical framework encompassing the standard markovian model, the notion of cycle and the optimal temperature schedules. Theory of cycles yields explicit relationships between the geometry of the energy landscape and the expected behavior of the algorithm. It leads to the design of efficient temperature schedules, as well as to improvements of the algorithm behavior by distorting the cost function. Next, we present a survey of parallelization techniques, focussing on problem-independent synchronous strategies. They provide flexible and general tools, allowing operational research practitioners to take advantage of the computational power of parallel architectures. We conclude with an application. It concerns the search for Hamiltonian paths in cubic graphs. It brings to the fore the efficiency of the cost function distortions technique, when used in combination with Parallel Simulated Annealing.","PeriodicalId":54509,"journal":{"name":"Rairo-Operations Research","volume":"18 1","pages":"43-73"},"PeriodicalIF":1.8,"publicationDate":"1998-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83355196","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1998-01-01DOI: 10.1051/RO/1998320201051
A. Rubinov, B. Glover
A nonlinear duality operation is defined for the class of increasing positively homogeneous functions defined on the positive orthant (including zero). This class of function and the associated class of normal sets are used extensively in Mathematical Economics. Various examples are provided along with a discussion of duality for a class of optimization problems involving increasing functions and normal sets.
{"title":"Duality for increasing positively homogeneous functions and normal sets","authors":"A. Rubinov, B. Glover","doi":"10.1051/RO/1998320201051","DOIUrl":"https://doi.org/10.1051/RO/1998320201051","url":null,"abstract":"A nonlinear duality operation is defined for the class of increasing positively homogeneous functions defined on the positive orthant (including zero). This class of function and the associated class of normal sets are used extensively in Mathematical Economics. Various examples are provided along with a discussion of duality for a class of optimization problems involving increasing functions and normal sets.","PeriodicalId":54509,"journal":{"name":"Rairo-Operations Research","volume":"15 1","pages":"105-123"},"PeriodicalIF":1.8,"publicationDate":"1998-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84555545","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1998-01-01DOI: 10.1051/RO/1998320100331
G. Pesamosca
In Section 2 of this paper the optimality conditions for the EMFL (Euclidean Multi-Facility Location) minisum problem are shown to be a useful tool for finding the analytical solution of many simple problems. In Section 3 the problem of connecting by means of two new facilities the vertices of an isoceles triangle is completely solved.
{"title":"On the solution of a class of location problems. A sample problem","authors":"G. Pesamosca","doi":"10.1051/RO/1998320100331","DOIUrl":"https://doi.org/10.1051/RO/1998320100331","url":null,"abstract":"In Section 2 of this paper the optimality conditions for the EMFL (Euclidean Multi-Facility Location) minisum problem are shown to be a useful tool for finding the analytical solution of many simple problems. In Section 3 the problem of connecting by means of two new facilities the vertices of an isoceles triangle is completely solved.","PeriodicalId":54509,"journal":{"name":"Rairo-Operations Research","volume":"78 1","pages":"33-42"},"PeriodicalIF":1.8,"publicationDate":"1998-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76098496","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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