Showing papers in "International Transactions in Operational Research in 2002"

TL;DR: In this article, a new approach to the selection of compensatory MADM methods for a specific cardinal ranking problem via sensitivity analysis of attribute weights is presented, which examines the consistency degree between the relative degree of sensitivity of individual attributes using an MADM method and the degree of influence of corresponding attributes indicated by Shannon's entropy concept.

TL;DR: This paper presents a parallel genetic algorithm (PGA) for the container loading problem with a single container to be loaded with the emphasis on the case of a strongly heterogeneous load.

TL;DR: In this article, the authors investigated the effectiveness of Greek banks, as it is valued by the financial markets, i.e. the greater the efficacy the higher the competitiveness and vice versa.

TL;DR: In this article, the authors analyze mean-risk models using quantiles and tail characteristics of the distribution, and they show that the mean risk models using the worst conditional expectation or some of its extensions are in harmony with the stochastic dominance order.

TL;DR: This work highlights the application of a novel multi-objective evolutionary algorithm, NSGA-II, to the risk-return trade-off for a bank-loan portfolio manager, and obtains an approximation to the set of Pareto-optimal solutions which increases the decision flexibility available to the bank manager.

TL;DR: In this article, the authors discuss the traditional hierarchical approach to production planning and scheduling, emphasizing the fact that scheduling constraints are often either ignored or considered in a very crude way, and present an approach that tries to overcome these drawbacks by capturing the shop-floor capacity through scheduling considerations.

TL;DR: In this article, the multi-criteria method MUSA is implemented in order to measure and analyze customer satisfaction in different branches of a banking organization, and segmentation analysis is performed to identify the different groups of customers and estimate the homogeneity of preferences in distinct customer segments.

TL;DR: A sector-based genetic algorithm for solving a university weekly courses timetabling problem and preliminary experimental results indicate that the algorithm is promising.

TL;DR: In this paper, the authors demonstrate how demand-covering models may be combined with geographical information systems (GIS) to determine the optimal location of bank branches, taking into account the various factors that characterize local conditions within the demand area.

TL;DR: In this paper, three MCDA approaches (the UTADIS method, the ELECTRE TRI method, and the rough set approach) are applied in financial and banking problems, such as business failure prediction, credit risk assessment, and portfolio selection and management.

TL;DR: In this paper, the authors considered a single non-reliable server in the ordinary M/G/1 queueing system whose arrivals form a Poisson process and service times are generally distributed.

TL;DR: This paper proposes an adaptation of the approach proposed in Hifi and Ouafi (1997) for solving two–staged unconstrained two–dimensional cutting problems, and shows how the algorithm can be polynomially solved for producing a constant approximation ratio.

TL;DR: In this paper, the Roulette strategy is adopted for selecting the optimum solution in terms of the expected value, and the effectiveness of this approach is confimed by applying it to stochastic job shop scheduling problems.

TL;DR: The complexity of optimally solving probabilistic vertex-covering is studied by considering a modification strategy transforming a vertex cover C for G into a graph subgraph C[sub I] for the subgraph of G induced by a vertex-set I⊆V.

TL;DR: In this paper, the authors presented a hybrid search which combines the solutions encountered in the previous phase through a path relinking template and showed how metaheuristics can take advantage of a sequence of interior points generated by an interior point method.

TL;DR: In this article, it was shown that the problem of consecutive block minimization is NP-hard even when restricted to binary matrices that have two blocks per row, and even when the block size is fixed.

TL;DR: This paper evaluates two induction approaches, rough sets and decision trees, as techniques for classifying credit (business) applicants and results that decision tree obtains better results with 87.5% of good classifications with a pruned tree against 76.7% for rough sets.

TL;DR: Statecharts, a high-level specification technique, can be used to represent performance models based on state-transition diagrams added with concepts of hierarchy and orthogonality to represent a system behavior.

TL;DR: In this paper, the Shapley value for TU-games is extended to the so-called weighted pseudo-potential approach in the sense that the extended representation may incorporate, besides a fraction of the discrete gradient, the underlying potential function itself, as well as the average of all the components of the gradient.

TL;DR: A new generalized class of models, queueing-loss networks, which captures both queueing and loss aspects of a system, is introduced, which is a natural extension of queueing networks and loss networks that have the product-form solution.

TL;DR: Numerical results indicate that shared-memory computers constitute the most appropriate type of parallel computing platforms for the computation of dynamic shortest paths for real-time ITS applications.

TL;DR: Experiments with random uniformly-distributed instances of SSP show that the proposed randomized approximation algorithm outperforms, both in running time and average error, Martello and Toth's (1984) quadratic greedy search, whose time complexity is O(n2).

TL;DR: This paper develops value at risk (VAR) measures for portfolios of correlated financial assets, without assuming normal returns, and shows that it not only requires little information, but is also easy to compute.

TL;DR: A decision support system that assists in the ranking of alternatives for various degrees of pessimistic-optimistic index, from the lowest to the highest level of optimism, is described.

TL;DR: An evolutionary algorithm for the solution of pure integer linear programs is introduced, and in some of the difficult benchmark tests it outperformed branch-and-bound.

TL;DR: In this paper, the authors used location theory as a possible method to help determine the location of a children's playground in a newly-built district of Halle, Germany, and presented a geometric algorithm and an interactive procedure for solving multi-criteria location problems.

TL;DR: The topology optimization of CCS7 network was formulated in Xin and Xu (1998); the A/B plane partition of HSTPs in C CS7 network is discussed here in detail.

TL;DR: A new type of high performing companies have emerged in Japan producing a turning phase from analog to digital manufacturing as discussed by the authors, and most of their initiatives are concentrated on conceptualization phase of the virtual factory, but the latest experiments using web technology enlighten entrepreneurs to change their management strategies towards its achievement.

TL;DR: It is suggested that IT strategy development can be supported by soft OR methods, and three case studies are presented that illustrate different application perspectives of methods.

TL;DR: A simulation-based scheduling method for minimizing the due-date-deviation is proposed on the basis of the combination of the BFHS (backward/forward hybrid simulation) method and the parameter-space-search-improvement method.