(Operations Research Proceedings) Andrey Albu, Vladimir Zubov (auth.), Diethard Klatte, Hans-Jakob L - Operations Research Proceedings Diethard Klatte

(Operations Research Proceedings) Andrey Albu, Vladimir Zubov (auth.), Diethard Klatte, Hans-Jakob L

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Unformatted text preview: Operations Research Proceedings Diethard Klatte • Hans-Jakob Lüthi Karl Schmedders Editors Operations Research Proceedings 2011 Selected Papers of the International Conference on Operations Research (OR 2011), August 30–September 2, 2011, Zurich, Switzerland Editors Diethard Klatte Karl Schmedders Institut für Betriebswirtschaftslehre Universität Zürich Zürich Switzerland Hans-Jakob Lüthi Institute of Operations Research ETH Zürich Zürich Switzerland Colored tables and figures may be viewed online on the book webpage at ISSN 0721-5924 ISBN 978-3-642-29209-5 ISBN 978-3-642-29210-1 (eBook) DOI 10.1007/978-3-642-29210-1 Springer Heidelberg New York Dordrecht London Library of Congress Control Number: 2012939852 © Springer-Verlag Berlin Heidelberg 2012 This work is subject to copyright. 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Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media ( ) Preface The German Operations Research Society, GOR, has a long-standing tradition to report on the progress in the field of Operations Research, as evidenced by presentations in their annual conference in the form of conference proceedings. About every four years the annual conference is hosted by one of the other two German-speaking ¨ OR societies: the Austrian society, OGOR, or the Swiss community, SVOR. The International Conference on Operations Research (OR 2011) took place at the University of Zurich from August 30 to September 2, 2011. This volume contains a selection of papers presented at this conference. More than 840 scientists and students from over 50 different countries attended OR 2011 and presented 620 papers in 16 parallel topical streams, as well as special award sessions. These proceedings are organized around these streams and award sessions. The stream co-chairs organized the review process of submitted papers from their respective streams. The editors made the final selection based on recommendations by referees as well as the stream co-chairs. The final acceptance rate of submitted papers was about 50 percent. Instead of a catchy mission statement or slogan for OR 2011, we, the organizers, committed ourselves to realizing a “Sustainable OR 2011”. Efficiency of resource usage lies at the heart of Operations Research, and environmental protection has become an active academic topic at OR conferences. For example, at OR 2011 the stream “Energy, Environment and Climate” was prominently visible with 8 sessions dedicated to this topic. However, scientific and technological advances alone are not sufficient to achieve a sustainable way of living. With the project “Sustainable OR 2011” we intended to increase the awareness of the conference’s carbon footprint in the areas of travel, accommodation, catering, conference materials and infrastructure. Part of the conference’s footprint has been compensated by supporting carbon offset projects with “myclimate”, a nonprofit spinoff foundation of the ETH Zurich. We invite the conference participants and readers of these proceedings to join these efforts and to “do the best and offset the rest”! The conference was designed according to our shared understanding of Operations Research as an interdisciplinary science focusing on modeling complex socio- v vi Preface technical systems to gain insight into behavior under interventions by decision makers. Dealing with “organized complexity” lies at the core of OR and designing useful support systems to master the challenge of system management in complex environment is the ultimate goal of our professional societies. To this end, two fundamental competences need to be steadily improved, algorithmic techniques and systemic modeling. The editors hope that both aspects are as well-balanced in these proceedings as they were in the conference. We thank the program committee and, in particular, the stream co-chairs for helping us during the review process of more than 800 papers submitted for presentation at OR 2011. Many thanks to all the anonymous reviewers who evaluated the papers submitted for these proceedings. We owe much gratitude to our colleagues Marco Laumanns, Michele Marcionelli and Marc Wiedmer who implemented and maintained the paper submission system and greatly helped us in preparing the LATEXdocuments and optimizing the layout process. Thank you very much! We are grateful to Christian Rauscher from Springer-Verlag for his support in publishing this proceedings volume. Zurich, January 2012 Diethard Klatte Hans-Jakob L¨uthi Karl Schmedders Contents Stream I Continuous Optimization and Control On the controlling of liquid metal solidification in foundry practice . . . . . . Andrey Albu and Vladimir Zubov 3 Optimal dividend and risk control in diffusion models with linear costs . . Hiroaki Morimoto 9 An optimal control problem for a tri-trophic chain system with diffusion . 15 N. C. Apreutesei Necessary Optimality Conditions for Improper Infinite-Horizon Control Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21 Sergey M. Aseev and Vladimir M. Veliov Efficient Serial and Parallel Coordinate Descent Methods for Huge-Scale Truss Topology Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 Peter Richt´arik and Martin Tak´acˇ About error bounds in metric spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33 Marian J. Fabian, Ren´e Henrion, Alexander Y. Kruger and Jiˇr´ı V. Outrata Electricity Price Modelling for Turkey . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 ¨ ¨ Miray Hanım Yıldırım, Ays¸e Ozmen, Ozlem T¨urker Bayrak, Gerhard Wilhelm Weber vii viii Contents Stream II Discrete Optimization, Graphs and Networks The stable set polytope of claw-free graphs with stability number greater than three . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47 Anna Galluccio, Claudio Gentile, and Paolo Ventura Packing Euler graphs with traces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53 Peter Recht and Eva-Maria Sprengel Minimum Cost Hyperassignments with Applications to ICE/IC Rotation Planning . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59 Olga Heismann and Ralf Bornd¨orfer Primal Heuristics for Branch-and-Price Algorithms . . . . . . . . . . . . . . . . . . 65 Marco L¨ubbecke and Christian Puchert Rounding and Propagation Heuristics for Mixed Integer Programming . . 71 Tobias Achterberg, Timo Berthold, and Gregor Hendel Inverse Shortest Path Models Based on Fundamental Cycle Bases . . . . . . . 77 Mikael Call and Kaj Holmberg Parallel algorithms for the maximum flow problem with minimum lot sizes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83 Mujahed Eleyat, Dag Haugland, Magnus Lie Hetland, and Lasse Natvig Estimating trenching costs in FTTx network planning . . . . . . . . . . . . . . . . . 89 Sebastian Orlowski, Axel Werner, and Roland Wess¨aly Stream III Decision Analysis, Decision Support Why pairwise comparison methods may fail in MCDM rankings . . . . . . . . 97 PL Kunsch Ranking of qualitative decision options using copulas . . . . . . . . . . . . . . . . . 103 Biljana Mileva-Boshkoska, Marko Bohanec Learning utility functions from preference relations on graphs . . . . . . . . . 109 G´eraldine Bous Dealing with conflicting targets by using group decision making within PROMETHEE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115 Ute Weissfloch and Jutta Geldermann Contents ix Relation between the Efficiency of Public Forestry Firms and Subsidies: The Swiss Case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121 Bernur Ac¸ıkg¨oz Ersoy and J. Alexander K. Mack Stream IV Energy, Environment and Climate Modeling impacts of the European Emission Trade System on the future energy sector . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129 Carola Hammer Feasibility on using carbon credits: A multiobjective model . . . . . . . . . . . . 135 Bruna de Barros Correia, Nat´alia Addas Porto and Paulo de Barros Correia Integration of Fluctuating Renewable Energy in Europe . . . . . . . . . . . . . . . 141 Stephan Spiecker and Christoph Weber Price-Induced Load-Balancing at Consumer Households for Smart Devices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147 Cornelius K¨opp, Hans-J¨org von Metthenheim and Michael H. Breitner Integration of renewable energy sources into the electricity system with new storage and flexibility options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153 Dr. Matthias Koch and Dierk Bauknecht Stream V Financial Modeling, Risk Management, Banking Performance Evaluation of European Banks Using Multicriteria Analysis Techniques . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161 Michael Doumpos and Kyriaki Kosmidou Growth Optimal Portfolio Insurance in Continuous and Discrete Time . . . 167 Sergey Sosnovskiy The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk Portfolios . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173 Apostolos Fertis and Michel Baes and Hans-Jakob L¨uthi The effect of different market opening structures on market quality – experimental evidence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179 Gernot Hinterleitner, Philipp Hornung, Ulrike Leopold-Wildburger, Roland Mestel, and Stefan Palan Reassessing recovery rates – floating recoveries . . . . . . . . . . . . . . . . . . . . . . 185 Chris Kenyon and Ralf Werner x Contents Downside Risk Approach for Multi-Objective Portfolio Optimization . . . . 191 Bartosz Sawik Stream VI Game Theory, Computational and Experimental Economics Social Values and Cooperation. Results from an Iterated Prisoner's Dilemma Experiment. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199 J¨urgen Fleiß and Ulrike Leopold-Wildburger Honesty in Budgetary Reporting - an Experimental Study . . . . . . . . . . . . . 205 Arleta Mietek and Ulrike Leopold-Wildburger Points Scoring Systems in Formula 1: A Game Theoretic Perspective . . . . 211 Krystsina Bakhrankova An experiment examining insider trading with respect to different market structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217 Philipp Hornung, Gernot Hinterleitner, Ulrike Leopold-Wildburger, Roland Mestel, and Stefan Palan Markov Simulation of an Iterated Prisoners’ Dilemma Experiment . . . . . 223 Thomas Burkhardt, Armin Leopold and Ulrike Leopold-Wildburger Determining the Optimal Strategies for Antagonistic Positional Games in Markov Decision Processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229 Dmitrii Lozovanu and Stefan Pickl Stream VII Health, Life Sciences, Bioinformatics Analyses of Two Different Regression Models and Bootstrapping . . . . . . . 237 Fulya Gokalp Modifications of BIC for data mining under sparsity . . . . . . . . . . . . . . . . . 243 Florian Frommlet Stream VIII Location, Logistics, Transportation and Traffic Scheduling of outbound luggage handling at airports . . . . . . . . . . . . . . . . . 251 Torben Barth and David Pisinger A tree search heuristic for the container retrieval problem . . . . . . . . . . . . . 257 Florian Forster, Andreas Bortfeldt Contents xi Spatial and temporal synchronization of vehicles in logistics networks . . . 263 Dorota Slawa Mankowska and Christian Bierwirth and Frank Meisel Sequential Zone Adjustment for Approximate Solving of Large p-Median Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269 Jaroslav Janacek and Marek Kvet A new alternating heuristic for the (r | p)–centroid problem on the plane . 275 Emilio Carrizosa, Ivan Davydov, Yury Kochetov Column Generation for Multi-Matrix Blocking Problems . . . . . . . . . . . . . . 281 Robert Voll and Uwe Clausen Reduction of Empty Container Repositioning Costs by Container Sharing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287 Herbert Kopfer and Sebastian Sterzik Optimizing strategic planning in median systems subject to uncertain disruption and gradual recovery . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293 Chaya Losada and Atsuo Suzuki A new simulated annealing algorithm for the freight consolidation problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 299 Erk Struwe, Xin Wang, Christopher Sander, and Herbert Kopfer Models and Algorithms for Intermodal Transportation and Equipment Selection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305 Christina Burt and Jakob Puchinger Contraction Hierarchies with A* for digital road maps . . . . . . . . . . . . . . . . 311 Curt Nowak, Felix Hahne, and Klaus Ambrosi An IP approach to toll enforcement optimization on German motorways . 317 Ralf Bornd¨orfer, Guillaume Sagnol, and Elmar Swarat ” Driver scheduling based on driver-friendly” vehicle schedules . . . . . . . . . 323 ´ Viktor Argil´ an, J´anos Balogh, J´ozsef B´ek´esi, Bal´azs D´avid, Mikl´os Kr´esz, Attila T´oth Optimizing ordered median functions with applications to single facility location . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 329 Victor Blanco, Justo Puerto, and Safae El Haj Ben Ali A Column-and-Row Generation Algorithm for a Crew Planning Problem in Railways . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 335 A.C¸. Suyabatmaz and G. S¸ahin xii Contents Stream IX Metaheuristics and Biologically Inspired Approaches Harmony Search Algorithms for binary optimization problems . . . . . . . . . 343 Miriam Padberg Modeling Complex Crop Management-Plant Interactions in Potato Production under Climate Change . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 349 Niklaus Lehmann, Robert Finger, and Tommy Klein An Enhanced Ant Colony System for the Sequential Ordering Problem . . 355 L.M. Gambardella, R. Montemanni, and D. Weyland Evolutionary Exploration of E/E-Architectures in Automotive Design . . . . 361 Ralph Moritz, Tamara Ulrich, and Lothar Thiele Stream X Network Industries and Regulation Optimal dimensioning of pipe networks: the new situation when the distribution and the transportation functions are disconnected . . . . . . . . . 369 Daniel de Wolf and Bouchra Bakhouya Analysis of Investment Incentives and the Influence of Growth Options in Regulated Industries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 375 Sabine Pallas Robust Optimization in Non-Linear Regression for Speech and Video Quality Prediction in Mobile Multimedia Networks . . . . . . . . . . . . . . . . . . . 381 Charalampos N. Pitas, Apostolos G. Fertis, Athanasios D. Panagopoulos, and Philip Constantinou Stream XI OR in Industry, Software Applications, Modeling Languages Scheduling steel plates on a roller furnace . . . . . . . . . . . . . . . . . . . . . . . . . . . 389 Eric Ebermann and Stefan Nickel Check-In Counter Planning via a Network Flow Approach . . . . . . . . . . . . 395 Torsten Fahle OpenSolver - An Open Source Add-in to Solve Linear and Integer Progammes in Excel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401 Andrew J Mason Contents xiii Producing Routing Systems Flexibly Using a VRP Metamodel and a Software Product Line . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 407 Tuukka Puranen Stream XII Production Management, Supply Chain Management Fill Time, Inventory and Capacity in a Multi-Item Production Line under Heijunka Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 415 Andreas Tegel, Bernhard Fleischmann Tight lower bounds by semidefinite relaxations for the discrete lot-sizing and scheduling problem with sequence-dependent changeover costs . . . . . 421 Celine Gicquel and Abdel Lisser Condition-based Maintenance Policy for decentralised Production/Maintenance-Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 427 Ralf G¨ossinger and Michael Kaluzny Mid-Term Model-Plant Allocation for Flexible Production Networks in the Automotive Industry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 433 Kai Wittek, Achim Koberstein, and Thomas S. Spengler Optimal (R, nQ) Policies for Serial Inventory Systems with Guaranteed Service . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 439 Peng Li and Haoxun Chen Channel coordination in a HMMS-type supply chain with profit sharing contract . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 445 Imre Dobos, Barbara Gobsch, Nadezhda Pakhomova, Grigory Pishchulov and Knut Richter Enhancing Aggregate Production Planning with an Integrated Stochastic Queuing Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 451 Gerd J. Hahn, Chris Kaiser, Heinrich Kuhn, Lien Perdu and Nico J. Vandaele Remanufacturing of used products in a closed-loop supply chain with quantity discount . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 457 Grigory Pishchulov, Imre Dobos, Barbara Gobsch, Nadezhda Pakhomova and Knut Richter Integrated capacity and inventory decisions . . . . . . . . . . . . . . . . . . . . . . . . . 463 N.P. Dellaert, S.D.P. Flapper, T. Tan, J. Jeunet xiv Contents Stream XIII Scheduling, Time Tabling and Project Management Lower bounds for a multi-skill project scheduli...
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