Journal of the Operations Research Society of Japan最新文献

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EFFICIENT OVERLAP DETECTION AND CONSTRUCTION ALGORITHMS FOR THE BITMAP SHAPE PACKING PROBLEM 位图形状填充问题的有效重叠检测和构造算法
Journal of the Operations Research Society of Japan Pub Date : 2018-01-07 DOI: 10.15807/JORSJ.61.132
Yannan Hu, Sho Fukatsu, H. Hashimoto, S. Imahori, M. Yagiura
{"title":"EFFICIENT OVERLAP DETECTION AND CONSTRUCTION ALGORITHMS FOR THE BITMAP SHAPE PACKING PROBLEM","authors":"Yannan Hu, Sho Fukatsu, H. Hashimoto, S. Imahori, M. Yagiura","doi":"10.15807/JORSJ.61.132","DOIUrl":"https://doi.org/10.15807/JORSJ.61.132","url":null,"abstract":"The two-dimensional strip packing problem arises in wide variety of industrial applications. In this paper, we focus on the bitmap shape packing problem in which a set of arbitrarily shaped objects represented in bitmap format should be packed into a larger rectangular container without overlap. The complex geometry of bitmap shapes and the large amount of data to be processed make it difficult to check for overlaps. In this paper, we propose an efficient method for checking for overlaps and design efficient implementations of two construction algorithms, which are based on the bottom-left strategy. In this strategy, starting from an empty layout, items are packed into the container one by one. Each item is placed in the lowest position where there is no overlap relative to the current layout. We consider two algorithms, the bottom-left and the best-fit algorithm, which adopt this strategy. The computational results for a series of instances that are generated from well-known benchmark instances show that the proposed algorithms obtain good solutions in remarkably short time and are especially effective for large-scale instances.","PeriodicalId":51107,"journal":{"name":"Journal of the Operations Research Society of Japan","volume":"61 1","pages":"132-150"},"PeriodicalIF":0.0,"publicationDate":"2018-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.15807/JORSJ.61.132","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44193940","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 10
PRICE COMPETITION AND SOCIAL WELFARE COMPARISONS BETWEEN LARGE-SCALE AND SMALL-SCALE RETAILERS 大型和小型零售商的价格竞争与社会福利比较
Journal of the Operations Research Society of Japan Pub Date : 2018-01-07 DOI: 10.15807/JORSJ.61.40
H. Sandoh, Risa Suzuki
{"title":"PRICE COMPETITION AND SOCIAL WELFARE COMPARISONS BETWEEN LARGE-SCALE AND SMALL-SCALE RETAILERS","authors":"H. Sandoh, Risa Suzuki","doi":"10.15807/JORSJ.61.40","DOIUrl":"https://doi.org/10.15807/JORSJ.61.40","url":null,"abstract":"In some localities, a large-scale chain retailer competes against a small-scale local independent retailer that specializes in, for instance, vegetables, fruits, and flowers produced locally for local consumption. The former usually attracts consumers by emphasizing its width and depth of products variety, whereas the latter seeks to overcome its limited products assortment by offering lower prices for them than the chain store. This is possible for the local store partly because of lower labor costs and for various other reasons. This study employs the Hotelling unit interval to examine price competition in a duopoly featuring one large-scale chain retailer and one local retailer. To express differences in their product assortments, we assume that the large-scale retailer denoted by A sells two types of product, G1 and G2, whereas the local retailer denoted by B sells only G1. Moreover, we assume that all the consumers purchase G1 at A or B after comparing prices and buy G2 at A on an as-needed basis. We examine both Nash and Stackelberg equilibrium to indicate that the local retailer can survive competition with the large-scale chain retailer even if all the consumers purchase both G1 and G2. We also reveal that a monopolistic market structure, not duopoly, can optimize the social welfare if consumers always purchase both G1 and G2.","PeriodicalId":51107,"journal":{"name":"Journal of the Operations Research Society of Japan","volume":"61 1","pages":"40-52"},"PeriodicalIF":0.0,"publicationDate":"2018-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.15807/JORSJ.61.40","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47706449","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
AN APPROXIMATE BARRIER OPTION MODEL FOR VALUING EXECUTIVE STOCK OPTIONS 高管股票期权估值的近似障碍期权模型
Journal of the Operations Research Society of Japan Pub Date : 2018-01-07 DOI: 10.15807/JORSJ.61.110
Toshikazu Kimura
{"title":"AN APPROXIMATE BARRIER OPTION MODEL FOR VALUING EXECUTIVE STOCK OPTIONS","authors":"Toshikazu Kimura","doi":"10.15807/JORSJ.61.110","DOIUrl":"https://doi.org/10.15807/JORSJ.61.110","url":null,"abstract":"A continuous-time barrier option model is developed for valuing executive stock options (ESOs), in which early exercise takes place whenever the underlying stock price reaches a certain upper barrier after vesting. We analyze the ESO value and the ESO exercise time to obtain their solutions in simple forms, which are consistent with principal features of early exercise, delayed vesting and random exit. For the perpetual case, these solutions are given in explicit forms and shown to be exact in the Black-ScholesMerton formulation. Using an endogenous approximation for the barrier level, we numerically compare our approximation for the ESO value with a benchmark result generated by a binomial-tree model and the quadratic approximation previously established. From numerical comparisons for some particular cases, we see that our approximations always underestimate the benchmark results and the absolute values of the relative percentage errors are less than 1% for all cases, whereas the quadratic approximations overestimate the benchmarks and the relative percentage errors are less than about 2%.","PeriodicalId":51107,"journal":{"name":"Journal of the Operations Research Society of Japan","volume":"61 1","pages":"110-131"},"PeriodicalIF":0.0,"publicationDate":"2018-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.15807/JORSJ.61.110","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46258809","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
CHARACTERIZING DELAUNAY GRAPHS VIA FIXED POINT THEOREM: A SIMPLE PROOF 用不动点定理刻画delaunay图:一个简单的证明
Journal of the Operations Research Society of Japan Pub Date : 2018-01-07 DOI: 10.15807/JORSJ.61.151
Tomomi Matsui, Yuichiro Miyamoto
{"title":"CHARACTERIZING DELAUNAY GRAPHS VIA FIXED POINT THEOREM: A SIMPLE PROOF","authors":"Tomomi Matsui, Yuichiro Miyamoto","doi":"10.15807/JORSJ.61.151","DOIUrl":"https://doi.org/10.15807/JORSJ.61.151","url":null,"abstract":"This paper discusses the problem of determining whether a given plane graph is a Delaunay graph, i.e., whether it is topologically equivalent to a Delaunay triangulation. There exist theorems which characterize Delaunay graphs and yield polynomial time algorithms for the problem only by solving some linear inequality systems. A polynomial time algorithm proposed by Hodgson, Rivin and Smith solves a linear inequality system given by Rivin, which is based on sophisticated arguments about hyperbolic geometry. Independently, Hiroshima, Miyamoto and Sugihara gave another linear inequality system and a polynomial time algorithm. Although their discussion is based on primitive arguments on Euclidean geometry, their proofs are long and intricate, unfortunately. In this paper, we give a simple proof of the theorem shown by Hiroshima et al. by employing the fixed point theorem.","PeriodicalId":51107,"journal":{"name":"Journal of the Operations Research Society of Japan","volume":"61 1","pages":"151-162"},"PeriodicalIF":0.0,"publicationDate":"2018-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.15807/JORSJ.61.151","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48747424","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A MEMORYLESS SYMMETRIC RANK-ONE METHOD WITH SUFFICIENT DESCENT PROPERTY FOR UNCONSTRAINED OPTIMIZATION 无约束优化的一种具有充分下降性质的无内存对称秩一方法
Journal of the Operations Research Society of Japan Pub Date : 2018-01-01 DOI: 10.15807/JORSJ.61.53
Shummin Nakayama, Yasushi Narushima, H. Yabe
{"title":"A MEMORYLESS SYMMETRIC RANK-ONE METHOD WITH SUFFICIENT DESCENT PROPERTY FOR UNCONSTRAINED OPTIMIZATION","authors":"Shummin Nakayama, Yasushi Narushima, H. Yabe","doi":"10.15807/JORSJ.61.53","DOIUrl":"https://doi.org/10.15807/JORSJ.61.53","url":null,"abstract":"Quasi-Newton methods are widely used for solving unconstrained optimization problems. However, it is difficult to apply quasi-Newton methods directly to large-scale unconstrained optimization problems, because they need the storage of memories for matrices. In order to overcome this difficulty, memoryless quasi-Newton methods were proposed. Shanno (1978) derived the memoryless BFGS method. Recently, several researchers studied the memoryless quasi-Newton method based on the symmetric rank-one formula. However existing memoryless symmetric rank-one methods do not necessarily satisfy the sufficient descent condition. In this paper, we focus on the symmetric rank-one formula based on the spectral scaling secant condition and derive a memoryless quasi-Newton method based on the formula. Moreover we show that the method always satisfies the sufficient descent condition and converges globally for general objective functions. Finally, preliminary numerical results are shown.","PeriodicalId":51107,"journal":{"name":"Journal of the Operations Research Society of Japan","volume":"61 1","pages":"53-70"},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.15807/JORSJ.61.53","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67215664","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 10
A characterization of weighted popular matchings under matroid constraints 矩阵约束下加权流行匹配的刻画
Journal of the Operations Research Society of Japan Pub Date : 2018-01-01 DOI: 10.15807/JORSJ.61.2
Naoyuki Kamiyama
{"title":"A characterization of weighted popular matchings under matroid constraints","authors":"Naoyuki Kamiyama","doi":"10.15807/JORSJ.61.2","DOIUrl":"https://doi.org/10.15807/JORSJ.61.2","url":null,"abstract":"The popular matching problem introduced by Abraham, Irving, Kavitha, and Mehlhorn is one of bipartite matching problems with one-sided preference lists. In this paper, we first propose a matroid generalization of the weighted variant of popular matchings introduced by Mestre. Then we give a characterization of weighted popular matchings in bipartite graphs with matroid constraints and one-sided preference lists containing no ties. This characterization is based on the characterization of weighted popular matchings proved by Mestre. Lastly we prove that we can decide whether a given matching is a weighted popular matching under matroid constraints in polynomial time by using our characterization.","PeriodicalId":51107,"journal":{"name":"Journal of the Operations Research Society of Japan","volume":"61 1","pages":"2-17"},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.15807/JORSJ.61.2","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67215562","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
DISTRIBUTION OF THE RATIO OF DISTANCES TO THE FIRST AND SECOND NEAREST FACILITIES 到第一和第二最近设施的距离比例分布
Journal of the Operations Research Society of Japan Pub Date : 2017-09-25 DOI: 10.15807/JORSJ.60.429
M. Miyagawa
{"title":"DISTRIBUTION OF THE RATIO OF DISTANCES TO THE FIRST AND SECOND NEAREST FACILITIES","authors":"M. Miyagawa","doi":"10.15807/JORSJ.60.429","DOIUrl":"https://doi.org/10.15807/JORSJ.60.429","url":null,"abstract":"This paper deals with the ratio of the distances to the first and second nearest facilities. The ratio represents the reliability of facility location when the nearest facility is closed and customers are serviced by the second nearest facility. The distribution of the ratio is derived for grid and random patterns of facilities. Distance is measured as the Euclidean and rectilinear distances. The distribution shows how the ratio is distributed in a study region, and will supply building blocks for facility location models with closing of facilities. The distribution of the ratio of the road network distances is also calculated for actual facility location.","PeriodicalId":51107,"journal":{"name":"Journal of the Operations Research Society of Japan","volume":"60 1","pages":"429-438"},"PeriodicalIF":0.0,"publicationDate":"2017-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.15807/JORSJ.60.429","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46792077","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
SMALL DEGENERATE SIMPLICES CAN BE BAD FOR SIMPLEX METHODS 对于单纯形方法来说,小的退化单纯形可能是不好的
Journal of the Operations Research Society of Japan Pub Date : 2017-09-25 DOI: 10.15807/JORSJ.60.419
S. Mizuno, Noriyoshi Sukegawa, A. Deza
{"title":"SMALL DEGENERATE SIMPLICES CAN BE BAD FOR SIMPLEX METHODS","authors":"S. Mizuno, Noriyoshi Sukegawa, A. Deza","doi":"10.15807/JORSJ.60.419","DOIUrl":"https://doi.org/10.15807/JORSJ.60.419","url":null,"abstract":"We show that the simplex method with Dantzig’s pivoting rule may require an exponential number of iterations over two highly degenerate instances. The feasible region of the first instance is a full dimensional simplex, and a single point for the second one. In addition, the entries of the constraint matrix, the right-hand-side vector, and the cost vector are {0, 1, 2}-valued. Those instances, with few vertices and small input data length, illustrate the impact of degeneracy on simplex methods.","PeriodicalId":51107,"journal":{"name":"Journal of the Operations Research Society of Japan","volume":"60 1","pages":"419-428"},"PeriodicalIF":0.0,"publicationDate":"2017-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.15807/JORSJ.60.419","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41865901","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
AN ADAPTIVE COST-BASED SOFTWARE REJUVENATION SCHEME WITH NONPARAMETRIC PREDICTIVE INFERENCE APPROACH 一种具有非参数预测推理方法的基于成本的自适应软件更新方案
Journal of the Operations Research Society of Japan Pub Date : 2017-09-25 DOI: 10.15807/JORSJ.60.461
K. Rinsaka, T. Dohi
{"title":"AN ADAPTIVE COST-BASED SOFTWARE REJUVENATION SCHEME WITH NONPARAMETRIC PREDICTIVE INFERENCE APPROACH","authors":"K. Rinsaka, T. Dohi","doi":"10.15807/JORSJ.60.461","DOIUrl":"https://doi.org/10.15807/JORSJ.60.461","url":null,"abstract":"This paper proposes an approach to estimate an optimal software rejuvenation schedule minimizing an expected total software cost per unit time. Based on a non-parametric predictive inference (NPI) approach, we derive the upper and lower bounds of the predictive expected software cost via the predictive survival function from system failure time data, and characterize an adaptive cost-based software rejuvenation policy, from the system failure time data with a right-censored observation. In simulation experiments, it is shown that our NPI-based approach is quite useful to predict the optimal software rejuvenation time.","PeriodicalId":51107,"journal":{"name":"Journal of the Operations Research Society of Japan","volume":"60 1","pages":"461-478"},"PeriodicalIF":0.0,"publicationDate":"2017-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.15807/JORSJ.60.461","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49656142","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
AN EFFICIENT LOCAL SEARCH FOR THE CONSTRAINED SYMMETRIC LATIN SQUARE CONSTRUCTION PROBLEM 约束对称拉丁方构造问题的高效局部搜索
Journal of the Operations Research Society of Japan Pub Date : 2017-09-25 DOI: 10.15807/JORSJ.60.439
Kazuya Haraguchi
{"title":"AN EFFICIENT LOCAL SEARCH FOR THE CONSTRAINED SYMMETRIC LATIN SQUARE CONSTRUCTION PROBLEM","authors":"Kazuya Haraguchi","doi":"10.15807/JORSJ.60.439","DOIUrl":"https://doi.org/10.15807/JORSJ.60.439","url":null,"abstract":"A Latin square is a complete assignment of [n] = {1, . . . , n} to an n × n grid such that, in each row and in each column, each value in [n] appears exactly once. A symmetric Latin square (SLS ) is a Latin square that is symmetric in the matrix sense. In what we call the constrained SLS construction (CSLSC ) problem, we are given a subset F of [n] and are asked to construct an SLS so that, whenever (i, j, k) ∈ F , the symbol k is not assigned to the cell (i, j). This paper has two contributions for this problem. One is proposal of an efficient local search algorithm for the maximization version of the problem. The maximization problem asks to fill as many cells with symbols as possible under the constraint on F . In our local search, the neighborhood is defined by p-swap, i.e., dropping exactly p symbols and then assigning any number of symbols to empty cells. For p ∈ {1, 2}, our neighborhood search algorithm finds an improved solution or concludes that no such solution exists in O(n) time. The other contribution is to show its practical value for the CSLSC problem. For randomly generated instances, our iterated local search algorithm frequently constructs a larger partial SLS than state-of-the-art solvers such as IBM ILOG CPLEX, LocalSolver and WCSP.","PeriodicalId":51107,"journal":{"name":"Journal of the Operations Research Society of Japan","volume":"60 1","pages":"439-460"},"PeriodicalIF":0.0,"publicationDate":"2017-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.15807/JORSJ.60.439","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43770975","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
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