Resumo em Inglês:

ABSTRACT The Expectation-Maximization (EM) algorithm is developed for the stochastic frontier models most used in practice with cross-section data. The resulting algorithms can be easily programmed into a computer and are shown to be worthy alternatives to general-purpose optimization routines currently used. The algorithms for the half normal and the exponential models have closed-form expressions whereas those for the truncated normal and gamma models will require the numerical solution of a nonlinear equation. Implementations of the EM algorithm either as a stand-alone routine or in accelerated form and also combined with Newton-like methods are discussed. We provide illustrations, along with R tools, for cost and production frontiers.

Resumo em Inglês:

ABSTRACT Business associations often promote forums between entrepreneurs. One strategy for establish contacts among participants is to organize them into small groups assigning them to tables so that participants in the same group can present their companies and projects. After an interval, a new round begins with new groups in order to establish new contacts. The repetition of this strategy allows each participant to expand his/her business network, but the repeated contacts between participants should be avoided. We present an Integer Linear Programming model that minimizes the repeated contacts when the participants are successively assigned to new groups. The model was implemented in R programming language and it has been applied to organize business forums. In order to illustrate the model application, this paper shows the results from a case study with 108 participants.

Resumo em Inglês:

ABSTRACT The amortization systems, also called as amortization methods, are used to compute the installment value that a client must disburse (or spend) to pay off a loan or financing with the number of installments and the interest rate agreed for the loan or financing. This paper shows that the German Amortization System makes an inconsistent use of the interest paid in advance in its definition and generates an effective interest rate higher than the contracted, which makes this system abusive and unfair to the clients. In this article, two forms of correcting the German Amortization System are also proposed, making the effective interest rate equals to the contractual interest rate.

Resumo em Inglês:

ABSTRACT In Brazil, graduate courses are evaluated by the National Graduate Program System and regulated by the Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES), an agency linked to the Ministry of Education (MEC). The intellectual production of the faculty of the programs is the main criteria in determining a program’s grade. In this study, we verified whether the grade attributed to the programs is dependent on the co-authorship network of the faculty of the program. Particularly, we analyze whether programs composed mostly by faculty members who cooperate in academic productions and have a more central position in the co-authorship network perform better than those with faculty with fewer collaboration. The paper concludes that there is a relation between the programs’ grade and the number of faculty members that collaborates in their intellectual productions. It is also concluded that programs that improved the grade are composed mainly of faculty members with high centrality or have few faculty members with low centrality measures. Moreover, programs that have decreased their grade are formed mainly by faculty members with low centrality measures or with few faculty members with high centrality measures.

Resumo em Inglês:

ABSTRACT This paper describes a plan to develop a prioritization model of efficiency indicators to evaluate the services provided by seaports to ships in terms ofeconomicity, quality, and reliability. The methodology adopted is applied research, using a case study carried out in a Brazilian seaport. The approach used as an intervention tool in the elaboration of the model is the Fuzzy-Analytical Hierarchy Process. The results suggest the prioritization of economicity over the other two criteria of reliability and quality.

Resumo em Inglês:

ABSTRACT The main goal of this manuscript is to introduce a discrete dynamical system defined by symmetric matrices and a real parameter. By construction, we rediscovery the Power Iteration Method from the Projected Gradient Method. Convergence of the discrete dynamical system solution is established. Finally, we consider two applications, the first one consists in find a solution of non linear equation problem and the other one consists in verifies the optimality conditions when we solve quadratic optimization problems over linear equality constraints.

Resumo em Inglês:

ABSTRACT This research addresses a lot sizing and scheduling problem inspired by a real-world production environment where the customers make advanced orders and the industry need to decide which orders will be accepted with the aim of maximizing the profit respecting the production capacity constraints. Orders are composed of different types of items which must be delivered within a given time interval and, moreover, such orders cannot be split. A mixed integer programming (MIP) model is proposed to represent the problem and a MIP-based heuristic is also proposed to deliver good solutions at an acceptable computational time. The heuristic is composed of three phases (construction, deterministic improvement and stochastic improvement phases) and combines relax-and-fix, fix-and-optimize, and iterative MIP based neighborhood search procedures. Computational tests are presented in order to study the efficiency of the proposed approaches.

Resumo em Inglês:

ABSTRACT Performance assessment is addressed in the literature as means for continuous improvement. The objective of this study was to identify the most valued performance criteria for a Graduate Program of Biotechnology in a University of Brazil through the Value Focused Thinking (VFT) approach. The choice of the VFT was due to the holistic vision provided by it and the focus on the identification of organizational values. Among the objectives found, it is possible to notice an expansion of the vision of performance that is more focused on publications regarding the regulatory body Coordination of Improvement of Higher Level Personnel (CAPES), and contemplating among others the quality in the student’s training as evidence of other stakeholders. The VFT approach met the established assumptions, efficiently allowing strategic, fundamental and media objectives to be identified, as well as measurable attributes to be used by the program to enable more efficient management.