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Pesquisa Operacional, Volume: 33, Número: 2, Publicado: 2013
  • Extensions of cutting problems: setups

    Henn, Sebastian; Wäscher, Gerhard

    Resumo em Inglês:

    Even though the body of literature in the area of cutting and packing is growing rapidly, research seems to focus on standard problems in the first place, while practical aspects are less frequently dealt with. This is particularly true for setup processes which arise in industrial cutting processes whenever a new cutting pattern is started (i.e. a pattern is different from its predecessor) and the cutting equipment has to be prepared in order to meet the technological requirements of the new pattern. Setups involve the consumption of resources and the loss of production time capacity. Therefore, consequences of this kind must explicitly be taken into account for the planning and control of industrial cutting processes. This results in extensions to traditional models which will be reviewed here. We show how setups can be represented in such models, and we report on the algorithms which have been suggested for the determination of solutions of the respective models. We discuss the value of these approaches and finally point out potential directions of future research.
  • QAPV: a polynomial invariant for graph isomorphism testing

    Melo, Valdir Agustinho de; Boaventura-Netto, Paulo Oswaldo; Bahiense, Laura

    Resumo em Inglês:

    To each instance of the Quadratic Assignment Problem (QAP) a relaxed instance can be associated. Both variances of their solution values can be calculated in polynomial time. The graph isomorphism problem (GIP) can be modeled as a QAP, associating its pair of data matrices with a pair of graphs of the same order and size. We look for invariant edge weight functions for the graphs composing the instances in order to try to find quantitative differences between variances that could be associated with the absence of isomorphism. This technique is sensitive enough to show the effect of a single edge exchange between two regular graphs of up to 3,000 vertices and 300,000 edges with degrees up to 200. Planar graph pairs from a dense family up to 300,000 vertices were also discriminated. We conjecture the existence of functions able to discriminate non-isomorphic pairs for every instance of the problem.
  • Daily counting of manufactured units sent for quality control: a bayesian approach

    Achcar, Jorge Alberto; Piratelli, Claudio Luis; Sandrim, Renata Regina

    Resumo em Inglês:

    This paper presents the statistical modeling for daily counting statistics of units that arrive for quality inspection at a food company. Different Poisson regression models were considered in order to analyze the data collected, with a Bayesian focus. The main objective was to forecast the daily average count based on co-variables such as days of the week. The analysis of co-variables is very often neglected by statistical packages that come with Discrete Event Simulation software. The discovery of the factors that influence these variations was essential to a more accurate modeling (the definition of simulation calendars) and enables industrial managers to make better decisions about the reallocation of people in the department, resulting in better planning of production capacity.
  • From weierstrass to ky fan theorems and existence results on Optimization and Equilibrium Problems

    Sosa, Wilfredo

    Resumo em Inglês:

    In this work, we study coerciveness notions and their implications to existence conditions. We start with the presentation of classical ideas of coerciveness in the framework of Optimization Theory, and, then, using a classical technical result, introduced by Ky Fan in 1961, we extend these ideas first to Optimization Problems and then to Equilibrium Problems. We point out the importance of related conditions to the introduced coerciveness notion in order to obtain existence results for Equilibrium Problems, without using monotonicity or generalized monotonicity assumptions.
  • Global optimization of capacity expansion and flow assignment in multicommodity networks

    Ferreira, Ricardo Poley Martins; Luna, Henrique Pacca Loureiro; Mahey, Philippe; Souza, Mauricio Cardoso de

    Resumo em Inglês:

    This paper describes an exact algorithm to solve a nonlinear mixed-integer programming model due to capacity expansion and flow assignment in multicommodity networks. The model combines continuous multicommodity flow variables associated with nonlinear congestion costs and discrete decision variables associated with the arc expansion costs. After establishing precise correspondences between a mixed-integer model and a continuous but nonconvex model, an implicit enumeration approach is derived based on the convexification of the continuous objective function. Numerical experiments on medium size instances considering one level of expansion are presented. The results reported on the performance of the proposed algorithm show that the approach is efficient, as commercial solvers were not able to tackle the instances considered.
  • Black swans in the brazilian stock market

    Lovisolo, Hugo Jacob; Leal, Ricardo Pereira Câmara

    Resumo em Inglês:

    This study analyzes extreme values in the daily returns of 45 Brazilian stocks between 2 January 1995 and 18 March 2009. The incidence of observations outside the range of three standard deviationsfrom the mean is at least five times greater than under the normal distribution. The occurrence of extreme values in the upper tail is 1.13 times higher than in the lower. The average of the extreme positive returns is higher than that of extreme negative returns. Half percent of the days determined the outcome of the investment. Extreme values are at least ± 7%. Investors should assess whether they will keep their holdings when returns of such magnitude occur. The characteristics of empirical distributions of stock returns favor the passive investor and the use of weight constraints in portfolio allocation models.
  • A multicriteria prioritization model to support public safety planning

    Gurgel, André Morais; Mota, Caroline Maria de Miranda

    Resumo em Inglês:

    Setting out to solve operational problems is a frequent part of decision making on public safety. However, the pillars of tactics and strategy are normally disregarded. Thus, this paper focuses on a strategic issue, namely that of a city prioritizing areasin which there is a degree of occurrences for criminality to increase. A multiple criteria approach is taken. The reason for this is that such a situation is normally analyzed from the perspective of the degree of police occurrences. The proposed model is based on a SMARTS multicriteria method and was applied in a Brazilian City. It combines a multicriteria method and a Monte Carlo Simulation to support an analysis of robustness. As a result, we highlight some differences between the model developed and police occurrences model. It might support differentiated policies for zones, by indicating where there should be strong actions, infrastructure investments, monitoring procedures and others public safety policies.
  • Multiobjective approach in plans for treatment of cancer by radiotherapy

    Obal, Thalita Monteiro; Volpi, Neida Maria Patias; Miloca, Simone Aparecida

    Resumo em Inglês:

    Nowadays the technique of radiotherapy has been one of the main alternatives for the treatment of several types of cancer today. With technological development, especially in the case of 3D conformal radiotherapy, applications involving mathematical techniques and algorithms have been proposed to help the development a good treatment plan. This paper aims at present a model for multiobjective linear programming problem of dose intensity. The focus of the model is to determine the best dose distribution of radiation field, so that the dose delivered to the tumor to be prescribed and that affects the minimum the noble and healthy tissues. A test case of prostate cancer was used as an example of the numerical model and the Pareto-Optimal Frontier was generated using the method of weighted function.
  • Electre tri method used to storage location assignment into categories

    Fontana, Marcele Elisa; Cavalcante, Cristiano Alexandre Virgínio

    Resumo em Inglês:

    Day after day, the importance of a company having an efficient storage location assignment system increases. Moreover, since products have different warehouse costs and customers' requirements are also different, it is important to sort products in order to adopt strategies for inventory management that are appropriate for each product. However, adopting a policy for each product is not applicable in the real world. Therefore, companies usually categorize products into classes and thereafter adopt specific inventory management policies. Given this situation, this paper puts forward the arguments for adopting a multi-criteria method, Electre TRI, to sort products that both considers criteria relating to the characteristics of a product as to its physical location in the warehouse and the criteria that are important for inventory strategies, such as, for example, the profitability of each unit held in storage.
  • Construction of nonreciprocal fuzzy preference relations with the use of preference functions

    Parreiras, Roberta; Ekel, Petr

    Resumo em Inglês:

    In order to model the preferences of a decision-maker (DM) by means of fuzzy preferencerelations, a DM can utilize different preference formats (such as ordering of the alternatives, utility values, multiplicative preference relations, fuzzy estimates, and reciprocal as well as nonreciprocal fuzzy preference relations) to express his/her judgments. Afterward, the obtained information is utilized to constructfuzzy preference relations. Here we introduce a procedure that allows the use of so-called preference functions (which is a preference format utilized in the methods of PROMETHEE family) to construct nonreciprocal fuzzy preference relations. With diverse preference formats being offered, a DM can select the onethat is the most convenient to articulate his/her preferences. In order to demonstrate the applicability of theproposed procedure a multicriteria decision-making problem related to the site selection for constructing anew hospital is considered here.
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