The application of a vehicle routing model to a waste-collection problem: two case studies

In this paper we suggest a unique model for estimating the operating cost of each of three waste-collection systems. Under the traditional system, which is widely used, waste is typically collected in plastic bags and a three-man crew is needed on each vehicle. The other two systems require a one-man crew for vehicle collecting street containers. The side-loader system with fixed body automatically empties street containers into the vehicle body and empties the load at the disposal site. The side-loader system with demountable body allows the separation of the waste collection phase from transport to the disposal site, since the vehicle body can be demounted. We also present two case studies and show how the estimation of operating costs is a critical issue in decisions regarding the type of system to be used for waste collection.     

Some generalized methods of optimal scaling and their asymptotic theories: The case of multiple responses-multiple factors

Seven generalized criteria are proposed with the corresponding formulations for optimal scaling of multiple responses. Then, on the basis of a natural probabilistic model, the asymptotic theories are derived concerning the test statistics on factor-response relationships as well as the distributions of sample criteria (eigenvalues of the determinantal equation) and optimal scores (eigenvectors) by means of socalled δ-method. A numerical example is provided for illustrations.     

Exploring the role of supplier relationship management for sustainable operations: an OR perspective

This paper provides a systems-based approach to the exploration of the relationship and integration between Supplier Relationship Management (SRM) factors as part of a Sustainable Operations Management (SOM) agenda. The authors have chosen electronic procurement (e-Procurement) as a suitable context in this light. Through a review of extant literature, a Systems Archetype (SA) model was developed (based on the ‘Accidental Adversaries’ archetype) and findings from a quantitative pilot study exploring key factors pertinent to e-Procurement SRM were gathered, and hence evaluated against SOM factors. The objective of this research was to describe and visualise the causal interrelationships involved in SRM-SOM through the application of a SA (as an Operations Research tool). The authors believe that this research also provides a unique approach to developing and harnessing the useful and unique properties of Systems Thinking (ST), by attempting to reduce and organise the (generally ad hoc and wide-ranging) sequence of subjective perspectives commonly experienced in causal mapping experiments. The paper builds upon the extant literature, and provides further basis for continuing research in the areas of ST, SAs and the application of operational research to plan sustainable operations.     

Putting soft OR methods to work: the case of IS strategy development for the UK Parliament

In 1999 a project was undertaken to develop an information systems strategy (ISS) for the UK Parliament. This was the first time that both Houses of Parliament, the Lords and the Commons, had collaborated in such a venture. The paper describes the attempt to apply soft OR in the project. Because of the inherent interest of the context of the intervention, the paper describes the project in some detail. In the event the formal soft OR methods were not used but a soft approach was taken. The experience complements earlier studies in the retail, mining and electricity supply industries. The paper is the last in a series of published case studies, which describe attempts to apply soft methods in practice. Together the cases articulate the ‘strand of practice’ of one practitioner.     

Putting soft OR methods to work: The case of the business improvement project at PowerGen

In 1994 PowerGen, a UK electricity generating company, conducted a business improvement project. The project used a participative approach involving soft OR and systems thinking, an approach that was developed in earlier projects in food retailing and mining. The aim of the project was initially to conduct a benchmarking exercise and develop an information systems (IS) strategy. As the project progressed the emphasis moved to business process redesign and downsizing in the light of new perceptions of business prospects. The paper describes the design and implementation of the intervention, the evolution of the project, the problems encountered, and the outcome. Throughout it describes in some detail the interaction that took place. Although many improvements to current operations were identified for implementation, it proved difficult to obtain agreement to a fundamental change in the organisational structure. Two years after the project finished a new organisation based on the project's analysis has been adopted. The case is discussed drawing on a number of recent theoretical themes that have emerged from the debate about the process of OR. Conclusions are drawn about the value of the methods used in the intervention, the practicalities of mixing several methods, and the future direction the research programme should take.     

On the application of Wishart process to the pricing of equity derivatives: the multi-asset case

Given the inherent complexity of financial markets, a wide area of research in the field of mathematical finance is devoted to develop accurate models for the pricing of contingent claims. Focusing on the stochastic volatility approach (i.e. we assume to describe asset volatility as an additional stochastic process), it appears desirable to introduce reliable dynamics in order to take into account the presence of several assets involved in the definition of multi-asset payoffs. In this article we deal with the multi asset Wishart Affine Stochastic Correlation model, that makes use of Wishart process to describe the stochastic variance covariance matrix of assets return. The resulting parametrization turns out to be a genuine multi-asset extension of the Heston model: each asset is exactly described by a single instance of the Heston dynamics while the joint behaviour is enriched by cross-assets and cross-variances stochastic correlation, all wrapped in an affine modeling. In this framework, we propose a fast and accurate calibration procedure, and two Monte Carlo simulation schemes.

     

Nonorthogonal harmonic wavelets and their application to the solution of the Neumann problem

We construct harmonic wavelets and give a bound for the convergence rate of their partial sums in the spaces of harmonic functions introduced in the paper. These wavelets can be used for the solution of the Neumann problem.     

From anomaly to fundament: Louis Poinsot's theories of the couple in mechanics

In 1803 Louis Poinsot published a textbook on statics, in which he made clear that the subject dealt not only with forces but also with ‘couples’ (his word), pairs of coplanar non-collinear forces equal in magnitude and direction but opposite in sense. His innovation was not understood or even welcomed by some contemporary mathematicians. Later he adapted his theory to put forward a new relationship between rectilinear and rotational motion in dynamics; its reception was more positive, although not always appreciative of the generality. After summarising the creation of these two theories and noting their respective receptions, this paper considers his advocacy of spatial and geometrical thinking in mechanics and the fact that, despite its importance, historians of statics who cover his period usually ignore his theory of couples.     

The Institute for Operational Research: An Initiative to Extend the Scope of OR

One of the aims in forming the Institute for Operational Research (IOR) in 1963 was to expand the fields of application of OR and to reverse the tendency, then evident, for it to settle down as a mainly in-house, industrial activity deriving its strength from mathematics and the hard sciences, with little research content of its own. The paper outlines the early work done at IOR in pursuit of this mission, especially in multi-organizational settings such as city and regional planning, health services and the building industry. This leads into discussion of the conditions under which the work was done, the style of ‘action-research’ that evolved, its influence at the time, and its relevance to the different circumstances of the present day.     

Identification of a pharmacokinetic two-compartment model application to the case of salicylates administered to rabbit

The purpose of this paper is mainly the coefficient identification of a pharmacokinetic two-compartment open model with first-order absorption. This model consists of the central compartment (plasma) and the peripheral one (tissue) containing the ill site aimed by the action of the administered drug.The different phenomenons taking place between the compartments obey a first-order (linear) kinetic. This phenomenons of absorption, transfer, and elimination are characterized by their rate constants. A compartmental analysis leads to a system of coupled linear differential equations whose coefficients, the unknowns of the problem, are the above-mentioned rate constants. This system describes the transition of the drug from its administration to its action site passing through the plasma.An oral administration of a single dose is considered and the evolution of the drug concentration in the plasma is measured. These measurements, performed over time in a reduced number on the rabbit, give unique and useful information for the identification of the coefficient set appearing in the mathematical model.The identification problem is stated in terms of a constraint minimization of a cost functional, given by the quadratic error between the measured and the computed drug concentrations in the plasma. From the nonconvexity of this cost functional (existence of more than one local minimum) follows the nonuniqueness of the optimal solution of this identification problem. The minimization is performed on a minicomputer by means of a nonlinear programming method of conjugate-gradient type.The efficiency of the suggested method has been tested with measurements made on a lot of rabbits after the administration of a single dose (100 mg/kg) of aspirin in form of lysine acetylsalicylate and sodium salicylate. The administration was made, thanks to an adapted technique, by a rubber probe in two different ways: in the stomach and in the duodenum. After the model identification it was possible to study, in simulation on a computer, the effect of the metabolite/nonmetabolite drug forms as well as the effect of the drug administration site on the time course of the drug in the organism.This simulation makes it easy to have access to magnitudes, familiar to the pharmaceutical practitioner, like the half-life, the bioavailability, the clearances, the build- up of blood levels for multiple doses, etc. . . . It was possible to improve the understanding of the time course of aspirin in rabbit in comparison to the time course of its main metabolite, the sodium salicylate, and this for the same animal.     

Some properties of the lattice points and their application to differential algebra *

In this paper we prove some charateristic conditions about the dimension of an autoreduced subset E of N^m . As an application to differential algebra we find a counter-example to a conjecture about an upper bound for the order of a system of algebraic differential equations ([8], p. 199).     

A theoretical analysis of trading rules: an application to the moving average case with Markovian returns

A general framework for analysing trading rules is presented. We discuss different return concepts and different statistical processes for returns. We then concentrate on moving average trading rules and show, in the case of moving average models of length two, closed form expressions for the characteristic function of realized returns when the underlying return process follows a switching Markovian Gaussian process. An example is included which illustrates the technique.     

On the sizes of graphs and their powers: The undirected case

Let G be an undirected graph and G^r be its r-th power. We study different issues dealing with the number of edges in G and G^r. In particular, we answer the following question: given an integer r≥2 and all connected graphs G of order n such that G^r≠K_n, what is the minimum number of edges that are added when going from G to G^r, and which are the graphs achieving this bound?     

An empirical application of the information-structures model: The postal authority case

The information-structures model is one of the fundamental models of information economics and the theory of information systems. It provides a theoretical framework for assessing the normative value of information. This paper applies the information-structures model to quality control attribute sampling, by analyzing a real life situation in the Postal Authority. The paper demonstrates how decision makers can assess the value of information of surveys, their cost effectiveness, and the value of information of a second survey.     

Kronecker product permutation matrices and their application to moment matrices of the normal distribution

In this paper, we consider the matrix which transforms a Kronecker product of vectors into the average of all vectors obtained by permuting the vectors involved in the Kronecker product. An explicit expression is given for this matrix, and some of its properties are derived. It is shown that this matrix is particularly useful in obtaining compact expressions for the moment matrices of the normal distribution. The utility of these expressions is illustrated through some examples.