A summary of OR/MS software on microcomputers

This paper provides a summary of some OR/MS software for microcomputers. Lists of packages in many management science techniques are included. A bibliography of other papers is also included. We also summarize the general features of packages in each category. Finally, we mention a few sources to help the reader keep up with the developments in this area.     

Implementation of a variable block Davidson method with deflation for solving large sparse eigenproblems

The Davidson method is a preconditioned eigenvalue technique aimed at computing a few of the extreme (i.e., leftmost or rightmost) eigenpairs of large sparse symmetric matrices. This paper describes a software package which implements a deflated and variable-block version of the Davidson method. Information on how to use the software is provided. Guidelines for its upgrading or for its incorporation into existing packages are also included. Various experiments are performed on an SGI Power Challenge and comparisons with ARPACK are reported. This revised version was published online in June 2006 with corrections to the Cover Date.     

Boosting in Cox regression: a comparison between the likelihood-based and the model-based approaches with focus on the R-packages <Emphasis Type="Italic">CoxBoost</Emphasis> and <Emphasis Type="Italic">mboost</Emphasis>

Despite the limitations imposed by the proportional hazards assumption, the Cox model is probably the most popular statistical tool used to analyze survival data, thanks to its flexibility and ease of interpretation. For this reason, novel statistical/machine learning techniques are usually adapted to fit its requirements, including boosting. Boosting is an iterative technique originally developed in the machine learning community to handle classification problems, and later extended to the statistical field, where it is used in many situations, including regression and survival analysis. The popularity of boosting has been further driven by the availability of user-friendly software such as the R packages mboost and CoxBoost, both of which allow the implementation of boosting in conjunction with the Cox model. Despite the common underlying boosting principles, these two packages use different techniques: the former is an adaptation of model-based boosting, while the latter adapts likelihood-based boosting. Here we contrast these two boosting techniques as implemented in the R packages from an analytic point of view; we further examine solutions adopted within these packages to treat mandatory variables, i.e. variables that—for several reasons—must be included in the model. We explore the possibility of extending solutions currently only implemented in one package to the other. A simulation study and a real data example are added for illustration.     

基于时隙ALOHA协议的数据传输二人随机博弈模型

在一个给定的拓扑网络中研究关于数据传输的二人随机博弈模型.两个局中人（源节点）试图通过一个公共节点向目的节点传输随机数据包,这些数据包被分为重要的数据包和不重要的数据包两类,假设每个局中人都有一个用于存储数据包的有限容量的缓冲器.通过构造数据传输的成本分摊和奖励体系,把这种动态的冲突控制过程建模为具有有限状态集合的随机博弈,研究局中人在这种随机博弈模型下的非合作以及合作行为.在非合作情形下,给出纳什均衡的求解算法;在合作情形下,选择Shapley值作为局中人支付总和的分配方案,并讨论其子博弈一致性,提出使得Shapley值为子博弈一致的分配补偿程序.     

Forecasting and Inventory Control on Micros

This paper discusses a series of computer modules for forecasting and inventory control on micros. The systems have also been developed as interactive training packages.     

Multiple-Model OR Packages

Multiple-model OR packages (MMORPs) are software packages which incorporate algorithms for the solution of a wide range of OR models. In this paper we consider 15 such packages which are currently available for the IBM-PC. A detailed review of these packages with respect to six common OR models [linear programming, integer programming, assignment, transportation, network analysis (PERT/CPM) and Markov processes] is presented. Criteria for choosing a MMORP are highlighted and a subjective judgement made as to whether each package is worth considering for purchase or not.     

Integrated Software-Its Implications for Operational Research

This paper considers the integrated (i.e. multi-application) packages that now available on micros and their implication for O.R. It is suggested that O.R. technique packages should be linked into the integrated packages to make use of the facilities available and to take advantage of user familiarity. This would help make such packages cheaper and easier to use-perhaps by non-O.R. specialists-and open up the use of techniques on much smaller-scale problems.     

Revised multi-choice goal programming

Chang [C.-T. Chang, Multi-choice goal programming, Omega, The Inter. J. Manage. Sci. 35 (2007) 389–396] has recently proposed a new method namely multi-choice goal programming (MCGP) for multi-objective decision problems. The multi-choice goal programming allows the decision maker to set multi-choice aspiration levels for each goal to avoid underestimation of the decision. However, to express the multi-choice aspiration levels, multiplicative terms of binary variables are involved in their model. This leads to difficult implementation and it is not easily understood by industrial participants. In this paper, we propose an alternative method to formulate the multi-choice aspiration levels with two contributions: (1) the alternative approach does not involve multiplicative terms of binary variables, this leads to more efficient use of MCGP and is easily understood by industrial participants, and (2) the alternative approach represents a linear form of MCGP which can easily be solved by common linear programming packages, not requiring the use of integer programming packages. In addition, a new concept of constrained MCGP is introduced for constructing the relationships between goals in this paper. Finally, to demonstrate the usefulness of the proposed method, an illustrate example is included.     

Hands-on tutorial for parallel computing with R

Due to the increasing availability of powerful hardware resources, parallel computing is becoming an important issue, as a noticeable speedup may be achieved. The statistical programming language R allows for parallel computing on computer clusters as well as multicore systems through several packages. This tutorial gives a short, practical overview of four, in view of the authors, important packages for parallel computing in R, namely multicore, snow, snowfall and nws. First, the general principle of parallelizing simple tasks is briefly illustrated based on a statistical cross-validation example. Afterwards, the usage of each of the introduced packages is being demonstrated on the example. Furthermore, we address some specific features of the packages and provide guidance for selecting an adequate package for the computing environment at hand.     

Idealized program packages and problems of positional control with incomplete information

The paper is devoted to developing the method of program packages as a tool for investigating problems of positional control with incomplete information. The method is embedded in the field of guaranteed control theory and was stipulated by a number of constructions from this theory. Under the assumption that an a priori given set of initial positions of a controlled system is finite, it is established that the solvability of a guaranteed guidance problem in the class of program packages (or, which is the same, in the class of positional strategies) is equivalent to the solvability of this problem in the class of considerably simpler program operators, namely, in the class of idealized program packages.     

Prospects and challenges in R package development

R, a software package for statistical computing and graphics, has evolved into the lingua franca of (computational) statistics. One of the cornerstones of R’s success is the decentralized and modularized way of creating software using a multi-tiered development model: The R Development Core Team provides the “base system”, which delivers basic statistical functionality, and many other developers contribute code in the form of extensions in a standardized format via so-called packages. In order to be accessible by a broader audience, packages are made available via standardized source code repositories. To support such a loosely coupled development model, repositories should be able to verify that the provided packages meet certain formal quality criteria and “work”: both relative to the development of the base R system as well as with other packages (interoperability). However, established quality assurance systems and collaborative infrastructures typically face several challenges, some of which we will discuss in this paper.     

Statistical characteristics of an integrated oceanographic data processing system

Integration of special- and general-purpose application packages is considered as an efficiency improving technique, A package integration system is defined and its statistical characteristics are computed. Parallel and sequential package integration systems are analyzed. A real-life system, developed on the basis of sequential integration principles is described. This is a computer-aided oceanographic data processing system for the ES OS environment, which includes preprocessing and data preparation programs, a number of special-purpose application packages, and interfaces between these packages.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 62, pp. 113–122, 1987.     

Some characterizations of minimal Markov basis for sampling from discrete conditional distributions

In this paper we given some basic characterizations of minimal Markov basis for a connected Markov chain, which is used for performing exact tests in discrete exponential families given a sufficient statistic. We also give a necessary and sufficient condition for uniqueness of minimal Markov basis. A general algebraic algorithm for constructing a connected Markov chain was given by Diaconis and Sturmfels (1998,The Annals of Statistics,26, 363–397). Their algorithm is based on computing Gröbner basis for a certain ideal in a polynomial ring, which can be carried out by using available computer algebra packages. However structure and interpretation of Gröbner basis produced by the packages are sometimes not clear, due to the lack of symmetry and minimality in Gröbner basis computation. Our approach clarifies partially ordered structure of minimal Markov basis.     

Technological Tools in the Introductory Statistics Classroom: Effects on Student Understanding of Inferential Statistics

While technology has become an integral part of introductory statistics courses, the programs typically employed are professional packages designed primarily for data analysis rather than for learning. Findings from several studies suggest that use of such software in the introductory statistics classroom may not be very effective in helping students to build intuitions about the fundamental statistical ideas of sampling distribution and inferential statistics. The paper describes an instructional experiment which explored the capabilities of Fathom, one of several recently-developed packages explicitly designed to enhance learning. Findings from the study indicate that use of Fathom led students to the construction of a fairly coherent mental model of sampling distributions and other key concepts related to statistical inference. The insights gained point to a number of critical ingredients that statistics educators should consider when choosing statistical software. They also provide suggestions about how to approach the particularly challenging topic of statistical inference. This revised version was published online in July 2006 with corrections to the Cover Date.     

An approximate numerical model for radiation problems

A variety of engineering problems can be successfully solved by coupling finite element and boundary element procedures. Approximate boundary elements, which can be used when dealing with radiation problems in unlimited domains are presented. They are simple to implement and can be easily inserted in existing frontal solution packages. Numerical examples are also reported.     

Ship-pack optimization in a two-echelon distribution system

In large distribution systems, distribution centers (DC) deliver some merchandize to their retail stores in size-specific packages, also called ship-packs. These ship-packs include cases (e.g., cartons containing 24 or 48 units), inners (packages of 6 or 8 units) or eaches (individual units). For each Stock Keeping Unit (SKU), a retailer can decide which of these ship-pack options to use when replenishing its retail stores. Working with a major US retailer, we have developed a cost model that balances DC handling costs, store handling costs and inventory-related costs at both the DC and the stores, and therefore can help to determine the optimum warehouse ship-pack for each SKU. We implement our model for a sample of 529 SKUs, and show that by changing ship-pack size for about 30 SKUs, the retailer can reduce its total cost by 0.3% - 0.4%. Interestingly, we find that most of the cost savings occurs at the DC level.     

Project for Intercomparison Of Landsurface Parameterization Schemes: Application of some structural complexity metrics

Initiated in 1992, the international PILPS project aims to evaluate and intercompare land-surface parameterization packages, destined for embedding into atmospheric general circulation models. The Project for Intercomparison of Landsurface Parameterization Schemes (PILPS) involves 27 numerical submodels to describe the interaction of the land surface with the overlying atmosphere. This project offers the opportunity of not only comparing the physical basis and simulation results of these land-surface codes, but also for collecting software engineering metrics on the codes themselves. The existing PILPS infrastructure supported the data collection of measures of the pieces of FORTRAN code in an organized fashion. A number of questions were included in a data gathering exercise, via questionnaire, regarding the structural complexity of the codes. Even for this parsimonious set of metrics, adequate data were returned for only 7 of the 27 land-surface parameterization schemes involved in the PILPS intercomparison. Results from these seven data sets are analyzed here in terms of control flow complexity and size. A second experiment is also described briefly. This was conducted to evaluate, subjectively, the overall “complexity” of four of the PILPS codes. Eight senior climate researchers, all of whom are also established FORTRAN programmers, were asked to evaluate the code listings using a questionnaire. These data were evaluated and their relationship to the objective measures assessed. A surprisingly good correlation was found between many of the standard, objective metrics and subjective assessments of overall “complexity.”     

Optimal inventory policy for specialty chemical products in multiple packages

Many products are inventoried and sold in multiple outer packages, which causes the manufacturer or distributor to maintain a segmented inventory. Oftentimes, this scenario leads to shortages in some packages and over-stock in other package types. The shortages are usually linked to specific shortage costs, and the over-stock is always associated with some sort of unnecessary holding cost that either erodes profit margins or results in increased costs for the consumer. In this paper, the inventory policy for a specialty chemical manufacturer's cleaner, which is inventoried in four unique packages, is studied. A mathematical model is developed to account for the costs associated with initial procurement, holding and repackaging (shortage), which are the primary costs associated with the inventory system. Based upon this model, an optimal inventory policy is generated that reduces the need for repackaging, without requiring a prohibitive amount of safety stock. A specific historical case is summarized, and the results of this example are compared with the results that the new inventory policy would have produced, given the same circumstances.     

一般工商业零售电价套餐适应性评估与优化方法

在电力体制改革的大背景下,合理评估零售电价套餐适应性,对控制电网经营风险和推进售电侧改革有重要意义。针对我国电力市场以及一般工商业的特点,首先从竞争、用户以及市场环境角度出发建立了一般工商业零售电价套餐评估指标体系;其次将层次分析法和改进的灰色白化权函数相结合,对电价套餐进行适应性评估;最后针对该评估方法建立了基于蚁群算法的优化模型,以最小成本得到提高电价套餐适应性等级的优化方案,并验证了该方法具有良好的鲁棒性,具有一定的参考意义。