Forecasting and operational research: a review

From its foundation, operational research (OR) has made many substantial contributions to practical forecasting in organizations. Equally, researchers in other disciplines have influenced forecasting practice. Since the last survey articles in JORS, forecasting has developed as a discipline with its own journals. While the effect of this increased specialization has been a narrowing of the scope of OR's interest in forecasting, research from an OR perspective remains vigorous. OR has been more receptive than other disciplines to the specialist research published in the forecasting journals, capitalizing on some of their key findings. In this paper, we identify the particular topics of OR interest over the past 25 years. After a brief summary of the current research in forecasting methods, we examine those topic areas that have grabbed the attention of OR researchers: computationally intensive methods and applications in operations and marketing. Applications in operations have proved particularly important, including the management of inventories and the effects of sharing forecast information across the supply chain. The second area of application is marketing, including customer relationship management using data mining and computer-intensive methods. The paper concludes by arguing that the unique contribution that OR can continue to make to forecasting is through developing models that link the effectiveness of new forecasting methods to the organizational context in which the models will be applied. The benefits of examining the system rather than its separate components are likely to be substantial.     

Efficiency in education: a review of literature and a way forward

This paper provides an extensive overview of the literature on efficiency in education. It summarizes the earlier applied inputs, outputs and contextual variables, as well as the used data sources of papers in the field of efficiency in education. Moreover, it reviews the papers on education that applied methodologies as data envelopment analysis, Malmquist index, Bootstrapping, robust frontiers, metafrontier or stochastic frontier analysis. Based on the insights of the literature review, a second part of the paper provides some ways forward. It attempts to establish a link between the parametric ‘economics of education’ literature and the (semi-parametric) ‘efficiency in education literature’. We point to the similarities between matching and conditional efficiency; difference-in-differences and metafrontiers; and quantile regressions and partial frontiers. The paper concludes with some practical directions for prospective researchers in the field.     

Mathematical programs with vanishing constraints: constraint qualifications,their applications,and a new regularization method

ABSTRACT

We propose a new family of relaxation schemes for mathematical programs with vanishing constraints that extend the relaxation of Hoheisel, Kanzow & Schwartz from 2012. We discuss the properties of the sequence of relaxed non-linear programs as well as stationary properties of limiting points. Our relaxation schemes have the desired property of converging to an M-stationary point. A main advantage of this new method is to converge to an S-stationary point satisfying MPVC-LICQ for a large class of problem. We also study MPVC constraint qualification connected to this study and prove convergence of the method under the new MPVC-CRSC. Additionally, we obtain the new MPVC-wGCQ and prove that it is the weakest MPVC constraint qualification.     

Various theoretical frameworks in concept construction and how to move forward as a field: A commentary to Pegg and Tall

This paper first summarises and discusses Pegg and Tall's (2005) fundamental cycle model of conceptual construction from action to object and its relationship to other theories. Then the paper compares this with another model of different psychological theories of learning mathematics and discusses how these models can either be merged or complement each other. This leads to a general discussion about the problem of having many different theories and fashions. how knowledge grows and accumulates, and if there is a unifying theory to be found. The paper concludes that the development of metatheories, such as in the work of Pegg and Tall, is necessary rather than uncritical complementarism.     

Credibility theory: a new view from the theory of second order optimal statistics

Second order (s.o.) Bayes estimators, being the main tool in the s.o. optimal statistical theory, provides a natural basis for a new approach to credibility evaluation. For the cases, where the classical credibility formula fails in the sense that it does no longer represent the predicted mean, this approach suggests an s.o. modified credibility formula, which approximately (in some sense) equals the predicted mean even for small size samples. The results are applied to the important class of location dispersion distributions and are illustrated by a number of numerical experiments.     

The epistemic,the cognitive,the human: a commentary on the mathematical working space approach

ZDM – Mathematics Education - This article is a commentary on the mathematical working space (MWS) approach and draws on the articles contained in this ZDM issue. The article is divided into...     

Some related paradoxes of queuing theory: new cases and a unifying explanation

In this paper, we study a number of closely related paradoxes of queuing theory, each of which is based on the intuitive notion that the level of congestion in a queuing system should be directly related to the stochastic variability of the arrival process and the service times. In contrast to such an expectation, it has previously been shown that, in all H _k /G/1 queues, PW (the steady-state probability that a customer has to wait for service) decreases when the service-time becomes more variable. An analagous result has also been proved for p_loss (the steady-state probability that a customer is lost) in all H_k/G/1 loss systems. Such theoretical results can be seen, in this paper, to be part of a much broader scheme of paradoxical behaviour which covers a wide range of queuing systems. The main aim of this paper is to provide a unifying explanation for these kinds of behaviour. Using an analysis based on a simple, approximate model, we show that, for an arbitrary set of n GI/G_k/1 loss systems (k=1,..., n), if the interarrival-time distribution is fixed and ‘does not differ too greatly’ from the exponential distribution, and if the n systems are ordered in terms of their p_loss values, then the order that results whenever c_A<1 is the exact reverse of the order that results whenever c_A>1, where c_A is the coefficient of variation of the interarrival time. An important part of the analysis is the insensitivity of the p_loss value in an M/G/1 loss system to the choice of service-time distribution, for a given traffic intensity. The analysis is easily generalised to other queuing systems for which similar insensitivity results hold. Numerical results are presented for paradoxical behaviour of the following quantities in the steady state: p_loss in the GI/G/1 loss system; PW and W _q (the expected queuing time of customers) in the GI/G/1 queue; and p_K (the probability that all K machines are in the failed state) in the GI/G/r machine interference model. Two of these examples of paradoxical behaviour have not previously been reported in the literature. Additional cases are also discussed.     

On Weierstrass semigroups and sets: a review with new results

In this work we present a survey of the main results in the theory of Weierstrass semigroups at several points, with special attention to the determination of bounds for the cardinality of its set of gaps. We also review results on applications to the theory of error correcting codes. We then recall a generalization of the concept of Weierstrass semigroup, which is the Weierstrass set associated to a linear system and several points. We finish by presenting new results on this Weierstrass set, including some on the cardinality of its set of gaps.      

Restructuring forward step of MARS algorithm using a new knot selection procedure based on a mapping approach

In high dimensional data modeling, Multivariate Adaptive Regression Splines (MARS) is a popular nonparametric regression technique used to define the nonlinear relationship between a response variable and the predictors with the help of splines. MARS uses piecewise linear functions for local fit and apply an adaptive procedure to select the number and location of breaking points (called knots). The function estimation is basically generated via a two-stepwise procedure: forward selection and backward elimination. In the first step, a large number of local fits is obtained by selecting large number of knots via a lack-of-fit criteria; and in the latter one, the least contributing local fits or knots are removed. In conventional adaptive spline procedure, knots are selected from a set of all distinct data points that makes the forward selection procedure computationally expensive and leads to high local variance. To avoid this drawback, it is possible to restrict the knot points to a subset of data points. In this context, a new method is proposed for knot selection which bases on a mapping approach like self organizing maps. By this method, less but more representative data points are become eligible to be used as knots for function estimation in forward step of MARS. The proposed method is applied to many simulated and real datasets, and the results show that it proposes a time efficient forward step for the knot selection and model estimation without degrading the model accuracy and prediction performance.     

A review on some contributions to perturbation theory, singular limits and well-posedness

In the beginning of the 1990s we devoted a sequence of papers to perturbation theory, singular limits and well-posedness problems. In particular, the strong well-posedness of the initial-boundary value problem for the compressible Euler equations was demonstrate for the first time. Our method also allowed singular limit results in the strong norm, even under assumptions weaker than the current ones in the literature (where the strong norm is not reached). It is worth noting that, until now, the above method and results have not been substantially improved. Hence an introduction to it still looks timely. Actually, in a forthcoming paper, by returning to this method, we improve (in a very substantial way) some important results recently appeared in the literature.     

Investigating the impact of new technologies and organizational practices on operational performance: evidence from Spanish manufacturing companies

Central European Journal of Operations Research - The purpose of this paper is to analyse if and to what extent the relation between implementing new technologies and organizational practices has a...     

Mathematical Programs with Vanishing Constraints: Optimality Conditions,Sensitivity, and a Relaxation Method

We consider a class of optimization problems with switch-off/switch-on constraints, which is a relatively new problem model. The specificity of this model is that it contains constraints that are being imposed (switched on) at some points of the feasible region, while being disregarded (switched off) at other points. This seems to be a potentially useful modeling paradigm, that has been shown to be helpful, for example, in optimal topology design. The fact that some constraints “vanish” from the problem at certain points, gave rise to the name of mathematical programs with vanishing constraints (MPVC). It turns out that such problems are usually degenerate at a solution, but are structurally different from the related class of mathematical programs with complementarity constraints (MPCC). In this paper, we first discuss some known first- and second-order necessary optimality conditions for MPVC, giving new very short and direct justifications. We then derive some new special second-order sufficient optimality conditions for these problems and show that, quite remarkably, these conditions are actually equivalent to the classical/standard second-order sufficient conditions in optimization. We also provide a sensitivity analysis for MPVC. Finally, a relaxation method is proposed. For this method, we analyze constraints regularity and boundedness of the Lagrange multipliers in the relaxed subproblems, derive a sufficient condition for local uniqueness of solutions of subproblems, and give convergence estimates. Research of the first author was supported by the Russian Foundation for Basic Research Grants 07-01-00270, 07-01-00416 and 07-01-90102-Mong, and by RF President’s Grant NS-9344.2006.1 for the support of leading scientific schools. The second author was supported in part by CNPq Grants 301508/2005-4, 490200/2005-2 and 550317/2005-8, by PRONEX-Optimization, and by FAPERJ.     

Mathematical recreations of Dénes König and his work on graph theory

Dénes König (1884–1944) is a Hungarian mathematician well known for his treatise on graph theory (König, 1936). When he was a student, he published two books on mathematical recreations ( and ). Does his work on mathematical recreations have any relation to his work on graph theory? If yes, how are they connected? To answer these questions, we will examine his books of 1902, 1905 and 1936, and compare them with each other. We will see that the books of 1905 and 1936 include many common topics, and that the treatment of these topics is different between 1905 and 1936.     

Short-distance space-time structure and black holes in string theory: a short review of the present status

We briefly review the present status of string theory from the viewpoint of its implications on the short-distance space-time structure and black hole physics. Special emphases are given on two closely related issues in recent developments towards nonperturbative string theory, namely, the role of the space-time uncertainty relation as a qualitative but universal characterization of the short-distance structure of string theory and the microscopic formulation of black-hole entropies. We will also suggest that the space-time uncertainty relation can be an underlying principle for the holographic property of M theory, by showing that the space-time uncertainty relation naturally explains the UV/IR relation used in a recent derivation of the holographic bound for D3 brane by Susskind and Witten.     

Stability,structural stability,and games: Toward a theory of differential hypergames

Differential games (DG's) are investigated from a stability point of view. Several resemblances between the theory of optimal control and that of structural stability suggest a differential game approach in which the operators have conflicting interests regarding the stability of the system only. This qualitative approach adds several interesting new features. The solution of a differential game is defined to be the equilibrium position of a dynamical system in the framework of a given stability theory: this is the differential hypergame (DHG). Three types of DHG are discussed: abstract structural DHG, Liapunov DHG, and Popov DHG. The first makes the connection between DG and the catastrophe theory of Thom; the second makes the connection between the value function approach and Liapunov theory; and the third provides invariant properties for DG's. To illustrate the fact that the theory sketched here may find interesting applications, the up-to-date problem of the world economy is outlined.This research was supported by the National Research Council of Canada.