Operations Research Proceedings 2003

Selected Papersof the International Conferenceon Operations Research (OR 2003)

Heidelberg, September 3-5, 2003

Springer-Verlag Berlin Heidelberg GmbH

D. Ahr · R. FahrionM. Oswald · G. ReineltEditors

Operations ResearchProceedings 2003Selected Papersof the International Conferenceon Operations Research (OR 2003)

Heidelberg, September 3-5, 2003

With 137 Figuresand 51 Tables

123

Dipl.-Inf. Dino AhrUniversität HeidelbergInstitut für InformatikIm Neuenheimer Feld 36869120 Heidelberg, GermanyDino.Ahr@informatik.uni-heidelberg.de

Professor Dr. Roland FahrionUniversität HeidelbergAlfred-Weber-InstitutGrabengasse 1469117 Heidelberg, GermanyRoland.Fahrion@awi.uni-heidelberg.de

Dr. Marcus OswaldUniversität HeidelbergInstitut für InformatikIm Neuenheimer Feld 36869120 Heidelberg, GermanyMarcus.Oswald@informatik.uni-heidelberg.de

Professor Dr. Gerhard ReineltUniversität HeidelbergInstitut für InformatikIm Neuenheimer Feld 36869120 Heidelberg, GermanyGerhard.Reinelt@informatik.uni-heidelberg.de

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Originally published by Springer-Verlag Berlin Heidelberg New York in 2004

ISBN 978-3-540-21445-8 ISBN 978-3-642-17022-5 (eBook)DOI 10.1007/978-3-642-17022-5

Springer-Verlag Berlin Heidelberg

Preface

This volume contains a selection of papers referring to lectures presented at the symposium "Operations Research 2003" (OR03) held at the Ruprecht­Karls-Universitiit Heidelberg, September 3 - 5, 2003. This international con­ference took place under the auspices of the German Operations Research So­ciety (GOR) and of Dr. Erwin Teufel, prime minister of Baden-Wurttemberg.

The symposium had about 500 participants from countries all over the world. It attracted academians and practitioners working in various field of Opera­tions Research and provided them with the most recent advances in Opera­tions Research and related areas in Economics, Mathematics, and Computer Science.

The program consisted of 4 plenary and 13 semi-plenary talks and more than 300 contributed papers selected by the program committee to be presented in 17 sections.

Due to a limited number of pages available for the proceedings volume, the length of each article as well as the total number of accepted contributions had to be restricted. Submitted manuscripts have therefore been reviewed and 62 of them have been selected for publication. This refereeing procedure has been strongly supported by the section chairmen and we would like to express our gratitude to them.

Finally, we also would like to thank Dr. Werner Muller from Springer-Verlag for his support in publishing this proceedings volume.

Heidelberg, February 2004

Dino Ahr Roland Fahrion Marcus Oswald

Gerhard Reinelt

Committees

Organizing Committee Roland Fahrion (Heidelberg) Gerhard Reinelt (Heidelberg)

Program Committee Hans-Georg Bock (Heidelberg) Wolfgang Domschke (Darmstadt) Roland Fahrion (Heidelberg) Michael Junger (Koln) Hartmut Kogelschatz (Heidelberg) Gerhard Reinelt (Heidelberg) Gunter D. Liesegang (Heidelberg) Franz Rendl (Klagenfurt) Gerhard Wascher (Magdeburg)

Sections and Chairpersons

Revenue Management Robert Klein (Darmstadt), Gerhard Wascher (Magdeburg)

Telecommunication and Information Technology Alexander Martin (Darmstadt)

Production, Logistics and Supply Chain Management Bernhard Fleischmann (Augsburg)

Services, Transportation and Traffic Tore Grunert (Aachen)

Scheduling and Project Management Andreas Drexl (Kiel)

Marketing and Data Analysis Wolfgang Gaul (Karlsruhe)

Energy, Environment and Health Steffen FleBa (Heidelberg), Gunter D. Liesegang (Heidelberg)

Finance, Banking and Insurances Siegfried Trautmann (Mainz)

Simulation Hans-Otto Gunther (Berlin)

Continuous Optimization Johannes Jahn (Erlangen)

Discrete and Combinatorial Optimization Peter Gritzmann (Munchen)

Applied Probability Ulrich Rieder (Ulm)

Artificial Intelligence, Fuzzy Logic and Neural Networks Thorsten Poddig (Bremen), Heinrich Rommelfanger (Frankfurt/M.)

Econometrics, Statistics, Mathematical Economics and Decision Theory Stefan Huschens (Dresden)

Experimental Economics, Game Theory and Auctioning Marco Lehmann-Waffenschmidt

Managerial Accounting Christian Hofmann (Hannover), Carsten Homburg (Kaln)

Web Technology, Knowledge Management and Decision Support Systems Leena Suhl (Paderborn)

Contents

GOR Awards

Assessing Capacity Improvements by Relaying in Cellular 1 Networks H.-F. Geerdes

Performance Analysis of M -designed Inbound Call Centers 9 R. Stolletz

Revenue Management

Revenue Management in Manufacturing 17 F. Defregger, H. Kuhn

Network Revenue Management: Some Issues on Upper and 23 Lower Bounds M. Miiller-Bungart

Telecommunication and Information Technology

Optimisation Methods for UMTS Radio Network Planning 31 A. Eisenblatter, A. Fiigenschuh, H.-F. Geerdes, D. Junglas, T. Koch, A. Martin

Production, Logistics and Supply Chain Management

Distribution Planning Problem: A Survey B. Bilgen, 1. Ozkarahan

Artikelanordnungsmuster bei Mann-zur-Ware-Kommissionierung K. Dorner, M. Reeh, C. Strauss, G. Wascher

The Impact of the Exchange of Market and Stock Information on the Bullwhip Effect in Supply Chains B. FaiBt, D. Arnold, K. Furmans

39

47

55

x

Analyzing the Bullwhip Effect of Installation-Stock and 63 Echelon-Stock Policies with Linear Control Theory K. Hoberg, V.W. Thonemann, J.R. Bradley

Policy Approximation for the Production Inventory 71 Problem with Stochastic Demand, Stochastic Yield and Production Leadtime K. Inderfurth, C. Gotzel

A Dynamic Model for Choosing the Optimal Technology in 79 the Context of Reverse Logistics R. Kleber

Deriving Inventory-Control Policies for Periodic Review 87 with Genetic Programming P. Kleinau, V.W. Thonemann

Dynamic Multi-Commodity Facility Location: 95 A Mathematical Modeling Framework for Strategic Supply Chain Planning M.T. Melo, S. Nickel, F. Saldanha da Gama

Leistungsabstimmung von Produktionslinien 103 in der Elektronikmontage M. Schleusener, H.-O. Gunther

A Priority-Rule Based Method for Batch Production 111 Scheduling in the Process Industries C. Schwindt, N. Trautmann

Services, Transportation and Traffic

A Metaheuristic Approach for Hazardous Materials 119 Transportation P. Carotenuto, G. Galiano, S. Giordani

Personal- und Fahrzeugeinsatzplanung in der 127 M iillentsorgung J.R. Daduna

Modelling of Complex Costs and Rules in a Crew Pairing 133 Column Generator R. Galia, C. Hjorring

XI

Convexification of the Traffic Equilibrium Problem 141 with Social Marginal Cost Tolls P. O. Lindberg, L. Engelson

Vermittlung von Fahrgemeinschaften betrachtet als Vehicle 149 Routing Problem G. Reents

Scheduling and Project Management

Single Machine Scheduling with Precedence Constraints 157 and SLK Due Date Assignment V. Gordon, J.-M. Proth, V. Strusevich

A Parallel Approach to the Pricing Step in Crew Scheduling 165 Problems T.V. Hoai, G. Reinelt, H.G. Bock

Scheduling Regular and Temporary Employees 173 with Qualifications in a Casino C. Stark, J. Zimmermann

Marketing and Data Analysis

Web Robot Detection - the Influence of Robots on Web 181 Mining C. Bomhardt, W. Gaul

Visualizing Recommender System Results via Multidimensional Scaling W. Gaul, P. Thoma, L. Schmidt-Thieme, S. van den Bergh

189

Die Modellierung von Pdiferenzveranderungen mittels 197 Scanner Panel Daten L. Hildebrandt, L. Michaelis

Measurement of Online Visibility 205 N. Schmidt-Manz, W. Gaul

Determinants and Behavioral Consequences of Customer 213 Loyalty and Dependence in Online Brokerage - Results from a Causal Analysis Y. Staack

XII

Product Bundling as a Marketing Application B. StauB, W. Gaul

Energy, Environment and Health

Entwicklung und Anwendung einer mehrstufigen Methodik zur Analyse betriebsiibergreifender Energieversorgungskonzepte W. Fichtner, O. Rentz

A System Dynamics Model of the Epidemiological Transition S. FleBa

Finance, Banking and Insurances

221

229

237

Implementing a Reference Portfolio Strategy 245 in Bond Portfolio Management U. Derigs, N.-H. Nickel

Evolutionary Algorithms and the Cardinality Constrained 253 Portfolio Optimization Problem F. Streichert, H. Ulmer, A. Zell

Calculating Concentration-Sensitive Capital Charges with 261 Conditional Value-at-Risk D. Tasche, U. Theiler

Simulation

Integration der Simulation in die Programmplanung einer 269 globalen Supply Chain L. Dohse, T. Hanschke, 1. Meents, H. Zisgen

Objektorientierte Simulation von Anlagen der 276 Elektronikmontage M. Grunow, H.-O. Gunther

Continuous Optimization

A Mixed-Discrete Bilevel Programming Problem S. Dempe, V. Kalashnikov

284

XIII

Detecting Superfluous Constraints in Quadratic 292 Programming by Varying the Optimal Point of the Unrestricted Problem P. Recht

Fast Optimal Control Algorithms with Application to 300 Chemical Engineering A. Schafer, U. Brandt-Pollmann, M. Diehl, H.G. Bock, J.P. Sch16der

Discrete and Combinatorial Optimization

Proofs of U nsatisfiability Via Semidefinite Programming 308 M. Anjos

Algorithms with Performance Guarantees for a Metric 316 Problem of Finding Two Edge-Disjoint Hamiltonian Circuits of Minimum Total Weight A.E. Baburin, E.K. Gimadi, N.M. Korkishko

A Quadratic Optimization Model for the Consolidation of 324 Farmland by Means of Lend-Lease Agreements A. Brieden, P. Gritzmann

A Bipartite Graph Simplex Method 332 R. Euler

Regions of Stability for Nonlinear Discrete Optimization 340 Problems D. Fanghanel

Optimization Models for the Containership Stowage 347 Problem P. Giemsch, A. Jellinghaus

Solving the Sequential Ordering Problem 355 with Automatically Generated Lower Bounds I. T. Herll<idv6lgyi

Scheduling Jobs with a Stepwise Function of Change of 363 Their Values A. Janiak, A. Kasperski, T. Krysiak

Small Instance Relaxations for the Traveling Salesman 371 Problem G. Reinelt, K.M. Wenger

XIV

Applied Probability

A Remark on Multiobjective Stochastic Optimization 379 Problems: Stability and Empirical Estimates V. Kaiikova

Portfolio Optimization under Partial Information: 387 Stochastic Volatility in a Hidden Markov Model J. Sass, U.G. Haussmann

On the Set of Optimal Policies in Variance Penalized 395 Markov Decision Chains K. Sladky, M. Sitar

On Random Sums and Compound Process Models 403 in Financial Mathematics P. Volf

Artificial Intelligence, Fuzzy Logic and Neural Networks

Structural Optimization in Aircraft Engineering 411 using Support Vector Machines P. Kaletta, K. Wolf, A. Fischer

Zeitformen in einer probabilistischen Konditionallogik 419 E. Reucher, W. Rodder

Dienstplanbewertung mit unscharfen Regeln 427 A. Schroll, T. Spengler

Optimization by Gaussian Processes assisted Evolution 435 Strategies H. Ulmer, F. Streichert, A. Zell

Econometrics, Statistics, Mathematical Economics and Decision Theory

Stochastic Programming and Statistical Estimates S. Vogel

Time Lags in Capital Accumulation R. Winkler, U. Brandt-Pollmann, U. Moslener, J.P. Schloder

443

451

Experimental Economics, Game Theory and Auctioning

First-Price Bidding and Entry Behavior in a Sequential Procurement Auction Model J. P. ReiB, J. R. Sch6ndube

Web Technology, Knowledge Management and Decision Support Systems

xv

459

Financial Market Web Mining with the Software Agent 467 PISA P. Bartels, M.H. Breitner

Non-Linear Programming Solvers for Decision Analysis 475 X. Ding, M. Danielson, L. Ekenberg

knowCube - A Spreadsheet Method for Interactive 483 Multicriteria Decision Making H.L. Trinkaus