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  • Articles  (77,626)
  • Articles: DFG German National Licenses  (77,626)
  • Articles and Proceedings (GFZpublic)
  • Springer  (77,626)
  • Economics  (41,558)
  • Computer Science  (36,409)
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  • Articles  (77,626)
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  • 1
    Electronic Resource
    Electronic Resource
    Editorial Statement (2001)
    Springer
    Theory of computing systems 34 (2001), S. 1-1 
    Details
    ISSN: 1433-0490
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s002240010019
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  • 2
    Electronic Resource
    Electronic Resource
    Lattice Substitution Systems and Model Sets (2001)
    Springer
    Discrete & computational geometry 25 (2001), S. 173-201 
    Details
    ISSN: 1432-0444
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. This paper studies ways in which the sets of a partition of a lattice in \Bbb R n become regular model sets. The main theorem gives equivalent conditions which assure that a matrix substitution system on a lattice in \Bbb R n gives rise to regular model sets (based on p -adic-like internal spaces), and hence to pure point diffractive sets. The methods developed here are used to show that the n -dimensional chair tiling and the sphinx tiling are pure point diffractive.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s004540010083
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  • 3
    Electronic Resource
    Electronic Resource
    An Approach to Hierarchical Clustering via Level Surfaces and Convexity (2001)
    Springer
    Discrete & computational geometry 25 (2001), S. 221-233 
    Details
    ISSN: 1432-0444
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. We consider the following approach to hierarchical data clustering. Let A = {p 1 , p 2 , \ldots , p n } be a set of n data points in R d , d \geq 2 . Define $f(z) =\sum_{i=1}^{n}(|z-p_{i}|_{q})^{-1} , where z is in R^d, and |⋅ |_q denotes the L_q-norm, q \geq 1. The function f can be viewed as a ``combined luminosity'' formed by summing individual ``point luminosities'' located at the p_i. The level surfaces of f define a hierarchical clustering of A in a natural way. We prove a general result on convexity that enables us to obtain this clustering for q = 1 by examining the values of f on the edges of a rectilinear grid induced by A. An algorithm is developed that is practical in several situations. For n 〈 1000, these include: (1) d small (say d ≤ 4) and the p_i real; (2) d moderate (say d ≤ 25) and the p_i binary.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s004540010089
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  • 4
    Electronic Resource
    Electronic Resource
    About the Error Term for Best Approximation with Respect to the Hausdorff Related Metrics (2001)
    Springer
    Discrete & computational geometry 25 (2001), S. 293-309 
    Details
    ISSN: 1432-0444
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. Let M be a convex body with C 3 + boundary in \Bbb R d , d\geq 3 , and consider a polytope P n (or P (n) ) with at most n vertices (at most n facets) minimizing the Hausdorff distance from M . It has long been known that as n tends to infinity, there exist asymptotic formulae of order n -2/(d-1) for the Hausdorff distances δ \rm H (P n ,M) and δ \rm H (P (n) ,M) . In this paper a bound of order n -5/(2(d-1)) is given for the error of the asymptotic formulae. This bound is clearly not the best possible, and Gruber \cite{Gru97} conjectured that if the boundary of M is sufficiently smooth, then there exist asymptotic expansions for δ \rm H (P n ,M) and δ \rm H (P (n) ,M) . With the help of quasiconformal mappings, we show for the three-dimensional unit ball that the error is at least f(n)⋅ n -2 where f(n) tends to infinity. Therefore in this case, no asymptotic expansion exists in terms of n -2/(d-1) =n -1 .
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s004540010088
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  • 5
    Electronic Resource
    Electronic Resource
    Isoperimetric Quotients for a Decomposed Convex Body (2001)
    Springer
    Discrete & computational geometry 25 (2001), S. 257-270 
    Details
    ISSN: 1432-0444
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. In the Euclidean plane, decompose a convex body T into n\geq 2 convex bodies T 1 ,\ldots ,T n with areas also denoted by T 1 ,\ldots ,T n , and with perimeters L 1 ,\ldots ,L n . For T a polygon with at most six sides, G. Fejes Tóth and also L. Fejes Tóth showed that the isoperimetric quotient (L 1 + ⋅s + L n )/(\sqrt T 1 + ⋅s + \sqrt T n ) is greater than the corresponding isoperimetric quotient of a regular hexagon if T i /T j for any i, j is bounded from below by some appropriate constant. We generalize this result to any convex body T , and we show the analogous result for the isoperimetric quotient (L 2 1 + ⋅s + L 2 n )/(T 1 + ⋅s + T n ) .
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s004540010084
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  • 6
    Electronic Resource
    Electronic Resource
    Face-Transitive Polyhedra with Rectangular Faces and Icosahedral Symmetry (2001)
    Springer
    Discrete & computational geometry 25 (2001), S. 163-172 
    Details
    ISSN: 1432-0444
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. We describe three hexacontahedra in which the faces are rectangles, all equivalent under symmetries of the icosahedral group and having all edges in the mirror planes of the symmetry group. Under the restriction that adjacent faces are not coplanar, these are the only possible polyhedra of this kind.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s004540010087
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  • 7
    Electronic Resource
    Electronic Resource
    On the Number of Regular Vertices of the Union of Jordan Regions (2001)
    Springer
    Discrete & computational geometry 25 (2001), S. 203-220 
    Details
    ISSN: 1432-0444
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. Let \C be a collection of n Jordan regions in the plane in general position, such that each pair of their boundaries intersect in at most s points, where s is a constant. If the boundaries of two sets in \C cross exactly twice, then their intersection points are called regular vertices of the arrangement \A(\C) . Let R(\C) denote the set of regular vertices on the boundary of the union of \C . We present several bounds on |R(\C)| , depending on the type of the sets of \C . (i) If each set of \C is convex, then |R(\C)|=O(n 1.5+\eps ) for any \eps〉0 . (ii) If no further assumptions are made on the sets of \C , then we show that there is a positive integer r that depends only on s such that |R(\C)|=O(n 2-1/r ) . (iii) If \C consists of two collections \C 1 and \C 2 where \C 1 is a collection of m convex pseudo-disks in the plane (closed Jordan regions with the property that the boundaries of any two of them intersect at most twice), and \C 2 is a collection of polygons with a total of n sides, then |R(\C)|=O(m 2/3 n 2/3 +m +n) , and this bound is tight in the worst case.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s00454-001-0001-7
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  • 8
    Electronic Resource
    Electronic Resource
    An Efficient Algorithm for the Three-Dimensional Diameter Problem (2001)
    Springer
    Discrete & computational geometry 25 (2001), S. 235-255 
    Details
    ISSN: 1432-0444
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. We explore a new approach for computing the diameter of n points in \Bbb R 3 that is based on the restriction of the furthest-point Voronoi diagram to the convex hull. We show that the restricted Voronoi diagram has linear complexity. We present a deterministic algorithm with O(nlog  2 n) running time. The algorithm is quite simple and is a good candidate to be implemented in practice. Using our approach the chromatic diameter and all-furthest neighbors in \Bbb R 3 can be found in the same running time.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s004540010086
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  • 9
    Electronic Resource
    Electronic Resource
    Deformable Pedal Curves and Surfaces: Hybrid Geometric Active Models for Shape Recovery (2001)
    Springer
    International journal of computer vision 44 (2001), S. 137-155 
    Details
    ISSN: 1573-1405
    Keywords: snakes ; pedal curves and surfaces ; curve and surface evolution ; level-set method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract In this paper, we propose significant extensions to the “snake pedal” model, a powerful geometric shape modeling scheme introduced in (Vemuri and Guo, 1998). The extension allows the model to automatically cope with topological changes and for the first time, introduces the concept of a compact global shape into geometric active models. The ability to characterize global shape of an object using very few parameters facilitates shape learning and recognition. In this new modeling scheme, object shapes are represented using a parameterized function—called the generator—which accounts for the global shape of an object and the pedal curve (surface) of this global shape with respect to a geometric snake to represent any local detail. Traditionally, pedal curves (surfaces) are defined as the loci of the feet of perpendiculars to the tangents of the generator from a fixed point called the pedal point. Local shape control is achieved by introducing a set of pedal points—lying on a snake—for each point on the generator. The model dubbed as a “snake pedal” allows for interactive manipulation via forces applied to the snake. In this work, we replace the snake by a geometric snake and derive all the necessary mathematics for evolving the geometric snake when the snake pedal is assumed to evolve as a function of its curvature. Automatic topological changes of the model may be achieved by implementing the geometric snake in a level-set framework. We demonstrate the applicability of this modeling scheme via examples of shape recovery from a variety of 2D and 3D image data.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1011897628647
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  • 10
    Electronic Resource
    Electronic Resource
    Statistical Modeling of Colour Data (2001)
    Springer
    International journal of computer vision 44 (2001), S. 87-109 
    Details
    ISSN: 1573-1405
    Keywords: colour ; statistics ; statistical modeling ; segmentation ; tracking ; active region models ; snakes ; image processing ; computer vision ; physics-based vision
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract In this paper we investigate how best to model naturally arising distributions of colour camera data. It has become standard to model single mode distributions of colour data by ignoring the intensity component and constructing a Gaussian model of the chromaticity. This approach is appealing, because the intensity of data can change arbitrarily due to shadowing and shading, whereas the chromaticity is more robust to these effects. However, it is unclear how best to construct such a model, since there are many domains in which the chromaticity can be represented. Furthermore, the applicability of this kind of model is questionable in all but the most basic lighting environments. We begin with a review of the reflection processes that give rise to distributions of colour data. Several candidate models are then presented; some are from the existing literature and some are novel. Properties of the different models are compared analytically and the models are empirically compared within a region tracking application over two separate sets of data. Results show that chromaticity based models perform well in constrained environments where the physical model upon which they are based applies. It is further found that models based on spherical representations of the chromaticity data provide better performance than those based on more common planar representations, such as the chromaticity plane or the normalised colour space. In less constrained environments, however, such as daylight, chromaticity based models do not perform well, because of the effects of additional illumination components, which violate the physical model upon which they are based.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1011870913626
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  • 11
    Electronic Resource
    Electronic Resource
    Bayesian Object Localisation in Images (2001)
    Springer
    International journal of computer vision 44 (2001), S. 111-135 
    Details
    ISSN: 1573-1405
    Keywords: vision ; object location ; Monte Carlo ; filter-bank ; statistical independence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract A Bayesian approach to intensity-based object localisation is presented that employs a learned probabilistic model of image filter-bank output, applied via Monte Carlo methods, to escape the inefficiency of exhaustive search. An adequate probabilistic account of image data requires intensities both in the foreground (i.e. over the object), and in the background, to be modelled. Some previous approaches to object localisation by Monte Carlo methods have used models which, we claim, do not fully address the issue of the statistical independence of image intensities. It is addressed here by applying to each image a bank of filters whose outputs are approximately statistically independent. Distributions of the responses of individual filters, over foreground and background, are learned from training data. These distributions are then used to define a joint distribution for the output of the filter bank, conditioned on object configuration, and this serves as an observation likelihood for use in probabilistic inference about localisation. The effectiveness of probabilistic object localisation in image clutter, using Bayesian Localisation, is illustrated. Because it is a Monte Carlo method, it produces not simply a single estimate of object configuration, but an entire sample from the posterior distribution for the configuration. This makes sequential inference of configuration possible. Two examples are illustrated here: coarse to fine scale inference, and propagation of configuration estimates over time, in image sequences.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1011818912717
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  • 12
    Electronic Resource
    Electronic Resource
    The Production of Goods in Excess of Demand: A Generalization of Self-Protection (2000)
    Springer
    The Geneva risk and insurance review 25 (2000), S. 51-63 
    Details
    ISSN: 1554-9658
    Keywords: reserve goods ; self-protection ; insurance
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract We consider a risk-averse firm producing a limited number of goods that can be defective. The firm must determine its level of production before knowing which goods will be defective. Such is the case, for example, for a producer of telecommunications satellites. The problem under scrutiny can be interpreted as a generalization of self-protection for more than two states of nature. In our model, the firm determines jointly its level of production and its demand for insurance. It is shown that, under reasonable assumptions, the two strategies are complements.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1008797407679
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  • 13
    Electronic Resource
    Electronic Resource
    Background Risk, Demand for Insurance, and Choquet Expected Utility Preferences (2000)
    Springer
    The Geneva risk and insurance review 25 (2000), S. 7-28 
    Details
    ISSN: 1554-9658
    Keywords: demand for insurance ; background risk ; nonexpected utility
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract This article deals with demand for insurance with a background risk in a nonprobabilized uncertainty framework, where preferences are represented by a nonadditive model of decision making. The Choquet expected utility model that we use generalizes expected utility and allows for a separation of the attitude towards uncertainty and the attitude towards wealth. When the insurable and the background risk are comonotone, the impact of the background risk on the demand for insurance is related to the attitude towards wealth. In contrast, when the two risks are anticomonotone, the attitude towards uncertainty is determinant. In this case, some of the resulting behaviors cannot be explained by the standard expected utility model.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1008730106771
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  • 14
    Electronic Resource
    Electronic Resource
    Financial Markets for Unknown Risks if Beliefs Differ (2000)
    Springer
    The Geneva risk and insurance review 25 (2000), S. 29-49 
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    ISSN: 1554-9658
    Keywords: individual risk ; collective risk ; unknown risk ; financial markets ; mutual insurance contracts ; Arrow securities
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract We consider a general equilibrium model with individual and collective risks. The article builds on a contribution by Chichilnisky and Heal, who show that contingent Arrow–Debreu equilibria can also be supported in economies with Arrow securities and mutual insurance contracts. However, they show this to be true in general only if beliefs are identical, a very restrictive assumption in the context of unknown risks. Moreover, they claim complete insurance in equilibrium to be impossible if beliefs are different. We show that even with different beliefs, firstly, complete insurance is possible in each statistical state, and secondly, contingent equilibrium can still be supported in economies with insurance and securities.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1008745423609
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  • 15
    Electronic Resource
    Electronic Resource
    Editor's Note (2000)
    Springer
    The Geneva risk and insurance review 25 (2000), S. 5-5 
    Details
    ISSN: 1554-9658
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1008742818028
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  • 16
    Electronic Resource
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    The Consequences for a Monopolistic Insurance Firm of Evaluating Risk Better than Customers: The Adverse Selection Hypothesis Reversed (2000)
    Springer
    The Geneva risk and insurance review 25 (2000), S. 65-79 
    Details
    ISSN: 1554-9658
    Keywords: asymmetric information ; insurance markets ; value of information ; multidimensional signaling ; informed principal
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract This article models a situation in which a monopolistic insurer evaluates risk better than its customers. The resulting equilibrium allocations are compared to the consequences of the standard adverse selection hypothesis. On the positive side, they exhibit the property that low-risk people are better covered than higher-risk people. On the normative side, the article shows that there are two reasons for avoiding excessive risk classification: one is the classical destruction of insurance possibilities, and the other comes from the distrustful atmosphere generated by new asymmetric information.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1008749524517
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  • 17
    Electronic Resource
    Electronic Resource
    Arbitrage and Viability in Insurance Markets (2000)
    Springer
    The Geneva risk and insurance review 25 (2000), S. 81-99 
    Details
    ISSN: 1554-9658
    Keywords: arbitrage ; viability ; insurance pricing ; constrained trade ; transaction costs ; market incompleteness
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract Insurance markets are subject to transaction costs and constraints on portfolio holdings. Therefore, unlike the frictionless asset markets case, viability is not equivalent to absence of arbitrage possibilities. We use the concept of unbounded arbitrage to characterize viable prices on a complete and an incomplete insurance market. In the complete market, there is an insurance contract for every possible event. In the incomplete market, risk can be insured through proportional and excess of loss like insurance contracts. We show how the the structure of viable prices is affected by the portfolio constraints, the transaction costs, and the structure of marketed contracts.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1008701608588
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  • 18
    Electronic Resource
    Electronic Resource
    Genetic Screening and Price Discrimination in Insurance Markets (2000)
    Springer
    The Geneva risk and insurance review 25 (2000), S. 103-130 
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    ISSN: 1554-9658
    Keywords: insurance ; genetic information ; discrimination
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract Basing insurance prices on the results of an imperfect screening test to identify risk types can reduce or increase aggregate discrimination across insureds. We present a powerful and general new framework of analysis to examine this issue, drawing upon recent work which uses decomposable inequality indices to measure vertical and horizontal inequity in taxation. We find that, whilst improved test performance inevitably reduces vertical discrimination (in the average prices faced by different risk types), even very accurate tests can lead to substantial horizontal discrimination (within risk types) and enhanced overall discrimination. These conclusions are shown to be robust to a range of different value judgements about how to aggregate individual discriminatory effects and to be particularly relevant to the case of genetic screening.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1008745627439
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  • 19
    Electronic Resource
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    Exclusions and the Demand for Property Insurance (2000)
    Springer
    The Geneva risk and insurance review 25 (2000), S. 131-139 
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    ISSN: 1554-9658
    Keywords: background risk ; property insurance ; upper limit ; exclusion
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract The paper examines property insurance contracts in which consumers choose the upper limit on coverage. Exclusions are of two types, and both reduce the demand for insurance of the included perils. A practical implication is that an insurer can raise the demand for fire insurance by offering an earthquake rider, and profit from the rider even when the premia are ceded in such a way that the rider does not raise profit directly. The results do not require assumptions about correlations between included and excluded losses, which is interesting because correlations are decisive in most of the other literature on background risk.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1008710311509
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  • 20
    Electronic Resource
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    Equilibrium in Competitive Insurance Markets Under Adverse Selection and Yaari's Dual Theory of Risk (2000)
    Springer
    The Geneva risk and insurance review 25 (2000), S. 141-157 
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    ISSN: 1554-9658
    Keywords: adverse selection ; nonexpected utility ; Yaari's dual theory ; separating equilibrium ; pooling equilibrium
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract Under Yaari's dual theory of risk, we determine the equilibrium separating contracts for high and low risks in a competitive insurance market, in which risks are defined only by their expected losses, that is, a high risk is a risk that has a greater expected loss than a low risk. Also, we determine the pooling equilibrium contract when insurers are assumed non-myopic. Expected utility theory generally predicts that optimal insurance indemnity payments are nonlinear functions of the underlying loss due to the nonlinearity of agents' utility functions. Under Yaari's dual theory, we show that under mild technical conditions the indemnity payment is a piecewise linear function of the loss, a common property of insurance coverages.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1008762312418
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  • 21
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    Centralizing Insurance Fraud Investigation (2000)
    Springer
    The Geneva risk and insurance review 25 (2000), S. 159-178 
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    ISSN: 1554-9658
    Keywords: fraud bureau ; ex post moral hazard ; asymmetric information ; insurance
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract The study of insurance fraud and its remedy is a hot topic of research, mainly because the problem of insurance fraud is so widespread. In the United States many state governments have setup agencies to combat fraud. These Insurance Fraud Bureaus (IFB) are typically established to gather information about potential fraudulent claims, and to advise prosecuting officers on the nature of each offense. This paper presents the conditions under which more fraud will be observed in an economy where an IFB conducts all audits than in an economy where each insurance company is responsible for its own investigation. Even if fraud increases, policyholders may be better off than in economy lacking an IFB. One unambiguous case where policyholders are always better is when the IFB conducts every investigation at a cost that is equal to the industry's average.
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    URL: http://dx.doi.org/10.1023/A:1008766413327
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  • 22
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    Self-Protection, Information and the Precautionary Principle (2000)
    Springer
    The Geneva risk and insurance review 25 (2000), S. 179-187 
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    ISSN: 1554-9658
    Keywords: self-protection ; comparative statics ; information structure ; Precautionary Principle
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract In this paper we examine the effect of information on investment in self-protection. We show that the relationship between more information and investment in self-protection is ambiguous in general. If absolute risk aversion is constant, then investment in self-protection always decreases with a better information structure. We show that if we interpret the Precautionary Principle as requiring more self-protection today, it is difficult to accept it on the grounds of efficiency, except for a particular subset of information structures.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1008770530165
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  • 23
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    Exact order of Hoffman’s error bounds for elliptic quadratic inequalities derived from vector-valued Chebyshev approximation (2000)
    Springer
    Mathematical programming 88 (2000), S. 223-253 
    Details
    ISSN: 1436-4646
    Keywords: Mathematics Subject Classification (1991): 90C31, 41A50, 90C47
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. In this paper, we introduce the exact order of Hoffman’s error bounds for approximate solutions of elliptic quadratic inequalities. Elliptic quadratic inequalities are closely related to Chebyshev approximation of vector-valued functions (including complex-valued functions). The set of Chebyshev approximations of a vector-valued function defined on a finite set is shown to be Hausdorff strongly unique of order exactly 2 s for some nonnegative integer s. As a consequence, the exact order of Hoffman’s error bounds for approximate solutions of elliptic quadratic inequalities is exactly 2 -s for some nonnegative integer s. The integer s, called the order of deficiency (which is computable), quantifies how much the Abadie constraint qualification is violated by the elliptic quadratic inequalities.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s101070050015
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  • 24
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    Error bounds for infinite systems of convex inequalities without Slater’s condition (2000)
    Springer
    Mathematical programming 88 (2000), S. 255-275 
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    ISSN: 1436-4646
    Keywords: Key words: error bounds – Hölder error bound – semi–infinite program – convex inequalities – dual solutions – projection multipliers – weak Slater condition – Mangasarian–Fromovitz condition Mathematics Subject Classification (1991): 20E28, 20G40, 20C20
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. The feasible set of a convex semi–infinite program is described by a possibly infinite system of convex inequality constraints. We want to obtain an upper bound for the distance of a given point from this set in terms of a constant multiplied by the value of the maximally violated constraint function in this point. Apart from this Lipschitz case we also consider error bounds of Hölder type, where the value of the residual of the constraints is raised to a certain power.¶We give sufficient conditions for the validity of such bounds. Our conditions do not require that the Slater condition is valid. For the definition of our conditions, we consider the projections on enlarged sets corresponding to relaxed constraints. We present a condition in terms of projection multipliers, a condition in terms of Slater points and a condition in terms of descent directions. For the Lipschitz case, we give five equivalent characterizations of the validity of a global error bound.¶We extend previous results in two directions: First, we consider infinite systems of inequalities instead of finite systems. The second point is that we do not assume that the Slater condition holds which has been required in almost all earlier papers.
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    Reminiscences on the development of the variational approach to Davidon’s variable-metric method (2000)
    Springer
    Mathematical programming 87 (2000), S. 265-280 
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    ISSN: 1436-4646
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. In the mid-1960’s, Davidon’s method was brought to the author’s attention by M.J.D. Powell, one of its earliest proponents. Its great efficacy in solving a rather difficult computational problem in which the author was involved led to an attempt to find a “best” updating formula. “Best” seemed to suggest “least” in the sense of some norm, to further the stability of the method. This led to the idea of minimizing a generalized quadratic (Frobenius) norm with the quasi-Newton and symmetry constraints on the updates. Several interesting formulas were derived, including the Davidon-Fletcher-Powell formula (as shown by Goldfarb). This approach was extended to the derivation of updates requiring no derivatives, and to Broyden-like updates for the solution of simultaneous nonlinear equations. Attempts were made to derive minimum-norm corrections in product-form updates, with an eye to preserving positive-definiteness. In the course of this attempt, it was discovered that the DFP formula could be written as a product, leading to some interesting theoretical developments. Finally, a linearized product-form update was developed which was competitive with the best update (BFGS) of that time.
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    Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods (2000)
    Springer
    Mathematical programming 87 (2000), S. 303-316 
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    ISSN: 1436-4646
    Keywords: Key words: nonlinear programming – interior-point methods – nonconvex optimization – predictor-corrector – matrix ordering
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. The paper extends prior work by the authors on loqo, an interior point algorithm for nonconvex nonlinear programming. The specific topics covered include primal versus dual orderings and higher order methods, which attempt to use each factorization of the Hessian matrix more than once to improve computational efficiency. Results show that unlike linear and convex quadratic programming, higher order corrections to the central trajectory are not useful for nonconvex nonlinear programming, but that a variant of Mehrotra’s predictor-corrector algorithm can definitely improve performance.
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    Robust solutions of Linear Programming problems contaminated with uncertain data (2000)
    Springer
    Mathematical programming 88 (2000), S. 411-424 
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    ISSN: 1436-4646
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. Optimal solutions of Linear Programming problems may become severely infeasible if the nominal data is slightly perturbed. We demonstrate this phenomenon by studying 90 LPs from the well-known NETLIB collection. We then apply the Robust Optimization methodology (Ben-Tal and Nemirovski [1–3]; El Ghaoui et al. [5, 6]) to produce “robust” solutions of the above LPs which are in a sense immuned against uncertainty. Surprisingly, for the NETLIB problems these robust solutions nearly lose nothing in optimality.
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    The mixed vertex packing problem (2000)
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    Mathematical programming 89 (2000), S. 35-53 
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    ISSN: 1436-4646
    Keywords: Mathematics Subject Classification (1991): 90C10, 90C11, 90C57
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. We study a generalization of the vertex packing problem having both binary and bounded continuous variables, called the mixed vertex packing problem (MVPP). The well-known vertex packing model arises as a subproblem or relaxation of many 0-1 integer problems, whereas the mixed vertex packing model arises as a natural counterpart of vertex packing in the context of mixed 0-1 integer programming. We describe strong valid inequalities for the convex hull of solutions to the MVPP and separation algorithms for these inequalities. We give a summary of computational results with a branch-and-cut algorithm for solving the MVPP and using it to solve general mixed-integer problems.
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    URL: http://dx.doi.org/10.1007/s101070000154.
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    Restructuring of Swiss parcel delivery services (2000)
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    OR spectrum 22 (2000), S. 285-302 
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    ISSN: 1436-6304
    Keywords: Key words:Logistics – Distribution – Location ; Schlüsselwörter: Logistik – Distribution – Standortplanung
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung. In jüngster Zeit wurde die Schweizer Paketpost mit einigen dramatischen Veränderungen konfrontiert. Einerseits erfolgte eine Trennung der Teilbereiche Telekommunikation und Postdienst in zwei selbständige Unternehmen, andererseits wurde der Markt für Postdienste in der Schweiz zu einem gro{ß}en Teil liberalisiert. Diese Entwicklungen zwangen die PTT, sowohl die Organisationsstruktur als auch das logistische System zu verbessern. Im zukünftigen System, welches sich zur Zeit in der Umsetzung befindet, werden die Paketkunden hauptsächlichüber spezielle Umladepunkte bedient. Ein Hauptproblem bestand in der Bestimmung der Anzahl, der Standorte, der Grösse und der Einzugsbereiche dieser Umladepunkte. Eine Entscheidungsunterstützung erfolgte dabei mit Hilfe eines diskreten Standortmodells. Die vorliegende Arbeit beschreibt das verwendete Standortmodell und den zugehörigen Lösungsansatz, wobei schwergewichtig auf die Problematik der Bestimmung der relevanten Kostenparameter eingegangen wird.
    Notes: Abstract. Recently, the Swiss postal services has been confronted with some drastic changes. First, the areas of telecommunication and postal services were divided into two independent enterprises, and secondly, the market for postal services in Switzerland was deregulated to a large extent. These developments forced the public PTT not only to change its organisational structure but also its logistics system. In the new system the customers will be mainly served by transshipment points. A main problem was to decide on the number, the locations, the sizes, and service areas of these transshipment points. The decision was supported by means of a discrete facility location model. This paper discusses the location problem and the used solution approach. An emphasis is given on the determination of the cost parameters.
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    Eine Simulationsanalyse zur Beurteilung von Markeninvestitionen A simulation analysis of brand investments (2000)
    Springer
    OR spectrum 22 (2000), S. 173-196 
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    ISSN: 1436-6304
    Keywords: Schlüsselwörter: Markenbewertung – Risikoanalysen – Earnings-Multiples ; Key words: Brand equity – Risk analysis – Earnings multiples
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Abstract. In the past decade several firm acquisitions have been made with the main purpose of acquiring brands. In many cases earnings multiples of 25 or more were paid. These kinds of acquisitions have often been criticized for the high amounts paid. In this article we perform a risk and sensitivity analysis that identifies situations in which earnings multiples of 25 or more make economic sense.
    Notes: Zusammenfassung. Insbesondere in den letzten 10 Jahren ist eine Vielzahl von Unternehmenskäufen zu beobachten, bei denen das Hauptakquisitionsmotiv im Erwerb von Marken zu sehen ist. Hierbei wurden häufig Earnings-Multiples von 25 oder mehr realisiert. Investitionen in dieser Größenordnung sind vielfach als betriebswirtschaftlich nicht lohnend kritisiert worden. In dem vorliegenden Beitrag wird mittels Risiko- und Sensitivitätsanalysen untersucht, unter welchen Bedingungen Markeninvestitionen, die markenspezifischen Earnings-Multiples von 25 oder mehr entsprechen, aus Sicht eines kapitalwertmaximierenden Investors vorteilhaft sind.
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    TOPOS – A new constructive algorithm for nesting problems (2000)
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    OR spectrum 22 (2000), S. 263-284 
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    ISSN: 1436-6304
    Keywords: Key words:Cutting and packing – Nesting – Constructive heuristics ; Schlüsselwörter: Zweidimensionales Zuschneideproblem – Nesting-Problem – Unregelmässige Objekte – Heuristiken – Konstruktionsverfahren
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung. In dem vorliegenden Beitrag entwickeln die Autoren ein neues Konstruktionsverfahren für das „Nesting-Problem”, d.h. für ein zweidimensionales Zuschneideproblem mit unregelmäßigen Objekten. Das Schnittmuster wird dadurch gebildet, dass sukzessive zuzuschneidende Objekte (Teile) einer Teillösung angegliedert und damit neue Teillösungen gebildet werden. Verschiedene Kriterien zur Auswahl des jeweils anzuordnenden Teils und seiner Orientierung werden vorgestellt. Außerdem werden verschiedene Zielfunktionen zur Bewertung der Teillösungen herangezogen. Insgesamt ergeben sich so 126 Varianten des Konstruktionsverfahrens, die systematisch anhand von Datensätzen aus der Literatur getestet werden. Für einige Testprobleme stellt das neue Verfahren Lösungen bereit, die besser sind als die besten bisher in der Literatur beschriebenen Lösungen.
    Notes: Abstract. In this paper we present a new constructive algorithm for nesting problems. The layout is built by successively adding a new piece to a partial solution, i.e. to the set of pieces previously nested. Several criteria to choose the next piece to place and its orientation are proposed and tested. Different objective functions are also proposed to evaluate and compare partial solutions. A total of 126 variants of the algorithm, generated by the complete set of combinations of criteria and objective functions, are computationally tested. The computational experiments are based on data sets published in the literature or provided by other authors. In some cases this new algorithm generates better solutions than the best known (published) solutions.
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    Wachstumsorientierte Portfolioselektion auf der Grundlage von Zielerreichungszeiten (2000)
    Springer
    OR spectrum 22 (2000), S. 203-237 
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    ISSN: 1436-6304
    Keywords: Schlüsselwörter: Zeitoptimal – Portfoliotheorie – Präferenzfunktion – Anlagedauer – Anlagehorizont – Wachstum – Sparen ; Key words:Time optimal – Portfolio selection – Preference function – Investment horizon – Capital growth – Geometric mean – Saving – Kelly criterion
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Abstract. Based on the concept of time optimal portfolio selection, a specific model is developed which is designed for investors who wish to attain a certain predefined level of wealth and whose preferences can be defined on the distribution of the time at which this goal level is reached for the first time. This time marks the end of a then stochastic holding period for any risky investment strategy. In contrast to the meanwhile classic approach to portfolio selection originated by Markowitz, the portfolio choice is not based on the distribution of the portfolio value at a given future point in time, but on the distribution of the holding period afger which the portfolio value reaches the desired level the first time. The model is based on assumptions which are compatible to those of the classic one period mode. A portfolio is considered the more desirable, the shorter the mean and the lower the variance of the holding period is. This implements a mean-variance-type model based on stochastic holding periods. The asset price dynamics is modeled by an arithmetic Brownian process. The resulting portfolio frontier is isomorphic to the portfolio frontier of the standard model for positive mean returns. The efficient set instead shows highly different qualitative properties, which are invsetigated in detail and exemplified using realistic data. The set of efficient portfolios of the time optimal model is a subset of those of the standard model.
    Notes: Zusammenfassung. Ausgehend von dem Konzept der zeitoptimalen Portfolio Selection wird ein konkretes Modell entwickelt, das von Investoren mit einem gegebenen, betragsmäßig festgelegten Sparziel ausgeht, deren Präferenzen über der Verteilung der unsicheren Ansparzeit definiert werden können. Die Ansparzeit wird zur Zufallsvariablen, also unsicher. Im Gegensatz zur klassischen, auf Markowitz zurückgehenden Portfoliotheorie basiert die Portfolioentscheidung hier nicht auf der Wahrscheinlichkeitsverteilung des Portfoliowertes zu einem vorgegebenen Zeitpunkt, sondern auf der Wahrscheinlichkeitsverteilung der Zeitpunkte, zu denen der Wert des Portfolios den angestrebten Wert erreicht. Das Modell basiert auf weitgehend mit dem klassischen Modell kompatiblen Annahmen. Ein Portfolio wird als um so vorteilhafter angesehen, je kürzer der Erwartungswert der Ansparzeit und je geringer deren Varianz ist. Die Dynamik der Wertpapierpreise wird durch einen arithmetischen Brownschen Prozeß modelliert. Die resultierende Portfoliogrenze des zeitoptimalen Modells ist isomorph zu der des klassischen Modells für positive Erwartungswerte der Rendite. Die Menge der effizienten Portfolios weist jedoch wesentliche qualitative Unterschiede auf, die eingehend untersucht und anhand von Beispielen mit realistischen Daten veranschaulicht werden. Nur eine Teilmenge der im klassischen Modell effizienten Portfolios ist auch effizient im zeitoptimalen Modell.
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    Examining the interaction of marketing and financing decisions in a dynamic environment Die Analyse der Beziehungen von Marketing- und Finanzierungsentscheidungen in einem dynamischen Umfeld (2000)
    Springer
    OR spectrum 22 (2000), S. 159-171 
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    ISSN: 1436-6304
    Keywords: Key words: Strategic debt policy – Marketing and financing interactions – Debt and new product pricing policy ; Schlüsselwörter: Strategische Verschuldungspolitik – Marketing und Finanzierung – Verschuldung und Neuproduktpreispolitik
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung. Der Markterfolg eines neuen Produktes hängt in besonderem Maße von der Marketingstrategie ab, die in der Einführungsphase seines Produktlebenszyklus verfolgt wird. In der entscheidungsorientierten Marketingliteratur wird diese Problemstellung u.a. im Zusammenhang mit der Anwendung von Diffusionsmodellen diskutiert. Während die meisten Diffusionsansätze zur Modellierung der Adoptionsraten des Neuproduktes lediglich Marketingvariablen wie Preis oder Werbung heranziehen, argumentieren wir, dass der Erfolg eines Neuproduktes nicht nur von einer optimalen Marketing-Mix-Strategie, sondern auch von den Finanzierungsentscheidungen einer Firma abhängt. Wir zeigen anhand eines einfachen Diffusionsmodells auf, dass eine größere Verschuldung im Falle unsicherer Nachfrage und beschränkter Haftung die Unternehmung zu einem aggressiverem Auftreten auf dem Markt veranlasst, d.h. den Preis des Produktes zu senken. Unsere Ergebnisse implizieren, dass Marketingentscheidungen nicht isoliert, sondern in Verbindung mit finanziellen Variablen getroffen werden sollten.
    Notes: Abstract. The market success of a new product critically depends on the marketing strategy that is adopted during the introductory phase of its life cycle. The decision theoretic marketing literature provides useful insights to this problem through the application of new product diffusion models. While most of the diffusion models incorporate only marketing variables such as price or advertising into the adoption rates of the new product, we introduce the issue of financial decision making and argue that the success of a new product not only depends on an optimal marketing mix strategy but also on the financial decisions of a firm. We adopt a simple diffusion model and show that in case with demand uncertainty and limited liability more leverage (a higher debt equity ratio) causes the firm to be more aggressive in the product market, i.e., to reduce the price of the product. Our findings suggest that marketing decisions should not be taken in isolation but should be coordinated with financial variables.
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    Inventory service-levels in the customer supply chain (2000)
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    OR spectrum 22 (2000), S. 361-380 
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    ISSN: 1436-6304
    Keywords: Key words: Inventory management – Service levels – Customer order waiting time – Supply chain optimization ; Schlüsselwörter: Lagerhaltung – Servicegrade – Lieferzeit – Logistikketten
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung. In dieser Arbeit wird gezeigt, dass die üblichen in Theorie und Praxis eingesetzten lagerbezogenen $\alpha-$ , $\beta-$ und $\gamma-$ Servicegrade nur begrenzte Aussagen über die einen Kunden besonders interessierende Wartezeit eines Auftrags (Lieferzeit) gestatten. Es wird ein Verfahren zur Bestimmung der Wahrscheinlichkeitsverteilung der lagerbedingten Lieferzeit in einer (r,S)-Lagerpolitik mit diskretisierter Zeiteinteilung vorgestellt. Anhand eines einfachen Optimierungsmodells werden die Möglichkeiten der Optimierung von Logistik-Ketten diskutiert, die sich ergeben, wenn man die Zeit als Leistungskriterium der einzelnen Teilprozesse verwendet.
    Notes: Abstract. In this paper we consider an inventory location that serves downstream nodes (e. g. production processes, regional warehouses or customers) in a supply chain. It is pointed out, that the overall optimization of logistical processes should be based on the order delivery time as a critical unifying dimension. It is shown that the standard $\alpha-$ , $\beta-$ and $\gamma$ -service-levels used in inventory theory, when considered from the point of view of a downstream node in the supply chain, provide only limited information about the delay the orders observe. A procedure for the determination of the probability distribution of the order waiting time in a discrete time periodic (r,S)-inventory system is developed. Implications for the optimization of sub-processes in the supply chain are discussed.
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    Die Bewertung von Kreditgarantien mittels Hyperoptionen (2000)
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    OR spectrum 22 (2000), S. 461-489 
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    ISSN: 1436-6304
    Keywords: Schlüsselwörter: Optionspreistheorie – Hyperoptionen – Garantiebewertung – Bewertung von Derivaten ; Key words: Option valuation – Compound options – Valuation of guarantees – Valuation of derivatives
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Summary. From a financial point of view, loan guarantees can be seen as put options on parts of the company's value. Usually, loan guarantees are valued by the model by Merton. This model, however, assumes that there are neither interest payments nor repayments of the loan itself (be it guaranteed or not) before the time to maturity. Our paper presents a model that allows the valuation of loan guarantees regardless of the terms and conditions of interim payments. The suggested model is applied to loans with different conditions of repayment. Furthermore, we investigate how changes in the parameters affect the risk adjusted premia of loan guarantees.
    Notes: Zusammenfassung. Aus finanzwirtschaftlicher Sicht können Kreditgarantien als Verkaufsoptionen auf das anteilige Gesamtvermögen einer Unternehmung interpretiert werden. Die Bewertung von Kreditgarantien erfolgt üblicherweise mit dem Ansatz von Merton. Bei diesem Modell wird jedoch unterstellt, daß sowohl für den garantierten Kredit als auch für das nicht garantierte Fremdkapital vor Ablauf der Laufzeit keinerlei Zins– und Tilgungszahlungen geleistet werden. Unsere Arbeit präsentiert ein Modell zur Bewertung von Garantien auf Kredite mit beliebigen Zins– und Tilgungsmodalitäten. Das vorgeschlagene Bewertungsmodell wird auf Kredite mit unterschiedlichen Tilgungsformen angewendet. Darüber hinaus werden Sensitivitätsanalysen bezüglich der Einflußfaktoren auf die aus dem Modell resultierenden Prämiensätze durchgeführt.
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    A survey and annotated bibliography of multiobjective combinatorial optimization (2000)
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    OR spectrum 22 (2000), S. 425-460 
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    ISSN: 1436-6304
    Keywords: Key words: Multicriteria optimization – Combinatorial optimization – Bibliography – Exact methods – Heuristics ; Schlüsselwörter: Multikriterielle Optimierung – Kombinatorische Optimierung – Bibliographie – Exakte Verfahren – Heuristiken
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung. Der Artikel bietet einen Überblick und eine kommentierte Bibliographie über die Forschung in multikriterieller kombinatorischer Optimierung (MOCO, multiple objective combinatorial optimization). Wir stellen eine allgemeine Formulierung von MOCO Problemen vor, beschreiben die wichtigsten Charakteristika und Eigenschaften solcher Probleme und fassen die wesentlichen theoretischen Ergebnisse in diesem Forschungsgebiet zusammen. Die Hauptteile des Artikels sind die Abschnitte 4 über exakte und heuristsiche Lösungsverfahren und 6, der – problemweise untergliedert – die vorhandene Literatur kommentiert. Am Ende des Artikels steht ein Abschnitt zu offenen Fragen und Richtungen für zukünftige Forschung.
    Notes: Abstract. This paper provides a survey of the research in and an annotated bibliography of multiple objective combinatorial optimization, MOCO. We present a general formulation of MOCO problems, describe the main characteristics of MOCO problems, and review the main properties and theoretical results for these problems. The main parts of the paper are a section on the review of the available solution methodology, both exact and heuristic, and a section on the annotation of the existing literature in the field organized problem by problem. We conclude the paper by stating open questions and areas of future research.
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    Conjointanalyse-basierte Produkt(linien)gestaltung unter Berücksichtigung von Konkurrenzreaktionen Conjoint-based product (line) design considering competitive reactions (2000)
    Springer
    OR spectrum 22 (2000), S. 71-95 
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    ISSN: 1436-6304
    Keywords: Schlüsselwörter: Conjoint-Analyse – Produktgestaltung – Produkt(linien)wettbewerb – Spieltheorie ; Key words: Conjoint analysis – Product design – Product (line) competition – Game theory
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Abstract. Our analysis starts from segment-specific conjoint models of the conditional MNL type. Hitherto contributions deriving competitive equilibria that are based on conjoint models are limited to the single product case (e.g., Choi and DeSarbo, 1993; Green and Krieger, 1997). Here not only the single product problem (i.e., one product per firm), but also product line competition is dealt with. Problems studied comprise existence and uniqueness of simultaneous position-price-equilibria, existence of inefficient equilibria and degree of differentiation between products of different firms.
    Notes: Zusammenfassung. Ausgangspunkt unserer Untersuchungen zur Conjointanalyse-basierten wettbewerbsorientierten Produktgestaltung bilden segmentspezifische konditionale MNL-Modelle. Bisher auf diesem Gebiet entwickelte Ansätze, die sich mit der Bestimmung von Marktgleichgewichten befassen, beschränken sich ausschließlich auf den Single-Produkt-Fall (z.B. Choi u. DeSarbo, 1993; Green u. Krieger, 1997). Unser Beitrag setzt sich ebenfalls mit dem Single-Produkt-Fall (d.h. ein Produkt je Anbieter) auseinander, behandelt darüber hinaus erstmals aber auch den Wettbewerb mit Produktlinien. Gegenstand der Untersuchungen sind insbesondere die Existenz und Eindeutigkeit simultaner Positions-Preis- Gleichgewichte, die Existenz ineffizienter Marktgleichgewichte sowie der Differenzierungsgrad zwischen Konkurrenzprodukten.
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    SIMPLE++ (2000)
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    OR spectrum 22 (2000), S. 197-202 
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    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
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    Eine Heuristik für Multiple Containerladeprobleme (2000)
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    OR spectrum 22 (2000), S. 239-261 
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    ISSN: 1436-6304
    Keywords: Schlüsselwörter: Transport – Container – Containerladeproblem – Heuristik – Dreidimensionales Bin Packing-Problem – Dreidimensionales multiples Knapsack-Problem ; Key words:Transportation – Container – Container loading problem – Heuristic – Three-dimensional Bin packing problem – Three-dimensional multiple knapsack problem
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Abstract. The paper presents a heuristic for multiple container loading problems. The method is suited for three-dimensional bin packing problems and for three-dimensional knapsack problems as well. In order to select containers to be loaded and boxes to be packed into a chosen container in an appropriate manner the approach includes several selection strategies. A single container is filled by means of an optional procedure that is to be integrated into the overall algorithm. The performance of the heuristic is demonstrated by a numerical comparison with several methods suggested by other authors.
    Notes: Zusammenfassung. Der Beitrag stellt eine Heuristik für Multiple Containerladeprobleme (MCLP), d.h. Containerladeprobleme mit mehreren Containern, vor. Mit der Heuristik können sowohl dreidimensionale Bin Packing-Probleme wie auch dreidimensionale multiple Knapsackprobleme näherungsweise gelöst werden. Die Heuristik kooperiert bei der Erzeugung von Lösungen für MCLP mit einem frei wählbaren Verfahren für Eincontainerprobleme. Die bei MCLP zusätzlich auftretenden Freiheitsgrade bei der Güterverstauung werden durch den kombinierten Einsatz verschiedener Container- und Kistenauswahlstrategien berücksichtigt. Die Performance der Heuristik wird anhand eines Vergleichstests geprüft, der mehrere in der Literatur vorgestellte Verfahren für MCLP einschließt.
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    Numetrix/3 Production Scheduling (2000)
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    OR spectrum 22 (2000), S. 307-312 
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    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
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    URL: http://dx.doi.org/10.1007/PL00013336
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    Towards intelligent manufacturing planning and control systems (2000)
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    OR spectrum 22 (2000), S. 313-345 
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    ISSN: 1436-6304
    Keywords: Key words: Manufacturing Planning and Control – Architecture of PPC systems – Algorithms ; Schlüsselwörter: Produktionsplanung und -steuerung – Architekturen von PPS-Systemen – Algorithmen
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung. In dieser Arbeit betrachten wir einige bekannte Systeme und Modelle der Produktionsplanung und -steuerung (PPS) und stellen ihre jeweiligen Vor- und Nachteile heraus. Die Analyse zeigt, daß verschiedene in der Industrie anzutreffende Planungs- und Steuerungsprobleme von den gegenwärtigen PPS-Systemen nur unzureichend unterstützt werden. Um diese Planungsprobleme eingehender zu erläutern, wird auf eine bekannte Typologie von Produktionssystemen sowie auf Beispiele aus der Industrie zurückgegriffen. Daran anschließend wird eine grundlegende Architektur von Planungs- und Steuerungssystemen sowohl für lager- als auch für auftragsorientierte Produktionssysteme vorgestellt. Der Schwerpunkt liegt hierbei auf der Integration technologischer und logistischer Planungsaspekte sowie auf der Integration von kapazitäts und materialflußorientierten Gesichtspunkten. Darüber hinaus wird das Grundkonzept eines Algorithmus entwickelt, der insbesondere den letztgenannten Integrationsaspekt berücksichtigt. Die vorgeschlagene Systemarchitektur wird durch eine Reihe von Verfahren und Algorithmen zur praktischen Umsetzung einzelner Systemmodule ergänzt.
    Notes: Abstract. In this paper, we review some well-known manufacturing planning and control (MPC) systems and models, and highlight both their advantages and major drawbacks. The analysis indicates that various important planning and control problems, as they arise in industry, are not properly addressed by current MPC systems. A well-known production system typology, illustrated by industrial examples, is briefly discussed to further highlight these planning and control problems. Next, we define a basic framework architecture for planning and control in both make-to-stock and make-to-order systems. The emphasis in this framework is on an integration of technological and logistics planning, and on an integration of capacity planning and materials coordination issues. In addition to this architecture, we further define an algorithmic framework that explicitly aims at the latter integration. To complete the architecture, we suggest a variety of procedures and algorithms to implement in the various modules.
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    Komplexitätsreduktion in der Szenarioanalyse mit Hilfe dynamischer Fuzzy-Datenanalyse (2000)
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    OR spectrum 22 (2000), S. 403-420 
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    ISSN: 1436-6304
    Keywords: Schlüsselwörter: Clusteranalyse – Dynamische Fuzzy-Datenanalyse – Szenarioanalyse ; Key words: Cluster analysis – Dynamic fuzzy data analysis – Scenario analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Abstract. One goal of scenario analysis is to investigate possible future developments. In order to cover almost all alternatives it is desirable to analyze as many different scenarios as possible. On the other hand the complexity of the analysis grows as the number of scenarios increases. This often limits the number of scenarios considered. At this point dynamic fuzzy data analysis can be used. It offers methods to cluster objects (i.e. scenarios) which are represented by trajectories over time, therefore reducing complexity by extracting a small set of typical scenarios out of a large set of possible scenarios. Thereafter these typical scenarios can be interpreted by an expert. This paper describes such a dynamic fuzzy data analysis method and describes how it can be used in scenario analysis.
    Notes: Zusammenfassung. Ein Ziel der Szenarioanalyse ist die Vorwegnahme möglicher zukünftiger Entwicklungen. Hierbei möchte man einerseits viele Szenarien betrachten, um möglichst alle Alternativen für die Zukunft zu erfassen. Andererseits steigt mit der Anzahl betrachteter Szenarien auch die Komplexität der Analyse, insbesondere bei der Extraktion typischer Szenarien aus der Menge aller betrachteten Szenarien, so dass oft nur relativ wenige Szenarien untersucht werden. An dieser Stelle bietet die dynamische Fuzzy-Datenanalyse Hilfe. Sie ermöglicht die Clusterung von Objekten (hier: Szenarien), die durch (zeitliche) Trajektorien beschrieben sind. Durch diese Clusterung kann eine große Menge von Szenarien auf eine kleine Menge typischer Szenarien reduziert werden, welche dann zur weiteren Interpretation durch Experten zur Verfügung stehen. Dieser Artikel beschreibt ein solches dynamisches Fuzzy-Clusterverfahren, und zeigt, wie es in der Szenarioanalyse eingesetzt werden kann.
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    Equity index replication with standard and robust regression estimators (2000)
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    OR spectrum 22 (2000), S. 525-543 
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    ISSN: 1436-6304
    Keywords: Key words: Approximate equity index replication – Linear regression – Robust estimation – Non-linear estimation – Tracking error ; Schlüsselwörter: Performance-Index – Näherungsweise Aktienindex-Nachbildung – Lineare Regression – Robuste Schätzverfahren
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung. Ein Performance-Index wie der DAX kann nicht durch zeitkonstante Gewichtung von Kursen dargestellt werden. Dasselbe gilt für bereinigte Kurse, falls der Beobachtungszeitraum mindestens einen Verkettungstermin umfasst. Analoge (negative) Aussagen gelten auch für diskrete Index- bzw. Aktienrenditen. Gänzlich unmöglich wird eine lineare Darstellung bei Verwendung von stetigen Renditen. Im ersten Teil der Arbeit wird aufgezeigt, daß sich diese Probleme bei Regressionsmodellen zur näherungsweisen Nachbildung des DAX in Verletzungen der Prämissen des klassischen Regressionsmodells niederschlagen. Der zweite Teil enthält einen empirischen Vergleich verschiedener Tracking-Prozeduren: naive Gleichgewichtung, Kleinst-Quadrate-Schätzung und robuste Schätzung.
    Notes: Abstract. Approximate equity index replication, based on a linear regression setting, is critically reviewed. It is shown that tracking a performance index like the German DAX necessarily leads to violations of basic assumptions of the classical regression model. Violations occur even if the model is formulated in terms of stock price levels. When the model is based on discretely or continuously compounded returns the situation is more critical. Due to these violations, the optimality properties of the regression estimators are generally weak. In the time series context, outliers in financial time series may additionally affect the standard least squares estimator. Despite of these critical points, it is argued that regression techniques may still provide a useful tool for index replication. With respect to outliers, robust estimators can potentially provide an alternative to least squares. Hence, apart from least squares, a non-redescending and a redescending robust estimator is fitted. The empirical results for the DAX are obtained with a subset portfolio containing the most heavily weighted index members. Compared to a naive weighting scheme, the results document that least squares estimation highly improves out-of-sample replication performance. Typically, the use of robust estimators does not show replication improvements. However, when substantial market movements are present in the sample, superior replication can be obtained.
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    Guest editorial (2000)
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    AI & society 14 (2000), S. 1-2 
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    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
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    Electronic Meeting Support for Councils (2000)
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    AI & society 14 (2000), S. 48-70 
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    Keywords: Council work ; CSCW ; Evaluation ; Group support systems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract City councils hold meetings several times a week. There is a need for computer support at certain meetings. This paper examines the potential for group support systems for use in city council meetings and shows in what ways they can be helpful in pre-meeting and post-meeting activities. The study is based on 17 computer-supported city council meetings, carried out in Stuttgart, Kornwestheim and other cities as part of the Cuparla Project between 1996 and 1998. Three of these meetings are described in the paper as brief case studies. Following this, all 17 meeting sequences are evaluated and analysed. Guidelines have been developed from the results of the study for the introduction of group support systems in city council meetings.
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    The creative landscapes column: All our futures (2000)
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    AI & society 14 (2000), S. 142-149 
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    Source: Springer Online Journal Archives 1860-2000
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    TheEvolve project: Component-based tailorability for CSCW applications (2000)
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    AI & society 14 (2000), S. 120-141 
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    Keywords: Coordination tool ; CSCW ; Software components ; Tailorability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract Tailorability is generally regarded as a key property of groupware systems owing to the dynamics and differentiation of cooperative work. This article investigates the use of software components as a generic architectural concept for designing tailorable groupware applications. First, the issues raised by this approach are discussed in the context of an exploratory experiment during which component-based tailorability was applied to a real tailoring problem in thePoliTeam project. The experiment's results led us to concentrate on questions concerning the support of distributed CSCW applications. As a consequence, we have developed theEvolve platform, whose design concepts are described. Furthermore, a concrete example for the application of the approach to the design of a tailorable distributed coordination tool is given. We discuss related work, summarise the current state of the component-based tailorability approach and propose venues of further research.
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    Recommended reading (2000)
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    AI & society 14 (2000), S. 175-175 
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    Source: Springer Online Journal Archives 1860-2000
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    Manufacturing agency: Relationally structuring community in-formation (2000)
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    AI & society 14 (2000), S. 184-195 
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    Keywords: Access ; Agency ; Agent ; Interface ; Proxy
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract This essay is an investigation into the social construction of agents and agency, linked directly to a cross-cultural predilection toward accumulation, categorization and data distribution in the interest, whether latent or manifest, of community formation. It is presented as a mediation on mediation, emerging out of ongoing interdisciplinary collaboration1 oriented around creative design of multiple interfaces into distributed information spaces, accessed through utilization of an agent technology called the “Information personae.” As such it is tenuously positioned at the nexus of art, computer science, engineering and cultural studies, sitting comfortably at home in none.
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    Paris Réseau, Paris network (2000)
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    AI & society 14 (2000), S. 214-222 
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    ISSN: 1435-5655
    Keywords: Archives ; Art ; Interactive art ; Itineraries ; Memory maps ; Palimpset
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract Since 1994 the experimental art project, Paris-Réseau, has been a “(net)work in progress”. Texts, images and sounds gathered in various ways before, during and after a performance by the group Art-Réseaux at the Paris Video Library form different layers in the Paris-Réseau Archives, a hypermedia database. Paris-Réseau assembles photographs, sound samples, videos and texts to form a composite image of the city, combining digitised traces of physical places and people with information garnered from individual and collective memory. Paris-Réseau comprises at least five projects. It began very simply, gradually expanding to encompass different time frames and a very large number of paths throughout the city. Then in an effort to compose all this disparate information into a coherent whole, I began zooming in on selected itineraries. Here I will just sketch out the first phases of this project which have already been described at greater length in an article published in Leonardo. (O'Rourke 1996)
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    Time capsule (2000)
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    AI & society 14 (2000), S. 243-249 
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    Keywords: Art ; Database installation ; Interaction ; Internet ; Memory ; Microchip implant ; Performance ; Television
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract “Time Capsule” is a work-experience that lies somewhere between a local eventinstallation, a site-specific work in which the site itself is both my body and a remote database, a simulcast on TV and the Web, and interactive webscanning of my body. The live component of the piece was realised on November 11, 1997, in the context of the exhibition “Arte Suporte Computador”, at the cultural centre Casa da Rosas, in Sao Paulo, Brazil. “Time Capsule” was carried live on the evening newscast of the TV station Canal 21 and on tape by two other TV stations (TV Manchete and TV Cultura). The webscast was transmitted by Casa das Rosas. The object that gives the piece its title is a microchip that contains a programmed identification number and that is integrated with a coil and a capacitor, all hermetically sealed in biocompatible glass. The temporal scale of the work is stretched between the ephemeral and the permanent; i.e., between the few minutes necessary for the completion of the basic procedure, the microchip implantation, and the permanent character of the implant. As with other underground time capsules, it is under the skin that this digital time capsule projects itself into the future.
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    The creative landscapes column: Concerns (2000)
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    AI & society 14 (2000), S. 250-261 
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    The Visible Human Project: Informatic bodies and posthuman medicine (2000)
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    AI & society 14 (2000), S. 262-263 
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    Source: Springer Online Journal Archives 1860-2000
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    Towards a general theory of the artificial (2000)
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    AI & society 14 (2000), S. 268-299 
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    Observation levels and units of time: A critical analysis of the main assumption of the theory of the artificial (2000)
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    AI & society 14 (2000), S. 331-347 
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    ISSN: 1435-5655
    Keywords: Category mistake ; Knowledge production ; Mental activity ; Observation level ; Theory of the artificial
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract Negrotti's theory of the artificial is based on the fundamental assumption that the human being cannot select more than one observation level per unit of time. Since this assumption has important consequences for the theory of knowledge — knowledge cannot be synthesised but only further differentiated — its plausibility is tested against two aspects that characterise any theory of knowledge: knowledge production and knowledge application. The way in which the human being produces and applies knowledge is analysed, and a model of mind based on the transitoriness of its elements is proposed. The analysis confirms that only one observation level can be selected per unit of time.
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    The intelligence left in AI (2000)
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    AI & society 14 (2000), S. 348-378 
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    Keywords: AI history ; Blocks in motion ; Humanities vs. natural sciences ; LISP workstations ; LOGO ; Musicology ; Strange loops
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract In its forty years of existence, Artificial Intelligence has suffered both from the exaggerated claims of those who saw it as the definitive solution of an ancestral dream — that of constructing an intelligent machine-and from its detractors, who described it as the latest fad worthy of quacks. Yet AI is still alive, well and blossoming, and has left a legacy of tools and applications almost unequalled by any other field-probably because, as the heir of Renaissance thought, it represents a possible bridge between the humanities and the natural sciences, philosophy and neurophysiology, psychology and integrated circuits-including systems that today are taken for granted, such as the computer interface with mouse pointer and windows. This writing describes a few results of AI that have modified the scientific world, as well as the way a layman sees computers: thetechnology of programming languages, such asLISP-witness the unique excellence of academic departments that have contributed to them-thecomputing workstations-of which our modern PC is but a vulgarised descendant-theapplications to the educational field-e.g., the realisation of some ideas of genetic epistemology-and tointerdisciplinary philosophy-such as Hofstadter's associations between the arts and mathematics-and the use ofAI techniques in music and musicology. All this has led to a generalisation of AI towards Negrotti's overallTheory of the Artificial, which encompasses further specialisation such asartificial reality, artificial life, and applications ofneural networks among others.
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    The creative landscapes column: Metacognition (2000)
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    AI & society 14 (2000), S. 440-453 
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    Culture-bound technological solutions: An artificial-theoretic insight (2000)
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    AI & society 14 (2000), S. 411-439 
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    Notes: Abstract Sometimes, technological solutions to practical problems are devised that conspicuously take into account the constraints to which a given culture is subjecting the particular task or the manner in which it is carried out. The culture may be a professional culture (e.g., the practice of law), or an ethnic-cum-professional culture (e.g., dance in given ethnic cultures from South-East Asia), or, again, a denominational culture prescribing an orthopraxy impinging on everyday life through, for example, prescribed abstinence from given categories of workday activities, or dietary laws. Massimo Negrotti'sTheory of the artificial is a convenient framework for discussing some of these techniques. We discuss a few examples, but focus on the contrast of two that are taken from the same cultural background, namely, technological applications in compliance with Jewish Law orthopraxy. . Soya-, mycoprotein- or otherwise derived meat surrogates are an example ofnaturoid; they emulate the flavours and olfactory properties, as well as the texture and the outer and inner appearance, of the meat product (its kind, cut, form) they set out to emulate (including amenability to cooking in the usual manner for the model), while satisfying cultural dietary prohibitions. . In contrast, the Sabbath Notebook, a writing surrogate we describe in this paper, is atechnoid: it emulates a technique (writing to store alphanumeric information), while satisfying the prohibition of writing at particular times of the liturgical calendar (the Sabbath and the major holidays).
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    Microcosms: Objects of knowledge (2000)
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    AI & society 14 (2000), S. 223-229 
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    Keywords: Curiosity cabinet ; Collecting ; Epistemology ; Internet ; Memory ; Memory theater ; Museology ; Museums ; Universities
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract MICROCOSMS is an on-going project, that will find its outcome in a set of physical exhibitions extending into the Internet. Our goal is to enlarge the discursive space of museums, universities, disciplines and collections by pushing at their conceptual boundaries. At the centre of the project lie the multifarious things of the world that we collect and analyse in the contemporary university. The knowledge produced from objects is integral to the primary mission of the university, and is quite distinct from textual knowledge. But while we would like to believe that sharp boundaries define the functions of knowledgeobjects, they in fact exist in a series of continua of motives and uses: temporal, spatial, institutional. For example, universities and museums are not distinct entities, and neither are museums, laboratories or libraries. Objects reside in teaching or research collections; in departmental or personal assemblages of memorabilia; in the limbo of closets and cabinets, temporarily obsolete and disposable, but never disposed. They are the sources of knowledge production, the storehouses of that knowledge, and the means of its dissemination. There is one space where all these aspects of objects may once have existed under the same roof and that is the 16th-century Curiosity Cabinet; there is one realm where they may be virtually reunited, and that is the Internet. These two spaces are the beginning and end of the project.
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    Modular visions: Referents, context and strategies for database open media works (2000)
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    AI & society 14 (2000), S. 230-242 
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    Keywords: Aesthetics ; Aleatory uncertainties ; Communication and politics ; Database design ; Digital media art ; Ernesto “Che” Guevara ; Latin America ; Multimedia search engines ; Revolutions in art
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract The processes of constructing meaning in digital database environments entail a paradigm shift from previous models of audio-visual communication. Media emerging from the Electro-mechanical era (film/TV/video) present fixed spatio-temporal linearity and material conditions which objectify and render passive viewer and process. The problematic aspects of cinematic communication were addressed by Latin American filmmakers of the “Third Cinema” movement. Their concerns and approach presaged and assisted an understanding of the radical redefinition of audio-visual communication possible with digital databases. The conceptual and aesthetic aspirations of “Third Cinema” artists such as Julio Garcia Espinosa and Fernando Solanas were ultimately contradictory to linear media and find their fitting medium in digital modular construction. The materiality of database expression lacks an intrinsic temporal or spatial state and permits a more dynamic and multidirectional set of power relationships between author/s, piece, viewer/s. Other important referents for contextualising database art are modern art practitioners that rejected linear representational space and fractured the centrality of authorship. The author's own work, “...two, three, many Guevaras,” an exploratory database environment, embraces the redefinition of process as artistic expression, the empowerment of interacting generative forces, and serves to illustrate the revolutionary potential of the new media.
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    Early-connectionism machines (2000)
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    AI & society 14 (2000), S. 314-330 
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    Keywords: Artificial intelligence (history of) ; Connectionism ; Cybernetics ; Simulation of behaviour ; Learning theory
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract In this paper I put forward a reconstruction of the evolution of certain explanatory hypotheses on the neural basis of association and learning that are the premises of connectionism in the cybernetic age and of present-day connectionism. The main point of my reconstruction is based on two little-known case studies. The first is the project, published in 1913, of a hydraulic machine through which its author believed it was possible to simulate certain “essential elements” of the plasticity of nervous connections. The author, S. Bent Russell, was an engineer deeply influenced by the neurological hypotheses on nervous conduction of Herbert Spencer, Max Meyer and Edward L. Thorndike. The second is the project, published in 1929, of an electromechanical machine in which the author, the psychologist J.M. Stephens, believed it was possible to embody Thorndike's law of effect. Thus both Bent Russell and Stephens referred to the principles of learning that Thorndike defined as “connectionist”. Their attempt was that of simulating by machines at least certain simple aspects of inhibition, association and habit formation that are typical of living organisms. I propose to situate their projects within the frame of thediscovery of a simulative (modelling) methodology which I believe might be considered an important topic of the “Culture of the Artificial”. Certain more recent steps toward such a methodology made by both connectionism of the 1950s and present-day connectionism are briefly pointed out in the paper.
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    The metamorphoses of the “Exemplar” (2000)
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    AI & society 14 (2000), S. 379-394 
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    ISSN: 1435-5655
    Keywords: Clock ; Complexity ; Creativity ; Imagination ; Imitation ; Kant ; Piaget
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract The starting point of this work isthe artificial, as defined in a previous study by Massimo Negrotti and, more completely, in the essay presented here, as “a machine which reproduces the essential performance of some natural subsystem that serves as an exemplar, at a chosen level of observation”. I assume also Negrotti's distinction between the technology of the artificial and conventional technology. These theoretic assumptions, and the relevant terminology, represent here the starting point for a reflection upon the process of imitating the natural exemplar and ofideating the technological object, and upon the interrelations between these two moments of inventiveness.
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    A comparison between Maya hieroglyphs and computer icons (2000)
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    AI & society 14 (2000), S. 395-410 
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    ISSN: 1435-5655
    Keywords: Computer icons ; Graphical user interface ; ISO/IEC 417 ; Maya hieroglyphs
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract Thomas Erickson pointed out that interface design normally follows the traditional approach of art and design, which requires reworking to refine an idea through visual playfulness until a solution has been achieved. Erickson wrote that ‘design by symmetry works by juxtaposing concepts that are similar at a very deep level — the concepts are symmetric in terms of some deep structure or underlying process. Once the underlying symmetry is established, the designer attempts to extend the symmetry farther, using what is known about one domain to suggest new ideas about the other’. This article uses examples of Maya hieroglyphs, computer icons and parts of other contemporary symbol systems, either forced or as a natural development of visual language, to compare individual or reused elements of these systems; then to consider the potential of visual language systems that have been refined and used over a long period of time, against computer icons, which are a recent development. Certain comparisons have no relationships; they do however, expose the nature of computer icons.
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    A micro-simulation model of firms: Applications of concepts of the demography of the firm (2000)
    Springer
    Papers in regional science 79 (2000), S. 111-134 
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    ISSN: 1435-5957
    Keywords: JEL classification: R11, R15, R30 ; Key words:Demography of the firm, regional economic growth, micro-simulation, firm formation, firm dissolution
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geography , Economics
    Notes: Abstract. Recently, there is an increasing demand in spatial planning for models based on the demographic concepts of birth and death of firms. This article describes the structure of a spatial demographic simulation model of firms, and its application within The Netherlands. The model structure is essentially of the familiar demographic cohort component type, where an initial cohort of firms ages in a number of discrete steps, and where in each step additions and subtractions to and from the population are modelled using birth, death and migration components. Apart from the central processes of birth, death and migration, the type of economic activity and firm size are highly important for understanding firm behaviour over time. The article describes the transition functions for each of the demographic components and for firm growth. In addition, some empirical results are presented of a number of model simulations in The Netherlands. The results were partly validated using observed economic demographic data. It is concluded that a substantial amount of work remains to be done in this new field. The model presented here has direct implications for the research agenda of the study of the demography of the firm.
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    Lessons from the debate on Cole's model closure (2000)
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    Papers in regional science 79 (2000), S. 233-242 
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    ISSN: 1435-5957
    Keywords: JEL classification: C67, D57, E17, R15 ; Key words: Input-output analysis, social accounting, model closure, expenditure lags, supply effects
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geography , Economics
    Notes: Abstract. Cole (1989, 1997, 1999) advocates the introduction of expenditure lags and the fullest possible closure of single-region input-output models. Jackson et al. (1997, 1999) claim that closing also with regard to the Rest-of-the-World leads to inconsistencies and zero exogenous demand, which makes impact studies impossible. Using somewhat different arguments I agree with them: endogenous interregional feedbacks are conceptually impossible outside a full interregional model. Two hardly discussed points, however, remain for further research. First, closing with regard to all other regional demand is precarious too, as it empirically and theoretically amplifies the one-sidedness of the demand-driven input-output model. Realistic impact studies ask for models including supply-side aspects. Second, adding expenditure lags is an improvement, but the way in which this can be done and should be done requires further theoretical development.
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    Optimal search on spatial paths with recall, Part II: Computational procedures and examples (2000)
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    Papers in regional science 79 (2000), S. 293-305 
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    ISSN: 1435-5957
    Keywords: JEL classification: D83, R10 ; Key words: Search, spatial search, spatial economics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geography , Economics
    Notes: Abstract. This is the second part of a two-part analysis of optimal spatial search begun in Harwitz et al. (1998). In the present article, two explicit computational procedures are developed for the optimal spatial search problem studied in Part I. The first uses reservation prices with continuous known distributions of prices and is illustrated for three stores. The second does not use reservation prices but assumes known discrete distributions. It is a numerical approximation to the first and also a tool for examining examples with larger numbers of stores.
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    Regional variations in firm formation: Panel and cross-section data evidence from Finland (2000)
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    Papers in regional science 79 (2000), S. 355-373 
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    ISSN: 1435-5957
    Keywords: JEL classification: R12, C33 ; Key words: Firm formation, regions, panel data
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geography , Economics
    Notes: Abstract. This article investigates regional variations in firm formation in Finland between 1989 and 1993, and estimates the effects of regional factors on firm formation utilising panel and cross-sectional data. Panel data evidence shows that the average size of firms and establishments in the subregions tends to explain firm formation in Finland most robustly. Cross-sectional results for Finland and several other countries tend to show that demand growth is also an important factor explaining regional firm formation. Panel data results appear to differ from the cross-sectional ones.
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    Human capital and per capita product: A comparison of US states (2000)
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    Papers in regional science 79 (2000), S. 393-411 
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    ISSN: 1435-5957
    Keywords: JEL Classification: R11 ; Key words: Human capital, US states, gross regional product, growth accounting
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geography , Economics
    Notes: Abstract. This article analyzes the extent to which human capital differences can explain the differences in gross state product (GSP) per capita levels between the richer and poorer states of the US. It uses 1990 Census and Bureau of Economic Analysis data on educational attainment, wage levels of different segments of the labor force, and GSP to compare New York – our representative rich state – with the poorest third of the states. The findings indicate that human capital differences explain at least 49% of the observed difference in GSP per capita between New York and each of the poor states.
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    Editors' introduction (2000)
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    Economics of governance 1 (2000), S. 1-2 
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    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
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    Establishing a reputation for dependability by means of inflation targets (2000)
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    Economics of governance 1 (2000), S. 53-76 
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    ISSN: 1435-8131
    Keywords: Key words:Inflation targets, establishing credibility, precision of inflation control ; JEL classification:E5, E63
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. This paper develops a simple intertemporal model of inflation targets within a framework in which the public is uncertain about the dependability of policymakers, and in which policymakers do not perfectly control inflation. The framework is used to evaluate the effects of various parameters like the rate of time preference, initial reputation, and transparency (or precision of inflation control) on planned inflation, announced targets and the evolution of reputation and of inflationary expectations. The paper also shows that, when allowed to choose the precision of inflation control, more dependable policymakers will often choose relatively more precise control procedures. Implications for the type of inflation stabilization (cold turkey or gradual) chosen by dependable policymakers are also derived.
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    Regime shifts in the Danish term structure of interest rates (2000)
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    Empirical economics 25 (2000), S. 1-13 
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    ISSN: 1435-8921
    Keywords: Key words: Expectations hypothesis, regime switching ; JEL classifications: C32, E43
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    Topics: Economics
    Notes: Abstract. Within a bivariate VAR model allowing for two-state Markov regime switching we test and evaluate the Expectations Theory (ET) of the term structure using Danish 1- and 3-months interest rates covering the period 1976–1997. A regime-shift approach is used in order to account for the change in monetary policy and the 1992–93 exchange rate crises that occured during this period. The basic findings are that these episodes did change the term structure, and, although we do find departures from the ET, several of the implications of the theory are consistent with the data, especially in the later part of the sample.
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    Aggregation in models with quantity constraints: The CES aggregation function (2000)
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    Empirical economics 25 (2000), S. 35-59 
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    ISSN: 1435-8921
    Keywords: Key words: Macroeconomics, smoothing-by-aggregation, mismatch, approximation ; JEL classifications: E10, J60
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. This paper is devoted to the problem of aggregation in models with quantity constraints. The focus is on quantity rationing macroeconomic (QRM) models where the micromarket outcome can be written as the minimum of several variables and where the diversity of situations across micromarkets is explicitly recognized. The aggregation result given in this paper generalizes that of Lambert (1988) to employment functions with more than two components, and leads to approximate aggregate functions of the CES variety. The approximation used can accomodate general variance-covariance structures. Simulation experiments show that the approximation error remains within reasonable bounds (1–4%). It thus seems that the CES formulation can accomodate a large variety of situations. It remains in particular valid when the (restrictive) conditions required to obtain the CES function as an exact result (independently and identically distributed Weibull variables) are not satisfied.
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    Price convergence of peripheral European countries on the way to the EMU: A time series approach (2000)
    Springer
    Empirical economics 25 (2000), S. 149-168 
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    ISSN: 1435-8921
    Keywords: Key words: Nominal convergence, unit root, cointegration, time-varying parameters ; JEL classifications: C22, E31, F15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. This paper examines price and inflation convergence between three European countries (Italy, Spain and the U.K.) and a European average and, alternatively, between them and Germany from the beginning of the 80's.  For this purpose the long-run stochastic relationships on prices derived from the convergence criteria agreed in the Maastricht Treaty are analyzed. In order to do this, some recent unit root tests have been applied as well as time-varying parameters models.  The results reject the long-run convergence hypothesis in all the cases but allow us to accept the existence of catching-up with the European average and Germany in some cases depending on the nature of the prices and on the countries considered.
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    Is it efficient to analyse efficiency rankings? (2000)
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    Empirical economics 25 (2000), S. 189-208 
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    ISSN: 1435-8921
    Keywords: Key words: Bootstrap, confidence intervals, frontiers, inefficiency, membership function, ranking ; JEL classification: C2, C4, C6, J3
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. When production functions are estimated as frontier functions, the deviations from the frontier can be interpreted as individual inefficiency estimates. Unfortunately, it has recently been shown that efficiency differences across individuals are very often statistically insignificant. In this paper, we will analyse the consequences of the consideration of confidence statements for the reliability of efficiency rankings. The stochastic frontier and confidence intervals derived by Horrace and Schmidt are compared to the COLS approach and bootstrap confidence intervals. The membership function is proposed as a simple Monte-Carlo approximation for the probability for an individual to be the most efficient in the sample.
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    Constrained nonparametric regression analysis of load curves (2000)
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    Empirical economics 25 (2000), S. 229-246 
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    ISSN: 1435-8921
    Keywords: Key words: Natural smoothing splines, load-curves, nonparametric regression under shape constrains ; JEL classification: C14, C53
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. In this paper, we analyze household load curves through the use of Constrained Smoothing Splines. These estimators are natural smoothing splines that allow to incorporate periodic shape constraints. Since the time pattern of electricity demand combines strong periodical regularities with abrupt changes along time, a nonparametric regression estimator that is able to incorporate regularity constrains appears to be very well suited to approach load curves. In the paper we also propose a method to compute the penalty parameters that appear in the constrained smoothing spline estimator, we show some statistical properties and finally we construct confidence intervals.
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    Assessing the impact of taxes on female labor supply using a finite mixture approach (2000)
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    Empirical economics 25 (2000), S. 279-296 
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    ISSN: 1435-8921
    Keywords: Key words: Heterogeneity in preferences, finite mixtures, female labor supply, taxes, tax simulation ; JEL classification: J22, H24
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. This paper expands the standard analysis of female labor supply to permit preference heterogeneity by using a finite mixture model. Using the extended model, we obtain theory consistent results whereas a traditional model produces a negative substitution effect. We use our model to illustrate the labor supply effects of a tax reform, corresponding to 1983–1992 changes in the Swedish income-tax schedule. The results shows an expected reduction in tax revenues of about 17%. Finally, we use Monte Carlo simulations and show that our proposed mixture model is robust towards different misspecifications.
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    Black market exchange rates in India: an empirical analysis (2000)
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    Empirical economics 25 (2000), S. 297-313 
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    ISSN: 1435-8921
    Keywords: Key words: Black market exchange rate, cointegration and error correction, trade liberalisation, forex reserves, India ; JEL classification: C2, F4, O5.
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. In this paper, we explore the determinants of black market (BM) exchange rates in India using annual data from 1955–1994 and integration and cointegration analysis. Two important factors, namely the import capacity of official foreign exchange reserves and restrictions on international trade, have largely been ignored as determinants of BM rates. We stress the importance of these two factors and incorporate them, with others more familiar in the literature, in our theoretical and empirical model for BM rates in India. Our empirical findings show that a low level of official foreign exchange reserves negatively and a high level of trade restrictions positively affect BM rates. We show that the flexible Bretton Woods exchange rate policies for India in 1973 have a negative impact on BM rates. The results also reveal that interest rate policies positively affect BM rates. Thus, our empirical model lends support to the trade and monetary approaches to BM rates and hence, trade restrictions with excess money supply should be removed to eliminate the BMs for forex in India.
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    Institutional specifics and unemployment insurance eligibility in Canada: How sensitive are employment duration effects? (2000)
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    Empirical economics 25 (2000), S. 327-350 
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    ISSN: 1435-8921
    Keywords: Key words: unemployment insurance, institutions, employment, duration models ; JEL classification: J64, J65
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. The paper examines the influence of unemployment insurance on the duration of employment spells in Canada using the 1988–90 Labour Market Activity Survey. The primary focus of the paper is to evaluate whether estimated UI effects are sensitive to the degree to which institutional rules and regulations governing UI eligibility and entitlement are explicitly modelled. The key result of the paper is that it is indeed important to allow for institutional detail when estimating unemployment insurance effects. Estimates using simple proxies for eligibility indicate small, often insignificant UI effects. The size and significance of the effects rise as more realistic versions of the variables are adopted. The estimates using the eligibility variables incorporating the greatest level of institutional detail suggest that a jump in the hazard rate by a factor of 2.3 may not be an unreasonable estimate of the effect.
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    Detrending methods and stylized facts of business cycles in Norway – an international comparison (2000)
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    Empirical economics 25 (2000), S. 369-392 
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    ISSN: 1435-8921
    Keywords: Key words: Unit roots ; trend-cycle estimation ; stylized facts ; real business cycles ; JEL classifications: C20 ; E32
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. This paper analyses the stylized facts of business cycles in Norway, by comparing different detrending methods. As the choice of the appropriate data transformation depends on the nature of the underlying dynamic properties of the time series, a set of unit root tests are first applied to the data. The detrended data are analysed, both in the time domain and the frequency domain. The evidence suggests that whereas some variables (e.g. consumption and investment) behave consistently procyclically with GDP, for other variables (e.g. real wage and prices), the business cycle properties vary considerably with the detrending methods used. The results are evaluated from a real business cycle perspective, but overall, there is little evidence to support a (supply driven) real business cycle. Symmetries in business cycles are finally analysed by comparing the business cycles in Norway and selected countries.
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    Dynamic analysis of British demand for tourism abroad (2000)
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    Empirical economics 25 (2000), S. 421-436 
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    Keywords: Key words: Preference endogeneity ; demand for tourism ; habit persistence ; JEL classification: D1
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. This paper investigates how preference endogeneity, in the form of habit persistence, can affect short-run and long-run tourism expenditure decisions. The proposed model is applied to British quarterly data over the period 1979–91 and the empirical results suggest that preference endogeneity appears to have an important effect. This has policy implications for countries competing for British tourist arrivals. The differences between the short-run and long-run price and budget elasticities which are implied by habit persistence are also investigated.
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    Segmented stochastic convergence across the G-7 countries (2000)
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    Empirical economics 25 (2000), S. 463-474 
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    ISSN: 1435-8921
    Keywords: Key words: Cointegration ; structural break ; stochastic convergence ; JEL Classification: O41
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. This paper analyzes the stochastic convergence in per capita income levels among the current G-7 over the period 1900–89. We show that, in the presence of possible structural breaks, the strong condition of stationary pair-wise differences between per capita GDP holds in more cases than previously supposed. However, convergence occurs more frequently in the first part of the time sample than in the second one.
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    Sources of output growth in Singapore's services sector (2000)
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    Empirical economics 25 (2000), S. 495-506 
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    ISSN: 1435-8921
    Keywords: Key words: Total factor productivity growth ; technical efficiency ; technological progress ; JEL classification: C33 ; L8 ; 08
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. As services are an important engine of growth for Singapore, this paper attempts to empirically investigate the sources of output growth in this sector to shed light on the debate sparked off by Krugman (1994) on the miraculous or mythical growth of Singapore and the other newly industralizing Southeast Asian economies. This is done by using the stochastic production frontier model with panel data. Unlike existing studies which used the conventional growth accounting approach to decompose output growth into just input growth and total factor productivity (TFP) growth, this approach further decomposes TFP growth into technological progress and changes in technical efficiency.
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    Invariance, price indices and estimation in almost ideal demand systems (2000)
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    Empirical economics 25 (2000), S. 519-539 
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    ISSN: 1435-8921
    Keywords: Key words: AIDS model ; invariance ; price indices ; conditional estimation ; Monte Carlo ; JEL classification: D12
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. Two issues are addressed in this paper. First, we explore the issue of price index invariance in the linearized Almost Ideal demand system. We establish that the Stone index, which lacks invariance, and the recently proposed invariant Laspeyres, Paasche and Tornqvist indices all generate biased and inconsistent estimators. Monte Carlo evidence shows that invariance does not necessarily lead to better estimates of price and income elasticities insofar as the Stone and Paasche indices are unambiguously inferior to the Laspeyres and Tornqvist indices, especially if prices are not strongly positively correlated. Second, we examine the merits of the widely used conditional ML estimator of the non-linear Almost Ideal system in which a prior value is chosen for the “subsistence” parameter. We find that the bias and trace mean square error increases induced by conditional estimation are modest. The choice between the linearized and the non-linear models favors the latter although in some cases linear methods are as good as non-linear.
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    What color are commodity prices? A fractal analysis (2000)
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    Empirical economics 25 (2000), S. 563-580 
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    ISSN: 1435-8921
    Keywords: Key words: Fractal Analysis ; Long-Memory and Persistence ; Commodity Price Colors ; JEL Classification: C22 ; E31 ; E32
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. Commodity price behavior holds much interest not only because these markets are affected by waves of speculative activity similar to security markets but more so that these commodities are linked to industries which purchase them and developing country producers which supply them. Commodity spot and future prices have thus been studied extensively. This research extends this work by employing recent fractal approaches to evaluate how the apparent random movements associated with short term behavior can also persist when examining long run behavior. We thus test for the presence of a persistent and finite variance component (i.e. long memory stationary process) as opposed to an infinite variance component (i.e. short memory nonstationary process) in a selected group of international commodity price series. Both fractal and persistent dependence hypotheses and test statistics have been employed. Estimates made of the power law exponent and of the nonintegral or fractional exponent suggest generating processes which are closer to black noise than to white, pink or brown noise.
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    Is there a Laffer curve between aggregate output and public sector employment? (2000)
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    Empirical economics 25 (2000), S. 605-621 
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    Keywords: Key words: public sector ; Laffer curve ; threshold models ; JEL classification: H11 ; J45
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. This paper develops a model of the relationship between public sector employment, total output and aggregate real demand in market prices, where public employment has a positive productivity effect on private output. Public employment crowds out private employment and output because its increase induces higher wages and taxes. The valuation of government output is also taken into account. While public employment affects total output and aggregate real demand in an a priori ambiguous way, numerical simulations suggest that the relationship may be nonlinear; positive, when public sector is “small” and negative, when it is “large”. Using the annual data from 22 OECD countries over the period 1960–1996 and estimating and testing for threshold models and more commonly used specifications with multiplicative interaction terms give support to this nonlinearity hypothesis between public employment and private sector output.
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    Efficiency of labour use in the Swedish banking industry: a stochastic frontier approach (2000)
    Springer
    Empirical economics 25 (2000), S. 623-640 
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    ISSN: 1435-8921
    Keywords: Key words: Labour demand ; labour-use ; technical efficiency ; banking industry ; JEL Classification: C23 ; D24 ; G21
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. The purpose of this paper is to analyse the impact of the deregulation of the Swedish banking industry in the mid-1980s, and the consequent banking crisis, on productive efficiency and productivity growth in the industry. An unbalanced panel of Swedish banks is studied over the period, 1984 to 1995. A total of 1275 observations are analysed for 156 banks that were observed for between two and twelve years. We adopt a translog stochastic frontier model to estimate the labour-use requirements in terms of the variables, loans, deposits, guarantees, number of branches and total inventories, together with the year of observation. The inefficiency effects in the labour-use frontier are modelled in terms of the number of branches, total inventories, the type of bank and year of observation. The technical inefficiencies of labour use of Swedish banks were found to be significant, with mean inefficiencies per year estimated to be between about 8 and 15 per cent over the years of study. However, the confidence interval predictions for these inefficiencies were found to be quite wide.
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    Peaks or tails – What distinguishes financial data? (2000)
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    Empirical economics 25 (2000), S. 665-671 
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    ISSN: 1435-8921
    Keywords: Key words: empirical densities ; heavy tails ; JEL classification: C13 ; C14
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. We argue against the view that it is mostly the peaks of the empirical densities of stock returns (and of other risky returns as well) that set such data aside from “normal” variables. We show that peaks depend on sample size and on the way returns are standardized, and that for given data sets of stock returns, both higher peaks and lower peaks than in a standard normal case can be obtained.
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    URL: http://dx.doi.org/10.1007/s001810000041
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    Recruitment channel use and applicant arrival: An empirical analysis (2000)
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    Empirical economics 25 (2000), S. 673-697 
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    ISSN: 1435-8921
    Keywords: Key words: recruitment ; labour demand ; JEL classification: J63
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. This paper focuses on the recruitment behaviour of firms at the extensive margin; we empirically explore the relationship between employer search strategies and the number of applicants by means of (reduced form) two-equations simultaneous models. The empirical analysis is carried out on a rich micro data set on Dutch employer recruitment behaviour. Our empirical analysis reveals that the economic conditions prevailing on the labour market influence employer search activity at the extensive margin. In particular, we see that in tight (slack) labour markets characterised by excess demand (supply) of labour, the flow of applicants is smaller (larger). Employers react to the shortage (excess) of applicants by using more (less) often advertisements. This recruitment channel appears to trigger a significantly larger flow of applicants.
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    URL: http://dx.doi.org/10.1007/s001810000042
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    Restricted 2-factor polytopes (2000)
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    Mathematical programming 87 (2000), S. 87-111 
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    ISSN: 1436-4646
    Keywords: Mathematics Subject Classification (1991): Primary 90C27; Secondary 05C70
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. The optimal k-restricted 2-factor problem consists of finding, in a complete undirected graph K n , a minimum cost 2-factor (subgraph having degree 2 at every node) with all components having more than k nodes. The problem is a relaxation of the well-known symmetric travelling salesman problem, and is equivalent to it when ≤k≤n−1. We study the k-restricted 2-factor polytope. We present a large class of valid inequalities, called bipartition inequalities, and describe some of their properties; some of these results are new even for the travelling salesman polytope. For the case k=3, the triangle-free 2-factor polytope, we derive a necessary and sufficient condition for such inequalities to be facet inducing.
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    URL: http://dx.doi.org/10.1007/s101079900110
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    On the separation of maximally violated mod-k cuts (2000)
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    Mathematical programming 87 (2000), S. 37-56 
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    ISSN: 1436-4646
    Keywords: Key words: integer programming – separation – symmetric/asymmetric traveling salesman problem Mathematics Subject Classification (1991): Primary 90C10, 90C27
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. Separation is of fundamental importance in cutting-plane based techniques for Integer Linear Programming (ILP). In recent decades, a considerable research effort has been devoted to the definition of effective separation procedures for families of well-structured cuts. In this paper we address the separation of Chvátal rank-1 inequalities in the context of general ILP’s of the form min{c T x:Ax≤b,x integer}, where A is an m×n integer matrix and b an m-dimensional integer vector. In particular, for any given integer k we study mod-k cuts of the form λ T Ax≤⌊λ T b⌋ for any λ∈{0,1/k,...,(k−1)/k} m such that λ T A is integer. Following the line of research recently proposed for mod-2 cuts by Applegate, Bixby, Chvátal and Cook [1] and Fleischer and Tardos [19], we restrict to maximally violated cuts, i.e., to inequalities which are violated by (k−1)/k by the given fractional point. We show that, for any given k, such a separation requires O(mn min{m,n}) time. Applications to both the symmetric and asymmetric TSP are discussed. In particular, for any given k, we propose an O(|V|2|E *|)-time exact separation algorithm for mod-k cuts which are maximally violated by a given fractional (symmetric or asymmetric) TSP solution with support graph G *=(V,E *). This implies that we can identify a maximally violated cut for the symmetric TSP whenever a maximally violated (extended) comb inequality exists. Finally, facet-defining mod-k cuts for the symmetric and asymmetric TSP are studied.
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    URL: http://dx.doi.org/10.1007/s101079900107
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    A probabilistic analysis of a measure of combinatorial complexity for the central curve (2000)
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    Mathematical programming 87 (2000), S. 177-187 
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    ISSN: 1436-4646
    Keywords: Key words: central curve – linear complementarity – probabilistic analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. We investigate certain combinatorial properties of the central curve associated with interior point methods for linear optimization. We define a measure of complexity for the curve in terms of the number of turns, or changes of direction, that it makes in a geometric sense, and then perform an average case analysis of this measure for P-matrix linear complementarity problems. We show that the expected number of nondegenerate turns taken by the central curve is bounded by n 2-n, where the expectation is taken with respect to a sign-invariant probability distribution on the problem data. As an alternative measure of complexity, we also consider the number of times the central curve intersects with a wide class of algebraic hypersurfaces, including such objects as spheres and boxes. As an example of the results obtained, we show that the primal and dual variables in each coordinate of the central curve cross each other at most once, on average. As a further example, we show that the central curve intersects any sphere centered at the origin at most twice, on average.
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    URL: http://dx.doi.org/10.1007/s101079900125
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    Least-change quasi-Newton updates for equality-constrained optimization (2000)
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    Mathematical programming 87 (2000), S. 317-350 
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    ISSN: 1436-4646
    Keywords: Key words: quasi-Newton update – equality-constrained optimization – superlinear convergence – variable metric method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. This paper investigates quasi-Newton updates for equality-constrained optimization. Using a least-change argument we derive a class of rank-3 updates to approximations of the one-sided projection of the Hessian of the Lagrangian which keeps the appropriate part symmetric (and possibly positive definite). By imposing the usual assumptions we are able to prove 1-step superlinear convergence for one of these updates. Encouraging numerical results and comparisons with other previously analyzed updates are presented.
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    URL: http://dx.doi.org/10.1007/s101070050117
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    Upper Lipschitz behavior of solutions to perturbed. C1,1 programs (2000)
    Springer
    Mathematical programming 88 (2000), S. 285-311 
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    ISSN: 1436-4646
    Keywords: Key words: local upper Lipschitz property – Kojima function – stationary solutions – contingent derivative – persistence of solvability Mathematics Subject Classification (1991): 90C31, 49J52, 49K40
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. We analyze the local upper Lipschitz behavior of critical points, stationary solutions and local minimizers to parametric C 1,1 programs. In particular, we derive a characterization of this property for the stationary solution set map without assuming the Mangasarian–Fromovitz CQ. Moreover, conditions which also ensure the persistence of solvability are given, and the special case of linear constraints is handled. The present paper takes pattern from [21] by continuing the approach via contingent derivatives of the Kojima function associated with the given optimization problem.
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    URL: http://dx.doi.org/10.1007/s101070050018
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    Perturbation analysis of global error bounds for systems of linear inequalities (2000)
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    Mathematical programming 88 (2000), S. 277-284 
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    ISSN: 1436-4646
    Keywords: Key words: global error bounds – infinite and finite systems of linear inequalities – residual functions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. This paper studies the existence of a uniform global error bound when a system of linear inequalities is under local arbitrary perturbations. Specifically, given a possibly infinite system of linear inequalities satisfying the Slater’s condition and a certain compactness condition, it is shown that for sufficiently small arbitrary perturbations the perturbed system is solvable and there exists a uniform global error bound if and only if the original system is bounded or its homogeneous system has a strict solution.
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    Global s-type error bound for the extended linear complementarity problem and applications (2000)
    Springer
    Mathematical programming 88 (2000), S. 391-410 
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    ISSN: 1436-4646
    Keywords: Key words: the extended linear complementarity problem – monotonicity –R0-property – global s-type error bound Mathematics Subject Classification (1991): 90C30, 90C33
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. For the extended linear complementarity problem over an affine subspace, we first study some characterizations of (strong) column/row monotonicity and (strong) R 0-property. We then establish global s-type error bound for this problem with the column monotonicity or R 0-property, especially for the one with the nondegeneracy and column monotonicity, and give several equivalent formulations of such error bound without the square root term for monotone affine variational inequality. Finally, we use this error bound to derive some properties of the iterative sequence produced by smoothing methods for solving such a problem under suitable assumptions.
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    URL: http://dx.doi.org/10.1007/s101070050023
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    On semidefinite linear complementarity problems (2000)
    Springer
    Mathematical programming 88 (2000), S. 575-587 
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    ISSN: 1436-4646
    Keywords: Key words: semidefinite linear complementarity problem –P-property –GUS-property – Lyapunov ; Mathematics Subject Classification (2000): 90C33, 93D05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. Given a linear transformation L:? n →? n and a matrix Q∈? n , where ? n is the space of all symmetric real n×n matrices, we consider the semidefinite linear complementarity problem SDLCP(L,? n +,Q) over the cone ? n + of symmetric n×n positive semidefinite matrices. For such problems, we introduce the P-property and its variants, Q- and GUS-properties. For a matrix A∈R n×n , we consider the linear transformation L A :? n →? n defined by L A (X):=AX+XA T and show that the P- and Q-properties for L A are equivalent to A being positive stable, i.e., real parts of eigenvalues of A are positive. As a special case of this equivalence, we deduce a theorem of Lyapunov.
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    Multilevel Gauging for Edge Elements (2000)
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    Computing 64 (2000), S. 97-122 
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    ISSN: 1436-5057
    Keywords: AMS Subject Classifications: 65N30, 65N55, 78A30. ; Key Words: Computational electromagnetism, edge elements, hierarchical bases, multilevel decomposition, vector potentials, gauging.
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract The vector potential of a solenoidal vector field, if it exists, is not unique in general. Any procedure that aims to determine such a vector potential typically involves a decision on how to fix it. This is referred to by the term gauging. Gauging is an important issue in computational electromagnetism, whenever discrete vector potentials have to be computed. In this paper a new gauging algorithm for discrete vector potentials is introduced that relies on a hierarchical multilevel decomposition. With minimum computational effort it yields vector potentials whose L 2-norm does not severely blow up. Thus the new approach compares favorably to the widely used co-tree gauging.
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    URL: http://dx.doi.org/10.1007/s006070050005
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    Finite Volume Element Approximations of Nonlocal in Time One-Dimensional Flows in Porous Media (2000)
    Springer
    Computing 64 (2000), S. 157-182 
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    ISSN: 1436-5057
    Keywords: AMS Subject Classifications: 65M12, 65M60, 65N40. ; Key Words: Finite volume method, parabolic equation, integro-differential equation.
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract Various finite volume element schemes for parabolic integro-differential equations in 1-D are derived and studied. These types of equations arise in modeling reactive flows or material with memory effects. Our main goal is to develop a general framework for obtaining finite volume element approximations and to study the error analysis. We consider the lowest-order (linear and L-splines) finite volume elements, although higher-order volume elements can be considered as well under this framework. It is proved that finite volume element approximations are convergent with optimal order in H 1-norms, suboptimal order in the L 2-norm and super-convergent order in a discrete H 1-norm.
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    Finite Element Methods for Eigenvalue Problems on a Rectangle with (Semi-) Periodic Boundary Conditions on a Pair of Adjacent Sides (2000)
    Springer
    Computing 64 (2000), S. 191-206 
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    ISSN: 1436-5057
    Keywords: AMS Subject Classification: 65N30. ; Key Words: Finite element methods, eigenvalue problems, (semi-)periodic boundary conditions.
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract This paper deals with a class of elliptic differential eigenvalue problems (EVPs) of second order on a rectangular domain Ω⊂ℝ2, with periodic or semi-periodic boundary conditions (BCs) on two adjacent sides of Ω. On the remaining sides, classical Dirichlet or Robin type BCs are imposed. First, we pass to a proper variational formulation, which is shown to fit into the framework of abstract EVPs for strongly coercive, bounded and symmetric bilinear forms in Hilbert spaces. Next, the variational EVP serves as the starting point for finite element approximations. We consider finite element methods (FEMs) without and with numerical quadrature, both with triangular and with rectangular meshes. The aim of the paper is to show that well-known error estimates, established for finite element approximations of elliptic EVPs with classical BCs, remain valid for the present type of EVPs, including the case of multiple exact eigenvalues. Finally, the analysis is illustrated by a non-trivial numerical example, the exact eigenpairs of which can be determined.
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    URL: http://dx.doi.org/10.1007/s006070050043
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    On the Attainable Order of Collocation Methods for the Neutral Functional-Differential Equations with Proportional Delays (2000)
    Springer
    Computing 64 (2000), S. 207-222 
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    ISSN: 1436-5057
    Keywords: AMS Subject Classifications: 65R20, 45L10, 34K99. ; Key Words: Neutral functional-differential and delay Volterra integro-differential equation, proportional delay, collocation and iterated collocation method, Padé approximant, attainable order.
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract In this paper, we extend the recent results of H. Brunner in BIT (1997) for the DDE y′(t)= by(qt), y(0)=1 and the DVIE y(t)=1+∫0 t by(qs)ds with proportional delay qt, 0〈q≤1, to the neutral functional-differential equation (NFDE): and the delay Volterra integro-differential equation (DVIDE) : with proportional delays p i t and q i t, 0〈p i ,q i ≤1 and complex numbers a,b i and c i . We analyze the attainable order of m-stage implicit (collocation-based) Runge-Kutta methods at the first mesh point t=h for the collocation solution v(t) of the NFDE and the `iterated collocation solution u it (t)' of the DVIDE to the solution y(t), and investigate the existence of the collocation polynomials M m (t) of v(th) or M^ m (t) of u it (th), t∈[0,1] such that the rational approximant v(h) or u it (h) is the (m,m)-Padé approximant to y(h) and satisfies |v(h)−y(h)|=O(h 2 m +1). If they exist, then we actually give the conditions of M m (t) and M^ m (t), respectively.
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