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  Subjects -> MATHEMATICS (Total: 955 journals)
    - APPLIED MATHEMATICS (82 journals)
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    - MATHEMATICS (706 journals)
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MATHEMATICS (706 journals)                  1 2 3 4 | Last

Showing 1 - 200 of 538 Journals sorted alphabetically
Abakós     Open Access   (Followers: 4)
Abhandlungen aus dem Mathematischen Seminar der Universitat Hamburg     Hybrid Journal   (Followers: 3)
Academic Voices : A Multidisciplinary Journal     Open Access   (Followers: 2)
Accounting Perspectives     Full-text available via subscription   (Followers: 7)
ACM Transactions on Algorithms (TALG)     Hybrid Journal   (Followers: 15)
ACM Transactions on Computational Logic (TOCL)     Hybrid Journal   (Followers: 3)
ACM Transactions on Mathematical Software (TOMS)     Hybrid Journal   (Followers: 6)
ACS Applied Materials & Interfaces     Full-text available via subscription   (Followers: 27)
Acta Applicandae Mathematicae     Hybrid Journal   (Followers: 1)
Acta Mathematica     Hybrid Journal   (Followers: 11)
Acta Mathematica Hungarica     Hybrid Journal   (Followers: 2)
Acta Mathematica Scientia     Full-text available via subscription   (Followers: 5)
Acta Mathematica Sinica, English Series     Hybrid Journal   (Followers: 6)
Acta Mathematica Vietnamica     Hybrid Journal  
Acta Mathematicae Applicatae Sinica, English Series     Hybrid Journal  
Advanced Science Letters     Full-text available via subscription   (Followers: 9)
Advances in Applied Clifford Algebras     Hybrid Journal   (Followers: 3)
Advances in Calculus of Variations     Hybrid Journal   (Followers: 2)
Advances in Catalysis     Full-text available via subscription   (Followers: 5)
Advances in Complex Systems     Hybrid Journal   (Followers: 6)
Advances in Computational Mathematics     Hybrid Journal   (Followers: 18)
Advances in Decision Sciences     Open Access   (Followers: 3)
Advances in Difference Equations     Open Access   (Followers: 3)
Advances in Fixed Point Theory     Open Access   (Followers: 5)
Advances in Geosciences (ADGEO)     Open Access   (Followers: 13)
Advances in Linear Algebra & Matrix Theory     Open Access   (Followers: 2)
Advances in Materials Sciences     Open Access   (Followers: 14)
Advances in Mathematical Physics     Open Access   (Followers: 3)
Advances in Mathematics     Full-text available via subscription   (Followers: 10)
Advances in Numerical Analysis     Open Access   (Followers: 4)
Advances in Operations Research     Open Access   (Followers: 12)
Advances in Porous Media     Full-text available via subscription   (Followers: 5)
Advances in Pure and Applied Mathematics     Hybrid Journal   (Followers: 6)
Advances in Pure Mathematics     Open Access   (Followers: 5)
Advances in Science and Research (ASR)     Open Access   (Followers: 4)
Aequationes Mathematicae     Hybrid Journal   (Followers: 2)
African Journal of Educational Studies in Mathematics and Sciences     Full-text available via subscription   (Followers: 5)
African Journal of Mathematics and Computer Science Research     Open Access   (Followers: 4)
Afrika Matematika     Hybrid Journal   (Followers: 1)
Air, Soil & Water Research     Open Access   (Followers: 11)
AKSIOMA Journal of Mathematics Education     Open Access   (Followers: 1)
Al-Jabar : Jurnal Pendidikan Matematika     Open Access  
Algebra and Logic     Hybrid Journal   (Followers: 5)
Algebra Colloquium     Hybrid Journal   (Followers: 4)
Algebra Universalis     Hybrid Journal   (Followers: 2)
Algorithmic Operations Research     Full-text available via subscription   (Followers: 5)
Algorithms     Open Access   (Followers: 11)
Algorithms Research     Open Access   (Followers: 1)
American Journal of Computational and Applied Mathematics     Open Access   (Followers: 5)
American Journal of Mathematical Analysis     Open Access  
American Journal of Mathematics     Full-text available via subscription   (Followers: 6)
American Journal of Operations Research     Open Access   (Followers: 5)
American Mathematical Monthly     Full-text available via subscription   (Followers: 6)
An International Journal of Optimization and Control: Theories & Applications     Open Access   (Followers: 8)
Analele Universitatii Ovidius Constanta - Seria Matematica     Open Access   (Followers: 1)
Analysis     Hybrid Journal   (Followers: 2)
Analysis and Applications     Hybrid Journal   (Followers: 1)
Analysis and Mathematical Physics     Hybrid Journal   (Followers: 4)
Analysis Mathematica     Full-text available via subscription  
Annales Mathematicae Silesianae     Open Access  
Annales mathématiques du Québec     Hybrid Journal   (Followers: 4)
Annales UMCS, Mathematica     Open Access   (Followers: 1)
Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica     Open Access  
Annali di Matematica Pura ed Applicata     Hybrid Journal   (Followers: 1)
Annals of Combinatorics     Hybrid Journal   (Followers: 3)
Annals of Data Science     Hybrid Journal   (Followers: 11)
Annals of Discrete Mathematics     Full-text available via subscription   (Followers: 6)
Annals of Mathematics     Full-text available via subscription  
Annals of Mathematics and Artificial Intelligence     Hybrid Journal   (Followers: 12)
Annals of Pure and Applied Logic     Open Access   (Followers: 2)
Annals of the Alexandru Ioan Cuza University - Mathematics     Open Access  
Annals of the Institute of Statistical Mathematics     Hybrid Journal   (Followers: 1)
Annals of West University of Timisoara - Mathematics     Open Access  
Annuaire du Collège de France     Open Access   (Followers: 5)
ANZIAM Journal     Open Access   (Followers: 1)
Applicable Algebra in Engineering, Communication and Computing     Hybrid Journal   (Followers: 2)
Applications of Mathematics     Hybrid Journal   (Followers: 1)
Applied Categorical Structures     Hybrid Journal   (Followers: 2)
Applied Computational Intelligence and Soft Computing     Open Access   (Followers: 11)
Applied Mathematics     Open Access   (Followers: 3)
Applied Mathematics     Open Access   (Followers: 6)
Applied Mathematics & Optimization     Hybrid Journal   (Followers: 6)
Applied Mathematics - A Journal of Chinese Universities     Hybrid Journal  
Applied Mathematics Letters     Full-text available via subscription   (Followers: 1)
Applied Mathematics Research eXpress     Hybrid Journal   (Followers: 1)
Applied Network Science     Open Access   (Followers: 3)
Applied Numerical Mathematics     Hybrid Journal   (Followers: 5)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 4)
Arab Journal of Mathematical Sciences     Open Access   (Followers: 3)
Arabian Journal of Mathematics     Open Access   (Followers: 2)
Archive for Mathematical Logic     Hybrid Journal   (Followers: 2)
Archive of Applied Mechanics     Hybrid Journal   (Followers: 5)
Archive of Numerical Software     Open Access  
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 5)
Arkiv för Matematik     Hybrid Journal   (Followers: 1)
Armenian Journal of Mathematics     Open Access  
Arnold Mathematical Journal     Hybrid Journal   (Followers: 1)
Artificial Satellites : The Journal of Space Research Centre of Polish Academy of Sciences     Open Access   (Followers: 20)
Asia-Pacific Journal of Operational Research     Hybrid Journal   (Followers: 3)
Asian Journal of Algebra     Open Access   (Followers: 1)
Asian Journal of Current Engineering & Maths     Open Access  
Asian-European Journal of Mathematics     Hybrid Journal   (Followers: 2)
Australian Mathematics Teacher, The     Full-text available via subscription   (Followers: 6)
Australian Primary Mathematics Classroom     Full-text available via subscription   (Followers: 4)
Australian Senior Mathematics Journal     Full-text available via subscription   (Followers: 1)
Automatic Documentation and Mathematical Linguistics     Hybrid Journal   (Followers: 5)
Axioms     Open Access   (Followers: 1)
Baltic International Yearbook of Cognition, Logic and Communication     Open Access   (Followers: 1)
Basin Research     Hybrid Journal   (Followers: 5)
BIBECHANA     Open Access   (Followers: 2)
BIT Numerical Mathematics     Hybrid Journal  
BoEM - Boletim online de Educação Matemática     Open Access  
Boletim Cearense de Educação e História da Matemática     Open Access  
Boletim de Educação Matemática     Open Access  
Boletín de la Sociedad Matemática Mexicana     Hybrid Journal  
Bollettino dell'Unione Matematica Italiana     Full-text available via subscription   (Followers: 1)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 21)
Bruno Pini Mathematical Analysis Seminar     Open Access  
Buletinul Academiei de Stiinte a Republicii Moldova. Matematica     Open Access   (Followers: 11)
Bulletin des Sciences Mathamatiques     Full-text available via subscription   (Followers: 4)
Bulletin of Dnipropetrovsk University. Series : Communications in Mathematical Modeling and Differential Equations Theory     Open Access   (Followers: 1)
Bulletin of Mathematical Sciences     Open Access   (Followers: 1)
Bulletin of Symbolic Logic     Full-text available via subscription   (Followers: 2)
Bulletin of the Australian Mathematical Society     Full-text available via subscription   (Followers: 1)
Bulletin of the Brazilian Mathematical Society, New Series     Hybrid Journal  
Bulletin of the London Mathematical Society     Hybrid Journal   (Followers: 4)
Bulletin of the Malaysian Mathematical Sciences Society     Hybrid Journal  
Calculus of Variations and Partial Differential Equations     Hybrid Journal  
Canadian Journal of Science, Mathematics and Technology Education     Hybrid Journal   (Followers: 18)
Carpathian Mathematical Publications     Open Access   (Followers: 1)
Catalysis in Industry     Hybrid Journal   (Followers: 1)
CEAS Space Journal     Hybrid Journal   (Followers: 2)
CHANCE     Hybrid Journal   (Followers: 5)
Chaos, Solitons & Fractals     Hybrid Journal   (Followers: 3)
ChemSusChem     Hybrid Journal   (Followers: 7)
Chinese Annals of Mathematics, Series B     Hybrid Journal  
Chinese Journal of Catalysis     Full-text available via subscription   (Followers: 2)
Chinese Journal of Mathematics     Open Access  
Clean Air Journal     Full-text available via subscription   (Followers: 1)
Cogent Mathematics     Open Access   (Followers: 2)
Cognitive Computation     Hybrid Journal   (Followers: 4)
Collectanea Mathematica     Hybrid Journal  
College Mathematics Journal     Full-text available via subscription   (Followers: 4)
COMBINATORICA     Hybrid Journal  
Combinatorics, Probability and Computing     Hybrid Journal   (Followers: 4)
Combustion Theory and Modelling     Hybrid Journal   (Followers: 14)
Commentarii Mathematici Helvetici     Hybrid Journal   (Followers: 1)
Communications in Combinatorics and Optimization     Open Access  
Communications in Contemporary Mathematics     Hybrid Journal  
Communications in Mathematical Physics     Hybrid Journal   (Followers: 2)
Communications On Pure & Applied Mathematics     Hybrid Journal   (Followers: 3)
Complex Analysis and its Synergies     Open Access   (Followers: 2)
Complex Variables and Elliptic Equations: An International Journal     Hybrid Journal  
Complexus     Full-text available via subscription  
Composite Materials Series     Full-text available via subscription   (Followers: 8)
Compositio Mathematica     Full-text available via subscription   (Followers: 1)
Comptes Rendus Mathematique     Full-text available via subscription   (Followers: 1)
Computational and Applied Mathematics     Hybrid Journal   (Followers: 2)
Computational and Mathematical Methods in Medicine     Open Access   (Followers: 2)
Computational and Mathematical Organization Theory     Hybrid Journal   (Followers: 2)
Computational Complexity     Hybrid Journal   (Followers: 4)
Computational Mathematics and Modeling     Hybrid Journal   (Followers: 8)
Computational Mechanics     Hybrid Journal   (Followers: 5)
Computational Methods and Function Theory     Hybrid Journal  
Computational Optimization and Applications     Hybrid Journal   (Followers: 7)
Computers & Mathematics with Applications     Full-text available via subscription   (Followers: 8)
Concrete Operators     Open Access   (Followers: 5)
Confluentes Mathematici     Hybrid Journal  
Contributions to Game Theory and Management     Open Access  
COSMOS     Hybrid Journal  
Cryptography and Communications     Hybrid Journal   (Followers: 12)
Cuadernos de Investigación y Formación en Educación Matemática     Open Access  
Cubo. A Mathematical Journal     Open Access  
Current Research in Biostatistics     Open Access   (Followers: 9)
Czechoslovak Mathematical Journal     Hybrid Journal   (Followers: 1)
Demographic Research     Open Access   (Followers: 10)
Demonstratio Mathematica     Open Access  
Dependence Modeling     Open Access  
Design Journal : An International Journal for All Aspects of Design     Hybrid Journal   (Followers: 29)
Developments in Clay Science     Full-text available via subscription   (Followers: 1)
Developments in Mineral Processing     Full-text available via subscription   (Followers: 3)
Dhaka University Journal of Science     Open Access  
Differential Equations and Dynamical Systems     Hybrid Journal   (Followers: 3)
Differentsial'nye Uravneniya     Open Access  
Discrete Mathematics     Hybrid Journal   (Followers: 8)
Discrete Mathematics & Theoretical Computer Science     Open Access  
Discrete Mathematics, Algorithms and Applications     Hybrid Journal   (Followers: 2)
Discussiones Mathematicae - General Algebra and Applications     Open Access  
Discussiones Mathematicae Graph Theory     Open Access   (Followers: 1)
Diskretnaya Matematika     Full-text available via subscription  
Dnipropetrovsk University Mathematics Bulletin     Open Access  
Doklady Akademii Nauk     Open Access  
Doklady Mathematics     Hybrid Journal  
Duke Mathematical Journal     Full-text available via subscription   (Followers: 1)
Eco Matemático     Open Access  
Edited Series on Advances in Nonlinear Science and Complexity     Full-text available via subscription  
Electronic Journal of Differential Equations     Open Access  
Electronic Journal of Graph Theory and Applications     Open Access   (Followers: 2)
Electronic Notes in Discrete Mathematics     Full-text available via subscription   (Followers: 2)
Elemente der Mathematik     Full-text available via subscription   (Followers: 4)

        1 2 3 4 | Last

Journal Cover Asia-Pacific Journal of Operational Research
  [SJR: 0.463]   [H-I: 23]   [3 followers]  Follow
    
   Hybrid Journal Hybrid journal (It can contain Open Access articles)
   ISSN (Print) 0217-5959 - ISSN (Online) 1793-7019
   Published by World Scientific Homepage  [117 journals]
  • Bidding Behavior and Equilibrium Excursion of Uniform Price Auction
           Mechanism
    • Authors: Congjun Rao, Yong Zhao, Junjun Zheng, Mark Goh, Cheng Wang
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      Multiple equilibria (equilibrium excursion) affects the auction proceeds, and is bad for estimating auction efficiency. This paper examines the relationship between bidding behavior and equilibrium excursion. We analyze a uniform price auction mechanism based on a rationing strategy and common value information. In this uniform price auction mechanism, bidders (strategic and non-strategic) participate in an auction simultaneously, and the auctioneer rations the strategic bidders after observing their bids. The conclusions drawn suggest that a rationing strategy can effectively limit the strategic bidders from manipulating the auction, and the Nash equilibrium may not be unique (i.e., there exists an equilibrium excursion). As the number of bidders increases, or when the quantity that can be allocated to the non-strategic bidders is unconstrained, there exists asymptotically a unique equilibrium price which is the highest price the auctioneer could obtain. Based on these conclusions, we provide some strategies and suggestions on how to induce the equilibrium excursion state to a desired unique equilibrium state.
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-11-24T03:18:20Z
      DOI: 10.1142/S0217595917500282
       
  • Effect of the Return Policy in a Continuous-Time Newsvendor Problem
    • Authors: Weiwei Zhang, Zhongfei Li, Ke Fu, Fan Wang
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      This paper studies the stochastic differential Stackelberg game in a continuous-time newsvendor problem with a return policy, in which one supplier sells products to one retailer and the two parties make the decisions sequentially to maximize their own expected profits. When the demand process is a general jump-diffusion process, we provide a general formula for the equilibrium if it exists. When the demand rate is an Ornstein–Uhlenbeck (O–U) process, we prove the existence and uniqueness of the equilibrium and find an explicit expression for the equilibrium. Computational results show that the return policy has significant impact on the Stackelberg equilibrium.
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-11-24T03:18:20Z
      DOI: 10.1142/S0217595917500312
       
  • A Combined Matheuristic for the Piecewise Linear Multicommodity Network
           Flow Problem
    • Authors: Naoto Katayama
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      Multicommodity network problems appear in numerous applications, such as telecommunications, logistics, transportation, distribution and production planning networks. The piecewise linear multicommodity network flow problem is a multicommodity network flow problem with piecewise linear costs corresponding to multiple resources, such as communication lines, vehicles and production lines. In the present paper, for the piecewise linear multicommodity network continuous flow problem, we present a path-based formulation and an arc-based formulation, and develop a combined matheuristic approach, which combines capacity scaling, a column and row generation technique, restricted branch-and-bound and a local branch method.
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-11-24T03:18:20Z
      DOI: 10.1142/S0217595917500336
       
  • Capacity Procurement in Logistics Service Supply Chain with Demand
           Updating and Rational Expectation Behavior
    • Authors: Weihua Liu, Donglei Zhu, Yijia Wang
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      This paper discusses the applicable conditions of two capacity procurement sub-strategies with two ordering opportunities, namely, sub-strategy I in which only increasing purchase quantity is allowed during the second ordering opportunity, and sub-strategy II in which either increasing or reducing order quantities is possible when the second order is placed. Our research is in the context of a logistics service supply chain (LSSC) consisted of a logistics service integrator (LSI) and a functional logistics service provider (FLSP). LSI purchases first a service capacity from FLSP long before demand is realized and then adjusts this ordering quantity based on demand updating. We developed the profit models for LSI and FLSP which also include the constraints of rational expectations. Based on the assumption of Bayesian updating, this paper investigates the conditions for sub-strategy II outperforming sub-strategy I. The main results are verified through numerical analysis. Counter-intuitively, sub-strategy II is not necessarily always better than sub-strategy I. When using sub-strategy II, LSI needs to purchase more service the first time of placing orders, but the expected profits increase for both LSI and FLSP only with certain conditions, which have been derived as propositions in this paper.
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-11-24T03:18:19Z
      DOI: 10.1142/S0217595917500294
       
  • New Models for Computing the Distance of DMUs to the Weak Efficient
           Boundary of Convex and Nonconvex PPSs in DEA
    • Authors: J. Vakili
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      In data envelopment analysis (DEA), calculating the distances of decision making units (DMUs) from the weak efficient boundary of a production possibility set (PPS) is a very important subject which has attracted increasing interest of researchers in recent years. The distances of DMUs to the weak efficient boundary of the PPS can be used to evaluate the performance of DMUs, obtain the closest efficient patterns and also assess the sensitivity and stability of efficiency classifications in DEA. The present study proposes some new models which compute the distances of DMUs from the weak efficient boundary of a PPS for both convex and nonconvex PPSs using Hölder norms. In fact, the presented models assist a DMU to improve its performance by an appropriate movement towards the weak efficient boundary.
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-11-24T03:18:19Z
      DOI: 10.1142/S021759591750035X
       
  • A Symmetric Alternating Direction Method of Multipliers for Separable
           Nonconvex Minimization Problems
    • Authors: Zhongming Wu, Min Li, David Z. W. Wang, Deren Han
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      In this paper, we propose a symmetric alternating method of multipliers for minimizing the sum of two nonconvex functions with linear constraints, which contains the classic alternating direction method of multipliers in the algorithm framework. Based on the powerful Kurdyka–Łojasiewicz property, and under some assumptions about the penalty parameter and objective function, we prove that each bounded sequence generated by the proposed method globally converges to a critical point of the augmented Lagrangian function associated with the given problem. Moreover, we report some preliminary numerical results on solving [math] regularized sparsity optimization and nonconvex feasibility problems to indicate the feasibility and effectiveness of the proposed method.
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-11-24T03:18:18Z
      DOI: 10.1142/S0217595917500300
       
  • Optimal Parallel Machine Allocation Problem in IC Packaging Using IC-PSO:
           An Empirical Study
    • Authors: Robert Cuckler, Kuo-Hao Chang, Liam Y. Hsieh
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      We model and apply a stochastic-simulation-based methodology to optimize the machine allocation of a flexible flow shop (FFS) dedicated to integrated circuit (IC) packaging. This contrasts with most previous research on non-deterministic FFS problems wherein stochastic simulation is mostly used to estimate throughput, cycle time, delay cost, or some other measure(s) in order to compare the performances of already-existing heuristic-based algorithms. The methodology applied in this research, called progressive simulation metamodeling for IC Packaging (IC-PSO), while rooted in the traditional metamodeling technique known as Response Surface Methodology (RSM), contrasts with RSM in that it is equipped with well-designed mechanisms to ensure an ever-increasing solution quality in an attempt to achieve the desirable optimality. The computational efficiency that IC-PSO affords IC packaging companies is demonstrated via a numerical study. Meanwhile, an empirical study based on real data was conducted to validate the viability of the proposed methodology in real settings.
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-11-24T03:18:18Z
      DOI: 10.1142/S0217595917500348
       
  • Efficiency Measurement of Multistage Processes: Context Dependent Numbers
           of Stages
    • Authors: Wade D. Cook, Chuanyin Guo, Wanghong Li, Zhepeng Li, Liang Liang, Joe Zhu
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      An important area of research involving the benchmarking methodology data envelopment analysis (DEA), concerns the modeling of multistage situations. In the usual multistage settings, it is generally assumed that all decision-making units (DMUs) have the same number and configuration of stages. However, in many real-world examples, this assumption does not hold. Consider, for example, a supply chain setting where for some DMUs, products are shipped directly from a supplier to a retailer (single-stage), while for other DMUs, products can be transshipped through distribution centers (two or more stages). In the current paper, we investigate an efficiency measurement situation where the DMUs exhibit a mix of single and two-stage setups. The particular case examined involves a set of high technology firms that can be thought of as falling into two groups; those firms where the output of interest is the annual revenue generated, and those that not only generate revenue, but as well invest a portion of that revenue in R&D. Firms in the first group can be viewed as being single-stage DMUs while those in the other group are of the two-stage type. The modeling complication here is that the set of DMUs do not explicitly form a homogeneous set of units. We develop a DEA-style model aimed at measuring efficiency in the presence of such nonhomogeneous two-group structures.
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-11-24T03:18:17Z
      DOI: 10.1142/S0217595917500324
       
  • An Unreliable Quorum Queueing System with Single and Multiple Vacations
    • Authors: Lotfi Tadj
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      This paper contributes to the literature of single server queueing models with a vacationing server. We have incorporated many features for a better control over the system. The server implements the N-policy, takes both single and multiple vacations, and is subject to breakdowns. The embedded Markov chain technique is used to obtain the pgf of the system size at a service completion epoch in the steady-state. The semi-regenerative technique is used to obtain the pgf of the system size at an arbitrary instant of time in the steady-state.
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-11-24T03:18:17Z
      DOI: 10.1142/S0217595917500361
       
  • Grain Price Forecasting Using a Hybrid Stochastic Method
    • Authors: Yu Zhao, Xi Zhang, Zhongshun Shi, Lei He
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      Grain price forecasting is significant for all market participants in managing risks and planning operations. However, precise forecasting of price series is difficult because of the inherent stochastic behavior of grain price. In this paper, a novel hybrid stochastic method for grain price forecasting is introduced. The proposed method combines decomposed stochastic time series processes with artificial neural networks. The initial parameters of the hybrid stochastic model are optimized by a random search using a genetic algorithm. The proposed method is finally validated in China’s national grain market and compared with several recent price forecasting models. Results indicate that the proposed hybrid stochastic method provides a satisfactory forecasting performance in grain price series.
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-09-19T06:39:27Z
      DOI: 10.1142/S0217595917500208
       
  • Cost Efficiency Measurement in Data Envelopment Analysis with Dynamic
           Network Structures: A Relational Model
    • Authors: Soheila Seyedboveir, Sohrab Kordrostami, Behrouz Daneshian, Alireza Amirteimoori
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      The “Dynamic-network” version of cost efficiency measurement in Data Envelopment Analysis (DEA) is proposed in this paper. The classical DEA models ignore operations of individual processes within a system; moreover, they compute efficiency at the same time. Therefore, we suggest a relational model to estimate cost efficiency in static network structures. Also, we incorporate the dynamic effect in network structures. The proposed models here evaluate the overall efficiency over the whole periods and indicate it as a weighted average of period efficiencies. The main advantage revealed in this study is recognition of: which divisions at what periods caused the inefficiency of the system, the internal activities of the system over time, considered; moreover, the results obtained here is applicable in, improving the performance of the system. A case study of Iranian banking industry is used to show the applicability of the approach.
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-09-15T05:57:20Z
      DOI: 10.1142/S0217595917500233
       
  • A Computational Algorithm for Equilibrium Asset Pricing Under
           Heterogeneous Information and Short-Sale Constraints
    • Authors: Jun Tong, Jian-Qiang Hu, Jiaqiao Hu
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      We propose an efficient algorithm for computing the equilibrium of a capital asset pricing model with heterogeneous investors and short-sale constraints. We show that the equilibrium prices of the risky assets in the model are proportional to the Lagrangian multipliers of an equivalent dual formulation of the problem. Based on this observation, we derive sufficient conditions to guarantee the existence and uniqueness of equilibrium and prove the convergence of the algorithm. Numerical examples are also provided to illustrate the algorithm.
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-09-15T05:57:19Z
      DOI: 10.1142/S0217595917500257
       
  • A Mathematical Programming Model with Equilibrium Constraints for
           Competitive Closed-Loop Supply Chain Network Design
    • Authors: Yuxiang Yang, Zuqing Huang, Qiang Patrick Qiang, Gengui Zhou
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      A firm sets up his facilities including manufacturing/remanufacturing plants and distribution/collection centers, incorporating an existing closed-loop supply chain (CLSC) network. The entering firm has to compete with the existing firms in the existing network. The entering firm behaves as the leader of a Stackelberg game while the existing firms in the existing network are followers. We assume that the entering firm can anticipate the existing firms’ reaction to his potential location decision before choosing his optimal policy. We use a CLSC network equilibrium model in which the decision makers are faced with multiple objectives to capture the existing firms’ reaction. A mathematical programming model with equilibrium constraints is developed for this competitive CLSC network design problem by taking into account the market competition existing in the decentralized CLSC network. A solution method is developed by integrating Genetic algorithm with an inexact logarithmic-quadratic proximal augmented Lagrangian method. Finally, numerical examples and the related results are studied for illustration purpose.
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-09-15T05:57:19Z
      DOI: 10.1142/S0217595917500269
       
  • Online Single Machine Scheduling to Minimize the Maximum Starting Time
    • Authors: Lingfa Lu, Liqi Zhang
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      In this paper, we consider the online single machine scheduling problem to minimize the maximum starting time of the jobs. For the non-preemptive model, we show that there is no determined or randomized online algorithm with a bounded competitive ratio. For the preemption-resume model, we show that the well-known SRPT rule yields an optimal schedule. For the preemption-restart model, we show that any determined online algorithm has a competitive ratio of at least [math] and present an online algorithm with the best-possible competitive ratio of [math].
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-09-05T01:25:57Z
      DOI: 10.1142/S0217595917500221
       
  • Rescheduling to Minimize the Maximum Lateness Under the Sequence
           Disruptions of Original Jobs
    • Authors: Qiulan Zhao, Jinjiang Yuan
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      We introduce and study the rescheduling on a single machine to minimize the maximum lateness under the sequence disruptions of original jobs. In the problem, each original job [math] has a constraint disruption on its sequence respect to an original optimal schedule [math], i.e., [math]. That is, if [math] is the [math]th job in [math], then it is required that the position index [math] of [math] in a schedule for all jobs satisfies [math]. By introducing the positive sequence disruption [math] and the negative sequence disruption [math], three problems are considered in this paper: problem (P1) is [math], problem (P2) is [math], and problem (P3) is [math]. We show that the three problems are equivalent and can be solved in [math] time. Then we study an extension of problem (P2): [math]. We show that the extended problem can be solved in [math] time.
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-09-05T01:25:57Z
      DOI: 10.1142/S0217595917500245
       
  • A Novel Weighting Method for Finding Common Weights in DEA
    • Authors: Qing Wang, Zhaojun Liu, Yang Zhang
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      In the traditional DEA model, each DMU maximizes its efficiency with the most favorable weights. This leads to flexibility and unreality of input and output weights. Subsequently, it is unfair to compare and rank the efficiencies of different DMUs obtained on the basis of these weights. In this paper, we propose a novel approach to determine a common set of weights with more consensus to evaluate and rank the performance of all DMUs by weighting the rescaled weights based on the degree of consensus, where the weights obtained from DEA are rescaled for comparison among DMUs. Moreover, to overcome the non-uniqueness of the weights, a novel secondary goal is developed based on the agreement between self-evaluation and peer-evaluation. In addition, the restriction of weights is taken into account to avoid trivial weights. Finally, an example of 14 international passenger airlines is used to illustrate the performance and credibility of our proposed method.
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-09-05T01:25:57Z
      DOI: 10.1142/S0217595917500270
       
  • Tactical Production and Lot Size Planning with Lifetime Constraints: A
           Comparison of Model Formulations
    • Authors: Andrea Raiconi, Julia Pahl, Monica Gentili, Stefan Voß, Raffaele Cerulli
      Abstract: Asia-Pacific Journal of Operational Research, Ahead of Print.
      In this work, we face a variant of the capacitated lot sizing problem. This is a classical problem addressing the issue of aggregating lot sizes for a finite number of discrete periodic demands that need to be satisfied, thus setting up production resources and eventually creating inventories, while minimizing the overall cost. In the proposed variant we take into account lifetime constraints, which model products with maximum fixed shelflives due to several possible reasons, including regulations or technical obsolescence. We propose four formulations, derived from the literature on the classical version of the problem and adapted to the proposed variant. An extensive experimental phase on two datasets from the literature is used to test and compare the performance of the proposed formulations.
      Citation: Asia-Pacific Journal of Operational Research
      PubDate: 2017-06-29T04:28:23Z
      DOI: 10.1142/S0217595917500191
       
 
 
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