Hans-Dietrich Haasis • Herbert Kopfer Jörn Schönberger (Editors)

Operations Research Proceedings 2005 Selected Papers of the Annual International Conference of the German Operations Research Society (GOR),

Bremen, September 7—9, 2005

With 165 Figures and 109 Tables

ÖSpri ringer

Contents

Part I Dissertation Award of the GOR

Zeitkontinuität in zeitdiskreten Modellen — Neue Ansätze für die Produktionsplanung in der Prozessindustrie Christopher Sürie 3

A Hierarchical Production Planning Approach for Multiprocessor Flow Shops Daniel Quadt 9

Representing Labor Demands in Airport Ground Staff Scheduling Jörg Herbers 15

Rapid Mathematical Programming or How to Solve Sudoku Puzzles in a Few Seconds Thorsten Koch 21

Part II Diploma Award of the GOR

Standortplanung von Einsatzkräften bei Großereignissen Julia Drechsel 29

Part III Logistics

Customer Selection and Profit Maximization in Vehicle Routing Problems Deniz Aksen, Necati Aras 37

XII Contents

A Decision Suppor t System for Strategic and Opera t ional P lanning of Road Feeder Services Paul Bartodziej, Ulrich Derigs, Boris Grein 43

Mehrdepot-Umlaufplanung: Berücksichtigung von Verschiebeintervallen für Fahr ten in einem Time-Space-Netzwerk-basier ten Modell Stefan Bunte, Natalia Kliewer, Leena Suhl 49

Adapt ive Dienst- und Umlaufplanung im O P N V Vitali Gintner, Stefan Kramkowski, Ingmar Steinzen, Leena Suhl 55

Timber Transpor t Vehicle Rout ing Problems: Formulat ion and Heuris t ic Solution Manfred Gronalt, Patrick Hirsch 61

Robustness in t he Context of Autonomous Coopera t ing Logistic Processes: A Sustainabil i ty Perspect ive Lars Arndt, Georg Müller-Christ 67

Open Vehicle Rout ing P rob lem with Time Deadlines: Solution Me thods and an Applicat ion Zeynep Ozyurt, Deniz Aksen, Necati Aras 73

An Opt imal Control Policy for Crossdocking Terminals Matthias Sticket, Kai Furmans 79

An Enumera t ive Approach to Rail-Truck In te rmoda l Transpor ta t ion of Mixed Shipments Manish Verma, Vedat Verter 85

Some Remarks on the Stabili ty of P roduc t ion Networks Bernd Scholz-Reiter, Fabian Wirth, Michael Freitag, Sergey Dashkovskiy, Thomas Jagalski, Christoph de Beer, Björn Rüffer 91

Simulating Dispatching Strategies for Au toma ted Container Terminals Dirk Briskorn, Sänke Hartmann 97

Pa r t IV New Mar i t ime Businesses

Integrat ion of B e r t h Allocation and Crane Assignment to Improve the Resource Util ization at a Seaport Container Terminal Frank Meisel, Christian Bierwirth 105

Contents XIII

Simulation der Supply Chain für Offshore-Wind-Energie-Anlagen Sebastian Gabriel, Carsten Boll I l l

Modeling and Solution for Yard Truck Dispatch Planning at Container Terminal Hua-An Lu, Jing- Yi Jeng 117

Strategic Tools for the Sustainable Development of Maritime Regions Hans-Dietrich Haasis, Oliver Möllenstädt 123

Part V Production & Supply Chain Management

A Two-echelon Model for Inventory and Returns Allen H. Tai, Wai-Ki Ching 131

Bestimmung von Losgrößen, Transportzyklen und Sicherheitsbeständen in unternehmensübergreifenden Wertschöpfungsketten Heinrich Kuhn, Fabian J. Sting 137

A Group Setup Strategy for PCB Assembly on a Single Automated Placement Machine Ihsan Onur Yilmaz, Hans-Otto Günther 143

Optionsbündelung und Fertigungsablauf in der Automobilindustrie Nils Boysen, Christian M. Ringle 149

A Heuristic Method for Large-Scale Batch Scheduling in the Process Industries Norbert Trautmann, Christoph Schwindt 155

Planning Disassembly for Remanufacturing Under a Rolling Schedule Environment Tobias Schulz, Ian M. Langella 161

An LP-based Heuristic Approach for Strategic Supply Chain Design Rafael Velasquez, M. Teresa Melo, Stefan Nickel 167

Der Einfluss von alternativen Bezugsquellen auf die optimale Beschaffungsstrategie Ivo Neidlein 173

XIV Contents

Dis t r ibuted P lanning in P r o d u c t Recovery Networks Eberhard Schmid, Grit Weither, Thomas Spengler 179

Valuing P r o d u c t Portfolios Unde r Uncer ta in ty and Limited Capacity Philippe Schiltknecht, Marc Reimann 185

Entwicklung eines reakt iven Schedulingsystems für die Prozessindustr ie Ulf Neuhaus, Hans Otto Günther 191

Recovery Knowledge Acquisition in Med ium and Long Term Planning of a Joint Manufactur ing / Remanufactur ing System Rainer Kleber 197

Pa r t VI Finance, Banking and Insurance

Performance Measurement of Hedge Fund Indices — Does the Measure M a t t e r ? Martin Eling, Frank Schuhmacher 205

On the Applicabili ty of a Fourier Based Approach to In tegra ted Marke t and Credi t Portfolio Models Peter Grundke 211

Dynamic Replicat ion of Non-Matu r ing Assets and Liabilities Michael Schürle 217

Portfolio Opt imizat ion Unde r Pa r t i a l Information and Convex Const ra in ts in a Hidden Markov Model Jörn Sass 223

Robus te Portfol ioopt imierung: Eine krit ische Bestandsaufnahme und ein Vergleich a l ternat iver Verfahren Ulf Brinkmann 229

Effizienzanalyse deutscher Banken mit D a t a Envelopment Analysis und Stabi l i tä tsanalysen Armin Varmaz 235

Pa r t VI I Artificial Intelligence and Fuzzy Logic

Duality in Fuzzy Mult ip le Objective Linear P rog ramming Jaroslav Rarnßt 243

Contents XV

Variable Subset Selection for Credi t Scoring wi th Suppor t Vector Machines Ralf Stecking, Klaus B. Schebesch 251

Genetically Cons t ruc ted Kernels for Suppor t Vector Machines Stefan Lessmann, Robert Stahlbock, Sven Crone 257

Optimierung von Warteschlangensystemen durch Approximation mit Neuronalen Netzen Frank Koller, Michael H. Breitner 263

Aktienkursprognose anhand von Jahresabschlussdaten mittels Künst l icher Neuronaler Netze und ökonometrischer Verfahren Thorsten Poddig, Oxana Enns 269

Par t VI I I Discrete and Combinator ia l Opt imizat ion

On the Computa t iona l Performance of a Semidefinite Programming Approach to Single Row Layout P rob lems Miguel F. Anjos, Anthony Vannelli 277

On Some Probabi l i ty Inequali t ies for Some Discrete Optimization Prob lems Edward Kh. Gimadi 283

Two-Dimensional Cut t ing Stock P rob lem Under Low Demand: a S tudy Case Kelly Cristina Poldi, Marcos Nereu Arenales, Andrea Carla G. Vianna 291

Length-Bounded and Dynamic fc-Splittable Flows Maren Martens, Martin Skutella 297

Locating and Sizing Bank-Branches by Opening, Closing or Maintaining Facilities Marta S. Rodrigues Monteiro, Dalila B.M.M. Fontes 303

Simulated Annealing Based Algor i thm for t he 2D Bin Packing Prob lem with Impur i t ies Bert Beisiegel, Josef Kallrath, Yuri Kochetov, Anton Rudnev 309

LP-based Genet ic Algor i thm for t he Min imum G r aph Bisection Prob lem Michael Armbruster, Marzena Fügenschuh, Christoph Helmberg, Nikolay Jetchev, Alexander Martin 315

XVI Contents

Scheduling Depar tu res at Ai rpor t s - a M I L P Approach Florian Buchung, Petra Huhn 321

Optimizat ion of Sheet Meta l P r o d u c t s Herbert Birkhofer, Armin Fügenschuh, Ute Günther, Daniel Junglas, Alexander Martin, Thorsten Sauer, Stefan Ulbrich, Martin Wäldele, Stephan Walter 327

Modell ierung von Entscheidungsproblemen in der Lehre -Ein Erfahrungsbericht Karel Vejsada 337

A Column Genera t ion Approach to Airline Crew Scheduling Ralf Borndörfer, Uwe Schelten, Thomas Schlechte, Steffen Weider 343

A Flexible Model and Efficient Solution Strategies for Discrete Location Prob lems Alfredo Marin, Stefan Nickel, Justo Puerto, Sebastian Veiten 349

Finding Feasible Solutions to H a r d Mixed-integer P rogramming Prob lems Using Hybr id Heurist ics Philipp M. Christophel, Leena Suhl, Uwe H. Suhl 355

Optimisat ion of t he Variant Combinat ion of Control Uni ts Considering t h e Order His tory Bernd Hardung, Thomas Kollert 361

Solving a Dynamic Real-Life Vehicle Rout ing Prob lem Asvin Goel, Volker Gruhn 367

Heuristic Enhancements to t h e fc-best Me thod for Solving Biobjective Combinator ia l Opt imisat ion Prob lems Sarah Steiner, Tomasz Radzik 373

Pa r t IX Rout ing and Networks

Sollen Anschlussverbindungen bei Verspä tungen unterbrochen werden? - Ein Ansatz zur Formulierung der Fragestellung in der Theorie des Opt ion Pricing Ina Bauerdorf 381

Some Remarks on the GIST Approach for t he Vehicle Rout ing P rob lem wi th Pickup and Delivery and Time Windows ( V R P P D T W ) Ulrich Derigs, Thomas Döhmer 387

Contents XVII

Analyse der Beschleunigung des A*-Verfahrens durch verbesserte Schätzer für die Restd is tanz Felix Hahne 393

Modelling Transpor t Networks by Means of Autonomous Units Karsten Hölscher, Peter Knirsch, Hans-Jörg Kreowski 399

Routing in Line Planning for Publ ic Transpor t Marc E. Pfetsch, Ralf Borndörfer 405

Tourenplanung mit te ls tändischer Spedi t ionsunternehmen in Stückgutkooperat ionen Julia Rieck, Jürgen Zimmermann 411

Closed Networks of Generalized S-queues wi th Unreliable Servers Kersten Tippner 417

Par t X OR Applications in Hea l th and Life Sciences

A Set Packing Approach for Scheduling Elective Surgical Procedures Rafael Velasquez, M. Teresa Melo 425

Locating Heal th Facilities in Nouna Distr ict , Burk ina Faso Сага Cocking, Steffen Flessa, Gerhard Reinelt 431

A Dual Algor i thm to Obta in Highly Prac t ica l Solutions in Static Multileaf Collimation Philipp Süss 437

Challenges in t he Opt imizat ion of Biosystems II : Mathemat ica l Modeling and Stabili ty Analysis of Gene-Expression P a t t e r n s in an Ex tended Space and with Runge-Kut ta Discret izat ion Mesut Ta§tan, Stefan W. Pickl, Gerhard Wilhem Weber 443

Par t XI Continuous Opt imizat ion

Wavelet Schemes for Linear—Quadratic Elliptic Control Problems Angela Kunoth 453