CMPL (Coliop Mathematical Programming Language) is a mathematical programming language for modelling linear programming (LP) problems or mixed integer programming (MIP) problems. The CMPL syntax is similar in formulation to the the original mathematical model but also includes syntactic elements...

In Folge der steigenden Nachfrage nach ethischen Kapitalanlagen stehen die Unternehmen vor der Herausforderung, neben den typischen monetären Zielen auch Umweltschutzziele in die Investitionsbewertung einbeziehen zu müssen. Bestehende Ansätze der Investitionsbewertung unter Berücksichtigung...

This paper treats the problem of setting the inventory level of closed-loop owlines operating under the constant-work-in-process (CONWIP) protocol. We solve ahuge but simple linear program that models an entire simulation run of a closed-loopow line in discrete time to determine a production...

The production planning with renewable resources faces several special problems compared tocommon planning methods with inputs which are “always available”. Due to their unsteadiness ingrowth, external influences like weather and natural resources and specific transport and...

In this paper the authors present a case study from the woodprocessingindustry. It focuses on a cutting process in which material fromstock is cut down in order to provide the items required by the customers in thedesired qualities, sizes and quantities. In particular, two aspects make this...

In this paper the authors present a case study from the woodprocessingindustry. It focuses on a cutting process in which material fromstock is cut down in order to provide the items required by the customersin the desired qualities, sizes, and quantities. In particular, two aspectsmake this...

Dieser Aufsatz dient dem Versuch, ein konsistentes wirtschaftspolitisches Bewertungsverfahrenzur Analyse der Leistungsfähigkeit der genossenschaftlichen Bankunternehmung zuentwickeln. Dafür wird das auf linearer Programmierung beruhende Schätzverfahren "DataEnvelopment Analysis (DEA)"...

This paper shows that cycling of the simplex method for the m×n Transportation Problemwhere k-1 zero basic variables are leaving and reentering the basis does not occur once it doesnot occur in the k×k Assignment Problem. A method to disprove cycling for a particular k isapplied for k=2,3,34,5...

Providing a good formulation is an important part of solving a mixed integer program.We suggest to measure the quality of a formulation by whether it is possible tostrengthen the coefficients of the formulation. Sequentially strengthening coefficientscan then be used as a tool for improving...

Sharpe style regression has become a widespread analytic tool in the financial community. Thestyle regression allows one to investigate such interesting issues as style composition, style sensitivity, andstyle change over time. All previous methods to obtain the distribution and confidence...