Melbourne Chapter


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1999 Program

Date Day Time Where Event Speaker Title
Feb 17 Wed 5:30PM Room 8:9:66, RMIT Seminar Alan Brown A New Equilibrium for Private Health Insurance
March 17 Wed 5:30PM RMIT room 8.9.66 AGM Jeremy Howard (6:00PM) Surviving as an OR consultant in a large Management Consultancy Group
April 21 Wed 5:30PM RMIT room 8.9.66 Seminar John Allen, BHP Petroleum Using a Mixed ILP in a Porfolio Optimisation
May 19 Wed 5:30PM RMIT room 8.9.66 Seminar Prof. Felisa J. Vazquez-Abad Using Simulation Wisely: A close look at rare event estimation
June 16 Wed 5:30-7:00PM Theatre B, Richard Berry Building, The University of Melbourne Seminar Moshe Sniedovich and Angie Byrne How to develop WWW-based OR-ware if you must!
June 24 Thu 5:30PM Theatre A, Richard Berry Building, The University of Melbourne Seminar Andrew Mason Improving Ambulance Operations in Auckland, NZ
June 24 Wed 11AM CSIRO, Mathematical and Information Sciences, Gate 7, 71 Normamby Road, Clayton VIC 3169 Seminar Robert H. Storer Heuristics for Number Partitioning with Extensions to More Useful Problems
July 14 Wed 11AM CSIRO, Mathematical and Information Sciences, Gate 7, 71 Normamby Road, Clayton VIC 3169 Seminar Ravindra K. Ahuja Operations Research in Airline Scheduling
July 15 Thu 11AM Monash University, Room 115, Bld 63, Clayton Campus Seminar Michael Carter Managing Home Care Therapy Patient Waiting Lists
August 18 Wed RMIT room 8.9.66 5:30PM SeminarMark Breyley Optimisation in Logistics Management
September 22 Wed ? ? Half Day WorkshopStefano Pallotino Transportation
November 16 Tuesday Room 8.9.66, RMIT full day Conference You ?!(!?) Recent Advances 1999
Dec 10 Friday Room 107 Richard Berry Building, University of Melbourne 10M-1PM Mini WOrkshop Tuy, Rubinov, Bagirov, Sniedovich Topic in Global Optimization

TITLE A New Equilibrium for Private Health Insurance
WHEN5:30PM, Wednesday, February 17, 1999
WHERERoom 8:9:66, RMIT
ABSTRACT In Australia, health insurance funds are registered nationally. Local variations in pricing of health insurance products are permitted, influenced by the level of medical and hospital services provi ded in each state. Categories of single, couple, family and sole parent family are permitted to have different products and prices. There are variations in the level of risk cover by product, due t o exclusions and/or excesses, which lead to further price differences.

However, all products are community rated, and the influence of the Reinsurance Trust Fund pooling arrangements mean that there are are no low priced products. Complaints that the cost of health ins urance is too high are copmmonplace, and the number of persons insured continues to fall.

"The 30% tax rebate .. is no more than an attempt to buy time."
Ross Gittins, The Age, 25 November 1998

A model has been constructed in which consumers are free to choose between community rating, age at entry rating and risk rating, so that each of these forms of premium rating operates simultaneously in the market. The Reinsurance Trust Fund arrangements are designed in the model to provide an equilisation scheme that operates in this environment on a national basis.

What happens to prices? Who pays? Will numbers continue to fall?


AGM and Lecture
TITLE Surviving as an OR consultant in a large Management Consultancy Group
SPEAKERJeremy Howard
WHEN5:30PM, Wednesday, March 17, 1999
WHERERoom 8:9:66, RMIT
ABSTRACT Take an active interest in the affairs of your Society, come and learn what has been achieved and what is planned.

The AGM (5:30PM) will be followed by the March lecture meeting.

Who is Jeremy Howard?

I am a management consultant with A.T. Kearney. A.T. Kearney is one the world's biggest management consulting firms, and has been the fastest growing over the last decade. I am a manager in the Finan cial Institutions Group, which means that I focus on the financial services sector. However, I have worked in a wide range of industries. I have recently developed a training program for our consulta nts on applying analytics to management consulting, and am soon to start an eleven month development project trying to help our clients leverage their customer information. This development will cove r a large amount of sophisticated analytics, including applications of modelling and optimisation.

Prior to A.T. Kearney, I was a management consultant at Australian Consulting Parters, a small strategy boutique with offices in Melbourne, Sydney and Hong Kong. My consulting career started at McKin sey and Company, where I worked as an analytical specialist.

What is management consulting, anyway? When you look at any large company, you will see similar roles in senior management. There will be a board, a CEO, and then a group of managers possibly including a Chief Information Officer, a Chief Finance Officer, an HR Head, a Head of Marketing, a Head of Corporate Strategy, a Chief Operations Officer, and heads of key business units and subsidiaries.

The types of challenges that face these people is fairly consistant from industry to industry, and from market to market. What competitive forces are shaping my key markets? How will this effect our company, and how should we respond? How can I best leverage the organisation's capabilities to generate shareholder returns? Who are my valuable customers, and why? How can I better meet their needs? How to I attract and retain good people? How can I tighten costs without adversely impacting revenue? How do I respond to the new opportunities and threats of the increasingly on-ine world, without losing my traditional customers?

A management consultant, as the name suggests, consults to management. These are the kinds of questions that a management consultant helps to answer. Every company will have different priorities, an d a different competitive environment, but the types of issues they face will not be unique.

What is the role of analytics in management consulting? To a management consultant, and purely analytical outcome is not an outcome at all. The client is only interested in outcomes that they can see will impact their bottom line. However, analytics play a key role in structuring and testing the hypotheses that are the basis of a consulting engagement.

For example, a common issue is identifying where to invest when a company has cash available. Much expert judgement and personal experience will be used in identifying and testing opportunities. Anal ysis can also support this process, through developing an understanding of the underlying properties of profitable markets and products. The data for this analysis will include the current profitabil ity and operating environment of the company in each of its current markets, plus detailed data on competitive dynamics, the regulatory environment, and so forth. Having pulled this data together, t raditional statistical techniques can be used to try and extract the underlying reasons that different products in different markets have varying levels of profitability.

As another example, organisations can often decrease their cost base by improving the way they source their business inputs. For example, through consolidating purchases with one supplier volume disc ounts can be arranged, and specific levels of service agreed upon. Pulling together all purchases into a readily analysable form can involve substantial database development and analysis skills.

Analytics is used in most management consulting engagements in some way, to integrate disparate data sources, to model complex systems, to identify value drivers, to cluster customer groups, and so f orth.

What is the role of OR in management consulting?

The answer to this question very much depends on your definition of 'OR'. To an undergraduate, OR is often assumed to be identical to linear programming. After graduation, OR may seem to mean the mat hematics of optimisation. After helping a company to re-engineer a complex process to remove 30% of costs, OR becomes a catch-all to cover interviewing techniques, change management, measurement, mai nframe data extraction, IT liaison, and maybe a little bit of optimisation. . In management consulting, the words 'Operations Research' are rarely, if ever, heard. Instead, we think about an 'analytical toolkit' which we draw upon as required (see figure 1). Of course, no one is likely to have an in depth knowledge of every piece of this toolkit. However, it is important for a consultant to know how the pieces fit together, where they should be applied, and their potentia l down-sides.

Having said that, most consultants do not know this. Too many people in business have seen analytics applied inappropriately, wrongly, or impractically. Many consultants, and many of our clients, are deeply sceptical about the power of sophisticated analytics to actually add value to their business. Instead, they have learnt from experience that a bit of common-sense and basic primary school mat hs can be used to develop more robust, communicable, and practical solutions than what they have seen come from expensive and lengthy analyses.

OR is often seen as one of these sophisticated analytical tools that provides impractical solutions from inappropriate models. A common belief is that real life is too complex to be accurately reflec ted in OR models, and that common sense and deep thinking are better ways to come up with meaningful results.

Surviving as an OR consultant in a large Management Consultancy Group I am not one of these sceptics. In this talk, I will argue that their is a role for sophisticated analytics in solving real busin ess problems, and in implementing these solutions in real businesses. I will endeavour to develop a diagnosis of why sophisticated analytics in general, and OR in particular, have developed this poor reputation in the field.

I will also argue that for OR teaching and practice to be successful, we must move beyond the traditional focus on the mathematics of optimisation. Instead, we need to start training people on the b roader analytical toolkit, and how to apply it to real problems. We need to think about the execution capabilities of the organisations who will apply our results, to ensure that implementation occur s. I will talk about how I have used the techniques of operations research in real management consulting studies, and the successes and failures that I have experienced. I hope others will also share their experiences and observations.

It is all too rare that teachers, researchers, students, specialists, and generalists get together to discuss what it means to be an OR practitioner, and where we should be heading. I hope that this talk and subsequent discussion will be one of those times.


TITLE Modelling-based Portfolio Management in the Business Environment
WHEN5:30PM, Wednesday, April 21, 1999
WHERERoom 8:9:66, RMIT
ABSTRACT After its advent in the financial investment industry in the 1970's and 1980's, portfolio modelling is now being increasingly adopted by the general business sector, including upstream oil and gas. BHP Petroleum has developed a modelling tool to help inform strategic decision makers on major portfolio issues. While the tool itself is up and running, there are a number of issues around practica l application of modelling-based portfolio management in the real business environment. These relate primarily to various concerns over the data inputs to the model, and to constraints on implementa tion of optimal portfolios in the real world of oil and gas. The presentation highlights some of these issues and describes the past experience, current status, and anticipated future application of portfolio modelling in BHP Petroleum.

WHEN9AM-5PM, Monday, May 3, 1999
WHERERoom 8:9:66, RMIT
ABSTRACT Overview:

In recent years Constraint Programming (CP) has been successfully used to solve a diverse range of combinatorial optimization problems across the world, such as manufacturing scheduling, flight crew rostering, time-tabling, berth allocation and many more. A key benefit of CP is that many different types of constraint can be easily expressed, including non-linear, symbolic and logical constraints, allowing much more accurate models to be built than might be possible with other techniques. The model is solved using search, but the constraints are actively used during the search to prune the search tree and direct the search towards a solution. Performance can be dramatically improved by the use of appropriate heuristics to further guide the search.

In recent work, we have found that CP can be used cooperatively with simplex based Mixed Integer Programming (MIP) to solve certain types of extremely difficult problems. To do this the problem is decomposed into connected sub-problems and the different solvers applied to these sub-problems. There are several ways that this decomposition may be performed, and the interplay between the two solvers can be great or small.

Course Aim:

In this one day workshop we will provide a practical introduction to modelling, using both CP and MIP either alone or cooperatively. With the aid of a high-level modelling language, you will learn how to model real-world problems, how to express search heuristics and how to use CP and MIP solvers in cooperation.

Venue and Time:

The course will be presented at

Building 8, Level 9, Room 66
Swanston St

Registration 8:45 to 9:00am
Workshop 9am to 5pm,
Monday May 3 1999.

Course Fee:

$350 for non-ASOR Members
$250 for ASOR Members
$100 for full time students

What you will receive

  • Course notes
  • Lectures, workshops & PC lab sessions
  • Lunch, Morning & Afternoon tea

Group Discount:

Any organisation registering 3 or more participants will be given a 20% discount on registration fee for ALL registrants.

Course Presenters

Dr. Alun Gwyn JONES

Dr. Jones, a Senior Optimization Consultant for ILOG Asia Pacific, has many years experience in the field of analysing and modelling customers' strategic optimization/scheduling/resource allocation problems. His main consulting involvement has been with HIT Container Terminal (Hong Kong), Kyushu Bus Companies (Japan), Halla Shipbuilding, (Korea), LG-Caltex (Korea), Ministry of Defence (Singapore), Port Authority of Singapore (Singapore), and various educational institutions in Singapore.

NOTE: The presenter is an employee of ILOG (S) Pte Ltd.

ILOG supply and support an industrial version of OPL, the high-level language used in this workshop.

Registration form: Copies are available on line.

CONTACTPaul Lochert
Tel: 03 9802 4628
Fax: 03 9903 2227

TITLE Using Simulation Wisely: a Close Look at Rare Event Estimation
SPEAKERProfessor Felisa J. Vazquez-Abad
WHEN5:30PM, Wednesday, May 19, 1999
WHERERoom 8:9:66, RMIT
ABSTRACT As computer hardware becomes more sophisticated, simulation gathers importance as a tool for numerical evaluation of complex integrals. In particular, simulation can be used to recreate the outcomes of a stochastic process and perform statistical analysis of the performance results of interest. The main advantages of simulation against mathematical analysis are (1) that it is usually straightfor ward to implement, albeit sometimes at the expense of complex code, and (2) that once the code is written, simulation is robust and can easily handle different models for the underlying uncertainty, including actual observations of a process. Unfortunately, sometimes simulation may be too easy to implement unwisely, with rather disastrous effects. Modern telecommunication networks require cell l oss probabilities in the order of one to ten million. Simulation can be used--in principle--to test prototypes before incurring the expenses to build actual networks. If a single simulation of a tele communication network takes 0.1 seconds of CPU, then in order to obtain the cell loss rate within 1% accuracy we would need 115,741 days to complete the simulation study!

Rare Event Estimation thus requires a compromise between exact mathematical models and direct simulation. We shall introduce the concept of efficiency of a simulation in terms of accuracy and CPU tim e and then present some of the most recent developments in this area, including Importance Sampling, Splitting or Restart and Limiting Regimes as well as brief examples of efficient generation of ran dom processes. Our exmaples cover problems in telecommunications, risk analysis and finance.

About the speaker

About the Speaker: Felisa J. Vazquez-Abad is Professor at the Department of Computer Science and Operations Research at the University of Montreal. She received her B.Sc. degree in Physics in 1983 an d her M.Sc. degree in Statistics and OR in 1984 from Universidad Nacional Autonoma de Mexico, and her Ph.D. degree in Applied Mathematics in 1989 from Brown University. She was a reasearcher at INRS- Telecommunications from 1990 to 1993, when she joined the Faculty at the University of Montreal. She is currently spending a sabbatical leave at the University of Melbourne. Her research interests include stochastic control and simulation with applications in telecommunications, manufacturing, transportation, insurance and finance.

CONTACT Paul Lochert
Tel: 03 9802 4628
Fax: 03 9903 2227

TITLE How to develop WWW-based OR-ware if you must!
SPEAKERMoshe Sniedovich and Angie Byrne
WHEN5:30 - 7:00 PM, Wednesday, June 16, 1999
WHERETheatre B, Richard Berry Building, University of Melbourne
ABSTRACT In this presentation we shall examine the logistical, organisational and technical issues involved with the development of web-based OR-ware. The emphasis will be on the development of teaching/training course-ware. We shall then briefly describe how these issues are being resolved in the context of an extensive tutorial system, called tutOR, currently under development at the Department of Mathematics and Statistics, The University of Melbourne. The presentation will feature a live demonstration of a number of modules in the areas of linear algebra , linear programming and dynamic programming.

The presentation will be divided into two parts:

  • Part 1: A gentle introduction (45 minutes)
    Intended primarily for persons who are interested in this topic but who are not likely to do anything concrete about it.

  • Part 2: A more detailed overview (45 minutes)
    Intended primarily for persons who are seriously considering this option. We shall try to be as non-technical as possible.

You are welcome to have a look at tutOR and experiment with the existing modules before the lecture. However, you are advised that at present the on-line help facilities are very limited. The URL is:

You'll need a browser version 4.5 or higher (either Netscape Navigator or Microsoft Explorer).

CONTACT Moshe Sniedsovich
Tel: 03 9344 5559
Fax: 03 9344 4599

We regret that we cannot offer free parking to participants.

TITLE Improving Ambulance Operations in Auckland, NZ!
SPEAKERAndrew Mason, Dept of Engineering Science, University of Auckland, NZ
WHEN5:30PM, Thursday, June 24, 1999
WHERETheatre A, Richard Berry Building, University of Melbourne
ABSTRACT The St John Ambulance Service is committed to offering the highest possible standard of service to its patients. To help achieve this, St John and the University of Auckland have joined forces to form the BART (Better Ambulance Rostering Technology) project. A simulation package, BART-Sim has been developed to address the problems of ambulance location and staff rostering. Dr. Mason will describe work to date on using BART-Sim to determine when and where ambulances should be placed in order to meet St John's response time targets.

Further information on the BART project can be found at

CONTACT Natashia Boland
Fax: 03 9344 4599

We regret that we cannot offer free parking to participants.

TITLE Heuristics for Number Partitioning with Extensions to More Useful Problems
SPEAKER Professor Robert H. Storer, Department of Industrial and Manufacturing Systems Engineering, Lehigh University Bethlehem, PA 18017 (a href="">
WHEN11AM, Ted, June 30, 1999
WHERECSIRO Mathematical and Information Sciences, Gate 7, 71 Normamby Road, Clayton VIC 3169
ABSTRACT The Number Partitioning problem is an easy to state combinatorial optimization problem with interesting properties. In Number Partitioning we seek to divide a list of numbers into two sets so that the absolute difference of the sums of numbers in each set is as small as possible. Number Partitioning is intractable for both mathematical programming approaches and traditional local search methods. We will describe a simple problem space search heuristic that does quite well in comparison.

Here-to-fore few if any applications for Number Partitioning have been found. Ways to use and extend Number Partitioning heuristics to solve a variety of useful problems will be the majority of this particular talk. Typically these uses involved an "embedded Number Partitioning problem". Applications discussed will include parallel machine scheduling, stochastic number partitioning, data partitioning for cross validation studies, and rotor blade balancing.

CONTACT Mohan Krishnamoorthy
Project Leader (OR)
CSIRO Mathematical and Information Sciences
Pvt Bag 10, Clayton South MDC, VIC 3169, Australia.
Phone: +61 3 9545 8042
Fax: +61 3 9545 8080
email: Mohan.Krishnamoorthy@cmis.CSIRO.AU

TITLE Operations Research in Airline Scheduling
SPEAKER Professor Ravindra K. Ahuja, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL 32611, USA
WHEN11AM-12PM, Wednesday 14 July 1999
WHERECSIRO Mathematical and Information Sciences, Gate 7, 71 Normamby Road, Clayton VIC 3169
ABSTRACT In the last ten years operations research techniques has been very successively applied to solve optimizations problems in the airline industry. The use of operations research techniques has resulted in savings running into hundreds of millions of dollars in the operational cost. This seminar will present an overview of the airline scheduling problems, modeling of these problems, and solution techniques available to solve such problems. The following problems will be discussed in the seminar: yield management, flight assignment, passenger mix, through assignment, passenger reservation, and crew scheduling. The seminar will also present the future research issues in this field of study.

CONTACT Mohan Krishnamoorthy
Project Leader (OR)
CSIRO Mathematical and Information Sciences
Pvt Bag 10, Clayton South MDC, VIC 3169, Australia.
Phone: +61 3 9545 8042
Fax: +61 3 9545 8080
email: Mohan.Krishnamoorthy@cmis.CSIRO.AU

TITLE Managing Home Care Therapy Patient Waiting Lists
SPEAKER Professor Michael Carter, Department of Mechanical and Industrial Engineering, University of Toronto, Canada
WHEN11AM, Thu, July 15, 1999
WHEREMonash University, oom 115, Bld 63, Clayton Campus
ABSTRACT In Ontario, home care services are delivered by regional centres called "Community Care Access Centres". All requests for home care services are funneled through a single agency. With bed closures, and the emphasis on shorter length of stay in acute care hospitals, there has been a dramatic increase in the pressure on home care agencies. We discuss current research to help one CCAC manage waiting lists.


Michel Gendreau, Centre de recherche sur les transports, U. of Montreal
Linda Lakats, Mechanical and Industrial Engineering, University of Toronto Patrick Soriano, Centre de recherche sur les transports, U. of Montreal

About the speaker:

Michael Carter is a professor in the department of Mechanical and Industrial Engineering at the University of Toronto. He is cross appointed to the Institute of Biomedical Engineering, the Faculty of Nursing, and the Department of Computer Science at U of T. He received his PhD in Mathematics (Optimization) from the University of Waterloo in 1980.

His research has been primarily in the area of practical scheduling problems. He has worked extensively in university timetabling and production scheduling. Since 1989, Prof. Carter has focused his research in the Health Care industry. He has supervised over 50 projects at the undergrad, Masters and Ph.D. levels in a number of acute care hospitals, home care, mental health (CAMH), and cronic care facilities. He has won the Annual Practice Prize for outstanding examples of Operations Research from the Canadian Operational Research Society three times.

CONTACT Leonid Churilov
School of Business Systems
Monash University
Clayton,3168, VIC
Phone: +61 3 9905 5802
Fax: +61 3 9905 5159

TITLE Optimisation in Logistics Management
SPEAKER Mark Breyley, Linfox
WHEN5:30PM, Wed, August 18, 1999
WHERERMIT, Room 8:9:66
ABSTRACT Logistics optimisation has been studied and practised for many years, but the amount of resource required for even modest optimisation projects prohibited all but the largest companies or military use. However, the rapid development of computer hardware and the relevant software has created a new industry of "packaged optimisation" software. These products are more affordable, and have been well received by medium and smaller companies or logistics operators seeking a quantum leap in logistics efficiency.

Linfox is one of this new breed of "OR consumers" - using "off-the-shelf" optimisation software (without any programmers) to improve efficiency of some of the largest and most complex logistics networks in Australia. The Linfox team has chosen a suite of optimisation software from the many available, and is using its logistics operations experience to apply the tools to meet its customers' needs.

The presentation will address a number of topics:

  • the relevance of optimisation modelling techniques to the logistics industry
  • the opportunity for savings from logistics optimisation
  • related issues for companies using optimisation modelling
  • identify examples from the range of packaged software currently on the market
  • demonstrate the CAPS suite of products used by Linfox


Mark Breyley is a Logistics Strategy Manager at Linfox. His role includes consulting and modelling with a number of tools, to provide Linfox customers with maximum profitability or minimum cost across their entire supply chain. Linfox holds a leading position in Australia in this specialist field, with a technical depth in logistics modelling arising from the combination of logistics experience with technical capability.

Mark has a strong analytical background, with previous roles including implementation of various types of computer systems in both public and private sector, from prisoner records to MRP2, quality assurance and warehouse management systems. He holds a Bachelor of Mechanical Engineering (Hons) from University of Technology, Sydney (1988), and a Graduate Diploma in Operations Management from UTS.

CONTACT Kaye Marion

Half Day Workshop
TITLE Transportation
SPEAKER Professor Stefano Pallotino, Department of Informatics, The University of Pisa, Italy
WHENWed, September 22, 1999
CONTACT Kaye Marion

2 Day Workshop
TITLE Business Modelling in Excel
SPEAKERS Harry Geilweski and Dudley Foster
WHENMon/Tue, September 27-8, 1999
CONTACT Kaye Marion

TITLE ASOR Student Conference 1999
SPEAKERS OR students
WHEN9AM - 1PM, ???????? 1999
WHERE Monash University, Clayton Campus
ABSTRACT This annnual event is always an excellent opportunity for students and I encourage them to participate. Also I would encourage all members to attend, if you have not attended before I can assure you that the presentations are always of a standard overall above what I have often experienced at international conferences, it is a rewarding day for all.

Followed by informal discussion over lunch Lunch will be provided.

Not limited to OR - related disciplines welcome!



CONTACT Dineli Mather
Tel: 9905 9089

TITLE Recent Advances 1999
WHENTuesday, November 16
WHERERoom 8.9.66, RMIT
ABSTRACT In view of th recent conference and the late timing of the Student Conference, your committee has decided to combine both events.

The seminar will be merged with the student conference this year giving one session or track of papers devoted to the student work.

All persons intending to participate should notify Patrick Tobin by:

email :
phone : 92148013
fax: 98190821
mail : School of Mathematical Sciences, Swinburne University of Technology PO Box 218 Hawthorn 3122.

An abstract in a MS Word or TeX format should be submitted.

For inclusion in the programme, this notice needs to be given by November 9.

The seminar includes a lunch.

The cost is $50 for ASOR members and $70 for non-members except all bona fide full time students may come free of charge.

Mini Workshop
TITLE Topics in Global Optimization
SPEAKERS Hoang Tuy (Institute of Mathematics, Vietnam), Alex Rubinov and A. M. Bagirov (University of Ballarat), Moshe Sniedovich (University of Melbourne)
WHENFriday, Dec 10
WHERERoom 107, Richard Berry Building, University of Melbourne

Hoang Tuy
Institute of Mathematics
National Center for Science and Technology, Hanoi

A function f(x) defined on R^(n)(_+) is said to be increasing if 0 <= x <= x' implies f(x) <= f(x') ; decreasing if 0 <= x <= x' implies f(x) >= f(x'); monotonic if f(x) is either increasing or decreasing. Many optimization problems of practical interest can be reduced to maximizing or minimizing a monotonic function under monotonic constraints.

We discuss a general framework for monotonic optimization in which a key role is given to a property analogous to the separation property of convex sets. The approach is applicable to a wide class of optimization problems, including optimization problems dealing with functions representable as differences of increasing functions (d.i. functions).

11:00 - 11:50AM: Cutting Angle Method in Global Optimization.

A. M. Bagirov and A. M. Rubinov and A. M. Bagirov
University of Ballarat

We discuss some versions of the so-called Cutting Angle Method. In particular we consider a special version of this method for the minimization of increasing positively homogeneous functions over the unit simplex. (Many problems of Lipschitz programming can be reduced to problems of such kind.) This version of Cutting Angle method allows one to find an approximate global minimum for some problems of multi-extremal optimization up to 50 variables. We also discuss possible applications of global optimization to Cluster Analysis.

12:00 - 12:50PM: The Role of Composite Linearisation in Global Optimization

Moshe Sniedovich
University of Melbourne

In this presentation we give an overview of Composite Concave Programming (CCP) including its relationship to other global optimization methods.

In particular, we illustrate how CCP cooperates with linear programming, quadratic programming and dynamic programming in the solution of difficult global optimization problems.

CONTACT Patrick Tobin, as above.


Chairperson: Harry Gielewski (Mr)
28 Kennedy Street
Phone: (w) +613 9350 4726
Mobile Phone: 0414 650 110
Vice Chairperson: Kaye E. Marion (Ms)
Department of Statistics & OR
360 Swanston Street
Phone: (w) +613 9925 3162
Fax: +613 9925 2454
Secretary: Patrick Tobin (Mr)
School of Mathematical Sciences
Swinburne University of Technology
P O Box 218
Phone: (w) +613 9214 8013
Fax: +613 9819 0821
Treasurer: Paul Lochert (Assoc Prof)
Department of Mathematics
Monash University
P.O. Box 197
Phone: (w) +613 9903 2647
Fax: +613 9903 2227
Committee: Lutfar Khan (Dr)
Department of Computer and Mathematical Sciences
Victoria University of Technology
P O Box 14428, MCMC
Phone: (w) +613 9688 4687
Fax: +613 9688 4050
Baikunth Nath (Dr)
School of Computing & Information Technology
Monash University
Phone: (w) +613 9902 6468
Fax: +613 9902 6842
Moshe Sniedovich (Dr)
Department of Mathematics and Statistics
University of Melbourne
Parkville 3052
Phone: (w) +613 9344 5559
Fax: +613 9344 4599
Dudley Foster (Mr)
23 Wolseley Crescent
Phone: (w) +613 9894 0355
Fax: +613 9894 0244
Mobile: 0417 342 272
Dineli Mather (Dr)
School of Business Systems
Monash University
Phone: (w) +613 9905 9089
Fax: +613 9905 5159
Mobile: 0414 801 331
Leonid Churilov (Dr)
School of Business Systems
Monash University
Phone: (w) +613 9905 5802
Fax: +613 9905 5159
Editor: Harry Gielewski
David Sier
Division of Mathematics & Statistics
Private Bag 10, Rosebank MDC
Phone: +613 542 2646
Fax: +613 9542 2474
Ex-Officio: David Noble (Mr)
School of Computing
Staffordshire University
Leek Road
Stoke-on-Trent ST4 2AZ
Phone: 1782 294158
Fax: 1782 294026


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