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Minimizing weighted total earliness, total tardiness and setup costs

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  • Kate, H.A. ten
  • Wijngaard, J.
  • Zijm, W.H.M.

    (Groningen University)

Abstract

The paper considers a (static) portfolio system that satisfies adding-up contraints and the gross substitution theorem. The paper shows the relationship of the two conditions to the weak dominant diagonal property of the matrix of interest rate elasticities. This enables to investigate the impact of simultaneous changes in interest rates on the asset demands.

Suggested Citation

  • Kate, H.A. ten & Wijngaard, J. & Zijm, W.H.M., 1995. "Minimizing weighted total earliness, total tardiness and setup costs," Research Report 95A37, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    • Handle: RePEc:gro:rugsom:95a37
    as

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    File URL: http://irs.ub.rug.nl/ppn/149777566
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    References listed on IDEAS

    as
    1. Clyde L. Monma & Chris N. Potts, 1989. "On the Complexity of Scheduling with Batch Setup Times," Operations Research, INFORMS, vol. 37(5), pages 798-804, October.
    2. Gupta, Sushil K & Kyparisis, Jerzy, 1987. "Single machine scheduling research," Omega, Elsevier, vol. 15(3), pages 207-227.
    3. Zdrzalka, Stanisllaw, 1991. "Approximation algorithms for single-machine sequencing with delivery times and unit batch set-up times," European Journal of Operational Research, Elsevier, vol. 51(2), pages 199-209, March.
    4. Peng Si Ow & Thomas E. Morton, 1989. "The Single Machine Early/Tardy Problem," Management Science, INFORMS, vol. 35(2), pages 177-191, February.
    5. Yano, Candace Arai & Kim, Yeong-Dae, 1991. "Algorithms for a class of single-machine weighted tardiness and earliness problems," European Journal of Operational Research, Elsevier, vol. 52(2), pages 167-178, May.
    6. Michael R. Garey & Robert E. Tarjan & Gordon T. Wilfong, 1988. "One-Processor Scheduling with Symmetric Earliness and Tardiness Penalties," Mathematics of Operations Research, INFORMS, vol. 13(2), pages 330-348, May.
    7. Kenneth R. Baker & Gary D. Scudder, 1990. "Sequencing with Earliness and Tardiness Penalties: A Review," Operations Research, INFORMS, vol. 38(1), pages 22-36, February.
    8. Jordan, Carsten & Drexl, Andreas, 1994. "Lotsizing and scheduling by batch sequencing," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 343, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
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    Cited by:

    1. Y Li & A Lim & B Rodrigues, 2004. "Crossdocking—JIT scheduling with time windows," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 55(12), pages 1342-1351, December.

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