This page is the archived site of the 37th Annual ORSNZ conference. Current conference information can be found at http://www.orsnz.org.nz/conf.
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37th Annual ORSNZ Conference29 to 30 November 2002University of Auckland, Auckland, NZ |
The University of Auckland's Department
of Engineering Science is pleased to host
the 37th Annual Conference of the Operational
Research Society of New Zealand.
Speaker Guidelines
Presentation Program
Call for Papers
Registration and Fees
Programme and Venue
Social Programme
Sponsors
Logistics
Contact
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Check out the programme to see when you will be speaking. (Room locations will be provided shortly.)
You will have 18 minutes for your talk, with 2 minutes for questions. (Students entering the Young Practitioner Prize (YPP) should note that this will be tightly enforced.)
Each of our two presentation rooms will be equipped with an overhead projector, a laptop and a datashow (either 1024x768 or 800x600). The laptops will be running Powerpoint 2000 (not 2002/XP). If you wish to use the provided laptop, you should load your talk onto the laptop in the break before your presentation. There will be no network connections available.
You may find Fritz Raffensperger's excellent Powerpoint guidelines useful in preparing your talk.
A programme for the conference is now available with presentation times and links to downloadable papers. The program also contains an You may also find the author index useful for finding your paper and presentation slot.
Abstracts of (most of the) accepted papers are available here.
Guidelines for preparation of manuscripts are available for both Word and Latex. Please download the Word Guidelines Document if you want to prepare your paper using Word. For Latex users we have prepared a style file and sample document. It is in this Latex Guidelines archive, which includes some necessary style files. Please refer to the README.txt file for installation instructions.| ORSNZ member | NZ$ 240 (student NZ$ 65) |
| Non-member | NZ$ 280 (student NZ$ 80) |
| New member, including 2002-2003 membership | NZ$ 290 (student NZ$ 80) |
| Discount for registration before 15 October 2002 | NZ$ 40 (student NZ$15) |
The workshop will be held in the computer laboratory of the department of
Engineering Science at the University of Auckland. Attendees will be expected
to have had some previous exposure to optimization and Excel. The Workshop includes
a hands-on introduction to OPL Studio, ILOG's modelling environment for mathematical
and constraint programming.
Workshop Programme
Fees are NZ$ 150 for ORSNZ members, NZ$ 200 for non-mebers and NZ$ 50 for students.
Sanjay Saigal, ILOG
Decision-Support System Development Beyond Linear Programming
Focusing primarily on developing decision-support systems (DSSs) based on
traditional mathematical programming techniques - LP/MIP, for instance -
has unnecessarily restricted industrial OR's scope of practice. In a
sense, OR practice in the corporate sector remains a niche within a niche. We
describe recent DSS trends that allow us to extend OR practice into areas
hitherto deemed too complex for structured optimization (e.g., real-world
supply-chain planning, configuration) or "not really OR" (e.g., policy
automation). Our presentation is driven by quintessentially practical
considerations - what do the consumers of OR need? What are their
organizational constraints? What is the perceived value of our raison
d'etre - optimality?
Ralph E. Steuer, University of Georgia, Athens, GA
Multiple Criteria Optimization in Portfolio Selection
In finance there is the famous Markowitz formulation whose solution set is the efficient frontier in mean/standard deviation space. While textbook theory states that everyone has the same efficient frontier and faces the same equilibrium market portfolio, it is widely known that this is not exactly the case. People have different limits on the amount they wish to invest in a stock, on the degree they wish to engage in short selling, and on the number of securities they will tolerate in their portfolio. Commonly implemented as constraints in order to remain in 2-space, all of these limitations, as shown in the paper, have an extremely dramatic effect on the efficient frontier, to the extent that it would not make much sense to restrict the search for an improved theory of portfolio analysis. In particular, the limitations of short selling and the number of securities in a portfolio are probably more adequately modeled as criteria. Along with other concerns such as social responsibility and dividends, we are now, in the opinion of this author, most decidedly beyond mean/standard deviation space and in the realm of multiple objectives. With multiple objectives transforming the efficient frontier into an efficient surface, this paper discusses new approaches, new solution procedures, and new ways of rationalizing equilibrium in asset prices with a view toward developing a new more realistic multiple criteria based theory for portfolio selection.
The conference proper will be held in Architecture (building 421), in rooms ALR1 and ALR3; see this map of the city campus. Architecture is most easily accessed by going through the Conference centre at 22 Symonds St (between Wellesley St East and Grafton Rd, on the Grafton Road side).
Breakfast, morning tea, and afternoon tea will be served in the foyer and garden area outside these rooms. Lunches will be served in the Engineering staff common room, level 12, Building 401.
The workshop venue will be the University of Auckland School
of Engineering.
The workshop tutorials will be held in the Engineering Science computer lab, room 515, Building 404.
Breakfast, morning and afternoon tea, and lunches will be served in the
Engineering staff common room, level 12, Building 401.
Please refer to the map of the city campus (also available in PDF format). The main entrance of the School of Engineering is at 20 Symonds St (on this Wises map).
Note that the University has no student parking; this is a recent change. We suggest you park in the Victoria Street car park (entered by turning left at the intersection of Victoria St East and Kitchener St) or the Kitchener street car park (on the left after entering from Wellesley St East), and the walking through Albert Park to Symonds St. See this map.
The conference banquet will be held on the evening of 29 November
at the Copthorne Hotel, Anzac Avenue,
see this Wises Map.
The airport is south of the city centre and university. A taxi from the airport's taxi rank to the university costs about NZ$ 40, a shuttle bus about NZ$20. There is no need to book when catching a taxi or shuttle from the airport.
The following websites might be useful for information on the range of
accommodation available:
Pure New Zealand
Auckland Hotels
innz travel office
The hotels closest to the conference venue (all in easy walking distance) are
Copthorne, Anzac Avenue,
Hyatt, Waterloo Quadrant,
Quest on Mount, Mount Street,
Sheraton, Symonds Street.
Mount Street and Waterloo Quadrant and the beginning of Anzac Avenue are on the
campus map,
Copthorne is just off to the right.
We have arranged for accommodation in O’Rorke halls of residence. O'Rorke Halls is on Mount Street, see the map of the city campus (also available in PDF format). This is on a first come first serve basis and must be booked and paid by 15 October through the registration form. Cost is $59 ($38 for students) per night including breakfast.
ORSNZ Conference
Department of Engineering Science
University of Auckland
Private Bag 92019
Auckland
New Zealand
+64 9 373 7468 Attn: ORSNZ Conference
16 August 2002, ME
