Endüstri Mühendisliği Bölümü / Department of Industrial Engineering

Permanent URI for this collectionhttps://hdl.handle.net/11413/6819

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Browsing Endüstri Mühendisliği Bölümü / Department of Industrial Engineering by Subject "algoritma"

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    An integrated approach to the one-dimensional cutting stock problem in coronary stent manufacturing
    (Elsevier Science Bv, Po Box 211, 1000 Ae Amsterdam, Netherlands, 2009-07-16) Özdemir, Rifat Gürcan; AKTİN, AYŞE TÜLİN; TR109203; TR141173
    This paper presents a two-stage approach for pattern generation and cutting plan determination of the one-dimensional cutting stock problem. Calculation of the total number of patterns that will be cut and generation of the cutting patterns are performed in the first stage. On the other hand, the second stage determines the cutting plan. The proposed approach makes use of two separate integer linear programming models. One of these models is employed by the first stage to generate the cutting patterns through a heuristic procedure with the objective of minimizing trim loss. The cutting patterns obtained from Stage I are then fed into the second stage. In this stage, another integer linear programming model is solved to form a cutting plan. The objective of this model is to minimize a generalized total cost function consisting of material inputs, number of setups, labor hours and overdue time: subject to demand requirements, material availability, regular and overtime availability, and due date constraints. The study also demonstrates an implementation of the proposed approach in a coronary stent manufacturer. The case study focuses on the cutting phase of the manufacturing process followed by manual cleaning and quality control activities. The experiments show that the proposed approach is suitable to the conditions and requirements of the company. (C) 2008 Elsevier B.V. All rights reserved.
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    Parallel computing in Asian option pricing
    (ELSEVIER SCIENCE BV, PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS, 2007-03) Sak, Halis; Özekici, Süleyman; Boduroğlu, İlkay; TR32631
    We discuss the use of parallel computing in Asian option pricing and evaluate the efficiency of various algorithms. We only focus on "backward-starting fixed strike" Asian options that are continuously averaged. We implement a partial differential equation (PDE) approach that involves a single state variable to price the Asian option, and implement the same methodology to price a standard European option to check for accuracy. A parabolic PDE is solved by using both explicit and Crank-Nicolson's implicit finite-difference methods. In particular, we look for algorithms designed for implementing the computations in massively parallel processors (MPP). We evaluate the performance of the algorithms by comparing the numerical results with respect to accuracy and wall-clock time of code executions. Codes are executed on a Linux PC cluster. (c) 2006 Elsevier B.V. All rights reserved.