Guide to simulation

Guide to simulation

108 European Journal of Operational Research 39 (1989) 108-109 North-Holland OR Software ORSEP ( Operations Research Software Exchange Program) For...

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108

European Journal of Operational Research 39 (1989) 108-109 North-Holland

OR Software

ORSEP ( Operations Research Software Exchange Program) For a description of the goals and guidelines to participate in ORSEP see Volume 38, Number 1 of EJOR. Send code descriptions to ORSEP Prof. Dr. Horst W. Hamacher Fachbereich Mathematik Universit~it Kaiserslautern Postfach 3049 D-6750 Kaiserslautern West Germany

Code description." This diskette contains Appendix L of the book: A Guide to Simulation by Bratley, Fox, and Schrage. This is a collection of about 30 FORTRAN subroutines for various simulation related statistic calculations. Included are routines for random number generation, e.g., uniform, Normal, Beta, Gamma, Pareto, Cauchy, Poisson, nonhomogenous Poisson, Chi-square, Student t, as well as cdf and inverse cdf functions for the above.

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ORSEP Professor Siileyman Tiifekci Center for Optimization and Combinatorics 303 Weil Hall Gainesville, FL 32611 USA

Reference Bratley, P., Fox, B., and Schrage, L. (1987), A Simulation, Springer-Verlag, Berlin-New York.

Guide

to

Assign-Rank Guide to Simulation

by Lee B. Metrick and John D. Maybee

by Linus Schrage

Keywords: Linear assignment problem, ranking of assignments. Hardware Information: Mainframe or PC with ~ 1 tt 7tl tt FORTRAN compiler,., n or .,7 diskette. Software Information: FORTRAN, n o external subroutines, 1 test problem (interactive session).

Keywords: Simulation, statistics, random number generation. Hardware Information: All types of computers, ~1! rt 5 ¼" or _, 2 diskette. Software Information: FORTRAN. Contact address: Lines Schrage Graduate School of Business University of Chicago 1101 E. 58th Street Chicago, IL 60637, USA.

Contact Address: K.G. Murty Department of Industrial and Systems Engineering University of Michigan Ann Arbor, MI 48109-2117, USA, Email: KATTA MURTY AT UU.CC.UMICH. EDU

0377-2217/89/$3.50 © 1989, Elsevier Science Publishers B.V. (North-Holland)