Computers & Operations Research最新文献

{"title":"Understand your decision rather than your model prescription: Towards explainable deep learning approaches for commodity procurement","authors":"Moritz Rettinger ,&nbsp;Stefan Minner ,&nbsp;Jenny Birzl","doi":"10.1016/j.cor.2024.106905","DOIUrl":"10.1016/j.cor.2024.106905","url":null,"abstract":"<div><div>Hedging against price increases is particularly important in times of significant market uncertainty and price volatility. For commodity procuring firms, futures contracts are a widespread means of financially hedging price risks. Recently, digital data-driven decision-support approaches have been developed, with deep learning-based methods achieving outstanding results in capturing non-linear relationships between external features and price trends. Digital procurement systems leverage targeted purchasing decisions of these optimization models, yet the decision-mechanisms are opaque. We employ a prescriptive deep-learning approach modeling hedging decisions as a multi-label time series classification problem. We backtest the performance in two evaluation periods, i.<!--> <!-->e., 2018–2020 and 2021–2023, for natural gas, crude oil, nickel, and copper. The approach performs well in the first evaluation period of the testing framework yet fails to capture market disruptions (pandemic, geopolitical developments) in the second evaluation period, yielding significant hedging losses or degenerating into a simple hand-to-mouth procurement policy. We employ explainable artificial intelligence to analyze the performance for both periods. The results show that the models cannot handle market regime switches and disruptive events within the considered feature set.</div></div>","PeriodicalId":10542,"journal":{"name":"Computers & Operations Research","volume":"175 ","pages":"Article 106905"},"PeriodicalIF":4.1,"publicationDate":"2024-11-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142701940","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Airline recovery problem under disruptions: A review","authors":"Shuai Wu ,&nbsp;Enze Liu ,&nbsp;Rui Cao ,&nbsp;Qiang Bai","doi":"10.1016/j.cor.2024.106915","DOIUrl":"10.1016/j.cor.2024.106915","url":null,"abstract":"<div><div>Flights are vulnerable to unforeseen factors, such as adverse weather, airport flow control, crew absence, unexpected aircraft maintenance, and pandemic, all of which can cause disruptions in flight schedules. Consequently, managers need to reallocate relevant resources to ensure that the airport can return to normal operations on the basis of minimum cost, a challenge known as the airline recovery problem. Airline recovery is an active research area, with a lot of publications in recent years. To provide a comprehensive overview of airline recovery, first, keywords are selected to search for relevant studies, then existing studies are analyzed in terms of the number of papers, keywords, and sources. The study then delves into an analysis of passenger-oriented airline recovery problems on both traditional and novel recovery strategies. A detailed exploration of novel recovery strategies is conducted to uncover new insights and potential solutions for addressing airline recovery problems. Furthermore, this study investigates recovery strategies for cargo-oriented airline operations, comparing them with those designed for passenger-oriented airline recovery to offer insights for future studies on airline recovery problems. Finally, conclusions are drawn and future study directions are provided. For future studies, it is recommended to conduct more in-depth studies on dynamic and real-time recovery, incorporating human factors into the modeling, multi-modal transportation coupling, optimization of other airport processes, combination of robust scheduling and airline recovery, addressing the stochasticity of parameters, and optimization algorithm improvement.</div></div>","PeriodicalId":10542,"journal":{"name":"Computers & Operations Research","volume":"175 ","pages":"Article 106915"},"PeriodicalIF":4.1,"publicationDate":"2024-11-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142701941","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"A decomposition scheme for Wasserstein distributionally robust emergency relief network design under demand uncertainty and social donations","authors":"Weiqiao Wang ,&nbsp;Kai Yang ,&nbsp;Lixing Yang ,&nbsp;Ziyou Gao ,&nbsp;Jianjun Dong ,&nbsp;Haifeng Zhang","doi":"10.1016/j.cor.2024.106913","DOIUrl":"10.1016/j.cor.2024.106913","url":null,"abstract":"<div><div>Social donations have played a crucial role in providing effective emergency relief and need to be particularly valued and used wisely. In this study, we address a Wasserstein distributionally robust emergency relief network design problem with demand uncertainty by taking into account the social donations. Specifically, we first formulate the problem into a two-stage stochastic programming model that requires the probability distribution information of the uncertain demand is completely known in advance, where the first stage decides on the location and pre-positioning of resources, and the second stage optimizes the delivery volume of the reserved and donated supplies offered by social organizations and individual. As the probability distribution of the demand cannot be known precisely (i.e., ambiguous) in reality, we further extend the stochastic model to a Wasserstein distributionally robust optimization model, in which the ambiguous demand is captured by the Wasserstein ambiguity set. Theoretically, we derive the tractable deterministic reformulations of the proposed distributionally robust optimization model under Type-<span><math><mi>∞</mi></math></span> and Type-1 Wasserstein metrics. To solve the extensive reformulations, we design a decomposition scheme on the basis of the Benders decomposition framework by adopting aggregated multiple cuts, cut-loop stabilization at root node and stabilized k-opt local branching acceleration strategies. Finally, we carry out numerical experiments to illustrate the computational advantage of the proposed solution method over the single acceleration implementation on hypothetical instances, and demonstrate the superiority of the proposed modeling approach compared with the traditional stochastic programming and robust optimization models on a real case study. The results show that the distributionally robust optimization approach used better trade-offs between cost and risk.</div></div>","PeriodicalId":10542,"journal":{"name":"Computers & Operations Research","volume":"175 ","pages":"Article 106913"},"PeriodicalIF":4.1,"publicationDate":"2024-11-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142701939","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Scheduling AMSs with generalized Petri nets and highly informed heuristic search","authors":"FengLian Yuan ,&nbsp;Bo Huang ,&nbsp;JianYong Lv ,&nbsp;MeiJi Cui","doi":"10.1016/j.cor.2024.106912","DOIUrl":"10.1016/j.cor.2024.106912","url":null,"abstract":"<div><div>The design of the heuristic function in a Petri-net(PN)-based A<span><math><msup><mrow></mrow><mrow><mo>∗</mo></mrow></msup></math></span> search significantly impacts search efficiency and schedule quality for automated manufacturing systems (AMSs). In Luo et al. (2015), two admissible heuristic functions were formulated for an A<span><math><msup><mrow></mrow><mrow><mo>∗</mo></mrow></msup></math></span> search based on place-timed PNs to schedule AMSs. To broaden its application scenarios and enhance search efficiency, this paper proposes a new heuristic function whose calculations take account of multiple resource acquisitions, weighted arcs, redundant resource units, and outdated resources, which are commonly encountered in practical AMSs but usually not considered. The proposed one can deal with generalized PNs, offering broader application scenarios than ordinary PNs. In addition, it is proven to be admissible and more informed than its counterparts, ensuring that the obtained schedules are optimal and making the timed PN-based A<span><math><msup><mrow></mrow><mrow><mo>∗</mo></mrow></msup></math></span> search more efficient. To validate the efficacy and efficiency of the proposed method, several benchmark systems are tested.</div></div>","PeriodicalId":10542,"journal":{"name":"Computers & Operations Research","volume":"175 ","pages":"Article 106912"},"PeriodicalIF":4.1,"publicationDate":"2024-11-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142701937","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Efficient arc-flow formulations for makespan minimisation on parallel machines with a common server","authors":"Alessandro Druetto ,&nbsp;Andrea Grosso ,&nbsp;Jully Jeunet ,&nbsp;Fabio Salassa","doi":"10.1016/j.cor.2024.106911","DOIUrl":"10.1016/j.cor.2024.106911","url":null,"abstract":"<div><div>We consider the problem of scheduling non preemptively a set of jobs on parallel identical machines with prior setup operations on a single shared server, where the objective is to minimise the makespan. We develop an arc-flow formulation to the problem with two multigraphs, one for the machines and one for the server, with a same set of nodes representing points in time, and arcs associated with job execution, and with machines or server idleness. The resulting formulation, called Flow–Flow formulation (FFF), and its tuned version (FFT) are compared with the best existing model in the literature, a time-indexed variable formulation (<span><math><mrow><mi>F</mi><mn>2</mn></mrow></math></span>), on benchmark instances with up to 200 jobs and 10 machines. Computational results showed that our Flow–Flow models outperformed <span><math><mrow><mi>F</mi><mn>2</mn></mrow></math></span> especially for instances with more than 50 jobs and optimally solved a majority of problems with 150 and 200 jobs for which <span><math><mrow><mi>F</mi><mn>2</mn></mrow></math></span> found only very few optimal solutions.</div></div>","PeriodicalId":10542,"journal":{"name":"Computers & Operations Research","volume":"174 ","pages":"Article 106911"},"PeriodicalIF":4.1,"publicationDate":"2024-11-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142704697","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"50 years of Computers & Operations Research: A bibliometric analysis","authors":"Li Guan ,&nbsp;Gilbert Laporte ,&nbsp;José M. Merigó ,&nbsp;Stefan Nickel ,&nbsp;Iman Rahimi ,&nbsp;Francisco Saldanha-da-Gama","doi":"10.1016/j.cor.2024.106910","DOIUrl":"10.1016/j.cor.2024.106910","url":null,"abstract":"<div><div><em>Computers &amp; Operations Research</em> (COR) is a leading international journal in the field of Operations Research, established with a vision to provide a platform for emphasising and promoting the application of computers and operations research techniques to problems of world concern and general interest. The journal published its first issue in 1974 and in 2024 celebrated its 50th anniversary. Motivated by this special event, this paper aims to present a complete bibliometric overview of the most significant development patterns and trends of the journal during its first half-century of publishing history from 1974 to 2023. The study uses the Web of Science Core Collection database to collect bibliographic information and analyse the data, complemented by the Scopus database and the journal’s webpage. Based on a wide range of bibliometric indicators, the results of the bibliometric analysis highlight the publication and citation structure of COR, the most cited documents, the leading authors, institutions, countries/territories, and supranational regions, and the most popular keywords and research topics in the journal. Additionally, the work also graphically maps the bibliographic material with techniques of co-citation, bibliographic coupling, and co-occurrence of author keywords by using the Visualization of Similarities (VOS) viewer software. The findings of the study provide strong evidence of the significant growth of COR through its lifetime development and its international diversity having publications from all over the world. The study is also useful for understanding the substantial contributions of the journal it has made to the scientific community.</div></div>","PeriodicalId":10542,"journal":{"name":"Computers & Operations Research","volume":"175 ","pages":"Article 106910"},"PeriodicalIF":4.1,"publicationDate":"2024-11-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142701936","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Mixed-integer programming models and heuristic algorithms for the maximum value dynamic network flow scheduling problem","authors":"Tanner Nixon ,&nbsp;Robert M. Curry ,&nbsp;Phanuel Allaissem B.","doi":"10.1016/j.cor.2024.106897","DOIUrl":"10.1016/j.cor.2024.106897","url":null,"abstract":"<div><div>Various applications in contested logistics and infrastructure restoration require dynamic flow solutions characterized by a schedule of network flows consecutively transmitted over a sequence of successive periods. For these schedules, we assume flows transmit via arcs <em>during</em> periods while flows <em>reside</em> at nodes from one period to the next. Within this context, we introduce the Maximum Value Dynamic Network Flow Problem (MVDFP) in which we seek to maximize the cumulative <em>value</em> of a non-simultaneous network flow schedule that accumulates node <em>value</em> whenever some minimum amount of flow resides at a node between periods. For solving the MVDFP, we first introduce a large mixed-integer program (MIP). As this MIP can become computationally-expensive for large networks, we present a trio of computationally-effective, easy to implement heuristic approaches that solve a series of smaller, more manageable MIPs. These heuristic approaches typically determine high-quality solutions significantly faster than the MIP obtains an optimal solution by dividing the full network flow schedule into a sequence of consecutive shorter network flow subschedules. In many cases, at least one of our heuristic approaches produces an optimal solution in a fraction of the MIP’s computational time. We present extensive computational results to highlight our heuristics’ efficacy, discuss for what instances each approach may be most applicable, and detail future research avenues.</div></div>","PeriodicalId":10542,"journal":{"name":"Computers & Operations Research","volume":"175 ","pages":"Article 106897"},"PeriodicalIF":4.1,"publicationDate":"2024-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142701938","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Distributionally robust single machine scheduling with release and due dates over Wasserstein balls","authors":"Haimin Lu,&nbsp;Jiayan Huang,&nbsp;Chenxu Lou,&nbsp;Zhi Pei","doi":"10.1016/j.cor.2024.106892","DOIUrl":"10.1016/j.cor.2024.106892","url":null,"abstract":"<div><div>Single machine scheduling aims at determining the job sequence with the best desired performance, and provides the basic building block for more advanced scheduling problems. In the present study, a single machine scheduling model with uncertain processing time is considered by incorporating the job release time and due date. The job processing time follows unknown probability distribution, and can be estimated via the historical data. To model the uncertainty, the processing time distribution is defined over a Wasserstein ball ambiguity set, which covers all feasible probability distributions within the confidence radius of the empirical distribution, known as the center of the ball. Then a data-driven distributionally robust scheduling model is constructed with individual chance constraints. In particular, two equivalent reformulations are derived with respect to the <span><math><msub><mrow><mi>ℓ</mi></mrow><mrow><mn>1</mn></mrow></msub></math></span>-norm and <span><math><msub><mrow><mi>ℓ</mi></mrow><mrow><mn>2</mn></mrow></msub></math></span>-norm metrics of the Wasserstein ball, namely, a mixed-integer linear programming and a mixed-integer second order cone programming model, respectively. To accelerate the solving of large-scale instances, a tailored constraint generation algorithm is introduced. In the numerical analysis, the proposed distributionally robust scheduling approach is compared with the state-of-the-art methods in terms of out-of-sample performance.</div></div>","PeriodicalId":10542,"journal":{"name":"Computers & Operations Research","volume":"174 ","pages":"Article 106892"},"PeriodicalIF":4.1,"publicationDate":"2024-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142704702","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"A novel mixed-integer linear programming formulation for continuous-time inventory routing","authors":"Akang Wang ,&nbsp;Xiandong Li ,&nbsp;Jeffrey E. Arbogast ,&nbsp;Zachary Wilson ,&nbsp;Chrysanthos E. Gounaris","doi":"10.1016/j.cor.2024.106883","DOIUrl":"10.1016/j.cor.2024.106883","url":null,"abstract":"<div><div>Inventory management, vehicle routing, and delivery scheduling decisions are simultaneously considered in the context of the inventory routing problem. This paper focuses on the continuous-time version of this problem where, unlike its more traditional discrete-time counterpart, the distributor is required to guarantee that inventory levels are maintained within the desired intervals at any moment of the planning horizon. In this work, we develop a compact mixed-integer linear programming formulation to model the continuous-time inventory routing problem. We further discuss means to expedite its solution process, including the adaptation of well-known rounded capacity inequalities to tighten the formulation in the context of a branch-and-cut algorithm. Through extensive computational studies on a suite of 90 benchmark instances from the literature, we show that our branch-and-cut algorithm outperforms the state-of-the-art approach. We also consider a new set of 63 instances adapted from a real-life dataset and show our algorithm’s practical value in solving instances with up to 20 customers to guaranteed optimality.</div></div>","PeriodicalId":10542,"journal":{"name":"Computers & Operations Research","volume":"174 ","pages":"Article 106883"},"PeriodicalIF":4.1,"publicationDate":"2024-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142652254","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"The min max multi-trip drone location arc routing problem","authors":"Teresa Corberán ,&nbsp;Isaac Plana ,&nbsp;José María Sanchis","doi":"10.1016/j.cor.2024.106894","DOIUrl":"10.1016/j.cor.2024.106894","url":null,"abstract":"<div><div>This paper studies the Min Max Multi-Trip drone Location Arc Routing Problem (MM-MT-dLARP), an arc routing problem that combines trucks and drones. We have a set of lines (usually curved) that have to be flown over by drones to perform a service (inspection, for example). There is a depot from which the trucks leave, each one carrying a drone, and a set of potential launching points where the truck can launch and pick up the drone. Drones have limited autonomy, but they can make several flights. We consider a min–max objective, in which the makespan, or time necessary to complete the service, must be minimized. Using aerial drones instead of ground vehicles allows to travel off the network: drones can enter a line through any of its points, service only a portion of that line and then exit through another of its points, without following the lines of the network. This allows for finding better solutions but also increases the difficulty of the problem. This issue can be addressed by digitizing the MM-MT-dLARP instances, approximating each line by a polygonal chain with a finite number of intermediate points, and requiring that drones can only enter and exit a line through those intermediate points. Thus, an instance of a discrete Min Max Multi-Trip Location Arc Routing Problem (MM-MT-LARP) is obtained. Here, an integer formulation for the MM-MT-LARP is proposed, some families of valid inequalities are proved to be facet-inducing of a relaxed polyhedron, and a branch-and-cut algorithm based on the strengthened formulation is developed. This algorithm has only been applied to small instances without intermediate points on the lines. In addition, we have developed a matheuristic algorithm for the MM-MT-dLARP that combines a construction phase, four local search procedures integrated into a Variable Neighborhood Descent (VND) algorithm, and a set of rules for selecting intermediate points to improve the solutions. We present the results obtained on a set of randomly generated instances involving up to 6 launching points and 88 original lines.</div></div>","PeriodicalId":10542,"journal":{"name":"Computers & Operations Research","volume":"174 ","pages":"Article 106894"},"PeriodicalIF":4.1,"publicationDate":"2024-11-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142652253","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}