{"title":"Stochastic single-machine scheduling with workload-dependent maintenance activities","authors":"Manzhan Gu, Weitao Yang, Peihai Liu","doi":"10.1007/s11590-024-02102-3","DOIUrl":"https://doi.org/10.1007/s11590-024-02102-3","url":null,"abstract":"<p>This paper studies the stochastic single-machine scheduling problem with workload-dependent maintenance activities, in which the processing times of all jobs are independently subject to a common discrete distribution, and the aim is to find the optimal policy so as to minimize the expected total discounted holding cost. Based on the definition of Markov process, for each of the two cases with the discount rate being zero or a positive number, we present two dynamic programming algorithms to produce the optimal static policy and the optimal dynamic policy, respectively.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"285 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2024-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140099891","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On the relation between affinely adjustable robust linear complementarity and mixed-integer linear feasibility problems","authors":"","doi":"10.1007/s11590-023-02093-7","DOIUrl":"https://doi.org/10.1007/s11590-023-02093-7","url":null,"abstract":"<h3>Abstract</h3> <p>We consider adjustable robust linear complementarity problems and extend the results of Biefel et al. (SIAM J Optim 32:152–172, 2022) towards convex and compact uncertainty sets. Moreover, for the case of polyhedral uncertainty sets, we prove that computing an adjustable robust solution of a given linear complementarity problem is equivalent to solving a properly chosen mixed-integer linear feasibility problem.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"46 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2024-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140035192","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A distributional Farkas’ lemma and moment optimization problems with no-gap dual semi-definite programs","authors":"Queenie Yingkun Huang, Vaithilingam Jeyakumar","doi":"10.1007/s11590-024-02097-x","DOIUrl":"https://doi.org/10.1007/s11590-024-02097-x","url":null,"abstract":"<p>We present a generalized Farkas’ Lemma for an inequality system involving distributions. This lemma establishes an equivalence between an infinite-dimensional system of moment inequalities and a semi-definite system, assuming that the support for the distributions is a spectrahedron. To the best of our knowledge, it is the first extension of Farkas’ Lemma to the distributional paradigm. Applying the new Lemma, we then establish no-gap duality results between a class of moment optimization problems and numerically tractable semi-definite programs.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"35 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2024-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140034923","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A new approach to the multiple obnoxious facility location problem based on combinatorial and continuous tools","authors":"M. Locatelli","doi":"10.1007/s11590-024-02096-y","DOIUrl":"https://doi.org/10.1007/s11590-024-02096-y","url":null,"abstract":"<p>In this paper we address the multiple obnoxious facility location problem. In this problem <i>p</i> facilities need to be spread within the unit square in such a way that they are far enough from each other and that their minimal distance from <i>n</i> communities, with known positions within the unit square, is maximized. The problem has a combinatorial component, related to the key observation made in Drezner (Omega 87:105–116, 2019) about the role played by Voronoi points. We propose a new approach, which exploits both the combinatorial component of the problem and, through continuous local optimizations, also its continuous component. We also propose techniques to limit the impact on computation times of the number <i>n</i> of communities. The approach turns out to be quite competitive and is able to return 24 new best known solutions with respect to the best results reported in Kalczynski (Optim Lett 16:1153–1166, 2022).</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"4 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2024-03-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140034857","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Hausdorff continuity of solution maps to equilibrium problems via the oriented distance function","authors":"Lam Quoc Anh, Nguyen Huu Danh, Pham Thanh Duoc","doi":"10.1007/s11590-024-02098-w","DOIUrl":"https://doi.org/10.1007/s11590-024-02098-w","url":null,"abstract":"<p>This paper aims to study the stability in the sense of Hausdorff continuity of solution maps to equilibrium problems without assuming the solid condition of ordered cones. We first propose a generalized concavity of set-valued maps and discuss its relation with the existing concepts. Then, by using the above property and the continuity of the objective function, sufficient conditions for the Hausdorff continuity of solution maps to scalar equilibrium problems are established. Finally, we utilize the oriented distance function to obtain the Hausdorff continuity of solution maps to set-valued equilibrium problems via the corresponding results of the scalar equilibrium problems.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"80 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2024-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139980291","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Integrated optimization of design and production process with personalization level of products","authors":"Ba-Yi Cheng, Jie Duan, Xin-Yan Shi, Mi Zhou","doi":"10.1007/s11590-024-02099-9","DOIUrl":"https://doi.org/10.1007/s11590-024-02099-9","url":null,"abstract":"<p>We study the design and production process of manufacturers who provide customers with personalized products. Each customer’s order needs to go through two stages: design and production. For this problem, we consider the two scheduling problems with the objective of minimizing the total weighted completion time. Then we consider two models of manufacturing at a personalized level. In the first model, personalized products have the same personalization level, which is proved to have an optimal solution. In the second model, we propose an approximate algorithm with an absolute worst-case ratio of no more than two for personalized products with arbitrary personalization levels, which is proved to be NP-hard in the strong sense.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"20 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2024-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140010655","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Exact QR factorizations of rectangular matrices","authors":"Christopher Lourenco, Erick Moreno-Centeno","doi":"10.1007/s11590-024-02095-z","DOIUrl":"https://doi.org/10.1007/s11590-024-02095-z","url":null,"abstract":"<p>QR factorization is a key tool in mathematics, computer science, operations research, and engineering. This paper presents the roundoff-error-free (REF) QR factorization framework comprising integer-preserving versions of the standard and the thin QR factorizations and associated algorithms to compute them. Specifically, the standard REF QR factorization factors a given matrix <span>(Ain {mathbb {Z}}^{mtimes n})</span> as <span>(A=QDR)</span>, where <span>(Qin {mathbb {Z}}^{mtimes m})</span> has pairwise orthogonal columns, <i>D</i> is a diagonal matrix, and <span>(Rin {mathbb {Z}}^{mtimes n})</span> is an upper trapezoidal matrix; notably, the entries of <i>Q</i> and <i>R</i> are integral, while the entries of <i>D</i> are reciprocals of integers. In the thin REF QR factorization, <span>(Qin {mathbb {Z}}^{mtimes n})</span> also has pairwise orthogonal columns, and <span>(Rin {mathbb {Z}}^{ntimes n})</span> is also an upper triangular matrix. In contrast to traditional (i.e., floating-point) QR factorizations, every operation used to compute these factors is integral; thus, REF QR is guaranteed to be an exact orthogonal decomposition. Importantly, the bit-length of every entry in the REF QR factorizations (and within the algorithms to compute them) is bounded polynomially. Notable applications of our REF QR factorizations include finding exact least squares or exact basic solutions, <span>({textbf{x}}in {mathbb {Q}}^n)</span>, to any given full column rank or rank deficient linear system <span>(A {textbf{x}}= {textbf{b}})</span>, respectively. In addition, our exact factorizations can be used as a subroutine within exact and/or high-precision quadratic programming. Altogether, REF QR provides a framework to obtain exact orthogonal factorizations of any rational matrix (as any rational/decimal matrix can be easily transformed into an integral matrix).</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"40 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2024-02-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139923998","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Local convergence analysis of an inexact trust-region method for nonsmooth optimization","authors":"Robert J. Baraldi, Drew P. Kouri","doi":"10.1007/s11590-023-02092-8","DOIUrl":"https://doi.org/10.1007/s11590-023-02092-8","url":null,"abstract":"<p>In Baraldi (Math Program 20:1–40, 2022), we introduced an inexact trust-region algorithm for minimizing the sum of a smooth nonconvex function and a nonsmooth convex function in Hilbert space—a class of problems that is ubiquitous in data science, learning, optimal control, and inverse problems. This algorithm has demonstrated excellent performance and scalability with problem size. In this paper, we enrich the convergence analysis for this algorithm, proving strong convergence of the iterates with guaranteed rates. In particular, we demonstrate that the trust-region algorithm recovers superlinear, even quadratic, convergence rates when using a second-order Taylor approximation of the smooth objective function term.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"8 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2024-02-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139923801","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Optimality conditions for robust weakly efficient solutions in uncertain optimization","authors":"Yuwen Zhai, Qilin Wang, Tian Tang, Maoyuan Lv","doi":"10.1007/s11590-023-02085-7","DOIUrl":"https://doi.org/10.1007/s11590-023-02085-7","url":null,"abstract":"<p>In this paper, we find the flimsily robust weakly efficient solution to the uncertain vector optimization problem by means of the weighted sum scalarization method and strictly robust counterpart. In addition, we introduce a higher-order weak upper inner Studniarski epiderivative of set-valued maps, and obtain two properties of the new notion under the assumption of the star-shaped set. Finally, by applying the higher-order weak upper inner Studniarski epiderivative, we obtain a sufficient and necessary optimality condition of the vector-based robust weakly efficient solution to an uncertain vector optimization problem under the condition of the higher-order strictly generalized cone convexity. As applications, the corresponding optimality conditions of the robust (weakly) Pareto solutions are obtained by the current methods.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"88 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2024-02-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139760741","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Shubham Kumar, Deepmala, Milan Hladík, Hossein Moosaei
{"title":"Characterization of unique solvability of absolute value equations: an overview, extensions, and future directions","authors":"Shubham Kumar, Deepmala, Milan Hladík, Hossein Moosaei","doi":"10.1007/s11590-024-02094-0","DOIUrl":"https://doi.org/10.1007/s11590-024-02094-0","url":null,"abstract":"<p>This paper provides an overview of the necessary and sufficient conditions for guaranteeing the unique solvability of absolute value equations. In addition to discussing the basic form of these equations, we also address several generalizations, including generalized absolute value equations and matrix absolute value equations. Our survey encompasses known results as well as novel characterizations proposed in this study.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"42 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2024-02-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139760737","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}