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Optimization Letters最新文献

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Single machine scheduling to minimize maximum earliness/tardiness cost with job rejection 单机调度，最大限度降低工作拒绝的迟到/迟到成本
IF 1.6 4区 数学
Optimization Letters Pub Date : 2024-01-05 DOI: 10.1007/s11590-023-02086-6
Matan Atsmony, Gur Mosheiov
{"title":"Single machine scheduling to minimize maximum earliness/tardiness cost with job rejection","authors":"Matan Atsmony, Gur Mosheiov","doi":"10.1007/s11590-023-02086-6","DOIUrl":"https://doi.org/10.1007/s11590-023-02086-6","url":null,"abstract":"<p>We study a single machine due-date assignment problem with a common due-date. The objective function is minimizing the maximum earliness/tardiness cost. The scheduler may process only a subset of the jobs and the remaining jobs are rejected. Job-dependent rejection-costs are considered, and an upper bound on the total permitted rejection cost is assumed. The problem is proved to be NP-Hard. We present and test a pseudo-polynomial dynamic programming solution algorithm. An extension to the setting containing additional due-date cost component is also discussed. An efficient implementation of the algorithm is introduced, and medium size problems (containing hundreds of jobs) are shown to be solved in very reasonable running time. In addition, an intuitive heuristic is introduced, tested numerically, and is shown to produce very small optimality gaps.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"59 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2024-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139375462","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}
引用次数: 0
Random-reshuffled SARAH does not need full gradient computations 随机消隐 SARAH 不需要完整梯度计算
IF 1.6 4区 数学
Optimization Letters Pub Date : 2023-12-11 DOI: 10.1007/s11590-023-02081-x
Aleksandr Beznosikov, Martin Takáč
{"title":"Random-reshuffled SARAH does not need full gradient computations","authors":"Aleksandr Beznosikov, Martin Takáč","doi":"10.1007/s11590-023-02081-x","DOIUrl":"https://doi.org/10.1007/s11590-023-02081-x","url":null,"abstract":"<p>The StochAstic Recursive grAdient algoritHm (SARAH) algorithm is a variance reduced variant of the Stochastic Gradient Descent algorithm that needs a gradient of the objective function from time to time. In this paper, we remove the necessity of a full gradient computation. This is achieved by using a randomized reshuffling strategy and aggregating stochastic gradients obtained in each epoch. The aggregated stochastic gradients serve as an estimate of a full gradient in the SARAH algorithm. We provide a theoretical analysis of the proposed approach and conclude the paper with numerical experiments that demonstrate the efficiency of this approach.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"53 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138565993","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}
引用次数: 0
On constraint qualifications and optimality conditions for robust optimization problems through pseudo-differential 通过伪差分论稳健优化问题的约束条件和最优性条件
IF 1.6 4区 数学
Optimization Letters Pub Date : 2023-12-11 DOI: 10.1007/s11590-023-02078-6
Mansoureh Alavi Hejazi, Nooshin Movahedian
{"title":"On constraint qualifications and optimality conditions for robust optimization problems through pseudo-differential","authors":"Mansoureh Alavi Hejazi, Nooshin Movahedian","doi":"10.1007/s11590-023-02078-6","DOIUrl":"https://doi.org/10.1007/s11590-023-02078-6","url":null,"abstract":"<p>In this paper, a nonsmooth nonconvex robust optimization problem is considered. Using the idea of pseudo-differential, nonsmooth versions of the Robinson, Mangasarian–Fromovitz and Abadie constraint qualifications are introduced and their relations with the existence of a local error bound are investigated. Based on the pseudo-differential notion, new necessary optimality conditions are derived under the Abadie constraint qualification. Moreover, an example is provided to clarify the results.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"169 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138565994","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}
引用次数: 0
A self adaptive inertial algorithm for solving variational inequalities over the solution set of the split variational inequality problem 在分裂变分不等式问题解集上求解变分不等式的自适应惯性算法
IF 1.6 4区 数学
Optimization Letters Pub Date : 2023-12-07 DOI: 10.1007/s11590-023-02080-y
Nguyen Thi Thu Thuy, Tran Thanh Tung
{"title":"A self adaptive inertial algorithm for solving variational inequalities over the solution set of the split variational inequality problem","authors":"Nguyen Thi Thu Thuy, Tran Thanh Tung","doi":"10.1007/s11590-023-02080-y","DOIUrl":"https://doi.org/10.1007/s11590-023-02080-y","url":null,"abstract":"<p>The purpose of this paper is to investigate a new inertial self-adaptive iterative algorithm for solving variational inequalities over the solution set of the split variational inequality problem with multiple output sets in real Hilbert spaces. The strong convergence result is given under some mild conditions widely used in the convergence analysis. Our algorithm is accelerated by the inertial technique and eliminates the dependence on the norm of the transformation operators and the strongly monotone and Lipschitz continuous constants of the involved operator. Two applications in the network bandwidth allocation problem and the image classification problem are shown, and some numerical experiments are presented to show the advantages of the proposed algorithm.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"49 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138556350","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}
引用次数: 0
Two-machine job shop scheduling with optional job rejection 具有可选作业拒绝的双机作业车间调度
IF 1.6 4区 数学
Optimization Letters Pub Date : 2023-12-06 DOI: 10.1007/s11590-023-02077-7
Ren-Xia Chen, Shi-Sheng Li
{"title":"Two-machine job shop scheduling with optional job rejection","authors":"Ren-Xia Chen, Shi-Sheng Li","doi":"10.1007/s11590-023-02077-7","DOIUrl":"https://doi.org/10.1007/s11590-023-02077-7","url":null,"abstract":"<p>We investigate a two-machine job shop scheduling problem with optional job rejection. The target is to look for a feasible schedule for the set of accepted jobs so that the sum of the makespan of the accepted jobs and the total penalty of the rejected jobs is minimized. We propose an exact pseudo-polynomial dynamic programming algorithm, a greedy <span>(frac{sqrt{5}+1}{2})</span>-approximation algorithm, an LP-based <span>(frac{e}{e-1})</span>-approximation algorithm, and a fully polynomial time approximation scheme to solve it. We demonstrate that the proportionate case is <span>(mathcal{N}mathcal{P})</span>-hard and provide an <span>(O(n^2))</span>-time algorithm for the agreeable case.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"8 5","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138525753","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}
引用次数: 0
An improved model for estimating optimal VRP solution values 一种估计VRP最优解值的改进模型
IF 1.6 4区 数学
Optimization Letters Pub Date : 2023-12-06 DOI: 10.1007/s11590-023-02082-w
Shuhan Kou, Bruce Golden, Luca Bertazzi
{"title":"An improved model for estimating optimal VRP solution values","authors":"Shuhan Kou, Bruce Golden, Luca Bertazzi","doi":"10.1007/s11590-023-02082-w","DOIUrl":"https://doi.org/10.1007/s11590-023-02082-w","url":null,"abstract":"<p>Since it is computationally expensive to solve the vehicle routing problem (VRP) optimally, as this problem is NP-hard, in this technical note we study how to accurately approximate the optimal VRP tour length. In our previous papers, we developed a linear regression model including the mean and standard deviation of the modified Clarke and Wright heuristic solution values, which was able to predict the optimal VRP tour length fairly well. In this note, we find that by doing a small amount of extra work to include the minimum of the modified Clarke and Wright heuristic solution values, we can improve the predictive results substantially.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"BME-27 12","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138525769","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}
引用次数: 0
Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games 大规模受限随机纳什博弈的随机拉格朗日近似法
IF 1.6 4区 数学
Optimization Letters Pub Date : 2023-12-04 DOI: 10.1007/s11590-023-02079-5
Zeinab Alizadeh, Afrooz Jalilzadeh, Farzad Yousefian
{"title":"Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games","authors":"Zeinab Alizadeh, Afrooz Jalilzadeh, Farzad Yousefian","doi":"10.1007/s11590-023-02079-5","DOIUrl":"https://doi.org/10.1007/s11590-023-02079-5","url":null,"abstract":"<p>In this paper, we consider stochastic monotone Nash games where each player’s strategy set is characterized by possibly a large number of explicit convex constraint inequalities. Notably, the functional constraints of each player may depend on the strategies of other players, allowing for capturing a subclass of generalized Nash equilibrium problems (GNEP). While there is limited work that provide guarantees for this class of stochastic GNEPs, even when the functional constraints of the players are independent of each other, the majority of the existing methods rely on employing projected stochastic approximation (SA) methods. However, the projected SA methods perform poorly when the constraint set is afflicted by the presence of a large number of possibly nonlinear functional inequalities. Motivated by the absence of performance guarantees for computing the Nash equilibrium in constrained stochastic monotone Nash games, we develop a single timescale randomized Lagrangian multiplier stochastic approximation method where in the primal space, we employ an SA scheme, and in the dual space, we employ a randomized block-coordinate scheme where only a randomly selected Lagrangian multiplier is updated. We show that our method achieves a convergence rate of <span>(mathcal {O}left( frac{log (k)}{sqrt{k}}right))</span> for suitably defined suboptimality and infeasibility metrics in a mean sense.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"82 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-12-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138546101","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}
引用次数: 1
Mixed lattice structures and cone projections 混合晶格结构和圆锥投影
IF 1.6 4区 数学
Optimization Letters Pub Date : 2023-12-02 DOI: 10.1007/s11590-023-02075-9
Jani Jokela
{"title":"Mixed lattice structures and cone projections","authors":"Jani Jokela","doi":"10.1007/s11590-023-02075-9","DOIUrl":"https://doi.org/10.1007/s11590-023-02075-9","url":null,"abstract":"<p>Problems related to projections on closed convex cones are frequently encountered in optimization theory and related fields. To study these problems, various unifying ideas have been introduced, including asymmetric vector-valued norms and certain generalized lattice-like operations. We propose a new perspective on these studies by describing how the problem of cone projection can be formulated using an order-theoretic formalism developed in this paper. The underlying mathematical structure is a partially ordered vector space that generalizes the notion of a vector lattice by using two partial orderings and having certain lattice-type properties with respect to these orderings. In this note we introduce a generalization of these so-called mixed lattice spaces, and we show how such structures arise quite naturally in some of the applications mentioned above.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"14 3-4","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-12-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138525771","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}
引用次数: 1
A polytime preprocess algorithm for the maximum independent set problem 最大独立集问题的多时间预处理算法
IF 1.6 4区 数学
Optimization Letters Pub Date : 2023-11-24 DOI: 10.1007/s11590-023-02076-8
Samuel Kroger, Hamidreza Validi, Illya V. Hicks
{"title":"A polytime preprocess algorithm for the maximum independent set problem","authors":"Samuel Kroger, Hamidreza Validi, Illya V. Hicks","doi":"10.1007/s11590-023-02076-8","DOIUrl":"https://doi.org/10.1007/s11590-023-02076-8","url":null,"abstract":"<p>The maximum independent set (MIS) seeks to find a subset of vertices with the maximum size such that no pair of its vertices are adjacent. This paper develops a recursive fixing procedure that generalizes the existing polytime algorithm to solve the maximum independent set problem on chordal graphs, which admit simplicial orderings. We prove that the generalized fixing procedure is safe; i.e., it does not remove all optimal solutions of the MIS problem from the solution space. Our computational results show that the proposed recursive fixing algorithm, along with the basic mixed integer programming (MIP) of the MIS, outperforms the pure MIP formulation of the problem. Our codes, data, and results are available on GitHub.</p>","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"23 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138542337","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}
引用次数: 0
A criterion for Q-tensors q张量的一个判据
4区 数学
Optimization Letters Pub Date : 2023-11-14 DOI: 10.1007/s11590-023-02074-w
Sonali Sharma, K. Palpandi
{"title":"A criterion for Q-tensors","authors":"Sonali Sharma, K. Palpandi","doi":"10.1007/s11590-023-02074-w","DOIUrl":"https://doi.org/10.1007/s11590-023-02074-w","url":null,"abstract":"","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"23 17","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134991505","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}
引用次数: 0
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