发布求助
文献互助 智能选刊 最新文献

Military Operations Research最新文献

筛选
英文 中文
Nonrobust Strong Knapsack Cuts for Capacitated Location Routing and Related Problems 有能力位置路由的非鲁棒强背包切割及相关问题
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-06-06 DOI: 10.1287/opre.2023.2458
P. Liguori, A. Mahjoub, G. Marquès, R. Sadykov, Eduardo Uchoa
{"title":"Nonrobust Strong Knapsack Cuts for Capacitated Location Routing and Related Problems","authors":"P. Liguori, A. Mahjoub, G. Marquès, R. Sadykov, Eduardo Uchoa","doi":"10.1287/opre.2023.2458","DOIUrl":"https://doi.org/10.1287/opre.2023.2458","url":null,"abstract":"“Nonrobust Strong Knapsack Cuts for Capacitated Location Routing and Related Problems,” by Liguori et al., presents a novel BCP algorithm for the CLRP and for other problems that share a nested knapsack structure. It outperforms existing exact algorithms in the literature, making it a powerful tool for solving instances with a large number of depot locations. A key methodological contribution is the introduction of RLKCs, a family of nonrobust cuts derived from the “outer” knapsack constraints. These cuts are strong in the sense that they contain all facets of the master knapsack polytope, dominating the cover cuts by Dabia et al. (2019) . By exploring their monotonicity and superadditivity properties, it is possible to adapt the labeling algorithm for handling RLKCs efficiently. The overall positive impact of RLKCs on the BCP performance varies depending on the problem and instance characteristics, but they have proven particularly effective for CLRP instances with tight depot capacities, making the final BCP algorithm more reliable.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"19 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-06-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79330406","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact 准弹性市场冲击下的最优杠杆投资组合选择
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-05-24 DOI: 10.1287/opre.2023.2462
Chanaka Edirisinghe, Jingnan Chen, Jaehwan Jeong
{"title":"Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact","authors":"Chanaka Edirisinghe, Jingnan Chen, Jaehwan Jeong","doi":"10.1287/opre.2023.2462","DOIUrl":"https://doi.org/10.1287/opre.2023.2462","url":null,"abstract":"Dangers of Ignoring Market Friction When Leveraging Financial Portfolios Portfolio leveraging is a standard industry practice to target higher fund returns, for example, in risk parity asset allocation. However, the existing models of optimal bet sizing fail to integrate analytically the impact on leveraged portfolio selection resulting from market liquidity issues. The paper “Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact” considers a market in which both temporary and permanent impact on trading prices are present with the former impact being sufficiently large relative to the latter. Our analytical conclusions, supported by a case study that uses even relatively more liquid U.S. exchange-traded fund assets, demonstrate that fund managers are ill advised to ignore market friction when leveraging to achieve target higher returns. Not only risk-adjusted returns significantly deteriorate, but also those losses become steeper when setting higher targets requiring increased levels of leverage. Moreover, leverage-constrained and less risk-averse investors ignoring liquidity costs ex ante face the most losses in expected utility ex post.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"107 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83427212","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Is Separately Modeling Subpopulations Beneficial for Sequential Decision-Making? 单独建模亚种群对序列决策有利吗?
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-05-18 DOI: 10.1287/opre.2023.2474
Ilbin Lee
{"title":"Is Separately Modeling Subpopulations Beneficial for Sequential Decision-Making?","authors":"Ilbin Lee","doi":"10.1287/opre.2023.2474","DOIUrl":"https://doi.org/10.1287/opre.2023.2474","url":null,"abstract":"When applying decision models, we often estimate input parameters using data. In healthcare and some other applications, data are collected from a population of different entities, such as patients. Thus, one faces a modeling question of whether to estimate different models for subpopulations (called stratifying). The potential benefit of stratifying comes from the heterogeneity of subpopulations. For example, patients who progress faster than others require a separate model and a tailored treatment plan. In “Is Separately Modeling Subpopulations Beneficial for Sequential Decision-Making?,” Lee provides theoretical results and empirical methods for deciding whether to stratify subpopulations. The article also presents how to use its results to select the best stratification among many. Improving medical decisions by tailoring to each subpopulation is a building block of precision medicine, and thus, this work aligns closely with the precision medicine paradigm.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"41 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-05-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73886960","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Utility Preference Robust Optimization with Moment-Type Information Structure 基于矩型信息结构的效用偏好鲁棒优化
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-05-17 DOI: 10.1287/opre.2023.2464
Shaoyan Guo, Huifu Xu, Sainan Zhang
{"title":"Utility Preference Robust Optimization with Moment-Type Information Structure","authors":"Shaoyan Guo, Huifu Xu, Sainan Zhang","doi":"10.1287/opre.2023.2464","DOIUrl":"https://doi.org/10.1287/opre.2023.2464","url":null,"abstract":"Utility Preference Robust Optimization with Moment-Type Information Structure In some decision-making problems, information on the true utility function of the decision maker may be incomplete, which may bring potential modeling risk. In “Utility Preference Robust Optimization with Moment-Type Information Structure,” Guo, Xu, and Zhang propose a maximin utility preference robust optimization model where information about the DM’s preference is constructed by moment-type conditions. The authors propose a piecewise linear approximation approach to tackle the maximin problem, reformulate the approximate problem as a single mixed integer linear program, and derive error bounds for the approximate ambiguity set, the optimal value, and the optimal solutions. To examine the performance of the model and the computational schemes, they carry out extensive numerical tests and demonstrate the effectiveness of the model and efficiency of the computational methods.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"66 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82336721","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 7
Sequential Learning with a Similarity Selection Index 基于相似性选择索引的顺序学习
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-05-17 DOI: 10.1287/opre.2023.2478
Yi Zhou, M. Fu, I. Ryzhov
{"title":"Sequential Learning with a Similarity Selection Index","authors":"Yi Zhou, M. Fu, I. Ryzhov","doi":"10.1287/opre.2023.2478","DOIUrl":"https://doi.org/10.1287/opre.2023.2478","url":null,"abstract":"In large-scale simulation optimization, it is impossible to exhaustively simulate every choice. However, there are often inherent similarities between choices: for example, two similar sets of input settings to a simulation model can reasonably be expected to produce similar output. The information gained from simulating one choice can thus be used to infer the values of other similar choices, enabling learning more from a relatively small number of samples. The paper “Sequential Learning with a Similarity Selection Index,” by Zhou, Fu, and Ryzhov, develops a new similarity model to improve the final selection decision after all samples have been collected. The new “similarity indices” are complementary to all existing information collection procedures, which do not focus on the final decision. At the same time, the new model allows a tractable theoretical treatment of an optimal procedure, which can be efficiently approximated.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"24 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74040312","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
The Generalized c/μ Rule for Queues with Heterogeneous Server Pools 异构服务器池队列的广义c/μ规则
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-05-17 DOI: 10.1287/opre.2023.2472
Zhenghua Long, Hailun Zhang, Jiheng Zhang, Z. Zhang
{"title":"The Generalized c/μ Rule for Queues with Heterogeneous Server Pools","authors":"Zhenghua Long, Hailun Zhang, Jiheng Zhang, Z. Zhang","doi":"10.1287/opre.2023.2472","DOIUrl":"https://doi.org/10.1287/opre.2023.2472","url":null,"abstract":"Dynamic Routing of Queues with Heterogeneous Server Pools In “The Generalized c/μ Rule for Queues with Heterogeneous Server Pools,” Long, Zhang, Zhang, and Zhang study the optimal control of queueing systems with heterogeneous server pools and a single customer class. The goal is to balance the holding cost of the queue with the operating costs of the server pools. They introduce the target-allocation policy, the Gc/μ rule, and the fixed priority policy for systems with general, convex, and concave cost functions, respectively. They also consider an extension to minimize operating costs and maintain a service-level target for customers waiting in the queue. Moreover, they show that their asymptotically optimal routing policies coincide with several classic policies in the literature in special cases.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"154 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90418257","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An Exponential Cone Programming Approach for Managing Electric Vehicle Charging 电动汽车充电管理的指数锥规划方法
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-05-16 DOI: 10.1287/opre.2023.2460
Li Chen, Long He, Y. Zhou
{"title":"An Exponential Cone Programming Approach for Managing Electric Vehicle Charging","authors":"Li Chen, Long He, Y. Zhou","doi":"10.1287/opre.2023.2460","DOIUrl":"https://doi.org/10.1287/opre.2023.2460","url":null,"abstract":"In “An Exponential Cone programming Approach for Managing Electric Vehicle Charging,” Chen, He, and Zhou propose a novel ECP approach to solving large-scale optimization of electric vehicle charging in public stations such as EVgo. Other than the stochastic arrivals of customers with different arrival/departure times and charging requirements, charging stations routinely incur high demand charges, costs related to the highest per-period total electricity used in a billing cycle, which can be as high as 70% of the total electricity bill. For the case with unlimited chargers, the authors characterize the theoretical performances of the ECP approach. For the case with limited chargers, the authors construct an ECP leveraging the idea from distributionally robust optimization and show in a data-calibrated numerical study that it performs better than common approaches, considering many practical implementation issues. The authors’ method of constructing ECPs can be potentially applicable to approximate more general two-stage stochastic programs.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"18 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87131234","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Estimating Large-Scale Tree Logit Models 估计大规模树Logit模型
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-05-16 DOI: 10.1287/opre.2023.2479
Srikanth Jagabathula, Paat Rusmevichientong, Ashwin Venkataraman, Xinyi Zhao
{"title":"Estimating Large-Scale Tree Logit Models","authors":"Srikanth Jagabathula, Paat Rusmevichientong, Ashwin Venkataraman, Xinyi Zhao","doi":"10.1287/opre.2023.2479","DOIUrl":"https://doi.org/10.1287/opre.2023.2479","url":null,"abstract":"In “Estimating Large-Scale Tree Logit Models,” S. Jagabathula, P. Rusmevichientong, A. Venkataraman, and X. Zhao tackle the demand estimation problem under the tree logit model, also known as the nested logit or d-level nested logit model. The model is ideal for scenarios in which products can be grouped naturally based on their attributes into a hierarchy or taxonomy, such as flight itineraries grouped by departure time (morning or evening) and number of stops (nonstop or one stop). The current estimation methods are not practical for real-world applications that can involve hundreds or even thousands of products. The authors develop a fast, iterative method that computes a sequence of parameter estimates using simple closed-form updates by exploiting the structure of the negative log-likelihood objective. Numerical results on both synthetic and real data show that their proposed algorithm outperforms state-of-the-art optimization methods, especially for large-scale tree logit models with thousands of products.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"462 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82987979","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Converging Benders’ Decomposition Algorithm for Two-Stage Mixed-Integer Recourse Models 两阶段混合整数追索权模型的收敛Benders分解算法
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-05-12 DOI: 10.1287/opre.2021.2223
N. van der Laan, Ward Romeijnders
{"title":"A Converging Benders’ Decomposition Algorithm for Two-Stage Mixed-Integer Recourse Models","authors":"N. van der Laan, Ward Romeijnders","doi":"10.1287/opre.2021.2223","DOIUrl":"https://doi.org/10.1287/opre.2021.2223","url":null,"abstract":"Novel Optimality Cuts for Two-Stage Stochastic Mixed-Integer Programs The applicability and use of two-stage stochastic mixed-integer programs is well-established, thus calling for efficient decomposition algorithms to solve them. Such algorithms typically rely on optimality cuts to approximate the expected second stage cost function from below. In “A Converging Benders’ Decomposition Algorithm for Mixed-Integer Recourse Models,” van der Laan and Romeijnders derive a new family of optimality cuts that is sufficiently rich to identify the optimal solution of two-stage stochastic mixed-integer programs in general. That is, general mixed-integer decision variables are allowed in both stages, and all data elements are allowed to be random. Moreover, these new optimality cuts require computations that decompose by scenario, and thus, they can be computed efficiently. Van der Laan and Romeijnders demonstrate the potential of their approach on a range of problem instances, including the DCAP instances from SIPLIB.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"12 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-05-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78507565","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 11
Technical Note—The Complexity of the Pricing Problem of the Set Partitioning Formulation of Vehicle Routing Problems 技术笔记——车辆路线问题集划分公式定价问题的复杂性
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-05-11 DOI: 10.1287/opre.2023.2481
R. Spliet
{"title":"Technical Note—The Complexity of the Pricing Problem of the Set Partitioning Formulation of Vehicle Routing Problems","authors":"R. Spliet","doi":"10.1287/opre.2023.2481","DOIUrl":"https://doi.org/10.1287/opre.2023.2481","url":null,"abstract":"The pricing problem of vehicle routing problems is strongly NP hard. Many algorithms for finding optimal solutions to various vehicle routing problems rely on a subroutine to solve a so-called pricing problem of a set partitioning formulation. Only exponential time algorithms are known for these pricing problems. Therefore, the set partitioning formulation is oftentimes relaxed at the expense of weaker LP bounds, so that the resulting pricing problem can now be solved using a pseudopolynomial or polynomial time algorithm. In “The Complexity of the Pricing Problem of the Set Partitioning Formulation of Vehicle Routing Problems,” it is proven by Remy Spliet that the pricing problem is strongly NP hard for many different vehicle routing problems. This means that, unless P = NP, no pseudopolynomial or polynomial time algorithm exists for the pricing problem, justifying the common use of relaxations.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"143 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76433218","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信