Mathematical Methods of Operations Research最新文献_第3页

Trilevel and multilevel optimization using monotone operator theory 利用单调算子理论进行三级和多级优化

IF 1.2 4区数学

Mathematical Methods of Operations Research Pub Date : 2024-02-28 DOI: 10.1007/s00186-024-00852-5

引用次数: 0

The non-preemptive ‘Join the Shortest Queue–Serve the Longest Queue’ service system with or without switch-over times 非抢占式 "加入最短队列-为最长队列服务 "服务系统，有无切换时间限制

IF 1.2 4区数学

Mathematical Methods of Operations Research Pub Date : 2024-02-26 DOI: 10.1007/s00186-023-00848-7

Efrat Perel, Nir Perel, Uri Yechiali

{"title":"The non-preemptive ‘Join the Shortest Queue–Serve the Longest Queue’ service system with or without switch-over times","authors":"Efrat Perel, Nir Perel, Uri Yechiali","doi":"10.1007/s00186-023-00848-7","DOIUrl":"https://doi.org/10.1007/s00186-023-00848-7","url":null,"abstract":"<p>A 2-queue system with a single-server operating according to the combined ‘Join the Shortest Queue–Serve the Longest Queue’ regime is analyzed. Both cases, with or without server’s switch-over times, are investigated under the non-preemptive discipline. Instead of dealing with a state space comprised of two un-bounded dimensions, a non-conventional formulation is constructed, leading to an alternative two-dimensional state space, where only one dimension is infinite. As a result, the system is defined as a quasi birth and death process and is analyzed via both the probability generating functions method and the matrix geometric formulation. Consequently, the system’s two-dimensional probability mass function is derived, from which the system’s performance measures, such as mean queue sizes, mean sojourn times, fraction of time the server resides in each queue, correlation coefficient between the queue sizes, and the probability mass function of the difference between the queue sizes, are obtained. Extensive numerical results for various values of the system’s parameters are presented, as well as a comparison between the current non-preemptive model and its twin system of preemptive service regime. One of the conclusions is that, depending on the variability of the various parameters, the preemptive regime is not necessarily more efficient than the non-preemptive one. Finally, economic issues are discussed and numerical comparisons are presented, showing the advantages and disadvantages of each regime.</p>","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2024-02-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139980019","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

Combining discrete and continuous information for multi-criteria optimization problems 结合离散和连续信息，解决多标准优化问题

IF 1.2 4区数学

Mathematical Methods of Operations Research Pub Date : 2024-02-23 DOI: 10.1007/s00186-024-00849-0

引用次数: 0

A unified approach to inverse robust optimization problems 逆鲁棒性优化问题的统一方法

IF 1.2 4区数学

Mathematical Methods of Operations Research Pub Date : 2024-02-22 DOI: 10.1007/s00186-023-00844-x

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Complexity of the multiobjective minimum weight minimum stretch spanner problem 多目标最小权重最小拉伸扳手问题的复杂性

IF 1.2 4区数学

Mathematical Methods of Operations Research Pub Date : 2024-02-15 DOI: 10.1007/s00186-024-00850-7

Fritz Bökler, Henning Jasper

引用次数: 0

Stochastic Gauss–Seidel type inertial proximal alternating linearized minimization and its application to proximal neural networks 随机高斯-赛德尔型惯性近端交替线性化最小化及其在近端神经网络中的应用

IF 1.2 4区数学

Mathematical Methods of Operations Research Pub Date : 2024-02-06 DOI: 10.1007/s00186-024-00851-6

{"title":"Stochastic Gauss–Seidel type inertial proximal alternating linearized minimization and its application to proximal neural networks","authors":"","doi":"10.1007/s00186-024-00851-6","DOIUrl":"https://doi.org/10.1007/s00186-024-00851-6","url":null,"abstract":"<h3>Abstract</h3> <p>In many optimization problems arising from machine learning, image processing, and statistics communities, the objective functions possess a special form involving huge amounts of data, which encourages the application of stochastic algorithms. In this paper, we study such a broad class of nonconvex nonsmooth minimization problems, whose objective function is the sum of a smooth function of the entire variables and two nonsmooth functions of each variable. We propose to solve this problem with a stochastic Gauss–Seidel type inertial proximal alternating linearized minimization (denoted by SGiPALM) algorithm. We prove that under Kurdyka–Łojasiewicz (KŁ) property and some mild conditions, each bounded sequence generated by SGiPALM with the variance-reduced stochastic gradient estimator globally converges to a critical point after a finite number of iterations, or almost surely satisfies the finite length property. We also apply the SGiPALM algorithm to the proximal neural networks (PNN) with 4 layers for classification tasks on the MNIST dataset and compare it with other deterministic and stochastic optimization algorithms, the results illustrate the effectiveness of the proposed algorithm.</p>","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2024-02-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139759238","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

Solving quasimonotone and non-monotone variational inequalities 求解准单调和非单调变分不等式

IF 1.2 4区数学

Mathematical Methods of Operations Research Pub Date : 2024-01-19 DOI: 10.1007/s00186-023-00846-9

V. A. Uzor, T. O. Alakoya, O. T. Mewomo, A. Gibali

引用次数: 0

A fast and robust algorithm for solving biobjective mixed integer programs 求解生物目标混合整数程序的快速稳健算法

IF 1.2 4区数学

Mathematical Methods of Operations Research Pub Date : 2024-01-12 DOI: 10.1007/s00186-023-00843-y

Diego Pecin, Ian Herszterg, Tyler A. Perini, N. Boland, M. Savelsbergh

引用次数: 0

An outer approximation algorithm for generating the Edgeworth–Pareto hull of multi-objective mixed-integer linear programming problems 生成多目标混合整数线性规划问题埃奇沃斯-帕雷托体的外近似算法

IF 1.2 4区数学

Mathematical Methods of Operations Research Pub Date : 2024-01-04 DOI: 10.1007/s00186-023-00847-8

Fritz Bökler, Sophie N. Parragh, Markus Sinnl, Fabien Tricoire

{"title":"An outer approximation algorithm for generating the Edgeworth–Pareto hull of multi-objective mixed-integer linear programming problems","authors":"Fritz Bökler, Sophie N. Parragh, Markus Sinnl, Fabien Tricoire","doi":"10.1007/s00186-023-00847-8","DOIUrl":"https://doi.org/10.1007/s00186-023-00847-8","url":null,"abstract":"<p>In this paper, we present an outer approximation algorithm for computing the Edgeworth–Pareto hull of multi-objective mixed-integer linear programming problems (MOMILPs). It produces the extreme points (i.e., the vertices) as well as the facets of the Edgeworth–Pareto hull. We note that these extreme points are the extreme supported non-dominated points of a MOMILP. We also show how to extend the concept of geometric duality for multi-objective linear programming problems to the Edgeworth–Pareto hull of MOMILPs and use this extension to develop the algorithm. The algorithm relies on a novel oracle that solves single-objective weighted-sum problems and we show that the required number of oracle calls is polynomial in the number of facets of the convex hull of the extreme supported non-dominated points in the case of MOMILPs. Thus, for MOMILPs for which the weighted-sum problem is solvable in polynomial time, the facets can be computed with incremental-polynomial delay—a result that was formerly only known for the computation of extreme supported non-dominated points. Our algorithm can be an attractive option to compute lower bound sets within multi-objective branch-and-bound algorithms for solving MOMILPs. This is for several reasons as (i) the algorithm starts from a trivial valid lower bound set then iteratively improves it, thus at any iteration of the algorithm a lower bound set is available; (ii) the algorithm also produces efficient solutions (i.e., solutions in the decision space); (iii) in any iteration of the algorithm, a relaxation of the MOMILP can be solved, and the obtained points and facets still provide a valid lower bound set. Moreover, for the special case of multi-objective linear programming problems, the algorithm solves the problem to global optimality. A computational study on a set of benchmark instances from the literature is provided.</p>","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2024-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139103884","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 spline smoothing homotopy method for nonlinear programming problems with both inequality and equality constraints 具有不等式和等式约束的非线性程序设计问题的样条平滑同调方法

IF 1.2 4区数学

Mathematical Methods of Operations Research Pub Date : 2023-12-16 DOI: 10.1007/s00186-023-00845-w

Li Dong, Zhengyong Zhou, Li Yang

引用次数: 0