{"title":"Solving continuous set covering problems by means of semi-infinite optimization","authors":"H. Krieg, Tobias Seidel, Jan Schwientek, K. Küfer","doi":"10.1007/s00186-022-00776-y","DOIUrl":"https://doi.org/10.1007/s00186-022-00776-y","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2022-03-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80394610","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":"Discounted stochastic games for continuous-time jump processes with an uncountable state space","authors":"Qingda Wei, Xian Chen","doi":"10.1007/s00186-022-00778-w","DOIUrl":"https://doi.org/10.1007/s00186-022-00778-w","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2022-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82113574","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":"Exploiting complete linear descriptions for decentralized power market problems with integralities","authors":"Lukas Hümbs, Alexander Martin, L. Schewe","doi":"10.1007/s00186-022-00775-z","DOIUrl":"https://doi.org/10.1007/s00186-022-00775-z","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2022-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90785861","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":"Testing indexability and computing Whittle and Gittins index in subcubic time","authors":"Nicolas Gast, B. Gaujal, K. Khun","doi":"10.1007/s00186-023-00821-4","DOIUrl":"https://doi.org/10.1007/s00186-023-00821-4","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2022-03-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75673412","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":"Optimal investments for the standard maximization problem with non-concave utility function in complete market model","authors":"O. Bahchedjioglou, G. Shevchenko","doi":"10.1007/s00186-022-00774-0","DOIUrl":"https://doi.org/10.1007/s00186-022-00774-0","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74321458","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":"Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation","authors":"M. Escobar-Anel, Michel Kschonnek, R. Zagst","doi":"10.1007/s00186-022-00772-2","DOIUrl":"https://doi.org/10.1007/s00186-022-00772-2","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75512975","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}
Elisabeth Gaar, Melanie Siebenhofer, Angelika Wiegele
{"title":"An SDP-based approach for computing the stability number of a graph.","authors":"Elisabeth Gaar, Melanie Siebenhofer, Angelika Wiegele","doi":"10.1007/s00186-022-00773-1","DOIUrl":"10.1007/s00186-022-00773-1","url":null,"abstract":"<p><p>Finding the stability number of a graph, i.e., the maximum number of vertices of which no two are adjacent, is a well known NP-hard combinatorial optimization problem. Since this problem has several applications in real life, there is need to find efficient algorithms to solve this problem. Recently, Gaar and Rendl enhanced semidefinite programming approaches to tighten the upper bound given by the Lovász theta function. This is done by carefully selecting some so-called exact subgraph constraints (ESC) and adding them to the semidefinite program of computing the Lovász theta function. First, we provide two new relaxations that allow to compute the bounds faster without substantial loss of the quality of the bounds. One of these two relaxations is based on including violated facets of the polytope representing the ESCs, the other one adds separating hyperplanes for that polytope. Furthermore, we implement a branch and bound (B&B) algorithm using these tightened relaxations in our bounding routine. We compare the efficiency of our B&B algorithm using the different upper bounds. It turns out that already the bounds of Gaar and Rendl drastically reduce the number of nodes to be explored in the B&B tree as compared to the Lovász theta bound. However, this comes with a high computational cost. Our new relaxations improve the run time of the overall B&B algorithm, while keeping the number of nodes in the B&B tree small.</p>","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8938386/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86712757","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Strategic bidding in price coupled regions","authors":"Jérôme De Boeck, L. Brotcorne, B. Fortz","doi":"10.1007/s00186-021-00768-4","DOIUrl":"https://doi.org/10.1007/s00186-021-00768-4","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2021-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82278856","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":"The knapsack problem with special neighbor constraints","authors":"S. Goebbels, Frank Gurski, Dominique Komander","doi":"10.1007/s00186-021-00767-5","DOIUrl":"https://doi.org/10.1007/s00186-021-00767-5","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2021-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88552064","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}