Mathematical Methods of Operations Research最新文献

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Solving continuous set covering problems by means of semi-infinite optimization 用半无限优化方法求解连续集覆盖问题
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2022-03-29 DOI: 10.1007/s00186-022-00776-y
H. Krieg, Tobias Seidel, Jan Schwientek, K. Küfer
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引用次数: 0
Discounted stochastic games for continuous-time jump processes with an uncountable state space 具有不可数状态空间的连续时间跳跃过程的贴现随机对策
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2022-03-28 DOI: 10.1007/s00186-022-00778-w
Qingda Wei, Xian Chen
{"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}
引用次数: 0
Exploiting complete linear descriptions for decentralized power market problems with integralities 利用具有完整性的分散电力市场问题的完全线性描述
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2022-03-26 DOI: 10.1007/s00186-022-00775-z
Lukas Hümbs, Alexander Martin, L. Schewe
{"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}
引用次数: 1
Testing indexability and computing Whittle and Gittins index in subcubic time 亚立方时间内可索引性测试及Whittle和Gittins索引的计算
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2022-03-10 DOI: 10.1007/s00186-023-00821-4
Nicolas Gast, B. Gaujal, K. Khun
{"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}
引用次数: 8
Optimal investments for the standard maximization problem with non-concave utility function in complete market model 完全市场模型下非凹效用函数标准最大化问题的最优投资
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2022-02-01 DOI: 10.1007/s00186-022-00774-0
O. Bahchedjioglou, G. Shevchenko
{"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}
引用次数: 1
Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation 投资组合优化:不一定是凹效用和对财富和配置的约束
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2022-02-01 DOI: 10.1007/s00186-022-00772-2
M. Escobar-Anel, Michel Kschonnek, R. Zagst
{"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}
引用次数: 0
Lagrangian heuristic for simultaneous subsidization and penalization: implementations on rooted travelling salesman games 同时补贴和惩罚的拉格朗日启发式:扎根旅行推销员对策的实现
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2022-02-01 DOI: 10.1007/s00186-022-00771-3
Lindong Liu, Yuqian Zhou, Zikang Li
{"title":"Lagrangian heuristic for simultaneous subsidization and penalization: implementations on rooted travelling salesman games","authors":"Lindong Liu, Yuqian Zhou, Zikang Li","doi":"10.1007/s00186-022-00771-3","DOIUrl":"https://doi.org/10.1007/s00186-022-00771-3","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":"80426172","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
An SDP-based approach for computing the stability number of a graph. 基于 SDP 的图形稳定性计算方法
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2022-01-01 Epub Date: 2022-03-12 DOI: 10.1007/s00186-022-00773-1
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}
引用次数: 0
Strategic bidding in price coupled regions 价格耦合地区的战略竞价
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2021-12-29 DOI: 10.1007/s00186-021-00768-4
Jérôme De Boeck, L. Brotcorne, B. Fortz
{"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}
引用次数: 0
The knapsack problem with special neighbor constraints 具有特殊邻域约束的背包问题
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2021-12-28 DOI: 10.1007/s00186-021-00767-5
S. Goebbels, Frank Gurski, Dominique Komander
{"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}
引用次数: 3
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