or SpectrumPub Date : 2022-01-01Epub Date: 2021-03-06DOI: 10.1007/s00291-020-00616-7
Sophie N Parragh, Fabien Tricoire, Walter J Gutjahr
{"title":"A branch-and-Benders-cut algorithm for a bi-objective stochastic facility location problem.","authors":"Sophie N Parragh, Fabien Tricoire, Walter J Gutjahr","doi":"10.1007/s00291-020-00616-7","DOIUrl":"10.1007/s00291-020-00616-7","url":null,"abstract":"<p><p>In many real-world optimization problems, more than one objective plays a role and input parameters are subject to uncertainty. In this paper, motivated by applications in disaster relief and public facility location, we model and solve a bi-objective stochastic facility location problem. The considered objectives are cost and covered demand, where the demand at the different population centers is uncertain but its probability distribution is known. The latter information is used to produce a set of scenarios. In order to solve the underlying optimization problem, we apply a Benders' type decomposition approach which is known as the L-shaped method for stochastic programming and we embed it into a recently developed branch-and-bound framework for bi-objective integer optimization. We analyze and compare different cut generation schemes and we show how they affect lower bound set computations, so as to identify the best performing approach. Finally, we compare the branch-and-Benders-cut approach to a straight-forward branch-and-bound implementation based on the deterministic equivalent formulation.</p>","PeriodicalId":54668,"journal":{"name":"or Spectrum","volume":"44 1","pages":"419-459"},"PeriodicalIF":1.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9165290/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43749868","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
or SpectrumPub Date : 2021-12-07DOI: 10.1007/s00291-021-00663-8
Heiko Diefenbach, Simon Emde, C. Glock, E. Grosse
{"title":"New solution procedures for the order picker routing problem in U-shaped pick areas with a movable depot","authors":"Heiko Diefenbach, Simon Emde, C. Glock, E. Grosse","doi":"10.1007/s00291-021-00663-8","DOIUrl":"https://doi.org/10.1007/s00291-021-00663-8","url":null,"abstract":"","PeriodicalId":54668,"journal":{"name":"or Spectrum","volume":"44 1","pages":"535 - 573"},"PeriodicalIF":2.7,"publicationDate":"2021-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"52449081","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}
or SpectrumPub Date : 2021-11-25DOI: 10.1007/s00291-021-00660-x
Xiyang Lei, Yongjun Li, A. Morton
{"title":"Dominance and ranking interval in DEA parallel production systems","authors":"Xiyang Lei, Yongjun Li, A. Morton","doi":"10.1007/s00291-021-00660-x","DOIUrl":"https://doi.org/10.1007/s00291-021-00660-x","url":null,"abstract":"","PeriodicalId":54668,"journal":{"name":"or Spectrum","volume":"44 1","pages":"649 - 675"},"PeriodicalIF":2.7,"publicationDate":"2021-11-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"52449013","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}
or SpectrumPub Date : 2021-11-18DOI: 10.1007/s00291-023-00719-x
Francesco Cesarone, M. Martino, F. Tardella
{"title":"Mean-Variance-VaR portfolios: MIQP formulation and performance analysis","authors":"Francesco Cesarone, M. Martino, F. Tardella","doi":"10.1007/s00291-023-00719-x","DOIUrl":"https://doi.org/10.1007/s00291-023-00719-x","url":null,"abstract":"","PeriodicalId":54668,"journal":{"name":"or Spectrum","volume":"1 1","pages":"1-27"},"PeriodicalIF":2.7,"publicationDate":"2021-11-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41683258","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}
or SpectrumPub Date : 2021-10-23DOI: 10.1007/s00291-021-00657-6
Dipankar Mondal, N. Selvaraju
{"title":"Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework","authors":"Dipankar Mondal, N. Selvaraju","doi":"10.1007/s00291-021-00657-6","DOIUrl":"https://doi.org/10.1007/s00291-021-00657-6","url":null,"abstract":"","PeriodicalId":54668,"journal":{"name":"or Spectrum","volume":"44 1","pages":"225 - 248"},"PeriodicalIF":2.7,"publicationDate":"2021-10-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"52448949","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}
or SpectrumPub Date : 2021-09-27DOI: 10.1007/s00291-021-00656-7
C. Pfeiffer, Arne Schulz
{"title":"An ALNS algorithm for the static dial-a-ride problem with ride and waiting time minimization","authors":"C. Pfeiffer, Arne Schulz","doi":"10.1007/s00291-021-00656-7","DOIUrl":"https://doi.org/10.1007/s00291-021-00656-7","url":null,"abstract":"","PeriodicalId":54668,"journal":{"name":"or Spectrum","volume":"44 1","pages":"87 - 119"},"PeriodicalIF":2.7,"publicationDate":"2021-09-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"52448878","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}
or SpectrumPub Date : 2021-08-09DOI: 10.1007/s00291-021-00649-6
B. Ebrahimi, M. Tavana, Andreas Kleine, Andreas Dellnitz
{"title":"An epsilon-based data envelopment analysis approach for solving performance measurement problems with interval and ordinal dual-role factors","authors":"B. Ebrahimi, M. Tavana, Andreas Kleine, Andreas Dellnitz","doi":"10.1007/s00291-021-00649-6","DOIUrl":"https://doi.org/10.1007/s00291-021-00649-6","url":null,"abstract":"","PeriodicalId":54668,"journal":{"name":"or Spectrum","volume":"43 1","pages":"1103 - 1124"},"PeriodicalIF":2.7,"publicationDate":"2021-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s00291-021-00649-6","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45401700","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}
or SpectrumPub Date : 2021-07-27DOI: 10.1007/s00291-021-00643-y
Qingxian An, Ping Wang, Hong-lin Yang, Zongrun Wang
{"title":"Fixed cost allocation in two-stage system using DEA from a noncooperative view","authors":"Qingxian An, Ping Wang, Hong-lin Yang, Zongrun Wang","doi":"10.1007/s00291-021-00643-y","DOIUrl":"https://doi.org/10.1007/s00291-021-00643-y","url":null,"abstract":"","PeriodicalId":54668,"journal":{"name":"or Spectrum","volume":"43 1","pages":"1077 - 1102"},"PeriodicalIF":2.7,"publicationDate":"2021-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s00291-021-00643-y","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45417492","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}