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Anchored rescheduling problem with non-availability periods 具有不可用时段的锚定重新安排问题
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-11-01 DOI: 10.1016/j.orl.2024.107201
{"title":"Anchored rescheduling problem with non-availability periods","authors":"","doi":"10.1016/j.orl.2024.107201","DOIUrl":"10.1016/j.orl.2024.107201","url":null,"abstract":"<div><div>A set of jobs with precedence constraints is given along with a baseline schedule, resulting from the first-stage decision of a robust two-stage scheduling problem. Non-availability periods caused by unpredicted disruptions prevent jobs from being executed on certain time intervals, thus requiring rescheduling. The anchored rescheduling problem with non-availability periods is to find a schedule maximizing the number of so-called anchored jobs whose starting times remain close to the baseline schedule. It is shown to be solvable in polynomial time.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142586699","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
Break maximization for round-robin tournaments without consecutive breaks 无连续休息时间循环赛的休息时间最大化
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-11-01 DOI: 10.1016/j.orl.2024.107200
{"title":"Break maximization for round-robin tournaments without consecutive breaks","authors":"","doi":"10.1016/j.orl.2024.107200","DOIUrl":"10.1016/j.orl.2024.107200","url":null,"abstract":"<div><div>In sports scheduling, particularly for round-robin tournaments, an important objective is to create equitable game schedules. Our focus is on developing schedules that balance the number of home and away games to ensure fairness, while also maximizing the number of consecutive home games and consecutive away games, referred to as breaks. This paper establishes upper bounds for the number of breaks and demonstrates that these bounds are tight for up to 36 teams.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142560792","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
The circle packing problem: A theoretical comparison of various convexification techniques 圆包装问题：各种凸化技术的理论比较
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-10-16 DOI: 10.1016/j.orl.2024.107197
{"title":"The circle packing problem: A theoretical comparison of various convexification techniques","authors":"","doi":"10.1016/j.orl.2024.107197","DOIUrl":"10.1016/j.orl.2024.107197","url":null,"abstract":"<div><div>We consider the problem of packing a given number of congruent circles with the maximum radius in a unit square as a mathematical optimization problem. Due to the presence of non-overlapping constraints, this problem is a notoriously difficult nonconvex quadratically constrained optimization problem, which possesses many local optima. We consider several popular convexification techniques, giving rise to linear programming relaxations and semidefinite programming relaxations for the circle packing problem. We compare the strength of these relaxations theoretically, thereby proving the conjectures by Anstreicher. Our results serve as a theoretical justification for the ineffectiveness of existing machinery for convexification of non-overlapping constraints.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142534930","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
Structured pruning of neural networks for constraints learning 对神经网络进行结构化修剪以促进约束学习
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-10-15 DOI: 10.1016/j.orl.2024.107194
{"title":"Structured pruning of neural networks for constraints learning","authors":"","doi":"10.1016/j.orl.2024.107194","DOIUrl":"10.1016/j.orl.2024.107194","url":null,"abstract":"<div><div>In recent years, the integration of Machine Learning (ML) models with Operation Research (OR) tools has gained popularity in applications such as cancer treatment, algorithmic configuration, and chemical process optimization. This integration often uses Mixed Integer Programming (MIP) formulations to represent the chosen ML model, that is often an Artificial Neural Networks (ANNs) due to their widespread use. However, ANNs frequently contain a large number of parameters, resulting in MIP formulations impractical to solve. In this paper we showcase the effectiveness of a ANN pruning, when applied to models prior to their integration into MIPs. We discuss why pruning is more suitable in this context than other ML compression techniques, and we highlight the potential of appropriate pruning strategies via experiments on MIPs used to construct adversarial examples to ANNs. Our results demonstrate that pruning offers remarkable reductions in solution times without hindering the quality of the final decision, enabling the resolution of previously unsolvable instances.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-10-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142441127","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
Worst-case analysis of restarted primal-dual hybrid gradient on totally unimodular linear programs 完全单模态线性程序上重启原始双混合梯度的最坏情况分析
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-10-15 DOI: 10.1016/j.orl.2024.107199
{"title":"Worst-case analysis of restarted primal-dual hybrid gradient on totally unimodular linear programs","authors":"","doi":"10.1016/j.orl.2024.107199","DOIUrl":"10.1016/j.orl.2024.107199","url":null,"abstract":"<div><div>We analyze restarted PDHG on totally unimodular linear programs. In particular, we show that restarted PDHG finds an <em>ϵ</em>-optimal solution in <span><math><mi>O</mi><mo>(</mo><mi>H</mi><msubsup><mrow><mi>m</mi></mrow><mrow><mn>1</mn></mrow><mrow><mn>2.5</mn></mrow></msubsup><msqrt><mrow><mtext>nnz</mtext><mo>(</mo><mi>A</mi><mo>)</mo></mrow></msqrt><mi>log</mi><mo>⁡</mo><mo>(</mo><mi>H</mi><msub><mrow><mi>m</mi></mrow><mrow><mn>2</mn></mrow></msub><mo>/</mo><mi>ϵ</mi><mo>)</mo><mo>)</mo></math></span> matrix-vector multiplies where <span><math><msub><mrow><mi>m</mi></mrow><mrow><mn>1</mn></mrow></msub></math></span> is the number of constraints, <span><math><msub><mrow><mi>m</mi></mrow><mrow><mn>2</mn></mrow></msub></math></span> the number of variables, <span><math><mtext>nnz</mtext><mo>(</mo><mi>A</mi><mo>)</mo></math></span> is the number of nonzeros in the constraint matrix, <em>H</em> is the largest absolute coefficient in the right hand side or objective vector, and <em>ϵ</em> is the distance to optimality of the outputted solution.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-10-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142441128","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}
引用次数: 0
Asymptotic optimality of base-stock policies for lost-sales inventory systems with stochastic lead times 具有随机提前期的损耗销售库存系统的基本库存政策的渐近最优性
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-10-11 DOI: 10.1016/j.orl.2024.107196
{"title":"Asymptotic optimality of base-stock policies for lost-sales inventory systems with stochastic lead times","authors":"","doi":"10.1016/j.orl.2024.107196","DOIUrl":"10.1016/j.orl.2024.107196","url":null,"abstract":"<div><div>We consider the lost-sales inventory systems with stochastic lead times and establish the asymptotic optimality of base-stock policies for such systems. Specifically, we prove that as the per-unit lost-sales penalty cost becomes large compared to the per-unit holding cost, the ratio of the optimal base-stock policy's cost to the optimal cost converges to one. Our paper provides a theoretical guarantee of the widely adopted base-stock policies in lost-sales inventory systems with stochastic lead times for the first time.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-10-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142437979","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
Responsibility and solidarity principles in sharing the costs of cleaning a polluted river 分担受污染河流清理费用的责任和团结原则
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-10-10 DOI: 10.1016/j.orl.2024.107198
{"title":"Responsibility and solidarity principles in sharing the costs of cleaning a polluted river","authors":"","doi":"10.1016/j.orl.2024.107198","DOIUrl":"10.1016/j.orl.2024.107198","url":null,"abstract":"<div><div>To clean a polluted river, some agents must undertake operations that incur costs. The problem is to determine a fair method to share these expenses among agents. We consider the established methods of Local Responsibility Sharing and Upstream Equal Sharing, based on the responsibility principles of Absolute Territorial Sovereignty and Unlimited Territorial Integrity, respectively. We combine these with Total Solidarity, a method based on a solidarity principle. This yields new cost-sharing methods, which we characterize axiomatically.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142433519","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}
引用次数: 0
Tighter ‘uniform bounds for Black–Scholes implied volatility’ and the applications to root-finding 更严格的 "布莱克-斯科尔斯隐含波动率统一界限 "及其在寻根中的应用
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-09-30 DOI: 10.1016/j.orl.2024.107189
{"title":"Tighter ‘uniform bounds for Black–Scholes implied volatility’ and the applications to root-finding","authors":"","doi":"10.1016/j.orl.2024.107189","DOIUrl":"10.1016/j.orl.2024.107189","url":null,"abstract":"<div><div>Using the option delta systematically, we derive tighter lower and upper bounds of the Black–Scholes implied volatility than those in Tehranchi (2016) <span><span>[11]</span></span>. As an application, we propose a Newton–Raphson algorithm on the log price that converges rapidly for all price ranges when using a new lower bound as an initial guess. Our new algorithm is a better alternative to the widely used naive Newton–Raphson algorithm, whose convergence is slow for extreme option prices.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-09-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142419780","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
Optimality of DSatur algorithm on chordal graphs 弦图上 DSatur 算法的最优性
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-09-30 DOI: 10.1016/j.orl.2024.107185
{"title":"Optimality of DSatur algorithm on chordal graphs","authors":"","doi":"10.1016/j.orl.2024.107185","DOIUrl":"10.1016/j.orl.2024.107185","url":null,"abstract":"<div><div>DSatur is a widely-used heuristic algorithm for graph coloring, proposed by Daniel Brélaz in 1979. It is based on the greedy coloring approach, but selecting the next vertex to be colored from those that maximize the number of colors already used by their neighbors. Though not always optimal, this algorithm is known to be optimal on certain families, like cycles or bipartite graphs. In this paper, we prove the optimality of DSatur on chordal graphs, a superclass of interval graphs.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-09-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142419647","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
Complexity analysis and numerical implementation of a new interior-point algorithm for semidefinite optimization 一种新的半有限优化内部点算法的复杂性分析与数值实现
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-09-27 DOI: 10.1016/j.orl.2024.107192
{"title":"Complexity analysis and numerical implementation of a new interior-point algorithm for semidefinite optimization","authors":"","doi":"10.1016/j.orl.2024.107192","DOIUrl":"10.1016/j.orl.2024.107192","url":null,"abstract":"<div><div>We generalize Zhang and Xu's (2011) <span><span>[22]</span></span> interior point algorithm for linear optimization to semidefinite optimization problems in order to define a new search direction. The symmetrization of the search direction is based on the full Nesterov-Todd scaling scheme. Moreover, we show that the obtained algorithm solves the studied problem in polynomial time and that the short-step algorithm has the best-known iteration bound, namely <span><math><mi>O</mi><mo>(</mo><msqrt><mrow><mi>n</mi></mrow></msqrt><mi>log</mi><mo>⁡</mo><mfrac><mrow><mi>n</mi></mrow><mrow><mi>ε</mi></mrow></mfrac><mo>)</mo></math></span>-iterations. Finally, we report a comparative numerical study to show the efficiency of our proposed algorithm.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-09-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142419648","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
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