Operations Research Letters最新文献

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Approximate mixed type duality for semi-infinite programs having equilibrium constraints 具有平衡约束的半无限规划的近似混合对偶性
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-06-18 DOI: 10.1016/j.orl.2025.107324
Tamanna Yadav, S.K. Gupta, Bishal Biswas
{"title":"Approximate mixed type duality for semi-infinite programs having equilibrium constraints","authors":"Tamanna Yadav,&nbsp;S.K. Gupta,&nbsp;Bishal Biswas","doi":"10.1016/j.orl.2025.107324","DOIUrl":"10.1016/j.orl.2025.107324","url":null,"abstract":"<div><div>This research delves into the study of a multiobjective non-smooth semi-infinite programming problem with equilibrium constraints. Utilizes the locally Lipschitz property of functions, we develop an approximate sufficient optimality result for the semi-infinite program using the approximate <em>M</em>-stationary point. Additionally, we construct an approximate mixed-type dual problem for the considered semi-infinite model and establish approximate duality relations under the generalized convexity assumptions and using the notion of the approximate <em>M</em>-stationary point.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"62 ","pages":"Article 107324"},"PeriodicalIF":0.8,"publicationDate":"2025-06-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144364856","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
Remarks on projected solutions in generalized Nash games 广义纳什对策的投影解
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-06-12 DOI: 10.1016/j.orl.2025.107323
John Cotrina , Carlos Calderón
{"title":"Remarks on projected solutions in generalized Nash games","authors":"John Cotrina ,&nbsp;Carlos Calderón","doi":"10.1016/j.orl.2025.107323","DOIUrl":"10.1016/j.orl.2025.107323","url":null,"abstract":"<div><div>In this paper, we focus on the concept of projected solutions in generalized Nash games and examine their relationship with generalized Nash equilibria. We also establish the existence of projected solutions through an elegant reformulation that allows the use of a result by Arrow and Debreu. Finally, abstract economy is considered as an application.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"62 ","pages":"Article 107323"},"PeriodicalIF":0.8,"publicationDate":"2025-06-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144298175","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
2-approximation algorithms for two variants of the static stochastic joint replenishment problem 静态随机联合补给问题的2-逼近算法
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-06-10 DOI: 10.1016/j.orl.2025.107321
Guillaume Massonnet , Gautier Stauffer
{"title":"2-approximation algorithms for two variants of the static stochastic joint replenishment problem","authors":"Guillaume Massonnet ,&nbsp;Gautier Stauffer","doi":"10.1016/j.orl.2025.107321","DOIUrl":"10.1016/j.orl.2025.107321","url":null,"abstract":"<div><div>In this work, it is demonstrated that the technique developed by Gayon et al. (2017) <span><span>[11]</span></span> for designing 2-approximation algorithms for the one-warehouse multi-retailer (OWMR) problem is highly versatile and can be applied to stochastic variants of the original OWMR problem. The mechanics of this approach are illustrated on two (static) stochastic variants of the Joint Replenishment Problem (JRP). Additionally, the simplicity and versatility of this technique suggest its potential for broader applications in the stochastic setting.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"62 ","pages":"Article 107321"},"PeriodicalIF":0.8,"publicationDate":"2025-06-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144263863","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
Mitigating moral hazard in insurance contracts using risk preference design 利用风险偏好设计缓解保险合同中的道德风险
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-06-06 DOI: 10.1016/j.orl.2025.107322
Shutian Liu , Quanyan Zhu
{"title":"Mitigating moral hazard in insurance contracts using risk preference design","authors":"Shutian Liu ,&nbsp;Quanyan Zhu","doi":"10.1016/j.orl.2025.107322","DOIUrl":"10.1016/j.orl.2025.107322","url":null,"abstract":"<div><div>Preferences might be affected by exogenous inputs, such as information generated by advanced technologies. This paper proposes a thought experiment called risk preference design to investigate this influence within a class of principal-agent problems. Risk preference design has potential to mitigate moral hazard in insurance contracting. A quantitative approach is introduced to study the effects. We use a linear contract case study to demonstrate the role of risk preference design in strengthening financial security.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"62 ","pages":"Article 107322"},"PeriodicalIF":0.8,"publicationDate":"2025-06-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144243076","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
Uncertain standard quadratic optimization under distributional assumptions: A chance-constrained epigraphic approach 分布假设下的不确定标准二次优化:一种机会约束的铭文方法
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-05-30 DOI: 10.1016/j.orl.2025.107310
Immanuel M. Bomze , Daniel de Vicente
{"title":"Uncertain standard quadratic optimization under distributional assumptions: A chance-constrained epigraphic approach","authors":"Immanuel M. Bomze ,&nbsp;Daniel de Vicente","doi":"10.1016/j.orl.2025.107310","DOIUrl":"10.1016/j.orl.2025.107310","url":null,"abstract":"<div><div>The standard quadratic optimization problem (StQP) consists of minimizing a quadratic form over the standard simplex. Without convexity or concavity of the quadratic form, the StQP is NP-hard. This problem has many relevant real-life applications ranging from portfolio optimization to pairwise clustering and replicator dynamics.</div><div>Sometimes, the data matrix is uncertain. We investigate models where the distribution of the data matrix is known but where both the StQP after realization of the data matrix and the here-and-now problem are indefinite.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"62 ","pages":"Article 107310"},"PeriodicalIF":0.8,"publicationDate":"2025-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144195870","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 APX-hardness of the Traveling Tournament Problem 旅行比武问题的apx硬度
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-05-30 DOI: 10.1016/j.orl.2025.107311
Jingyang Zhao, Mingyu Xiao
{"title":"The APX-hardness of the Traveling Tournament Problem","authors":"Jingyang Zhao,&nbsp;Mingyu Xiao","doi":"10.1016/j.orl.2025.107311","DOIUrl":"10.1016/j.orl.2025.107311","url":null,"abstract":"<div><div>The Traveling Tournament Problem (TTP-<em>k</em>) is a well-known benchmark problem in sports scheduling, which asks us to design a double round-robin schedule such that each pair of teams plays one game in each other's home venue, no pair of teams plays each other on two consecutive days, each team plays at most <em>k</em> consecutive home games or away games, and the total traveling distance of all the <em>n</em> teams is minimized. TTP-<em>k</em> allows a polynomial-time approximation scheme when <span><math><mi>k</mi><mo>=</mo><mn>2</mn></math></span> and becomes APX-hard when <span><math><mi>k</mi><mo>≥</mo><mi>n</mi><mo>−</mo><mn>1</mn></math></span>. In this paper, we reduce the gap by showing that TTP-<em>k</em> is APX-hard for any fixed <span><math><mi>k</mi><mo>≥</mo><mn>3</mn></math></span>.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"62 ","pages":"Article 107311"},"PeriodicalIF":0.8,"publicationDate":"2025-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144195869","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
An improved FPTAS for budgeted laminar matroid independent set 预算层流矩阵独立集的改进FPTAS
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-05-27 DOI: 10.1016/j.orl.2025.107307
Yang Yang , Mikhail Y. Kovalyov , Yong Zhang
{"title":"An improved FPTAS for budgeted laminar matroid independent set","authors":"Yang Yang ,&nbsp;Mikhail Y. Kovalyov ,&nbsp;Yong Zhang","doi":"10.1016/j.orl.2025.107307","DOIUrl":"10.1016/j.orl.2025.107307","url":null,"abstract":"<div><div>The budgeted laminar matroid independent set problem seeks to maximize the total profit of a cardinality constrained independent set within a laminar matroid, subject to a budget on total cost. A pseudo-polynomial DP algorithm and an FPTAS were recently proposed for this problem. We extract properties of these algorithms and reduce the running time of the FPTAS from <span><math><mi>O</mi><mrow><mo>(</mo><msup><mrow><mo>|</mo><mi>S</mi><mo>|</mo></mrow><mrow><mn>7</mn></mrow></msup><msup><mrow><mi>ε</mi></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msup><mo>)</mo></mrow></math></span> to <span><math><mi>O</mi><mrow><mo>(</mo><msup><mrow><mo>|</mo><mi>S</mi><mo>|</mo></mrow><mrow><mn>5</mn></mrow></msup><msup><mrow><mi>ε</mi></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msup><mo>+</mo><msup><mrow><mo>|</mo><mi>S</mi><mo>|</mo></mrow><mrow><mn>5</mn></mrow></msup><msub><mrow><mi>log</mi></mrow><mrow><mn>2</mn></mrow></msub><mo>⁡</mo><mrow><mo>|</mo><mi>S</mi><mo>|</mo></mrow><mo>)</mo></mrow></math></span>, where <em>S</em> is the ground set and <em>ε</em> is the relative error.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"62 ","pages":"Article 107307"},"PeriodicalIF":0.8,"publicationDate":"2025-05-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144147776","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
Influence maximization independent of seed set size 影响最大化与种子集大小无关
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-05-23 DOI: 10.1016/j.orl.2025.107309
K. Lakshmanan
{"title":"Influence maximization independent of seed set size","authors":"K. Lakshmanan","doi":"10.1016/j.orl.2025.107309","DOIUrl":"10.1016/j.orl.2025.107309","url":null,"abstract":"<div><div>Recent work on clean runtime algorithms for the submodular function maximization problem suggests that the dependence of the seed set size for Influence Maximization (IM) algorithms may not be necessary. This also has practical significance if the seed set is of moderate size. We propose a simple modification to Reverse Influence Sampling (RIS) algorithm of Borgs et al. to make its runtime independent of the seed set size while giving the same <span><math><mi>O</mi><mo>(</mo><mn>1</mn><mo>−</mo><mn>1</mn><mo>/</mo><mi>e</mi><mo>−</mo><mi>ϵ</mi><mo>)</mo></math></span>-approximation guarantee.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"62 ","pages":"Article 107309"},"PeriodicalIF":0.8,"publicationDate":"2025-05-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144137927","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
Risk-averse decision strategies for influence diagrams using rooted junction trees 使用根连接树的影响图的风险规避决策策略
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-05-19 DOI: 10.1016/j.orl.2025.107308
Olli Herrala, Topias Terho, Fabricio Oliveira
{"title":"Risk-averse decision strategies for influence diagrams using rooted junction trees","authors":"Olli Herrala,&nbsp;Topias Terho,&nbsp;Fabricio Oliveira","doi":"10.1016/j.orl.2025.107308","DOIUrl":"10.1016/j.orl.2025.107308","url":null,"abstract":"<div><div>This paper presents how a mixed-integer programming (MIP) formulation for influence diagrams that is based on their gradual rooted junction tree representation can be extended to incorporate more general modelling features, such as risk considerations and problem-specific constraints. We propose two algorithms that enable our reformulations by performing targeted modifications either to the underlying influence diagram or to the associated gradual rooted junction tree representation. We present computational experiments highlighting the superior computational performance of our reformulation against an alternative state-of-the-art MIP formulation for influence diagrams that, by default, can accommodate those modelling features.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107308"},"PeriodicalIF":0.8,"publicationDate":"2025-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144105511","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
Extension of backward induction for the enumeration of pure Nash equilibria outcomes 纯纳什均衡结果枚举的逆向归纳法推广
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-05-16 DOI: 10.1016/j.orl.2025.107305
Paolo Zappalà , Amal Benhamiche , Matthieu Chardy , Francesco De Pellegrini , Rosa Figueiredo
{"title":"Extension of backward induction for the enumeration of pure Nash equilibria outcomes","authors":"Paolo Zappalà ,&nbsp;Amal Benhamiche ,&nbsp;Matthieu Chardy ,&nbsp;Francesco De Pellegrini ,&nbsp;Rosa Figueiredo","doi":"10.1016/j.orl.2025.107305","DOIUrl":"10.1016/j.orl.2025.107305","url":null,"abstract":"<div><div>Extensive-form games with perfect information admit at least one Nash equilibrium. The backward induction algorithm identifies in linear time a Nash equilibrium of the game, called subgame perfect. We introduce an extension of the backward induction algorithm which is the first to identify all the outcomes of pure Nash equilibria of the game in linear time with respect to the size of the game.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107305"},"PeriodicalIF":0.8,"publicationDate":"2025-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144105471","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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