Operations Research Letters最新文献

{"title":"On BASTA for discrete-time queues","authors":"Muhammad El-Taha","doi":"10.1016/j.orl.2024.107206","DOIUrl":"10.1016/j.orl.2024.107206","url":null,"abstract":"<div><div>We address the issue of Bernoulli/Geometric arrivals see time-averages, <em>BASTA</em>, in discrete-time queues when using a variety of scheduling rules. It is well-known that <em>BASTA</em>/<em>ASTA</em> holds in the framework of a discrete-time process with an imbedded arrival process without regard to scheduling rules. However, when scheduling rules are invoked, it is not always clear whether arrivals see time averages as asserted by the general theory. We resolve this issue so that <em>BASTA</em>/<em>ASTA</em> holds regardless of the scheduling rule at play.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107206"},"PeriodicalIF":0.8,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142654409","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}

{"title":"Assessing the accuracy of externalities prediction in a LCFS-PR M/G/1 queue under partial information","authors":"Royi Jacobovic ,&nbsp;Nikki Levering","doi":"10.1016/j.orl.2024.107205","DOIUrl":"10.1016/j.orl.2024.107205","url":null,"abstract":"<div><div>Consider a LCFS-PR <span><math><mi>M</mi><mo>/</mo><mi>G</mi><mo>/</mo><mn>1</mn></math></span> queue and assume that at time <span><math><mi>t</mi><mo>=</mo><mn>0</mn></math></span>, there are <span><math><mi>n</mi><mo>+</mo><mn>1</mn></math></span> customers <span><math><msub><mrow><mi>c</mi></mrow><mrow><mn>1</mn></mrow></msub><mo>,</mo><msub><mrow><mi>c</mi></mrow><mrow><mn>2</mn></mrow></msub><mo>,</mo><mo>.</mo><mo>.</mo><mo>.</mo><mo>,</mo><msub><mrow><mi>c</mi></mrow><mrow><mi>n</mi><mo>+</mo><mn>1</mn></mrow></msub></math></span> who arrived in that order. In addition, at time <span><math><mi>t</mi><mo>=</mo><mn>0</mn></math></span> there is an additional customer <em>c</em> with service requirement <span><math><mi>x</mi><mo>&gt;</mo><mn>0</mn></math></span> who makes an admission request. At time <span><math><mi>t</mi><mo>=</mo><mn>0</mn></math></span>, the system's manager should decide whether to let <em>c</em> join the system or not. To this end, the manager wants to evaluate the externalities generated by <em>c</em>, i.e., the additional waiting time that <span><math><msub><mrow><mi>c</mi></mrow><mrow><mn>1</mn></mrow></msub><mo>,</mo><msub><mrow><mi>c</mi></mrow><mrow><mn>2</mn></mrow></msub><mo>,</mo><mo>…</mo><mo>,</mo><msub><mrow><mi>c</mi></mrow><mrow><mi>n</mi><mo>+</mo><mn>1</mn></mrow></msub></math></span> will suffer as a consequence of the admission of <em>c</em>. We assume that at the decision epoch the manager knows only <em>n</em>, <em>x</em>, the remaining service time of <span><math><msub><mrow><mi>c</mi></mrow><mrow><mi>n</mi><mo>+</mo><mn>1</mn></mrow></msub></math></span> (who was getting service just before <em>c</em> had made his admission request) and the total workload at <span><math><mi>t</mi><mo>=</mo><mn>0</mn></math></span>. In a previous work by Jacobovic, Levering and Boxma (2023), it was shown that the manager can compute the expected externalities (i.e., the natural predictor for the externalities value) but not their variance (i.e., the conventional measure of the predictor's accuracy). Motivated by this problem, in the current work, we study a convex piecewise-linear program which yields the spectrum of variance values which are consistent with the manager's information.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107205"},"PeriodicalIF":0.8,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142654410","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}

{"title":"Optimal strategies and values for monotone and classical mean-variance preferences coincide when asset prices are continuous","authors":"Jinye Du ,&nbsp;Moris S. Strub","doi":"10.1016/j.orl.2024.107204","DOIUrl":"10.1016/j.orl.2024.107204","url":null,"abstract":"<div><div>We study classical and monotone mean-variance portfolio selection when asset prices are continuous under general trading constraints. Our main result is that optimal values and strategies for both objectives coincide in this setting. The only assumptions required are that asset prices are continuous and that not investing in the risky assets is an admissible strategy. We in particular do not assume existence of an optimal strategy.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107204"},"PeriodicalIF":0.8,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142654411","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}

{"title":"The number of overlapping customers","authors":"Onno Boxma","doi":"10.1016/j.orl.2024.107203","DOIUrl":"10.1016/j.orl.2024.107203","url":null,"abstract":"<div><div>We consider the number of overlapping customers in several single- and multiserver queues, i.e., the number of customers whose visit to a service system at some point in time has an overlap with that of a tagged customer. Restricting ourself to the FCFS policy, we obtain the probability generating function and moments of the number of overlaps in the <span><math><mi>M</mi><mo>/</mo><mi>G</mi><mo>/</mo><mn>1</mn></math></span>, <span><math><mi>M</mi><mo>/</mo><mi>G</mi><mo>/</mo><mn>1</mn><mo>/</mo><mi>N</mi></math></span>, <span><math><mi>M</mi><mo>/</mo><mi>M</mi><mo>/</mo><mi>c</mi></math></span> and <span><math><mi>G</mi><mo>/</mo><mi>M</mi><mo>/</mo><mi>c</mi></math></span> queue and (as an approximation) the <span><math><mi>M</mi><mo>/</mo><mi>G</mi><mo>/</mo><mi>c</mi></math></span> queue.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107203"},"PeriodicalIF":0.8,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142654412","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}

{"title":"Anchored rescheduling problem with non-availability periods","authors":"Pascale Bendotti ,&nbsp;Luca Brunod Indrigo ,&nbsp;Philippe Chrétienne ,&nbsp;Bruno Escoffier","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":"57 ","pages":"Article 107201"},"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}

{"title":"Break maximization for round-robin tournaments without consecutive breaks","authors":"Fei Xue,&nbsp;Hajunfu Ma,&nbsp;Maiko Shigeno","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":"57 ","pages":"Article 107200"},"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}

{"title":"The circle packing problem: A theoretical comparison of various convexification techniques","authors":"Aida Khajavirad","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":"57 ","pages":"Article 107197"},"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}

{"title":"Structured pruning of neural networks for constraints learning","authors":"Matteo Cacciola ,&nbsp;Antonio Frangioni ,&nbsp;Andrea Lodi","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":"57 ","pages":"Article 107194"},"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}

{"title":"Worst-case analysis of restarted primal-dual hybrid gradient on totally unimodular linear programs","authors":"Oliver Hinder","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":"57 ","pages":"Article 107199"},"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}

{"title":"Asymptotic optimality of base-stock policies for lost-sales inventory systems with stochastic lead times","authors":"Shilin Yuan ,&nbsp;Jiameng Lyu ,&nbsp;Jinxing Xie ,&nbsp;Yuan Zhou","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":"57 ","pages":"Article 107196"},"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}