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Optimal transport divergences induced by scoring functions 由评分函数引起的最佳传输分歧
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-07-24 DOI: 10.1016/j.orl.2024.107146
Silvana M. Pesenti , Steven Vanduffel
{"title":"Optimal transport divergences induced by scoring functions","authors":"Silvana M. Pesenti ,&nbsp;Steven Vanduffel","doi":"10.1016/j.orl.2024.107146","DOIUrl":"10.1016/j.orl.2024.107146","url":null,"abstract":"<div><p>We employ scoring functions, used in statistics for eliciting risk functionals, as cost functions in the Monge-Kantorovich (MK) optimal transport problem. This gives rise to a rich variety of novel asymmetric MK divergences, subsuming Bregman-Wasserstein divergences. We show that for distributions on the real line, the comonotonic coupling is optimal for the majority of the new divergences. We conclude with two applications to robust optimisation.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107146"},"PeriodicalIF":0.8,"publicationDate":"2024-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0167637724000828/pdfft?md5=bd076948133e8e5f220f4fd29315258c&pid=1-s2.0-S0167637724000828-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141769446","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
Sparse graphical designs via linear programming 通过线性规划进行稀疏图形设计
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-07-18 DOI: 10.1016/j.orl.2024.107145
Hessa Al-Thani , Catherine Babecki , J. Carlos Martínez Mori
{"title":"Sparse graphical designs via linear programming","authors":"Hessa Al-Thani ,&nbsp;Catherine Babecki ,&nbsp;J. Carlos Martínez Mori","doi":"10.1016/j.orl.2024.107145","DOIUrl":"10.1016/j.orl.2024.107145","url":null,"abstract":"<div><p>Graphical designs are a framework for sampling and numerical integration of functions on graphs. In this note, we introduce a method to address the trade-off between graphical design sparsity and accuracy. We show how to obtain sparse graphical designs via linear programming and design objective functions that aim to maximize their accuracy. We showcase our approach using yellow taxicab data from New York City.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"56 ","pages":"Article 107145"},"PeriodicalIF":0.8,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141769447","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 total matching polytope of complete bipartite graphs 完整二方图的总匹配多面体
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-07-11 DOI: 10.1016/j.orl.2024.107144
Yuri Faenza , Luca Ferrarini
{"title":"The total matching polytope of complete bipartite graphs","authors":"Yuri Faenza ,&nbsp;Luca Ferrarini","doi":"10.1016/j.orl.2024.107144","DOIUrl":"10.1016/j.orl.2024.107144","url":null,"abstract":"<div><p>The <em>total matching polytope</em> generalizes the stable set polytope and the matching polytope. In this paper, we first propose new facet-defining inequalities for the total matching polytope. We then give an exponential-sized, non-redundant description in the original space and a compact description in an extended space of the total matching polytope of complete bipartite graphs.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"56 ","pages":"Article 107144"},"PeriodicalIF":0.8,"publicationDate":"2024-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141942979","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
Dynamic stability of coalition formation in dynamic games 动态博弈中联盟形成的动态稳定性
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-07-01 DOI: 10.1016/j.orl.2024.107138
Vladimir Mazalov , Jiangjing Zhou
{"title":"Dynamic stability of coalition formation in dynamic games","authors":"Vladimir Mazalov ,&nbsp;Jiangjing Zhou","doi":"10.1016/j.orl.2024.107138","DOIUrl":"https://doi.org/10.1016/j.orl.2024.107138","url":null,"abstract":"<div><p>This paper explores the stability of coalition partitions in dynamic games, specifically introducing a concept of dynamically stable Nash coalition partition for dynamic games. We focus on a Nash equilibrium where coalitions act as unified players and discuss dynamic stability, where players have no incentive to switch coalitions. A case study on “fish wars” illustrates conditions under which dynamic stability occurs, utilizing a time-consistent imputation distribution procedure to allocate payoffs along optimal trajectories.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"55 ","pages":"Article 107138"},"PeriodicalIF":0.8,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141543228","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
On the combined inverse-square effect of multiple points in multidimensional space 论多维空间中多个点的联合反平方效应
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-07-01 DOI: 10.1016/j.orl.2024.107139
Keaton Coletti , Pawel Kalczynski , Zvi Drezner
{"title":"On the combined inverse-square effect of multiple points in multidimensional space","authors":"Keaton Coletti ,&nbsp;Pawel Kalczynski ,&nbsp;Zvi Drezner","doi":"10.1016/j.orl.2024.107139","DOIUrl":"https://doi.org/10.1016/j.orl.2024.107139","url":null,"abstract":"<div><p>The inverse-square law states that a source's effect is inversely proportional to the distance from that source squared. In continuous location problems, objective functions often obey the inverse-square law. This work shows that for any region in D dimensions, the maximum inverse-square effect is on the region's boundary if <span><math><mi>D</mi><mo>&lt;</mo><mn>4</mn></math></span>, the minimum is on the boundary if <span><math><mi>D</mi><mo>&gt;</mo><mn>4</mn></math></span>, and both the maximum and minimum are on the boundary if <span><math><mi>D</mi><mo>=</mo><mn>4</mn></math></span>.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"55 ","pages":"Article 107139"},"PeriodicalIF":0.8,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141592964","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
Learning to guide local search optimisation for routing problems 学习引导路由问题的本地搜索优化
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-07-01 DOI: 10.1016/j.orl.2024.107136
Nasrin Sultana , Jeffrey Chan , Babak Abbasi , Tabinda Sarwar , A.K. Qin
{"title":"Learning to guide local search optimisation for routing problems","authors":"Nasrin Sultana ,&nbsp;Jeffrey Chan ,&nbsp;Babak Abbasi ,&nbsp;Tabinda Sarwar ,&nbsp;A.K. Qin","doi":"10.1016/j.orl.2024.107136","DOIUrl":"10.1016/j.orl.2024.107136","url":null,"abstract":"<div><p>Machine learning has shown promises in tackling routing problems yet falls short of state-of-the-art solutions achieved by stand-alone operations research algorithms. This paper introduces “Learning to Guide Local Search” (L2GLS), a novel approach that leverages Local Search operators' strengths and reinforcement learning to adjust search efforts adaptively. The results of comparing L2GLS with the existing cutting-edge approaches indicate that L2GLS attains new levels of state-of-the-art performance, particularly excelling in handling large instances that continue to challenge existing algorithms.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"55 ","pages":"Article 107136"},"PeriodicalIF":0.8,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0167637724000725/pdfft?md5=66f33ec40711a0e744a6ac695354fa06&pid=1-s2.0-S0167637724000725-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141400078","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
Optimal design of vaccination policies: A case study for Newfoundland and Labrador 疫苗接种政策的优化设计：纽芬兰和拉布拉多案例研究
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-07-01 DOI: 10.1016/j.orl.2024.107140
Faraz Khoshbakhtian , Hamidreza Validi , Mario Ventresca , Dionne Aleman
{"title":"Optimal design of vaccination policies: A case study for Newfoundland and Labrador","authors":"Faraz Khoshbakhtian ,&nbsp;Hamidreza Validi ,&nbsp;Mario Ventresca ,&nbsp;Dionne Aleman","doi":"10.1016/j.orl.2024.107140","DOIUrl":"10.1016/j.orl.2024.107140","url":null,"abstract":"<div><p>This paper proposes pandemic mitigation vaccination policies for Newfoundland and Labrador (NL) based on two compact mixed integer programming (MIP) models of the distance-based critical node detection problem (DCNDP). Our main focus is on two variants of the DCNDP that seek to minimize the number of connections with lengths of at most one (1-DCNDP) and two (2-DCNDP). A polyhedral study for the 1-DCNDP is conducted, and new aggregated inequalities are provided for the 2-DCNDP. The computational experiments show that the 2-DCNDP with aggregated inequalities outperforms the one with disaggregated inequalities for graphs with a density of at least 0.5%. We also study the strategic vaccine allocation problem as a real-world application of the DCNDP and conduct a set of computational experiments on a simulated contact network of NL. Our computational results demonstrate that the DCNDP-based strategies can have a better performance in comparison with the real-world strategies implemented during COVID-19.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"55 ","pages":"Article 107140"},"PeriodicalIF":0.8,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141613970","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
Fairness in accessibility of public service facilities 公平享用公共服务设施
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-07-01 DOI: 10.1016/j.orl.2024.107141
Sheng Liu , Nooshin Salari
{"title":"Fairness in accessibility of public service facilities","authors":"Sheng Liu ,&nbsp;Nooshin Salari","doi":"10.1016/j.orl.2024.107141","DOIUrl":"10.1016/j.orl.2024.107141","url":null,"abstract":"<div><p>Our paper studies a fair stochastic facility location problem with congestion under the max-min principle. We analyze the price of fairness in a two-location problem and develop a tractable optimization framework for the general multi-location setting. Evaluating the fair solution against the utilitarian solution on Buffalo's demographic data reveals that implementing a fair solution can substantially improve fairness measures (up to 98%) with relatively limited impact on the overall service quality.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"55 ","pages":"Article 107141"},"PeriodicalIF":0.8,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141613971","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
Almost tight bounds for online hypergraph matching 在线超图匹配的近似紧约束
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-07-01 DOI: 10.1016/j.orl.2024.107143
Thorben Tröbst , Rajan Udwani
{"title":"Almost tight bounds for online hypergraph matching","authors":"Thorben Tröbst ,&nbsp;Rajan Udwani","doi":"10.1016/j.orl.2024.107143","DOIUrl":"10.1016/j.orl.2024.107143","url":null,"abstract":"<div><p>In the online hypergraph matching problem, hyperedges of size <em>k</em> over a common ground set arrive online in adversarial order. The goal is to obtain a maximum matching (disjoint set of hyperedges). A naïve greedy algorithm for this problem achieves a competitive ratio of <span><math><mfrac><mrow><mn>1</mn></mrow><mrow><mi>k</mi></mrow></mfrac></math></span>. We show that no (randomized) online algorithm has competitive ratio better than <span><math><mfrac><mrow><mn>2</mn><mo>+</mo><mi>o</mi><mo>(</mo><mn>1</mn><mo>)</mo></mrow><mrow><mi>k</mi></mrow></mfrac></math></span>. If edges are allowed to be assigned fractionally, we give a deterministic online algorithm with competitive ratio <span><math><mfrac><mrow><mn>1</mn><mo>−</mo><mi>o</mi><mo>(</mo><mn>1</mn><mo>)</mo></mrow><mrow><mi>ln</mi><mo>⁡</mo><mo>(</mo><mi>k</mi><mo>)</mo></mrow></mfrac></math></span> and show that no online algorithm can have competitive ratio strictly better than <span><math><mfrac><mrow><mn>1</mn><mo>+</mo><mi>o</mi><mo>(</mo><mn>1</mn><mo>)</mo></mrow><mrow><mi>ln</mi><mo>⁡</mo><mo>(</mo><mi>k</mi><mo>)</mo></mrow></mfrac></math></span>. Lastly, we give a <span><math><mfrac><mrow><mn>1</mn><mo>−</mo><mi>o</mi><mo>(</mo><mn>1</mn><mo>)</mo></mrow><mrow><mi>ln</mi><mo>⁡</mo><mo>(</mo><mi>k</mi><mo>)</mo></mrow></mfrac></math></span> competitive algorithm for the fractional <em>edge-weighted</em> version of the problem under a free disposal assumption.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"55 ","pages":"Article 107143"},"PeriodicalIF":0.8,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141784858","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
Uncertainty reduction in robust optimization 减少稳健优化中的不确定性
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-07-01 DOI: 10.1016/j.orl.2024.107131
Ayşe N. Arslan , Michael Poss
{"title":"Uncertainty reduction in robust optimization","authors":"Ayşe N. Arslan ,&nbsp;Michael Poss","doi":"10.1016/j.orl.2024.107131","DOIUrl":"10.1016/j.orl.2024.107131","url":null,"abstract":"<div><p>Uncertainty reduction has recently been introduced in the robust optimization literature as a relevant special case of decision-dependent uncertainty. Herein, we identify two relevant situations in which the problem is polynomially solvable. We further provide insights into possible MILP reformulations and the strength of their continuous relaxations.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"55 ","pages":"Article 107131"},"PeriodicalIF":0.8,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141507237","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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