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Convergence and bound computation for chance constrained distributionally robust models using sample approximation
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-01-27 DOI: 10.1016/j.orl.2025.107246
Jiaqi Lei, Sanjay Mehrotra
{"title":"Convergence and bound computation for chance constrained distributionally robust models using sample approximation","authors":"Jiaqi Lei,&nbsp;Sanjay Mehrotra","doi":"10.1016/j.orl.2025.107246","DOIUrl":"10.1016/j.orl.2025.107246","url":null,"abstract":"<div><div>This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitable sufficient conditions. We also show that upper and lower bounds on the optimal value of the model can be estimated statistically. Specific ambiguity sets are discussed as examples.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107246"},"PeriodicalIF":0.8,"publicationDate":"2025-01-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143140226","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
Approximation algorithms for the k+-star packing problem
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-01-27 DOI: 10.1016/j.orl.2025.107249
Zhihua Huang, An Zhang, Mingqi Gao, Jiayi Sun, Yong Chen
{"title":"Approximation algorithms for the k+-star packing problem","authors":"Zhihua Huang,&nbsp;An Zhang,&nbsp;Mingqi Gao,&nbsp;Jiayi Sun,&nbsp;Yong Chen","doi":"10.1016/j.orl.2025.107249","DOIUrl":"10.1016/j.orl.2025.107249","url":null,"abstract":"<div><div>Given a target graph <em>G</em> and a set <span><math><mi>G</mi></math></span> of <span><math><msup><mrow><mi>k</mi></mrow><mrow><mo>+</mo></mrow></msup></math></span>-stars, that is, stars with at least <em>k</em> satellites, a <span><math><msup><mrow><mi>k</mi></mrow><mrow><mo>+</mo></mrow></msup></math></span>-star packing of <em>G</em> is a set of vertex-disjoint subgraphs of <em>G</em> with each isomorphic to some element of <span><math><mi>G</mi></math></span>. The <span><math><msup><mrow><mi>k</mi></mrow><mrow><mo>+</mo></mrow></msup></math></span>-star packing problem is to find one such packing that covers as many vertices of <em>G</em> as possible. It is known to be NP-hard for any fixed <span><math><mi>k</mi><mo>≥</mo><mn>2</mn></math></span>, and has a simple 2-approximation algorithm when <span><math><mi>k</mi><mo>=</mo><mn>2</mn></math></span>. In this paper, we present an improved algorithm with a tight approximation ratio of 9/5 for <span><math><mi>k</mi><mo>=</mo><mn>2</mn></math></span>, and a <span><math><mfrac><mrow><mi>k</mi><mo>+</mo><mn>2</mn></mrow><mrow><mn>2</mn></mrow></mfrac></math></span>-approximation algorithm for general <span><math><mi>k</mi><mo>≥</mo><mn>2</mn></math></span> using the local search approach.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107249"},"PeriodicalIF":0.8,"publicationDate":"2025-01-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143164399","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 core of information sharing games
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-01-27 DOI: 10.1016/j.orl.2025.107247
Yasuo Sasaki
{"title":"On the core of information sharing games","authors":"Yasuo Sasaki","doi":"10.1016/j.orl.2025.107247","DOIUrl":"10.1016/j.orl.2025.107247","url":null,"abstract":"<div><div>Information sharing games deal with allocating payoffs created by information sharing among agents in the cooperative-game approach. In this study, we preset several properties of the core of those games, such as a necessary and sufficient condition for the singleton core and simple computation of an agent's maximum payoff in the core.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107247"},"PeriodicalIF":0.8,"publicationDate":"2025-01-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143165611","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 linear threshold policies for continuous-time dynamic yield management
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-01-21 DOI: 10.1016/j.orl.2025.107245
Dipayan Banerjee , Alan L. Erera , Alejandro Toriello
{"title":"On linear threshold policies for continuous-time dynamic yield management","authors":"Dipayan Banerjee ,&nbsp;Alan L. Erera ,&nbsp;Alejandro Toriello","doi":"10.1016/j.orl.2025.107245","DOIUrl":"10.1016/j.orl.2025.107245","url":null,"abstract":"<div><div>We study the finite-horizon continuous-time dynamic yield management problem with stationary arrival rates and two customer types. We consider a class of linear threshold policies proposed by Hodge (2008) <span><span>[5]</span></span>, in which each less-profitable customer is accepted if and only if the remaining inventory exceeds a threshold that linearly decreases over the horizon. We use a Markov chain representation to show that such policies achieve uniformly bounded regret. We then generalize this result to analogous policies for arbitrarily many customer types.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107245"},"PeriodicalIF":0.8,"publicationDate":"2025-01-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143164391","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
New facets of the clique partitioning polytope
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-01-16 DOI: 10.1016/j.orl.2025.107242
Adam N. Letchford , Michael M. Sørensen
{"title":"New facets of the clique partitioning polytope","authors":"Adam N. Letchford ,&nbsp;Michael M. Sørensen","doi":"10.1016/j.orl.2025.107242","DOIUrl":"10.1016/j.orl.2025.107242","url":null,"abstract":"<div><div>The clique partitioning problem is a combinatorial optimisation problem which has many applications. At present, the most promising exact algorithms are those that are based on an understanding of the associated polytope. We present two new families of valid inequalities for that polytope, and show that the inequalities define facets under certain conditions.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107242"},"PeriodicalIF":0.8,"publicationDate":"2025-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143164015","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
Smoothed analysis of the k-swap neighborhood for makespan scheduling
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-01-15 DOI: 10.1016/j.orl.2025.107244
Lars Rohwedder , Ashkan Safari , Tjark Vredeveld
{"title":"Smoothed analysis of the k-swap neighborhood for makespan scheduling","authors":"Lars Rohwedder ,&nbsp;Ashkan Safari ,&nbsp;Tjark Vredeveld","doi":"10.1016/j.orl.2025.107244","DOIUrl":"10.1016/j.orl.2025.107244","url":null,"abstract":"<div><div>In this paper, we address the problem of scheduling a set of <em>n</em> jobs on <em>m</em> identical parallel machines with the objective of makespan minimization, by considering a local search neighborhood, called <em>k</em>-swap. In our previous study, we provided an exponential lower bound of <span><math><msup><mrow><mn>2</mn></mrow><mrow><mi>Ω</mi><mo>(</mo><mi>n</mi><mo>)</mo></mrow></msup></math></span> for <span><math><mi>k</mi><mo>≥</mo><mn>3</mn></math></span>. In this study, we show that the smoothed number of iterations in finding a local optimum with respect to the <em>k</em>-swap neighborhood is <span><math><mi>O</mi><mo>(</mo><msup><mrow><mi>m</mi></mrow><mrow><mn>2</mn></mrow></msup><mo>⋅</mo><msup><mrow><mi>n</mi></mrow><mrow><mn>2</mn><mi>k</mi><mo>+</mo><mn>2</mn></mrow></msup><mo>⋅</mo><mi>log</mi><mo>⁡</mo><mi>m</mi><mo>⋅</mo><mi>ϕ</mi><mo>)</mo></math></span>, where <span><math><mi>ϕ</mi><mo>≥</mo><mn>1</mn></math></span> is the perturbation parameter.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107244"},"PeriodicalIF":0.8,"publicationDate":"2025-01-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143164392","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
Correlated equilibrium of games with concave potential functions
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-01-14 DOI: 10.1016/j.orl.2025.107241
Zhigang Cao , Zhibin Tan , Jinchuan Zhou
{"title":"Correlated equilibrium of games with concave potential functions","authors":"Zhigang Cao ,&nbsp;Zhibin Tan ,&nbsp;Jinchuan Zhou","doi":"10.1016/j.orl.2025.107241","DOIUrl":"10.1016/j.orl.2025.107241","url":null,"abstract":"<div><div>Neyman (1997) proves in a classical paper that, under certain mild regularity conditions, any strategic game with a smooth strictly concave potential function has a unique correlated equilibrium. We generalize this result by relaxing the smoothness condition, allowing the potential function to include a second part that is not necessarily smoothly concave but separably concave.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107241"},"PeriodicalIF":0.8,"publicationDate":"2025-01-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143172986","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
Outer approximation for generalized convex mixed-integer nonlinear robust optimization problems
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-01-14 DOI: 10.1016/j.orl.2025.107243
Martina Kuchlbauer
{"title":"Outer approximation for generalized convex mixed-integer nonlinear robust optimization problems","authors":"Martina Kuchlbauer","doi":"10.1016/j.orl.2025.107243","DOIUrl":"10.1016/j.orl.2025.107243","url":null,"abstract":"<div><div>We consider mixed-integer nonlinear robust optimization problems with nonconvexities. In detail, the functions can be nonsmooth and generalized convex, i.e., <span><math><msup><mrow><mi>f</mi></mrow><mrow><mo>∘</mo></mrow></msup></math></span>-quasiconvex or <span><math><msup><mrow><mi>f</mi></mrow><mrow><mo>∘</mo></mrow></msup></math></span>-pseudoconvex. We propose a robust optimization method that requires no certain structure of the adversarial problem, but only approximate worst-case evaluations. The method integrates a bundle method, for continuous subproblems, into an outer approximation approach. We prove that our algorithm converges and finds an approximately robust optimal solution and propose robust gas transport as a suitable application.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107243"},"PeriodicalIF":0.8,"publicationDate":"2025-01-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143172985","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
Inventory placement on a network
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-01-09 DOI: 10.1016/j.orl.2025.107240
John R. Birge, Levi DeValve
{"title":"Inventory placement on a network","authors":"John R. Birge,&nbsp;Levi DeValve","doi":"10.1016/j.orl.2025.107240","DOIUrl":"10.1016/j.orl.2025.107240","url":null,"abstract":"<div><div>We consider the problem of placing inventory on a network in advance of uncertain demand, in order to minimize the sum of inventory placement costs and expected fulfillment and shortage costs. Complexity results (in terms of inapproximability lower bounds) are derived under different assumptions. Then we develop two approximation guarantees: one is asymptotically optimal as demand grows large, and the other provides a constant guarantee with metric fulfillment costs.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107240"},"PeriodicalIF":0.8,"publicationDate":"2025-01-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143172984","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
Assortment optimization under the multinomial logit choice model with product-specific capacities
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-01-02 DOI: 10.1016/j.orl.2024.107238
Woonghee Tim Huh , Siyue Liu
{"title":"Assortment optimization under the multinomial logit choice model with product-specific capacities","authors":"Woonghee Tim Huh ,&nbsp;Siyue Liu","doi":"10.1016/j.orl.2024.107238","DOIUrl":"10.1016/j.orl.2024.107238","url":null,"abstract":"<div><div>We consider assortment optimization with product-specific capacities under the multinomial logit (MNL) choice model, wherein each product has a finite capacity, i.e., a limited number of units for sale. The number of customers served by each product is the smaller of its demand and capacity. We assume the demand of each product is deterministic as a function of the assortment offered. We show that this assortment optimization problem is NP-hard. We devise a 1/2-approximation algorithm and a fully polynomial-time approximation scheme (FPTAS) by exploiting its connection to a series of knapsack problems.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107238"},"PeriodicalIF":0.8,"publicationDate":"2025-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143164395","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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