{"title":"An explicit three-term Polak–Ribière–Polyak conjugate gradient method for bicriteria optimization","authors":"Y. Elboulqe , M. El Maghri","doi":"10.1016/j.orl.2024.107195","DOIUrl":"10.1016/j.orl.2024.107195","url":null,"abstract":"<div><div>A three-term Polak–Ribière–Polyak conjugate gradient-like method for bicriteria optimization without scalarization is proposed in this paper. Three advantages are to be noted. First, the descent directions are given explicitly and can then be directly computed. Second, the descent property turns out to be sufficient and independent of the line search. Third, without Lipschitzian hypotheses, global convergence towards Pareto stationary points is proved under an Armijo type condition. Numerical experiments including comparisons with other methods are also reported.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107195"},"PeriodicalIF":0.8,"publicationDate":"2024-09-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142419779","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":"Traveling salesman problem with backend information processing","authors":"Merve Doganbas, Hayong Shin","doi":"10.1016/j.orl.2024.107193","DOIUrl":"10.1016/j.orl.2024.107193","url":null,"abstract":"<div><div>This paper introduces the Traveling Salesman Problem (TSP) with Backend Information Processing (bTSP), which integrates backend processing times into path planning to minimize the makespan. The study develops a mixed integer linear programming formulation and conducts a theoretical analysis to understand the relationship between the TSP and the bTSP. The results show that an optimal solution for the bTSP can be efficiently derived by leveraging the connection to the standard TSP.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107193"},"PeriodicalIF":0.8,"publicationDate":"2024-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142359035","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":"Further remarks on absorbing Markov decision processes","authors":"Yi Zhang, Xinran Zheng","doi":"10.1016/j.orl.2024.107191","DOIUrl":"10.1016/j.orl.2024.107191","url":null,"abstract":"<div><div>In this note, based on the recent remarkable results of Dufour and Prieto-Rumeau, we deduce that for an absorbing Markov decision process with a given initial state, under a standard compactness-continuity condition, the space of occupation measures has the same convergent sequences, when it is endowed with the weak topology and with the weak-strong topology. We provided two examples demonstrating that imposed condition cannot be replaced with its popular alternative, and the above assertion does not hold for the space of marginals of occupation measures on the state space. Moreover, the examples also clarify some results in the previous literature.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107191"},"PeriodicalIF":0.8,"publicationDate":"2024-09-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142326581","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":"Shannon differential entropy properties of consecutive k-out-of-n:G systems","authors":"Mohamed Kayid , Mashael A. Alshehri","doi":"10.1016/j.orl.2024.107190","DOIUrl":"10.1016/j.orl.2024.107190","url":null,"abstract":"<div><div>This research delves into the Shannon differential entropy properties of consecutive <span><math><mi>k</mi></math></span>-out-of-<span><math><mi>n</mi></math></span>:G. Initially, an expression for the entropy of the lifetime of a consecutive <span><math><mi>k</mi></math></span>-out-of-<span><math><mi>n</mi></math></span>:G system is formulated, providing a comprehensive understanding of its entropy characteristics. A characterization outcome is also derived. Furthermore, useful bounds are provided for the entropy of the lifetime of these systems. A nonparametric estimator for the new entropy metric is developed to assist in practical application. The effectiveness of this estimator is demonstrated through the use of simulated datasets, followed by a numerical illustration using a real-world dataset.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107190"},"PeriodicalIF":0.8,"publicationDate":"2024-09-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142359039","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":"Fast algorithms for maximizing the minimum eigenvalue in fixed dimension","authors":"Adam Brown , Aditi Laddha , Mohit Singh","doi":"10.1016/j.orl.2024.107186","DOIUrl":"10.1016/j.orl.2024.107186","url":null,"abstract":"<div><div>In the minimum eigenvalue problem, we are given a collection of vectors in <span><math><msup><mrow><mi>R</mi></mrow><mrow><mi>d</mi></mrow></msup></math></span>, and the goal is to pick a subset <em>B</em> to maximize the minimum eigenvalue of the matrix <span><math><msub><mrow><mo>∑</mo></mrow><mrow><mi>i</mi><mo>∈</mo><mi>B</mi></mrow></msub><msub><mrow><mi>v</mi></mrow><mrow><mi>i</mi></mrow></msub><msubsup><mrow><mi>v</mi></mrow><mrow><mi>i</mi></mrow><mrow><mo>⊤</mo></mrow></msubsup></math></span>. We give a <span><math><mi>O</mi><mrow><mo>(</mo><msup><mrow><mi>n</mi></mrow><mrow><mi>O</mi><mo>(</mo><mi>d</mi><mi>log</mi><mo></mo><mo>(</mo><mi>d</mi><mo>)</mo><mo>/</mo><msup><mrow><mi>ϵ</mi></mrow><mrow><mn>2</mn></mrow></msup><mo>)</mo></mrow></msup><mo>)</mo></mrow></math></span>-time randomized algorithm that finds an assignment subject to a partition constraint whose minimum eigenvalue is at least <span><math><mo>(</mo><mn>1</mn><mo>−</mo><mi>ϵ</mi><mo>)</mo></math></span> times the optimum, with high probability. As a byproduct, we also get a simple algorithm for an algorithmic version of Kadison-Singer problem.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107186"},"PeriodicalIF":0.8,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142310535","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":"On the nature of Bregman functions","authors":"Edouard Pauwels","doi":"10.1016/j.orl.2024.107183","DOIUrl":"10.1016/j.orl.2024.107183","url":null,"abstract":"<div><p>Let <span><math><mi>C</mi><mo>⊂</mo><msup><mrow><mi>R</mi></mrow><mrow><mi>n</mi></mrow></msup></math></span> be convex, compact, with nonempty interior and <em>h</em> be Legendre with domain <em>C</em>, continuous on <em>C</em>. We prove that <em>h</em> is Bregman if and only if it is strictly convex on <em>C</em> and <em>C</em> is a polytope. This provides insights on sequential convergence of many Bregman divergence based algorithm: abstract compatibility conditions between Bregman and Euclidean topology may equivalently be replaced by explicit conditions on <em>h</em> and <em>C</em>. This also emphasizes that a general convergence theory for these methods (beyond polyhedral domains) would require more refinements than Bregman's conditions.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107183"},"PeriodicalIF":0.8,"publicationDate":"2024-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0167637724001196/pdfft?md5=0177e635704d60cd488a1b496a65610b&pid=1-s2.0-S0167637724001196-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142173344","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":"Efficient sampling from phase-type distributions","authors":"Dieter Fiems","doi":"10.1016/j.orl.2024.107184","DOIUrl":"10.1016/j.orl.2024.107184","url":null,"abstract":"<div><p>A phase-type distributed random variable represents the time to absorption of a Markov chain with an absorbing state. In this letter, we show that the alias method can be modified to efficiently generate phase-type distributed random variables. Both initialisation and generation are fast, at the cost of larger memory requirements. Numerical experiments show that the proposed method significantly reduces the computation time compared to direct simulation.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107184"},"PeriodicalIF":0.8,"publicationDate":"2024-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142162185","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":"A bargaining game for implementing the equal gain splitting rule in sequencing situations","authors":"Guangjing Yang","doi":"10.1016/j.orl.2024.107182","DOIUrl":"10.1016/j.orl.2024.107182","url":null,"abstract":"<div><p>This paper investigates non-cooperative behavior in single-machine scheduling and aims to implement the equal gain splitting (EGS) rule via a designed bargaining game. In this game, randomly chosen proposers make offers that coalition members can accept or reject, with the goal of reaching subgame perfect equilibria that align with the EGS rule. Additionally, we extend the game to implement the weighted gain splitting (WGS) rule, which is a generalization of the EGS rule considering players' weights.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107182"},"PeriodicalIF":0.8,"publicationDate":"2024-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142149958","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":"A feasible smoothing accelerated projected gradient method for nonsmooth convex optimization","authors":"Akatsuki Nishioka , Yoshihiro Kanno","doi":"10.1016/j.orl.2024.107181","DOIUrl":"10.1016/j.orl.2024.107181","url":null,"abstract":"<div><p>Smoothing accelerated gradient methods achieve faster convergence rates than that of the subgradient method for some nonsmooth convex optimization problems. However, Nesterov's extrapolation may require gradients at infeasible points, and thus they cannot be applied to some structural optimization problems. We introduce a variant of smoothing accelerated projected gradient methods where every variable is feasible. The <span><math><mi>O</mi><mo>(</mo><msup><mrow><mi>k</mi></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup><mi>log</mi><mo></mo><mi>k</mi><mo>)</mo></math></span> convergence rate is obtained using the Lyapunov function. We conduct a numerical experiment on the robust compliance optimization of a truss structure.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107181"},"PeriodicalIF":0.8,"publicationDate":"2024-09-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0167637724001172/pdfft?md5=461018257332522ab26dc80e977a24bc&pid=1-s2.0-S0167637724001172-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142149957","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}
Fabio Mercurio , Loe Schlicher , Sonja U.K. Rohmer , Tom Van Woensel
{"title":"Freight consolidation through carrier collaboration - A cooperative game","authors":"Fabio Mercurio , Loe Schlicher , Sonja U.K. Rohmer , Tom Van Woensel","doi":"10.1016/j.orl.2024.107142","DOIUrl":"10.1016/j.orl.2024.107142","url":null,"abstract":"<div><p>Reducing inefficient truck movements, this research investigates the potential of freight consolidation through carrier collaboration. Considering the financial benefits of consolidation as well as the additional cost arising from collaboration, we introduce a cooperative game in which several carriers can collaborate by pooling transportation capacities. Although the core of this game can be empty, we provide three conditions under which core non-emptiness is preserved. Numerical experiments indicate, moreover, that core non-emptiness is also likely outside these conditions.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"56 ","pages":"Article 107142"},"PeriodicalIF":0.8,"publicationDate":"2024-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0167637724000786/pdfft?md5=5809e63fd937c8a7e25f21eac97849ad&pid=1-s2.0-S0167637724000786-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141716804","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}