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Pricing filtering in Dantzig-Wolfe decomposition
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-01-01 DOI: 10.1016/j.orl.2024.107207
Abdellah Bulaich Mehamdi , Mathieu Lacroix , Sébastien Martin
{"title":"Pricing filtering in Dantzig-Wolfe decomposition","authors":"Abdellah Bulaich Mehamdi ,&nbsp;Mathieu Lacroix ,&nbsp;Sébastien Martin","doi":"10.1016/j.orl.2024.107207","DOIUrl":"10.1016/j.orl.2024.107207","url":null,"abstract":"<div><div>Column generation is used alongside Dantzig-Wolfe Decomposition, especially for linear programs having a decomposable pricing step requiring to solve numerous independent pricing subproblems. We propose a filtering method to detect which pricing subproblems may have improving columns, and only those subproblems are solved during pricing. This filtering is done by providing light, computable bounds using dual information from previous iterations of the column generation. The experiments show a significant impact on different combinatorial optimization problems.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"58 ","pages":"Article 107207"},"PeriodicalIF":0.8,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143166897","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 feasibility of solutions to the split delivery vehicle routing problem represented as edge variables
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-01-01 DOI: 10.1016/j.orl.2024.107209
Artur Pessoa, Daniel de Araujo, Eduardo Uchoa
{"title":"On the feasibility of solutions to the split delivery vehicle routing problem represented as edge variables","authors":"Artur Pessoa,&nbsp;Daniel de Araujo,&nbsp;Eduardo Uchoa","doi":"10.1016/j.orl.2024.107209","DOIUrl":"10.1016/j.orl.2024.107209","url":null,"abstract":"<div><div>Mixed integer programming formulations for the Split Delivery Vehicle Routing Problem (SDVRP) typically use edge decision variables. It was believed that feasibility couldn't be verified in polynomial time. We show that this recognition problem depends on the formulation's constraints and prove that it's strongly NP-hard for a recent formulation. With subtour elimination constraints, we provide an <span><math><mi>O</mi><mo>(</mo><mi>n</mi><mi>log</mi><mo>⁡</mo><mi>n</mi><mo>)</mo></math></span>-time recognition algorithm. This challenges assumptions about edge-based formulations and provides new insights into SDVRP solution verification complexity.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"58 ","pages":"Article 107209"},"PeriodicalIF":0.8,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143166898","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 capacity inequalities for the heterogeneous vehicle routing problem
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-12-30 DOI: 10.1016/j.orl.2024.107239
Konstantin Pavlikov
{"title":"On the capacity inequalities for the heterogeneous vehicle routing problem","authors":"Konstantin Pavlikov","doi":"10.1016/j.orl.2024.107239","DOIUrl":"10.1016/j.orl.2024.107239","url":null,"abstract":"<div><div>Fractional and Rounded capacity inequalities are two important families of valid inequalities known for the homogeneous Capacitated Vehicle Routing Problem (CVRP). Such inequalities impose the minimum number of vehicles required to service each and every subset of customers, be it a fractional or an integer value. In case of the Heterogeneous version of the routing problem (HCVRP), the minimum number of vehicles required for a subset of customers is not defined uniquely: it depends on the vehicle types and fleet composition that was engaged in serving the customers. This paper revises existing literature on the capacity-based valid inequalities for the HCVRP and presents new routines to separate them exactly using mixed integer linear programming (MILP). In addition, this paper proposes a new family of capacity-based valid inequalities for the HCVRP together with an exact routine to separate them. A computational study demonstrates applicability of considered inequalities in solving HCVRP instances using a standard MILP solver.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107239"},"PeriodicalIF":0.8,"publicationDate":"2024-12-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143164396","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
Distributionally robust stochastic optimal control
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-12-27 DOI: 10.1016/j.orl.2024.107234
Alexander Shapiro , Yan Li
{"title":"Distributionally robust stochastic optimal control","authors":"Alexander Shapiro ,&nbsp;Yan Li","doi":"10.1016/j.orl.2024.107234","DOIUrl":"10.1016/j.orl.2024.107234","url":null,"abstract":"<div><div>The main goal of this paper is to discuss construction of distributionally robust counterparts of stochastic optimal control problems. Randomized and non-randomized policies are considered. In particular necessary and sufficient conditions for existence of non-randomized policies are given.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107234"},"PeriodicalIF":0.8,"publicationDate":"2024-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143172983","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
Optimal allocation of active and standby redundancies in series systems
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-12-20 DOI: 10.1016/j.orl.2024.107237
Biplab Hawlader , Pradip Kundu , Amarjit Kundu
{"title":"Optimal allocation of active and standby redundancies in series systems","authors":"Biplab Hawlader ,&nbsp;Pradip Kundu ,&nbsp;Amarjit Kundu","doi":"10.1016/j.orl.2024.107237","DOIUrl":"10.1016/j.orl.2024.107237","url":null,"abstract":"<div><div>This research focuses on determining the optimal allocation of redundancies within a system, strategically placing them to enhance system performance. The paper explores redundancy allocation strategies through stochastic comparisons of resulting system lifetimes in various stochastic orders. While previous studies mainly focused on two or <em>n</em>-component series systems with some specific distributions for component lifetimes, this study extends the investigation with arbitrary distributions or some semiparametric families. It presents some new and extended results, offering novel insights to the topic.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107237"},"PeriodicalIF":0.8,"publicationDate":"2024-12-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143172982","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
Extended formulations for the integer hull of strictly Δ-modular cographic polyhedral cones
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-12-19 DOI: 10.1016/j.orl.2024.107235
Joseph Paat , Zach Walsh , Luze Xu
{"title":"Extended formulations for the integer hull of strictly Δ-modular cographic polyhedral cones","authors":"Joseph Paat ,&nbsp;Zach Walsh ,&nbsp;Luze Xu","doi":"10.1016/j.orl.2024.107235","DOIUrl":"10.1016/j.orl.2024.107235","url":null,"abstract":"<div><div>Conforti et al. give a compact extended formulation for a class of bimodular-constrained integer programs, namely those that model the stable set polytope of a graph with no disjoint odd cycles. We extend their techniques to design compact extended formulations for the integer hull of translated polyhedral cones whose constraint matrix is strictly Δ-modular and has rows that represent a cographic matroid. Our work generalizes the important special case from Conforti et al. concerning 4-connected graphs with odd cycle transversal number at least 4. We also discuss the necessity of our assumptions.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107235"},"PeriodicalIF":0.8,"publicationDate":"2024-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143172980","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
Strategic behavior in a time-limited Markovian polling queue with service rate regeneration
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-12-18 DOI: 10.1016/j.orl.2024.107236
Yuanyuan Liu, Zhaozeng Yan
{"title":"Strategic behavior in a time-limited Markovian polling queue with service rate regeneration","authors":"Yuanyuan Liu,&nbsp;Zhaozeng Yan","doi":"10.1016/j.orl.2024.107236","DOIUrl":"10.1016/j.orl.2024.107236","url":null,"abstract":"<div><div>This paper studies a time-limited Markovian polling queueing system with service rate regeneration. When the server moves to a new station, it announces the next station to open based on a given discrete-time Markov chain. We calculate the expected waiting time for customers in each queue, which is shown to be monotonic with respect to their position in the queue. Personal optimal thresholds for the customers are then determined, and an optimal joining strategy is proposed based on these thresholds.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107236"},"PeriodicalIF":0.8,"publicationDate":"2024-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143172981","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
Low-rank extragradient methods for scalable semidefinite optimization
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-12-13 DOI: 10.1016/j.orl.2024.107230
Dan Garber, Atara Kaplan
{"title":"Low-rank extragradient methods for scalable semidefinite optimization","authors":"Dan Garber,&nbsp;Atara Kaplan","doi":"10.1016/j.orl.2024.107230","DOIUrl":"10.1016/j.orl.2024.107230","url":null,"abstract":"<div><div>We consider a class of important semidefinite optimization problems that involve a convex smooth or nonsmooth objective function and linear constraints. Focusing on high-dimensional settings with a low-rank solution that also satisfies a low-rank complementarity condition, we prove that the well-known Extragradient method, when initialized with a “warm-start”, converges with its standard convergence rate guarantees, using only efficient low-rank singular value decompositions to project onto the positive semidefinite cone. Supporting numerical evidence with a dataset of Max-Cut instances is provided.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107230"},"PeriodicalIF":0.8,"publicationDate":"2024-12-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143140227","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
Reduced game and constrained egalitarianism
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-12-12 DOI: 10.1016/j.orl.2024.107231
Doudou Gong , Wenzhong Li
{"title":"Reduced game and constrained egalitarianism","authors":"Doudou Gong ,&nbsp;Wenzhong Li","doi":"10.1016/j.orl.2024.107231","DOIUrl":"10.1016/j.orl.2024.107231","url":null,"abstract":"<div><div>This paper introduces two values for cooperative games, called the constrained equal individual worth value and the constrained equal marginal contribution value, respectively. We show that the first value is the unique value satisfying the bilateral projection reduced game property and constrained egalitarianism, and the second one is the unique value satisfying the bilateral complement reduced game property and constrained egalitarianism. Replacing constrained egalitarianism by other properties, we provide another axiomatization for each value.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107231"},"PeriodicalIF":0.8,"publicationDate":"2024-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143172548","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
Optimal arrangement of servers for a tollbooth tandem queue with two heterogeneous servers
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2024-12-12 DOI: 10.1016/j.orl.2024.107222
Bara Kim , Jeongsim Kim
{"title":"Optimal arrangement of servers for a tollbooth tandem queue with two heterogeneous servers","authors":"Bara Kim ,&nbsp;Jeongsim Kim","doi":"10.1016/j.orl.2024.107222","DOIUrl":"10.1016/j.orl.2024.107222","url":null,"abstract":"<div><div>We consider a tollbooth tandem queue with a Poisson arrival process and two heterogeneous servers of exponential service times. We show that performance measures, such as queue length, system size, waiting time and sojourn time, are stochastically larger when a server with a larger service rate is used as the first server. Our results include a rigorous proof of the observation made by He and Chao (2014) and Do (2015) regarding the performance comparison between two alternative server arrangements.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107222"},"PeriodicalIF":0.8,"publicationDate":"2024-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143135112","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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