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Envy-free house allocation with minimum subsidy 最低补贴下的无羡住房分配
IF 1.1 4区 管理学
Operations Research Letters Pub Date : 2024-03-02 DOI: 10.1016/j.orl.2024.107103
Davin Choo , Yan Hao Ling , Warut Suksompong , Nicholas Teh , Jian Zhang
{"title":"Envy-free house allocation with minimum subsidy","authors":"Davin Choo ,&nbsp;Yan Hao Ling ,&nbsp;Warut Suksompong ,&nbsp;Nicholas Teh ,&nbsp;Jian Zhang","doi":"10.1016/j.orl.2024.107103","DOIUrl":"https://doi.org/10.1016/j.orl.2024.107103","url":null,"abstract":"<div><p>House allocation refers to the problem where <em>m</em> houses are to be allocated to <em>n</em> agents so that each agent receives one house. Since an envy-free house allocation does not always exist, we consider finding such an allocation in the presence of subsidy. We show that computing an envy-free allocation with minimum subsidy is NP-hard in general, but can be done efficiently if <em>m</em> differs from <em>n</em> by an additive constant or if the agents have identical utilities.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"54 ","pages":"Article 107103"},"PeriodicalIF":1.1,"publicationDate":"2024-03-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0167637724000397/pdfft?md5=c6c307f86a7510bbca9b7b354ea2e586&pid=1-s2.0-S0167637724000397-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140042048","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
Markov decision process design: A framework for integrating strategic and operational decisions 马尔可夫决策过程设计：整合战略和运营决策的框架
IF 1.1 4区 管理学
Operations Research Letters Pub Date : 2024-02-21 DOI: 10.1016/j.orl.2024.107090
Seth Brown, Saumya Sinha, Andrew J. Schaefer
{"title":"Markov decision process design: A framework for integrating strategic and operational decisions","authors":"Seth Brown,&nbsp;Saumya Sinha,&nbsp;Andrew J. Schaefer","doi":"10.1016/j.orl.2024.107090","DOIUrl":"https://doi.org/10.1016/j.orl.2024.107090","url":null,"abstract":"<div><p>We consider the problem of optimally designing a system for repeated use under uncertainty. We develop a modeling framework that integrates the design and operational phases, which are represented by a mixed-integer program and discounted-cost infinite-horizon Markov decision processes, respectively. We seek to simultaneously minimize the design costs and the subsequent expected operational costs. This problem setting arises naturally in several application areas, as we illustrate through examples. We derive a bilevel mixed-integer linear programming formulation for the problem and perform a computational study to demonstrate that realistic instances can be solved numerically.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"54 ","pages":"Article 107090"},"PeriodicalIF":1.1,"publicationDate":"2024-02-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140052794","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 number of pivots of Dantzig's simplex methods for linear and convex quadratic programs 论线性和凸二次方程程的丹齐格单纯形方法的枢轴数
IF 1.1 4区 管理学
Operations Research Letters Pub Date : 2024-02-20 DOI: 10.1016/j.orl.2024.107091
Shaoning Han, Xinyao Zhang, Jong-Shi Pang
{"title":"On the number of pivots of Dantzig's simplex methods for linear and convex quadratic programs","authors":"Shaoning Han,&nbsp;Xinyao Zhang,&nbsp;Jong-Shi Pang","doi":"10.1016/j.orl.2024.107091","DOIUrl":"https://doi.org/10.1016/j.orl.2024.107091","url":null,"abstract":"<div><p>Refining and extending works by Ye and Kitahara-Mizuno, this paper presents new results on the number of pivots of simplex-type methods for solving linear programs of the Leontief kind, certain linear complementarity problems of the P kind, and nonnegatively constrained convex quadratic programs. Our results contribute to the further understanding of the complexity and efficiency of simplex-type methods for solving these problems. Two applications of the quadratic programming results are presented.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"53 ","pages":"Article 107091"},"PeriodicalIF":1.1,"publicationDate":"2024-02-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139936376","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
Characterizing the nonemptiness and compactness of weakly efficient solution sets for non-convex multiobjective optimization problems 表征非凸多目标优化问题的弱有效解集的非空旷性和紧凑性
IF 1.1 4区 管理学
Operations Research Letters Pub Date : 2024-02-19 DOI: 10.1016/j.orl.2024.107092
Gang Wang, Yihan Fu
{"title":"Characterizing the nonemptiness and compactness of weakly efficient solution sets for non-convex multiobjective optimization problems","authors":"Gang Wang,&nbsp;Yihan Fu","doi":"10.1016/j.orl.2024.107092","DOIUrl":"https://doi.org/10.1016/j.orl.2024.107092","url":null,"abstract":"<div><p>In this paper, we demonstrate that non-convex multiobjective optimization problems have nonempty and compact weakly efficient solution sets if and only if finite scalar optimization problems have nonempty and compact solution sets under mild conditions, which partially reduces the gap between non-convex and convex multiobjective problems in characterizing the nonemptiness and compactness of weakly efficient solution sets. Two examples are provided to support the findings.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"53 ","pages":"Article 107092"},"PeriodicalIF":1.1,"publicationDate":"2024-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139915149","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
Efficient data-driven optimization with noisy data 利用噪声数据进行高效的数据驱动优化
IF 1.1 4区 管理学
Operations Research Letters Pub Date : 2024-02-06 DOI: 10.1016/j.orl.2024.107089
Bart P.G. Van Parys
{"title":"Efficient data-driven optimization with noisy data","authors":"Bart P.G. Van Parys","doi":"10.1016/j.orl.2024.107089","DOIUrl":"https://doi.org/10.1016/j.orl.2024.107089","url":null,"abstract":"<div><p>The classical Kullback-Leibler distance is known to enjoy desirable statistical properties in the context of decision-making with noiseless data. However, in most practical situations data is subject to a certain amount of measurement noise. We hence study here data-driven prescription problems in which the data is corrupted by a known noise source. We derive efficient data-driven formulations in this noisy regime and indicate that they enjoy an entropic optimal transport interpretation.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"54 ","pages":"Article 107089"},"PeriodicalIF":1.1,"publicationDate":"2024-02-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139999974","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
Incentive-compatible cost allocations for inventory games with private information 具有私人信息的存货博弈的激励相容成本分配
IF 1.1 4区 管理学
Operations Research Letters Pub Date : 2024-01-27 DOI: 10.1016/j.orl.2024.107073
Yinlian Zeng , Siyi Wang , Xiaoqiang Cai , Lianmin Zhang
{"title":"Incentive-compatible cost allocations for inventory games with private information","authors":"Yinlian Zeng ,&nbsp;Siyi Wang ,&nbsp;Xiaoqiang Cai ,&nbsp;Lianmin Zhang","doi":"10.1016/j.orl.2024.107073","DOIUrl":"10.1016/j.orl.2024.107073","url":null,"abstract":"<div><p><span>In this paper we design cost allocation rules for inventory games with private information. First, we design incentive-compatible cost allocation rules for inventory games with private information via Vickrey-Clarke-Groves (VCG) rules. Then, we propose incentive-compatible and approximate budget-balanced cost allocations via </span>polynomial approximations such as the Chebyshev approximation and the Taylor approximation. In addition, we propose an incentive-compatible cost allocation with individual rationality. Finally, we conduct numerical experiments to compare the performance of the proposed cost allocations.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"53 ","pages":"Article 107073"},"PeriodicalIF":1.1,"publicationDate":"2024-01-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139639796","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
Scalar representations and Hausdorff continuity of solution mappings to parametric set optimization problems via set less order relations 参数集优化问题解映射的标量表示和豪斯多夫连续性（通过集合少阶关系
IF 1.1 4区 管理学
Operations Research Letters Pub Date : 2024-01-26 DOI: 10.1016/j.orl.2024.107071
Lam Quoc Anh , Pham Thanh Duoc , Ha Manh Linh
{"title":"Scalar representations and Hausdorff continuity of solution mappings to parametric set optimization problems via set less order relations","authors":"Lam Quoc Anh ,&nbsp;Pham Thanh Duoc ,&nbsp;Ha Manh Linh","doi":"10.1016/j.orl.2024.107071","DOIUrl":"10.1016/j.orl.2024.107071","url":null,"abstract":"<div><p>This paper aims to formulate scalar representations and stability conditions for parametric set<span> optimization problems involving set less order relations. We first introduce new nonlinear scalarization functions for sets and discuss their properties, and then they are utilized to establish scalar representations for solutions to such problems. Finally, we study sufficient conditions for the Hausdorff continuity of approximate solution mappings to the reference problems.</span></p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"53 ","pages":"Article 107071"},"PeriodicalIF":1.1,"publicationDate":"2024-01-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139633073","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
A combined variable aggregation presolving technique for mixed integer programming 混合整数编程的组合变量聚合预解技术
IF 1.1 4区 管理学
Operations Research Letters Pub Date : 2024-01-26 DOI: 10.1016/j.orl.2024.107074
Houshan Zhang , Jianhua Yuan
{"title":"A combined variable aggregation presolving technique for mixed integer programming","authors":"Houshan Zhang ,&nbsp;Jianhua Yuan","doi":"10.1016/j.orl.2024.107074","DOIUrl":"10.1016/j.orl.2024.107074","url":null,"abstract":"<div><p>Presolving is a critical component in modern mixed integer programming<span> (MIP ) solvers. In this paper, we propose a new and effective presolving method named inequation-based variable aggregation and develop a combined variable aggregation (VA ) technique with the advantage of significantly reducing the scales of MIP problems. This technique is particularly effective for problems involving semi-continuous variables, such as unit commitment problems. Extensive numerical experiments demonstrate that the combined VA technique can substantially accelerate the solution process of MIP problems.</span></p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"53 ","pages":"Article 107074"},"PeriodicalIF":1.1,"publicationDate":"2024-01-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139632019","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
A novel stepsize for gradient descent method 梯度下降法的新型步长
IF 1.1 4区 管理学
Operations Research Letters Pub Date : 2024-01-24 DOI: 10.1016/j.orl.2024.107072
Pham Thi Hoai , Nguyen The Vinh , Nguyen Phung Hai Chung
{"title":"A novel stepsize for gradient descent method","authors":"Pham Thi Hoai ,&nbsp;Nguyen The Vinh ,&nbsp;Nguyen Phung Hai Chung","doi":"10.1016/j.orl.2024.107072","DOIUrl":"10.1016/j.orl.2024.107072","url":null,"abstract":"<div><p>We propose a novel adaptive stepsize for the gradient descent scheme to solve unconstrained nonlinear optimization problems. With the convex and smooth objective satisfying locally Lipschitz gradient we obtain the complexity <span><math><mi>O</mi><mrow><mo>(</mo><mfrac><mrow><mn>1</mn></mrow><mrow><mi>k</mi></mrow></mfrac><mo>)</mo></mrow></math></span> of <span><math><mi>f</mi><mo>(</mo><msup><mrow><mi>x</mi></mrow><mrow><mi>k</mi></mrow></msup><mo>)</mo><mo>−</mo><msub><mrow><mi>f</mi></mrow><mrow><mo>⁎</mo></mrow></msub></math></span><span> at most. By using the idea of the new stepsize, we propose another new algorithm based on the projected gradient for solving a class of nonconvex optimization problems over a closed convex set. The computational experiments show the efficiency of the new method.</span></p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"53 ","pages":"Article 107072"},"PeriodicalIF":1.1,"publicationDate":"2024-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139578528","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
Bounds on revenue for the random consideration set choice model 随机考虑集选择模型的收入界限
IF 1.1 4区 管理学
Operations Research Letters Pub Date : 2024-01-18 DOI: 10.1016/j.orl.2024.107070
Wentao Lu
{"title":"Bounds on revenue for the random consideration set choice model","authors":"Wentao Lu","doi":"10.1016/j.orl.2024.107070","DOIUrl":"10.1016/j.orl.2024.107070","url":null,"abstract":"<div><p>The random consideration set choice model is a recently proposed choice model that can capture the stochastic choice behavior of consumers. One advantage of the random consideration set choice model is that it can accommodate some phenomena that cannot be explained by the multinomial logit model<span>. In this paper, we prove revenue bounds when the attention probabilities and preference order over products change for the random consideration set model. The bounds proposed can be used to control revenue differences when consumers' preference over product changes and can be useful for settings like online assortment optimization with a non-stationary environment.</span></p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"53 ","pages":"Article 107070"},"PeriodicalIF":1.1,"publicationDate":"2024-01-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139516242","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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