European Journal of Operational Research最新文献

{"title":"Prelim p. 2; First issue - Editorial Board","authors":"","doi":"10.1016/S0377-2217(25)00231-0","DOIUrl":"10.1016/S0377-2217(25)00231-0","url":null,"abstract":"","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"324 1","pages":"Page ii"},"PeriodicalIF":6.0,"publicationDate":"2025-04-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143767632","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"A bi-objective unrelated parallel machine scheduling problem with additional resources and soft precedence constraints","authors":"Mengxing Gao, ChenGuang Liu, Xi Chen","doi":"10.1016/j.ejor.2025.03.019","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.03.019","url":null,"abstract":"This paper investigates an unrelated parallel machine scheduling problem with practical production constraints, where the upper limit of additional resources varies across distinct time intervals, and the precedence relationships between jobs can be violated by paying specified penalty costs. We formulate a novel mixed integer linear programming model to minimize the makespan and total penalty cost simultaneously. To tackle this problem, we utilize the framework of the multi-objective evolutionary algorithm based on decomposition, which decomposes the original problem into multiple scalar subproblems. In solving each subproblem, we propose three decoding algorithms to explore different solution spaces in the Pareto front and design a cyclic decoding mechanism inspired by the greedy idea. Furthermore, a 2-swap local search strategy is applied in the evolutionary process to enhance the proposed algorithm. Computational experiments on extensive numerical instances indicate that the cyclic decoding mechanism performs better than the single decoding algorithm. The results of small-scale instances show that the evolutionary algorithms, regardless of using the 2-swap local search, outperform the MILP model in terms of computational efficiency when achieving the optimal Pareto front. For large-scale instances, applying the 2-swap local search strategy significantly enhances the quality of the Pareto front, albeit at the cost of a substantial increase in computational time. The results also demonstrate the superior effectiveness and efficiency of the proposed algorithm compared to NSGA-II.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"73 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143744773","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Statistical process control for queue length trajectories using Fourier analysis","authors":"Lucy E. Morgan, Russell R. Barton","doi":"10.1016/j.ejor.2025.03.013","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.03.013","url":null,"abstract":"This paper presents a new statistical process control method for monitoring the number of waiting entities for queues. It is based on dynamic characterization of the number-in-system (NIS) data trajectory via Fourier coefficient magnitudes. Since monitoring periods are necessarily short, we investigate windowing methods for dampening the impact of the Gibbs phenomenon, which can contaminate the Fourier characterization. Secondly, we use this knowledge to present a short-window modified version of the <ce:italic>waFm</ce:italic> statistic, a weighted average of Fourier magnitudes, within a Cumulative sum (CUSUM) control chart. The <ce:italic>waFm</ce:italic> CUSUM chart works well even when only periodic NIS reports are available. The proposed method is frequently superior to the best existing methods in controlled experiments considering both non-contiguous and contiguous windows of data illustrating its use for the monitoring of both stationary and non-stationary systems. It is superior to, or competitive with, existing methods even when the nature of departure from control is known. We illustrate performance in simple queues and a more realistic scenario based on a job shop model.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"183 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143744774","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"The multi-armed bandit problem under the mean-variance setting","authors":"Hongda Hu ,&nbsp;Arthur Charpentier ,&nbsp;Mario Ghossoub ,&nbsp;Alexander Schied","doi":"10.1016/j.ejor.2025.03.011","DOIUrl":"10.1016/j.ejor.2025.03.011","url":null,"abstract":"<div><div>The classical multi-armed bandit problem involves a learner and a collection of arms with unknown reward distributions. At each round, the learner selects an arm and receives new information. The learner faces a tradeoff between exploiting the current information and exploring all arms. The objective is to maximize the expected cumulative reward over all rounds. Such an objective does not involve a risk-reward tradeoff, which is fundamental in many areas of application. In this paper, we build upon Sani et al. (2012)’s extension of the classical problem to a mean–variance setting. We relax their assumptions of independent arms and bounded rewards, and we consider sub-Gaussian arms. We introduce the Risk-Aware Lower Confidence Bound algorithm to solve the problem, and study some of its properties. We perform numerical simulations to demonstrate that, in both independent and dependent scenarios, our approach outperforms the algorithm suggested by Sani et al. (2012).</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"324 1","pages":"Pages 168-182"},"PeriodicalIF":6.0,"publicationDate":"2025-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143744775","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Consumer preference estimation based on intertemporal choice data: A chance constrained data envelopment analysis method","authors":"Ping Wang, Qingxian An, Liang Liang","doi":"10.1016/j.ejor.2025.03.021","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.03.021","url":null,"abstract":"Choice behavior reflects consumer preferences. Consumers often purchase products online nowadays, which can be viewed as a choice process. If a consumer makes multiple transactions over a period of time, then we can say the consumer make multiple intertemporal choices. This study focuses on the problem of learning consumer preferences from intertemporal choice data. The main challenges in this research include the ratio relationship between some attributes, the variability of choice set and the uncertainty of attribute values. To address these challenges, we propose a consumer preference model based on the chance-constrained data envelopment analysis (DEA) framework. In the model, we assume consumer choice has maximum utility value, and define a performance cost utility function to capture the ratio relationship between some attributes. We then develop two scenarios for the consumer preference model, depending on whether the uncertain variables are correlated. The estimated consumer preferences can be used to predict each consumer's choice and item ranking. To validate our model, we conduct two numerical experiments, and analyze the impact of some parameters on the preference and evaluation results. The results show that the estimated preference values are accurate when the values of risk indicator and correlation coefficients are small, and our model performs well on the predictions of choice and item ranking.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"33 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143744776","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Cutting stock problem with usable leftovers: A review","authors":"Victor Senergues, Nadjib Brahimi, Adriana Cristina Cherri, François Klein, Olivier Péton","doi":"10.1016/j.ejor.2025.03.014","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.03.014","url":null,"abstract":"This article presents a comprehensive literature review of the Cutting Stock Problem with Usable Leftovers (CSPUL). The most recent review on this topic dates to 2014, covering articles published before 2013. Since then, the number of publications on CSPUL has increased significantly, driven by new applications and more efficient solution approaches. We analyze fifty two relevant articles from twenty four different journals, focusing on works published after 2008 while acknowledging foundational contributions from the 1980s and 1990s. This review categorizes variations of CSPUL based on their dimensions (1D, 2D, and 3D), planning period characteristics (single-period and multi-period), objective functions, and solution methods. The article provides a detailed summary of the key features in the mathematical models and solution methods proposed in these studies. Additionally, it highlights several industrial applications of CSPUL, illustrating its practical relevance. Through this analysis, we identify important applications and propose promising directions for future research. The findings and insights presented here have practical implications for optimizing resource utilization and promoting sustainability in industries facing cutting challenges.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"58 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143744777","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"A simplicial homology approach for assessing and rectifying coverage of sensor networks for improved crop management","authors":"Maciej Rysz, Panos M. Pardalos, Siddhartha S. Mehta","doi":"10.1016/j.ejor.2025.03.010","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.03.010","url":null,"abstract":"This study presents a mathematical framework and solution approach aimed at enhancing wireless sensor network coverage, specifically focusing on agricultural applications. Sensor networks in precision agriculture can efficiently monitor environmental parameters and control factors affecting crop yield and quality. However, challenges such as sensor failures and communication disruptions due to vegetation interference can hinder achieving complete coverage, leading to reduced productivity. It is therefore necessary to effectively identify, locate, and rectify sensor coverage holes, i.e., areas lacking sensor coverage. To address this, we utilize principles from graph theory, algebraic topology and optimization. Specifically, sensor networks are modeled as Rips complexes, while concepts from simplicial homology and linear programming are used to verify the presence and identify the locations of coverage holes, respectively. By utilizing constructs from abstract simplicial complexes, we then introduce a hole removal heuristic that identifies a minimal number of sensors, along with their locations, that need to be added to the network to achieve complete coverage. It is also shown that the presented framework is adaptable to hybrid sensor networks, where autonomous agents can serve as mobile sensors to remove coverage holes. The approach is validated using extensive numerical simulations for a small farm of 62 acres with 400 sensors and shown that complete sensor coverage can be obtained for network topologies with a varying number and sizes of coverage holes. Key observations pertaining to the performance of the proposed method are drawn from the simulation results.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"36 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143744779","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Service composition and optimal selection in cloud manufacturing under event-dependent distributional uncertainty of manufacturing capabilities","authors":"Zunhao Luo, Dujuan Wang, Yunqiang Yin, Joshua Ignatius, T.C.E. Cheng","doi":"10.1016/j.ejor.2025.03.005","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.03.005","url":null,"abstract":"Service composition and optimal selection in cloud manufacturing involves the allocation of available manufacturing cloud services (MCSs) derived from a diverse array of manufacturing resources to satisfy personalized demand of customers. Existing studies generally neglect the uncertainty of manufacturing capabilities for providing MCSs. To this end, we use an event-dependent hybrid ambiguity set consisting of the box support set, Wasserstein metric, mean, and expected cross-deviation, where the support is conditional on each event, to capture the uncertainty of manufacturing capabilities, and cast the problem as a two-stage distributionally robust optimization model. We provide model bound analysis with theoretical gap guarantees, including the lower and upper bounds derived from the solution of the linear relaxation of the resulting reformulation, and sensitivity bounds for varying some ambiguity-set parameters. To exactly solve the reformulation, we design a customized constraint generation algorithm incorporating some improvement strategies, a variant of classical Benders decomposition, which decomposes the reformulation into a relaxed master problem and an adversarial separation subproblem which identifies valid constraints to tighten the relaxed master problem. Importantly, we transform the bilinear separation subproblem into a 0-1 mixed-integer linear program, observing the property that the linear-relaxed solution is integer, which makes the separation subproblem more easy to solve. Ultimately, we conduct numerical studies on the case study of a group enterprise producing large cement equipment in Tianjin, China, to evaluate the effectiveness of the solution algorithm, quantify the benefits of accounting for event-dependent distributional ambiguity over its single-event counterpart and stochastic and deterministic counterparts, and verify the value of considering the event-dependent hybrid ambiguity set over the Wasserstein and moment counterparts, and measure the quality of the upper and lower bounds and sensitivity bounds.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"35 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143678364","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Asset allocation with factor-based covariance matrices","authors":"Thomas Conlon, John Cotter, Iason Kynigakis","doi":"10.1016/j.ejor.2025.03.015","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.03.015","url":null,"abstract":"We examine whether a factor-based framework to construct the covariance matrix can enhance the performance of minimum-variance portfolios. We conduct a comprehensive comparative analysis of a wide range of factor models, which can differ based on the machine learning dimensionality reduction approach used to construct the latent factors and whether the covariance matrix is static or dynamic. The results indicate that factor models exhibit superior predictive accuracy compared to several covariance benchmarks, which can be attributed to the reduced degree of over predictions. Factor-based portfolios generate statistically significant outperformance with respect to standard deviation and Sharpe ratio relative to multiple portfolio benchmarks. After accounting for transaction costs strategies based on static covariance matrices outperform dynamic specifications in terms of risk-adjusted returns.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"8 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143744778","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Strategic financing options in a supply chain facing guarantee shortages and capital constraints under demand uncertainty","authors":"Xiaoliang Zhu, Yingchen Yan, Guoqing Yang","doi":"10.1016/j.ejor.2025.02.039","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.02.039","url":null,"abstract":"When distributors, as small and medium-sized enterprises (SMEs), encounter financial constraints and market uncertainty, manufacturers can offer guarantees and product buyback (credit-buyback-financing strategy, CBF) to mitigate risk and enhance output. Recently, the rise in popularity of third-party guarantee institutions introduces additional options for supply chain members, including coguarantee (credit-coguarantee-financing strategy, CCF) or a combination of coguarantee and buyback (credit-coguarantee-buyback-financing strategy, CCBF). To determine the optimal financing strategy, this paper scrutinizes the efficiencies and profitability associated with these three formats within an analytical framework. We find that the downstream distributor always favors CCBF, while the manufacturer’s inclination shifts from CBF to CCF/CCBF as the buyback price decreases (he prefers CCF when the coguarantee share is high; prefers CCBF otherwise). The guarantee institution mirrors the manufacturer’s choices, expressing a preference for CCF when the buyback price is high and the coguarantee share is moderate. Especially, a Pareto improvement is achievable for three partners by employing CCBF under certain conditions. In this case, CCBF induces an appropriate guarantee fee rate, promoting order quantities without excessive default risk, thereby benefiting all parties involved. These results provide valuable insights for managers in identifying a financing strategy that facilitates a triple-win situation.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"25 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143678366","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}