European Journal of Operational Research最新文献

Prelim p. 2; First issue - Editorial Board 预览第 2 页；第一期 - 编辑委员会

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-10-29 DOI: 10.1016/S0377-2217(24)00807-5

引用次数: 0

An exact method for the two-echelon split-delivery vehicle routing problem for liquefied natural gas delivery with the boil-off phenomenon 具有沸腾现象的液化天然气双舱分送车辆路由问题的精确方法

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-09-30 DOI: 10.1016/j.ejor.2024.09.040

{"title":"An exact method for the two-echelon split-delivery vehicle routing problem for liquefied natural gas delivery with the boil-off phenomenon","authors":"","doi":"10.1016/j.ejor.2024.09.040","DOIUrl":"10.1016/j.ejor.2024.09.040","url":null,"abstract":"<div><div>In this paper we investigate a two-echelon vehicle routing problem for liquefied natural gas (LNG) delivery to determine how to transport LNG from an overseas production terminal to a set of import terminals by vessels, and transport the LNG from the import terminals to a set of filling stations either by tanker trucks or bunker barges. Some important features of this problem are that part of LNG will be evaporated during delivery and split deliveries are allowed at both import terminals and filling stations, which render the problem more intractable than those considered in most of the existing two-echelon vehicle routing studies. The objective is to find the optimal first-echelon and second-echelon delivery schemes to minimize the sum of the routing cost and boil-off cost. To solve the problem, we develop a customized branch-and-price-and-cut (BPC) algorithm incorporating a specialized labeling algorithm tailored to address the issues of LNG evaporation and split deliveries in solving the challenging pricing subproblems. To speed up the solution algorithm, we introduce some heuristic pricing strategies to quickly solve the pricing subproblems, and explore the (strong) <span><math><mi>k</mi></math></span>-path inequalities and subset-row inequalities to tighten the lower bound obtained by column generation. We conduct extensive numerical studies on simulation instances and a case study of LNG delivery in region along the Yangtze river, China to verify the effectiveness of the model and proposed algorithm. The numerical results demonstrate that our algorithm significantly outperforms CPLEX and the existing BPC algorithm on related topic, confirm the superiority of our integrated two-echelon solution method over its sequential solution counterpart, and illustrate that the locations of the production terminal and import terminals are highly related to the solution performance.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2024-09-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142537247","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}

引用次数: 0

The demand for hedging of oil producers: A tale of risk and regret 石油生产商的套期保值需求：风险与遗憾的故事

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-09-29 DOI: 10.1016/j.ejor.2024.09.036

引用次数: 0

Data-driven dynamic police patrolling: An efficient Monte Carlo tree search 数据驱动的动态警察巡逻：高效蒙特卡洛树搜索

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-09-27 DOI: 10.1016/j.ejor.2024.09.019

{"title":"Data-driven dynamic police patrolling: An efficient Monte Carlo tree search","authors":"","doi":"10.1016/j.ejor.2024.09.019","DOIUrl":"10.1016/j.ejor.2024.09.019","url":null,"abstract":"<div><div>Crime is responsible for major financial losses and serious harm to the well-being of individuals, and, hence, a crucial task of police operations is effective patrolling. Yet, in existing decision models aimed at police operations, microscopic routing decisions from patrolling are not considered, and, furthermore, the objective is limited to surrogate metrics (e.g., response time) instead of crime prevention. In this paper, we thus formalize the decision problem of dynamic police patrolling as a Markov decision process that models microscopic routing decisions, so that the expected number of prevented crimes are maximized. We experimentally show that standard solution approaches for our decision problem are not scalable to real-world settings. As a remedy, we present a tailored and highly efficient Monte Carlo tree search algorithm. We then demonstrate our algorithm numerically using real-world crime data from Chicago and show that the decision-making by our algorithm offers significant improvements for crime prevention over patrolling tactics from current practice. Informed by our results, we finally discuss implications for improving the patrolling tactics in police operations.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2024-09-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142537248","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}

引用次数: 0

Optimal reinsurance with multivariate risks and dependence uncertainty 具有多变量风险和依赖性不确定性的最优再保险

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-09-26 DOI: 10.1016/j.ejor.2024.09.037

{"title":"Optimal reinsurance with multivariate risks and dependence uncertainty","authors":"","doi":"10.1016/j.ejor.2024.09.037","DOIUrl":"10.1016/j.ejor.2024.09.037","url":null,"abstract":"<div><div>In this paper, we study the optimal reinsurance design from the perspective of an insurer with multiple lines of business, where the reinsurance is purchased by the insurer for each line of business, respectively. For the risk vector generated by the multiple lines of business, we suppose that the marginal distributions are fixed, but the dependence structure between these risks is unknown. Due to the unknown dependence structure, the optimal strategy is investigated for the worst-case scenario. We consider two types of risk measures: Value-at-Risk (<span><math><mi>VaR</mi></math></span>) and Range-Value-at-Risk (RVaR) including Expected Shortfall (<span><math><mi>ES</mi></math></span>) as a special case, and general premium principles satisfying certain conditions. To be more practical, the minimization of the total risk is conducted under some budget constraint. For the <span><math><mi>VaR</mi></math></span>-based model with only two risks, it turns out that the limited stop-loss reinsurance treaty is optimal for each line of business. For the model with more than two risks, we obtain two types of optimal reinsurance strategies if the marginals have convex or concave distributions on their tail parts by constraining the ceded loss functions to be convex or concave. Moreover, as a special case, the optimal quota-share reinsurance with dependence uncertainty has been studied. Finally, after applying our findings to two risks, some studies have been implemented to obtain both the analytical and numerical optimal reinsurance policies.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2024-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142537250","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}

引用次数: 0

Partially adaptive multistage stochastic programming 部分自适应多阶段随机程序设计

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-09-21 DOI: 10.1016/j.ejor.2024.09.034

{"title":"Partially adaptive multistage stochastic programming","authors":"","doi":"10.1016/j.ejor.2024.09.034","DOIUrl":"10.1016/j.ejor.2024.09.034","url":null,"abstract":"<div><div>Multistage stochastic programming is a powerful tool allowing decision-makers to revise their decisions at each stage based on the realized uncertainty. However, organizations are not able to be fully flexible, as decisions cannot be revised too frequently in practice. Consequently, decision commitment becomes crucial to ensure that initially made decisions remain unchanged for a certain period of time. This paper introduces partially adaptive multistage stochastic programming, a new optimization paradigm that strikes an optimal balance between decision flexibility and commitment by determining the best stages to revise decisions depending on the allowed level of flexibility. We introduce a novel mathematical formulation and theoretical properties eliminating certain constraint sets. Furthermore, we develop a decomposition method that effectively handles mixed-integer partially adaptive multistage programs by adapting the integer L-shaped method and Benders decomposition. Computational experiments on stochastic lot-sizing and generation expansion planning problems show substantial advantages attained through optimal selections of revision times when flexibility is limited, while demonstrating computational efficiency attained by employing the proposed properties and solution methodology. By adhering to these optimal revision times, organizations can achieve performance levels comparable to fully flexible settings.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2024-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142537249","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}

引用次数: 0

Stabilizing financial networks via mergers and acquisitions 通过并购稳定金融网络

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-09-21 DOI: 10.1016/j.ejor.2024.09.035

引用次数: 0

Solving the parallel processor scheduling and bin packing problems with contiguity constraints: Mathematical models and computational studies 解决具有连续性约束的并行处理器调度和垃圾箱打包问题：数学模型和计算研究

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2024-09-21 DOI: 10.1016/j.ejor.2024.09.013

Fatih Burak Akçay, Maxence Delorme

{"title":"Solving the parallel processor scheduling and bin packing problems with contiguity constraints: Mathematical models and computational studies","authors":"Fatih Burak Akçay, Maxence Delorme","doi":"10.1016/j.ejor.2024.09.013","DOIUrl":"https://doi.org/10.1016/j.ejor.2024.09.013","url":null,"abstract":"The parallel processor scheduling and bin packing problems with contiguity constraints are important in the field of combinatorial optimization because both problems can be used as components of effective exact decomposition approaches for several two-dimensional packing problems. In this study, we provide an extensive review of existing mathematical formulations for the two problems, together with some model enhancements and lower bounding techniques, and we empirically evaluate the computational behavior of each of these elements using a state-of-the-art solver on a large set of literature instances. We also assess whether recent developments such as meet-in-the middle patterns and the reflect formulation can be used to solve the two problems more effectively. Our experiments demonstrate that some features, such as the mathematical model used, have a major impact on whether an approach is able to solve an instance, whereas other features, such as the use of symmetry-breaking constraints, do not bring any empirical advantage despite being useful in theory. Overall, our goal is to help the research community design more effective yet simpler algorithms to solve the parallel processor scheduling and bin packing problems with contiguity constraints and closely related extensions so that, eventually, those can be integrated into a larger number of exact methods for two-dimensional packing problems.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.4,"publicationDate":"2024-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142325846","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}

引用次数: 0

A tight formulation for the dial-a-ride problem 拨号乘车问题的严密表述

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2024-09-20 DOI: 10.1016/j.ejor.2024.09.028

Daniela Gaul, Kathrin Klamroth, Christian Pfeiffer, Michael Stiglmayr, Arne Schulz

{"title":"A tight formulation for the dial-a-ride problem","authors":"Daniela Gaul, Kathrin Klamroth, Christian Pfeiffer, Michael Stiglmayr, Arne Schulz","doi":"10.1016/j.ejor.2024.09.028","DOIUrl":"https://doi.org/10.1016/j.ejor.2024.09.028","url":null,"abstract":"Ridepooling services play an increasingly important role in modern transportation systems. With soaring demand and growing fleet sizes, the underlying route planning problems become increasingly challenging. In this context, we consider the dial-a-ride problem (DARP): Given a set of transportation requests with pick-up and delivery locations, passenger numbers, time windows, and maximum ride times, an optimal routing for a fleet of vehicles, including an optimized passenger assignment, needs to be determined. We present tight mixed-integer linear programming (MILP) formulations for the DARP by combining two state-of-the-art models into novel <ce:italic>location-augmented-event-based</ce:italic> formulations. Strong valid inequalities and lower and upper bounding techniques are derived to further improve the formulations. We then demonstrate the theoretical and computational superiority of the new models: First, the linear programming relaxations of the new formulations are stronger than existing location-based approaches. Second, extensive numerical experiments on benchmark instances show that computational times are on average reduced by 53.9% compared to state-of-the-art event-based approaches.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.4,"publicationDate":"2024-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142325868","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}

引用次数: 0

Fleet repositioning in the tramp ship routing and scheduling problem with bunker optimization: A matheuristic solution approach 带有燃料优化的杂货船路由和调度问题中的船队重新定位：一种数学启发式求解方法

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-09-20 DOI: 10.1016/j.ejor.2024.09.029

{"title":"Fleet repositioning in the tramp ship routing and scheduling problem with bunker optimization: A matheuristic solution approach","authors":"","doi":"10.1016/j.ejor.2024.09.029","DOIUrl":"10.1016/j.ejor.2024.09.029","url":null,"abstract":"<div><div>This paper investigates an important planning problem faced by dry bulk shipping operators, referred to as the Tramp Ship Routing and Scheduling Problem with Bunker Optimization (TSRSPBO). The problem is to maximize the overall profit of a fleet of vessels by selecting cargoes and determining ship routes and schedules. We consider this problem under a set of practically relevant features such as flexibility in cargo quantities, as well as bunkering decisions on where to procure fuel and how much. As a particularly novel feature, we address the regional allocation of vessels at the end of the planning period to be well prepared for meeting (uncertain) future demand. To incorporate this, we consider the TSRSPBO as a two-stage stochastic programming problem, where cargo selection, routing, and bunkering decisions are solved in the first-stage problem, and the recourse cost of fleet repositioning is considered in the second stage. We present arc flow and path flow formulations, where the latter employs a priori generation of feasible routes as input. For solving realistically sized instances, we propose a matheuristic based on an Adaptive Large Neighborhood Search (ALNS) framework that iteratively generates columns and solves the path flow model. Computational experiments based on real data show that this matheuristic finds high-quality solutions for large test instances with 120 cargoes, 30 vessels, and ten bunker ports in less than one hour. Also, considering the TSRSPBO as a two-stage stochastic problem achieves the highest profits and is solved almost as quickly as the deterministic problem variant.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2024-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142325871","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}

引用次数: 0