Christian Artigues, Sönke Hartmann, Mario Vanhoucke
{"title":"Fifty years of research on resource-constrained project scheduling explored from different perspectives","authors":"Christian Artigues, Sönke Hartmann, Mario Vanhoucke","doi":"10.1016/j.ejor.2025.03.024","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.03.024","url":null,"abstract":"The resource-constrained project scheduling problem is one of the most investigated problems in the project scheduling literature, and has a rich history. This article provides a perspective on this challenging scheduling problem, without having the ambition to provide a complete overview. Instead, the article does aim to summarize a number of reasons why this problem has been so intensely investigated from different perspectives.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"2 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143932506","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":"Reliable pathfinding problems for a correlated network: A linear programming problem in a hypergraph","authors":"Kenetsu Uchida, Yifan Wang, Ryuichi Tani","doi":"10.1016/j.ejor.2025.04.046","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.04.046","url":null,"abstract":"This study addresses the NP-hard reliable path problem, which seeks the path with minimum travel cost in correlated road networks, formulated as mean-variance (m-v) and mean-standard deviation (m-s) shortest path problems. This study proposes a novel approach that transforms these nonlinear binary integer programming models into standard linear programming (LP) problems using structure-preserving linearization and graph transformation techniques. The resulting LP formulations guarantee global optimality, overcoming the computational challenges of real-world networks. Numerical experiments on real-world networks demonstrate that the proposed method efficiently identifies the globally optimal path, matching the performance of exact methods like branch-and-bound while offering greater model flexibility. These findings provide a scalable and robust framework for reliable path selection in complex transportation networks.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"62 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-04-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143932508","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":"Electric vehicle fleet charging management: An approximate dynamic programming policy","authors":"Ehsan Mahyari, Nickolas Freeman","doi":"10.1016/j.ejor.2025.04.031","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.04.031","url":null,"abstract":"The growing prevalence of electric vehicles (EVs) requires efficient charging management strategies to tackle the challenges associated with their integration into the power grid. This requirement is particularly true for Charging-as-a-Service (CaaS) providers, who manage charging services for fleet operators in exchange for a fixed service fee. Incorporating uncertainty into optimization models for this dynamic environment further complicates the associated optimization problem, which falls into the NP-hard class. This research introduces an innovative approximate dynamic programming (ADP) policy for managing the charging of EV fleets at a charging depot equipped with diverse multi-connector chargers. A feature mapping analysis identifies critical system features that shape the future costs of a decision. A comparative analysis illustrates the effectiveness of the proposed policy in terms of cost reduction and service level. Moreover, we observe significant reductions in computation time when updating charging decisions compared to a two-stage rule-based model developed as a benchmark. In addition to benefits for EV fleet operators and CaaS providers, the proposed policy contributes to power grid sustainability by reducing charge load during peak hours, thereby enhancing overall grid stability and efficiency.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"18 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-04-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143901835","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":"Two-dimensional cutting stock problem with flexible length and usable leftovers in the steel industry","authors":"Yunfeng Ma, Jiayi Zhang, Xijie Yang, Jihao Li, Xiaoxin Su, Haoxun Chen","doi":"10.1016/j.ejor.2025.04.036","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.04.036","url":null,"abstract":"In this work, we introduce a two-dimensional cutting stock problem with flexible length and usable leftovers, in which multiple objectives, including minimizing the waste area of material, the exceeding area of orders and the number of slitter adjustments, are considered simultaneously. This problem is inspired by a real-world made-to-order manufacturer of special steel plates. We propose a non-linear mathematical programming model for this problem. This model is then linearized and reinforced by symmetry-breaking inequalities and other valid inequalities. To solve this model, we propose an iterated local search algorithm, which is able to tackle large instances of the problem. Numerical results demonstrate the validity of the proposed model and the effectiveness of the iterated local search algorithm. Besides, sensitive experiments are conducted to assess the impact of different parameter settings on the objective function.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"57 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143932507","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}
Zirui Cao , Haowei Wang , Ek Peng Chew , Haobin Li , Kok Choon Tan
{"title":"A budget-adaptive allocation rule for optimal computing budget allocation","authors":"Zirui Cao , Haowei Wang , Ek Peng Chew , Haobin Li , Kok Choon Tan","doi":"10.1016/j.ejor.2025.04.015","DOIUrl":"10.1016/j.ejor.2025.04.015","url":null,"abstract":"<div><div>Simulation-based ranking and selection (R&S) is a popular technique for optimizing discrete-event systems (DESs). It evaluates the mean performance of system designs by simulation outputs and aims to identify the best system design from a set of alternatives by intelligently allocating a limited simulation budget. In R&S, the optimal computing budget allocation (OCBA) is an efficient budget allocation rule that asymptotically maximizes the probability of correct selection (PCS). In this paper, we first show the asymptotic OCBA rule can be recovered by considering a large-scale problem with a specific large budget. Considering a sufficiently large budget can greatly simplify computations, but it also causes the asymptotic OCBA rule ignoring the impact of budget. To address this, we then derive a budget-adaptive rule under the setting where budget is not large enough to simplify computations. The proposed budget-adaptive rule determines the ratio of total budget allocated to designs based on the budget size, and its budget-adaptive property highlights the significant impact of budget on allocation strategy. Based on the proposed budget-adaptive rule, two heuristic algorithms are developed. In the numerical experiments, the superior efficiency of our proposed allocation rule is shown.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"325 2","pages":"Pages 247-260"},"PeriodicalIF":6.0,"publicationDate":"2025-04-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143877946","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":"Unleashing the power of text for credit default prediction: Comparing human-written and generative AI-refined texts","authors":"Zongxiao Wu, Yizhe Dong, Yaoyiran Li, Baofeng Shi","doi":"10.1016/j.ejor.2025.04.032","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.04.032","url":null,"abstract":"This study explores the integration of a representative large language model, ChatGPT, into lending decision-making with a focus on credit default prediction. Specifically, we use ChatGPT to analyse and interpret loan assessments written by loan officers and generate refined versions of these texts. Our comparative analysis reveals significant differences between generative artificial intelligence (AI)-refined and human-written texts in terms of text length, semantic similarity, and linguistic representations. Using deep learning techniques, we show that incorporating unstructured text data, particularly ChatGPT-refined texts, alongside conventional structured data significantly enhances credit default predictions. Furthermore, we demonstrate how the contents of both human-written and ChatGPT-refined assessments contribute to the models’ prediction and show that the effect of essential words is highly context-dependent. Moreover, we find that ChatGPT’s analysis of borrower delinquency contributes the most to improving predictive accuracy. We also evaluate the business impact of the models based on human-written and ChatGPT-refined texts, and find that, in most cases, the latter yields higher profitability than the former. This study provides valuable insights into the transformative potential of generative AI in financial services.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"92 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143901836","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}
Qing-Mi Hu, Shaolong Hu, Zhijie Sasha Dong, Yongjia Song
{"title":"Evacuation network design under road capacity improvement and uncertainty: second-order cone programming reformulations and Benders decomposition","authors":"Qing-Mi Hu, Shaolong Hu, Zhijie Sasha Dong, Yongjia Song","doi":"10.1016/j.ejor.2025.04.030","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.04.030","url":null,"abstract":"This work first presents a stochastic shelter location and evacuation planning problem with considering road capacity improvement strategies, in which the fixed setup cost of shelters and the improvement cost of road capacity are subject to a budget limit. To explicitly capture the impact of traffic volumes and road capacity improvement decisions on evacuation time, the Bureau of Public Roads function is employed. The problem is formulated as a non-convex mixed-integer nonlinear program (MINLP) model that is difficult to solve directly since the objective function is a multivariable non-convex nonlinear function. To tackle the non-convex MINLP, second-order cone programming (SOCP) reformulations that can be directly solved by using the state-of-the-art solvers are developed. Furthermore, a Benders decomposition (BD) approach that utilizes duality results of SOCP and employs acceleration strategies associated with valid inequalities, multi-cut, strengthened Benders cuts, knapsack inequalities, and callback routine, is proposed to solve large-scale problems. Moreover, extensive numerical experiments and a real-world case study (a potential hurricane risk zone in Texas, U.S.) are conducted to verify the applicability and effectiveness of the proposed model and solution approaches. Computational results show that the derived reformulations are competitive in dealing with small- and medium-scale problems, whereas BD approach demonstrates the best computational performance in solving large-scale problems. The devised acceleration strategies are effective in improving the computational efficiency of the BD approach. In addition, exerting investment for those shelters and arcs that are close to evacuation regions is useful to reduce the expected total evacuation time.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"109 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143901842","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":"Reactive scheduling of uncertain jobs with maximum time lags","authors":"Péter Györgyi , Tamás Kis , Evelin Szögi","doi":"10.1016/j.ejor.2025.04.013","DOIUrl":"10.1016/j.ejor.2025.04.013","url":null,"abstract":"<div><div>This paper investigates a scheduling problem characterized by uncertain task durations and maximum time lags, a combination that has received little attention in the literature. The problem involves a set of jobs, each comprising a sequence of tasks where the penultimate task has uncertain duration, known only within a given range, and the final tasks are identical across all jobs. There must be no idle time between consecutive tasks of the same job, except for a bounded delay allowed between the penultimate and final tasks, which is consistent across all jobs. Each task requires a subset of renewable resources, and jobs have specific release dates and arrive in real time. The challenge is to determine the starting times of the tasks such that no resource or temporal constraints are violated, regardless of the realized task durations, with the goal of minimizing the total waiting time of the jobs. This problem is particularly relevant to bio-manufacturing applications. We propose a method to iteratively schedule the jobs in polynomial time, ensuring the optimal insertion of each job relative to the already scheduled ones. We also present a comprehensive computational evaluation of the proposed method.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"326 1","pages":"Pages 69-77"},"PeriodicalIF":6.0,"publicationDate":"2025-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143877947","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":"Flow-shop and job-shop robust scheduling problems with budgeted uncertainty","authors":"Carla Juvin , Laurent Houssin , Pierre Lopez","doi":"10.1016/j.ejor.2025.04.012","DOIUrl":"10.1016/j.ejor.2025.04.012","url":null,"abstract":"<div><div>In this paper, we study different solution methods for two two-stage robust, multi-machine scheduling problems, namely permutation flow-shop and job-shop scheduling problems under uncertainty budget. Compact formulations of the problems are proposed and two decomposition approaches are presented: a Benders decomposition approach and a column and constraint generation approach. Computational experiments show that for small-sized instances, a compact formulation of the problem quickly yields optimal solutions. However, for larger instances, decomposition methods, particularly the column and constraint generation method with a master problem solved using constraint programming, provide better quality solutions. An acceleration method for the column and constraint generation algorithm is proposed. This method is generic and can be applied to any two-stage robust optimisation problem.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"326 1","pages":"Pages 54-68"},"PeriodicalIF":6.0,"publicationDate":"2025-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143877976","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":"Multi-period hub network design from a dual perspective: An integrated approach considering congestion, demand uncertainty, and service quality optimization","authors":"Vedat Bayram , Çiya Aydoğan , Kamyar Kargar","doi":"10.1016/j.ejor.2025.04.011","DOIUrl":"10.1016/j.ejor.2025.04.011","url":null,"abstract":"<div><div>This study introduces a hub network design problem that considers three key factors: congestion, demand uncertainty, and multi-periodicity. Unlike classical models, which tend to address these factors separately, our model considers them simultaneously, providing a more realistic representation of hub network design challenges. Our model also incorporates service level considerations of network users, extending beyond the focus on transportation costs. Service quality is evaluated using two measures: travel time and the number of hubs visited during travel. Moreover, our model allows for adjustments in capacity levels and network structure throughout the planning horizon, adding a dynamic and realistic aspect to the problem setting. The inherent nonlinear nonconvex integer programming problem is reformulated into a mixed-integer second-order cone programming (SOCP) problem. To manage the model’s complexity, we propose an exact solution algorithm based on Benders decomposition, where the sub-problems are solved using a column generation technique. The efficacy of the solution approach is demonstrated through extensive computational experiments. Additionally, we discuss the benefits of each considered feature in terms of transportation costs and their impact on network structure, providing insights for the field.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"326 1","pages":"Pages 78-95"},"PeriodicalIF":6.0,"publicationDate":"2025-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143901840","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}