European Journal of Operational Research最新文献

{"title":"Surgery scheduling in flexible operating rooms by using a convex surrogate model of second-stage costs","authors":"","doi":"10.1016/j.ejor.2024.07.036","DOIUrl":"10.1016/j.ejor.2024.07.036","url":null,"abstract":"<div><div>We study the elective surgery planning problem in a hospital with operating rooms shared by elective and emergency patients. This problem is split in two distinct phases. First, a subset of patients to be operated in the next planning period is selected and the selected patients are assigned to a block and a tentative starting time. Then, in the online phase of the problem, a policy decides how to insert the emergency patients in the schedule and may cancel planned surgeries. The overall goal is to minimize the expectation of a cost function representing the assignment of patient to blocks, case cancellations, overtime, waiting time and idle time. We model the offline problem by a two-stage stochastic program, and show that the optimal second-stage costs can be approximated by a convex piecewise linear surrogate model that can be computed in a preprocessing step. This results in a mixed integer program which can be solved very fast, even for large instances of the problem. We also describe a greedy policy for the online phase of the problem, and analyze the performance of our approach by comparing it to both heuristic methods or approaches relying on sampling average approximation (SAA) on a large set of benchmarking instances. Our simulations indicate that our approach can reduce the expected costs by as much as 30% compared to heuristic methods and it can solve problems with 1000 patients in about one minute, while SAA-approaches fail to obtain good solutions within 30 min on small instances.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2024-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142255287","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":"Globally optimal sequencing of optimal reactive dispatch control adjustments to minimize operational losses in transmission systems by graph shortest path, parallel computing, and dynamic programming","authors":"","doi":"10.1016/j.ejor.2024.07.033","DOIUrl":"10.1016/j.ejor.2024.07.033","url":null,"abstract":"<div><p>Minimizing operational losses in transmission systems through the Optimal Reactive Dispatch (ORD), a non-convex mixed-integer nonlinear programming problem, is crucial for operational cost reduction, resource optimization, and greenhouse gas emission mitigation. Besides all intricacies associated with solving ORDs, transmission system operators encounter the challenge of determining sequences in which ORD control adjustments must be implemented before significant changes occur in generators scheduled power output and system loading. Sequencing ORD control adjustments, in spite of not being novel, remains modestly scrutinized in the literature. This paper introduces a two-phase framework that tackles the globally optimal sequencing of <span><math><mi>n</mi></math></span> ORD control adjustments over <span><math><mrow><mi>n</mi><mo>!</mo></mrow></math></span> potential paths by solving the ORD to minimize operational losses in transmission systems in the first phase, and optimally sequencing ORD control adjustments employing fast power flow calculations, graph shortest path, parallel computing, and dynamic programming in the second phase. We discuss the framework’s second phase asymptotic time complexity, which is exponential over factorial for brute-force approaches, and its capability to guarantee globally optimal paths toward minimal operational losses determined in the framework’s first phase. ORD control adjustments for transmission systems with up to 27 controllable variables are benchmarked against two mixed-integer nonlinear programming solvers: BARON, a global non-convex solver, and Knitro, a local solver (assuming convexity around local optima). Globally optimal sequences of ORD control adjustments over <span><math><mrow><mi>n</mi><mo>!</mo></mrow></math></span> potential paths (more than <span><math><mrow><mn>1</mn><msup><mrow><mn>0</mn></mrow><mrow><mn>28</mn></mrow></msup></mrow></math></span> for sequencing 27 control adjustments) and average algorithm runtimes validate the straightforward application and, more importantly, effectiveness of such a comprehensive framework.</p></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2024-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141992120","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":"Cost efficiency in water supply systems: An applied review on optimization models for the pump scheduling problem","authors":"Marlene Brás, Ana Moura, António Andrade-Campos","doi":"10.1016/j.ejor.2024.07.039","DOIUrl":"https://doi.org/10.1016/j.ejor.2024.07.039","url":null,"abstract":"The need for efficient pump operation in water supply systems (WSS) has become increasingly important over time, driven by the growing energy consumption and the associated energy costs. Forecasts for 2050 anticipate a global increase in water demand by 55%, indicating an increasing surge in WSS energy consumption. Control of pumping stations, which consume 70% of the energy in WSS, is the most critical area for optimization. This optimization challenge is commonly referred as the pump scheduling problem (PSP), and can be addressed using a variety of mathematical formulations. While numerous formulations exist to solve this optimization problem, the large majority of the studies are focus on the optimization techniques, sidelining the problem formulation. Due to the unique physical characteristics of each WSS, individual mathematical formulations may exhibit different levels of performance. In addition to general pumps’ operation optimization, the employment of variable speed pumps (VSP) can lead to significant energy savings compared to fixed speed pumps (FSP). However, despite their apparent benefits, many established optimization models for the PSP have not yet incorporated VSP decision variables into their formulations. Therefore, this work aims to review the main mathematical formulations for the pump scheduling problem for WSS with VSP and to present a quantitative comparative study of three mathematical formulations applied to a case study in the literature. The comparative analysis here presented revealed that the optimization model based on duty cycles is more cost-efficient when compared to alternative approaches discussed in the literature.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.4,"publicationDate":"2024-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141909433","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 restless bandit model for dynamic ride matching with reneging travelers","authors":"","doi":"10.1016/j.ejor.2024.07.040","DOIUrl":"10.1016/j.ejor.2024.07.040","url":null,"abstract":"<div><div>This paper studies a large-scale ride-matching problem with a large number of travelers who are either drivers with vehicles or riders looking for sharing vehicles. Drivers can match riders that have similar itineraries and share the same vehicle; and reneging travelers, who become impatient and leave the service system after waiting a long time for shared rides, are considered in our model. The aim is to maximize the long-run average revenue of the ride service vendor, which is defined as the difference between the long-run average reward earned by providing ride services and the long-run average penalty incurred by reneging travelers. The problem is complicated by its scale, the heterogeneity of travelers (in terms of origins, destinations, and travel preferences), and the reneging behaviors. To this end, we formulate the ride-matching problem as a specific Markov decision process and propose a scalable ride-matching policy, referred to as Bivariate Index (BI) policy. The BI policy prioritizes travelers according to a ranking of their bivariate indices, which we prove, in a special case, leads to an optimal policy to the relaxed version of the ride-matching problem. For the general case, through extensive numerical simulations for systems with real-world travel demands, it is demonstrated that the BI policy significantly outperforms baseline policies.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2024-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141909436","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":"Managing oversaturation in BRT corridors: A new approach of timetabling for resilience enhancement using a tailored integer L-shaped algorithm","authors":"","doi":"10.1016/j.ejor.2024.07.035","DOIUrl":"10.1016/j.ejor.2024.07.035","url":null,"abstract":"<div><p>Bus rapid transit (BRT) is a high-capacity public transport system that typically operates along urban transit corridors with dense travel demand. Maintaining the efficiency and stability of the BRT is paramount for daily transport operations. Owing to the difficulty in ensuring an exclusive right-of-way along the entire route, stochastic congestion events may occur resulting from road segments without dedicated BRT lanes. This may lead to volatility in travel time and resulting in passenger stranding, determined as common-case disruptions in this study. These common-case disruptions frequently occur in the daily operation of oversaturated BRT routes. To manage and mitigate their negative impacts, a novel timetabling problem for enhancing the resilience of a BRT system was proposed to assess the ability of the system to withstand and recover from these disruptions. We formulated the problem as a two-stage stochastic mixed-integer optimization model and designed an exact algorithm based on a tailored integer L-shaped method. We then analyzed the structural properties of our model and developed several acceleration techniques to further improve the efficiency of the algorithm. The computational results show that the proposed algorithm outperforms the commercial solver in large-scale instances and can provide near-optimal solutions when the commercial solver is invalid. Besides, external comparisons with dynamic programming also demonstrate the superiority of the proposed algorithm in solution efficiency. Compared with the benchmark timetabling problem, which aims to reduce passenger waiting time, the proposed method can efficiently reduce the duration of the oversaturation period by 35.3%.</p></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2024-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141909434","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 impact of the correlation coefficient of interarrival and service times on queueing performance: The M/M/1 case","authors":"","doi":"10.1016/j.ejor.2024.07.032","DOIUrl":"10.1016/j.ejor.2024.07.032","url":null,"abstract":"<div><p>This paper is concerned on an <span><math><mrow><mi>M</mi><mo>/</mo><mi>M</mi><mo>/</mo><mn>1</mn></mrow></math></span> queue with correlated interarrival and service times. In particular, we assume that the interarrival time and service time of a customer have a bivariate exponential distribution. By utilizing a Markov modulated fluid flow (MMFF) process associated with the age process of the customer in service, we obtain a number of queueing quantities in closed form. Using the solutions, the impact of the correlation coefficient of the interarrival and service times on a variety of queueing quantities is explored quantitatively and qualitatively. Specifically, we establish a monotonic relationship between the decay rates of queueing quantities and the correlation coefficient of the interarrival and service times. We also show that the decay rates are increasing in the correlation coefficient. In addition, queues with the maximum/minimum correlation coefficient are analyzed. Two examples are presented to demonstrate the importance of using the correlation coefficient in queueing performance/economic analysis.</p></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2024-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141909437","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":"Fifty years of multiple criteria decision analysis: From classical methods to robust ordinal regression","authors":"Salvatore Greco, Roman Słowiński, Jyrki Wallenius","doi":"10.1016/j.ejor.2024.07.038","DOIUrl":"https://doi.org/10.1016/j.ejor.2024.07.038","url":null,"abstract":"Multiple Criteria Decision Analysis (MCDA) is a subfield of Operational Research that aims to support Decision-Makers (DMs) in the decision-making process through mathematical models and computational procedures. In this perspective, MCDA employs structured and traceable protocols to identify potential actions and the criteria for evaluating them. MCDA procedures aim to define recommendations consistent with the preferences of DMs for the specific decision problem at hand. These problems are generally formulated in terms of either choosing the best action, classifying actions into pre-defined and ordered decision classes, or ranking actions from best to worst. As the evaluation criteria are generally conflicting, the main challenge is to aggregate them into a mathematical preference model representing the DM value system. We review the development of MCDA over the past fifty years and describe its evolution with examples of distinctive methods. They are distinguished by the type of preference information elicited by DMs, the type of the preference model (criteria aggregation), and the way of converting the preference relation induced by the preference model in the set of potential actions into a decision recommendation. We focus on MCDA methods with a finite set of actions. References to specific application areas will be given. In the conclusion section, some prospective avenues of research will be outlined.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.4,"publicationDate":"2024-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141992121","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":"Prelim p. 2; First issue - Editorial Board","authors":"","doi":"10.1016/S0377-2217(24)00569-1","DOIUrl":"10.1016/S0377-2217(24)00569-1","url":null,"abstract":"","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2024-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0377221724005691/pdfft?md5=c7a8999a31258114c481bb8b0a9c8e43&pid=1-s2.0-S0377221724005691-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141962055","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":"Alleviating poverty for common prosperity: The role of Fupinguan in an E-tailing supply chain","authors":"","doi":"10.1016/j.ejor.2024.07.026","DOIUrl":"10.1016/j.ejor.2024.07.026","url":null,"abstract":"<div><p>To alleviate poverty, e-tailers in China have established special web portals or channels, known as Fupinguans (FPGs), to sell products from poor suppliers in rural areas. This paper investigates the underlying mechanism of FPGs in poverty alleviation (PA) and explores their implications for the common prosperity of stakeholders. We consider an e-tailing supply chain where an e-tailer sells substitutes from a poor supplier (characterized by production inefficiency and capital shortage) and a normal supplier to PA-conscious consumers. The benchmark analyses show that the poor supplier faces hurdles in participating due to cost disadvantages in competition. The traditional PA strategy of loan interest subsidies, employed by the e-tailer, can involve the poor supplier in the supply chain by reducing its costs. However, this strategy can mitigate (not eliminate) the poor supplier's cost disadvantage while hurting the normal supplier. Instead, the FPG strategy will provide the poor supplier with a market advantage while indirectly triggering a spillover effect on the normal supplier's product. In this light, the FPG strategy can eliminate or even reverse the poor supplier's competitive disadvantage while benefiting the normal supplier and all stakeholders. Consequently, it can dominate the traditional strategy when the e-tailer has an insufficient financing capability or efficient FPG investment. The e-tailer's FPG investment incentive decreases with the cost disadvantage, whereas competition can strengthen this incentive when the cost disadvantage or competition intensity is sufficiently low. These findings position FPGs as novel business opportunities that align with the ethos of doing well by doing good.</p></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2024-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141847277","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 matheuristic with re-lot-sizing strategies for flexible job-shop rescheduling problem with lot-streaming and machine reconfigurations","authors":"","doi":"10.1016/j.ejor.2024.07.030","DOIUrl":"10.1016/j.ejor.2024.07.030","url":null,"abstract":"<div><p>This paper investigates a flexible job-shop rescheduling problem with lot-streaming and machine reconfigurations (FJRP-LSMR) for the total weighted tardiness minimization, where production setups between sublots are performed by assembling selected auxiliary modules to reconfigure machines. When a given long-term schedule is interrupted by dynamic events, such as machine breakdowns and job insertions, a rescheduling process is triggered to determine the lot-sizing plan, sublot sequences, and machine configurations simultaneously. A matheuristic with re-lot-sizing strategies (MH<span><math><msub><mrow></mrow><mrow><mi>R</mi><mi>L</mi><mi>S</mi></mrow></msub></math></span>) is proposed to address the FJRP-LSMR, which takes the genetic algorithm as the main framework and introduces a mixed integer linear programming (MILP) based lot-sizing optimization (LSO<span><math><msub><mrow></mrow><mrow><mi>R</mi><mi>L</mi><mi>S</mi></mrow></msub></math></span>) function to improve lot-sizing plans. Two re-lot-sizing strategies, namely complete re-lot-sizing and partial re-lot-sizing, are defined to reset more sublot sizes in rescheduling processes, thus the solution space that can be visited by the MILP model is greatly expanded for further improvements. Four groups of test instances and a complex real-world industrial case are adopted to evaluate the performance of the proposed methods. Extensive experimental results demonstrate that, with the help of re-lot-sizing strategies, the LSO<span><math><msub><mrow></mrow><mrow><mi>R</mi><mi>L</mi><mi>S</mi></mrow></msub></math></span> can find high-quality lot-sizing plans within a short period of time, and the proposed MH<span><math><msub><mrow></mrow><mrow><mi>R</mi><mi>L</mi><mi>S</mi></mrow></msub></math></span> shows the best performance in the optimality, stability, and convergence.</p></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2024-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141842287","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}