European Journal of Operational Research最新文献_第8页

Stochastic Profit Maximization and Pricing in Hub Location Problems with Elastic Demand: Mathematical Formulations and Exact Algorithms 弹性需求轮毂选址问题的随机利润最大化与定价：数学公式与精确算法

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-08-06 DOI: 10.1016/j.ejor.2025.08.007

Dung Tran, Nader Azizi, Thomas Welsh Archibald

引用次数: 0

Minimizing the maximum flow loss in the network maintenance scheduling problem with flexible arc outages 考虑柔性电弧中断的电网维护调度问题中最大流量损失最小化

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-08-05 DOI: 10.1016/j.ejor.2025.07.056

Shuang Jin, Ying Liu, Jing Zhou, Qian Hu

{"title":"Minimizing the maximum flow loss in the network maintenance scheduling problem with flexible arc outages","authors":"Shuang Jin, Ying Liu, Jing Zhou, Qian Hu","doi":"10.1016/j.ejor.2025.07.056","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.07.056","url":null,"abstract":"We investigate a network maintenance scheduling problem where maintenance tasks are carried out on the arcs of a network within flexible time windows. During maintenance, an arc is interrupted and no flow can pass through it. Such arc outages introduce flow loss and thus affect network capacity and service capability. For some public services operated on networks, possible blackouts and serious flow loss introducing extreme risks are generally unacceptable. The problem is to find a feasible schedule of maintenance tasks so that the maximum flow loss during the planning horizon is minimized. We introduce a mixed integer programming formulation and a Benders reformulation for the problem. A Benders decomposition algorithm based on a branch-and-cut framework is designed. Strengthened initial cuts and effective cuts are introduced to reduce feasible region so that the exact algorithm is accelerated. An efficient separation procedure is proposed to generate Benders optimality cuts. Computational experiments were conducted on a set of benchmark instances and a set of simulated instances based on telecommunication networks. Computational results show that our algorithm performs much better than applying a solver to the formulation and an existing Benders decomposition algorithm for a related problem. Optimal schedules can reduce extreme risks caused by large flow loss on the network. Since multiple optimal solutions may exist, hierarchical optimization is used to further select a desirable schedule, by either minimizing total flow loss or minimizing the duration of maximum flow loss. With adaptations, our algorithm also performs well for two extensions.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"27 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144900222","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

Joint model for longitudinal and spatio-temporal survival data 纵向和时空生存数据的联合模型

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2025-08-05 DOI: 10.1016/j.ejor.2025.07.060

Victor Medina-Olivares , Finn Lindgren , Raffaella Calabrese , Jonathan Crook

{"title":"Joint model for longitudinal and spatio-temporal survival data","authors":"Victor Medina-Olivares , Finn Lindgren , Raffaella Calabrese , Jonathan Crook","doi":"10.1016/j.ejor.2025.07.060","DOIUrl":"10.1016/j.ejor.2025.07.060","url":null,"abstract":"<div><div>In credit risk analysis, survival models with fixed and time-varying covariates are commonly used to predict a borrower’s time-to-event. When time-varying covariates are endogenous, jointly modeling their evolution with the event time — known as the joint model for longitudinal and time-to-event data — provides a principled approach. In addition to temporal dynamics, incorporating borrowers’ geographical information can enhance predictive accuracy by capturing spatial clustering and its variation over time. We propose the Spatio-Temporal Joint Model (STJM), a Bayesian hierarchical model that accounts for spatial and temporal effects and their interaction. The STJM captures the impact of unobserved heterogeneity across regions, affecting borrowers residing in the same area at a given time. To ensure scalability to large datasets, we implement the model using the Integrated Nested Laplace Approximation (INLA) framework. We apply the STJM to predict the time to full prepayment on a large dataset of 57,258 US mortgage borrowers with more than 2.5 million observations. Empirical results indicate that including spatial effects consistently improves the performance of the joint model. However, the gains are less definitive when we additionally include spatio-temporal interactions.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"327 3","pages":"Pages 892-904"},"PeriodicalIF":6.0,"publicationDate":"2025-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144900221","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

An energy-efficient scheduling approach for a two-stage hybrid flow shop with parallel batch machines 具有并行批处理机器的两阶段混合流水车间的节能调度方法

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-08-05 DOI: 10.1016/j.ejor.2025.07.055

Zhao-hong Jia, Tianfu Wu, Han Zhang, Chuang Liu, Kai Li

{"title":"An energy-efficient scheduling approach for a two-stage hybrid flow shop with parallel batch machines","authors":"Zhao-hong Jia, Tianfu Wu, Han Zhang, Chuang Liu, Kai Li","doi":"10.1016/j.ejor.2025.07.055","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.07.055","url":null,"abstract":"With the rise of energy costs and the deterioration of the environment, manufacturing companies face increasing production expenses. Reducing energy consumption while improving manufacturing efficiency has become a major challenge. This study addresses the scheduling problem of a two-stage hybrid flow shop with time-of-use (TOU) electricity pricing, which arises from a tempered glass production environment. In the first stage, parallel machines are subject to specific qualification requirements, while parallel batch processing machines are used in the second stage. The objectives are to minimize both the makespan (<mml:math altimg=\"si107.svg\" display=\"inline\"><mml:msub><mml:mrow><mml:mi>C</mml:mi></mml:mrow><mml:mrow><mml:mi>m</mml:mi><mml:mi>a</mml:mi><mml:mi>x</mml:mi></mml:mrow></mml:msub></mml:math>) and total energy consumption (TEC). To address this problem, a mixed-integer programming (MIP) model is developed. Furthermore, a constructive heuristic based on greedy local search and an adaptive multi-population cooperative evolutionary algorithm (AMCEA) are proposed, respectively. In AMCEA, subpopulations are formed based on reference vectors, and adaptive cooperative search facilitates information exchange. Two regional local search operators and two adjustment strategies based on TOU electricity pricing are designed to enhance the exploitation capability of the proposed algorithm. Experimental results demonstrate that the proposed algorithm outperforms state-of-the-art algorithms for the hybrid flow shop under TOU electricity pricing problem.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"31 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144900225","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

Stochastic quay partitioning problem 随机码头划分问题

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-08-05 DOI: 10.1016/j.ejor.2025.07.043

Jakub Wawrzyniak, Maciej Drozdowski, Éric Sanlaville

{"title":"Stochastic quay partitioning problem","authors":"Jakub Wawrzyniak, Maciej Drozdowski, Éric Sanlaville","doi":"10.1016/j.ejor.2025.07.043","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.07.043","url":null,"abstract":"In this paper we consider the problem of dividing a quay of a container terminal into berth segments so that the quality of service for future ship arrivals is as good as possible. Since future arrivals are unknown, the alternative solutions are evaluated on various arrival scenarios generated for certain arrival intensity from a stochastic model referred to as a ship traffic model (STM). This problem will be referred to as a stochastic quay partitioning problem (SQPP). SQPP is defined by an STM, arrival intensity, quay length and a set of admissible berth lengths. Evaluation of an SQPP solution on one scenario is a problem of scheduling the arriving vessels on the berths, which is a classic berth allocation problem (BAP). In SQPP the sizes of BAP instances that must be solved by far exceed capabilities of the methods presented in the existing literature. Therefore, a novel approach to solving BAP is applied. Tailored portfolios of algorithms capable of solving very large BAP instances under limited runtime are used. Features of SQPP solutions are studied experimentally: patterns in selected berth lengths, dispersion of solutions quality and solutions similarity. We demonstrate, that partitioning a quay into equal-length berths is not the best approach. The largest vessel traffic is dominating in defining best quay partitions, but dedicating quays for shorter vessels give lower dispersion of solution quality. A set of algorithms to partition a quay is proposed and evaluated: methods based on integer linear programming (ILP) to match vessel classes arrival intensities with berth availability, hill climber, tabu search and a greedy approach. Only under high arrival intensity can these methods show their prowess. ILP methods have an advantage of low solution evaluation cost. Tabu is most flexible, but at high evaluation costs. To the best of our knowledge, SQPP is posed and solved for the first time in the operations research.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"7 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144900227","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 impact of initial inventory assumptions on cost performance in lot-sizing models 批量生产模型中初始库存假设对成本绩效的影响

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-08-05 DOI: 10.1016/j.ejor.2025.07.052

Sebastian Malicki, Stefan Minner

{"title":"The impact of initial inventory assumptions on cost performance in lot-sizing models","authors":"Sebastian Malicki, Stefan Minner","doi":"10.1016/j.ejor.2025.07.052","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.07.052","url":null,"abstract":"Most discrete-time, dynamic lot-sizing research assumes zero or given initial inventories and assigns zero value to final inventories. These assumptions influence the cost performance significantly. For instance, under capacity constraints, many products need to be produced initially to refill inventories, which causes capacity conflicts or desynchronizes the replenishments of products that should be replenished jointly. We use single-level lot-sizing, joint replenishment, warehouse scheduling, and multi-level capacitated lot-sizing on existing test sets to examine how the assumption of zero initial inventories compares to a different method that sets the initial inventories endogenously through a cycle condition. This condition enforces re-installing selected initial inventory levels as final inventories at the end of the planning horizon. It helps to determine initial and final inventories that minimize costs and create repeatable schedules that mitigate the end-of-horizon effect and improve the (de-)synchronization of lots through the lack of forced setups in the first period. The problems are modeled as mixed-integer linear programs and evaluated in a deterministic and a rolling horizon setting. Furthermore, we formulate the cyclic single-level capacitated lot-sizing problem as a stochastic dynamic program. We prove worst-case cost performance bounds for the lot-sizing problems compared to their cyclic counterparts. The results show increasing potential for savings the more the models rely on (de-)synchronizing replenishments because of capacity constraints or product interdependencies. Even with long planning horizons for which the impact of initial inventories on total costs diminishes, using the cycle condition leads to considerable savings through better (de-)synchronization and better smoothing.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"8 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144900223","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

Zonification and pricing in carsharing: Formulations and exact solutions 汽车共享的分区和定价：公式和精确的解决方案

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-08-05 DOI: 10.1016/j.ejor.2025.07.059

Jiali Deng, Giovanni Pantuso

引用次数: 0

The Days On Days Off Scheduling Problem 日以继夜的调度问题

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-08-05 DOI: 10.1016/j.ejor.2025.07.011

Fabien Nießen, Paul Paschmanns

引用次数: 0

Streaming problems as (multi-issue) claims problems 流问题作为（多问题）索赔问题

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-08-05 DOI: 10.1016/j.ejor.2025.07.050

Gustavo Bergantiños, Juan D. Moreno-Ternero

引用次数: 0

Operating room-to-downstream elective surgery planning under uncertainty 不确定条件下手术室至下游择期手术计划

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-08-05 DOI: 10.1016/j.ejor.2025.07.006

Karmel S. Shehadeh, Man Yiu Tsang, Rema Padman, Arman Kilic

{"title":"Operating room-to-downstream elective surgery planning under uncertainty","authors":"Karmel S. Shehadeh, Man Yiu Tsang, Rema Padman, Arman Kilic","doi":"10.1016/j.ejor.2025.07.006","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.07.006","url":null,"abstract":"Motivated by our collaboration with a hospital, we introduce a new integrated <ce:italic><ce:underline>e</ce:underline>lective <ce:underline>s</ce:underline>urgery <ce:underline>a</ce:underline>ssignment, <ce:underline>s</ce:underline>equencing, and <ce:underline>s</ce:underline>cheduling <ce:underline>p</ce:underline>roblem</ce:italic> (ESASSP), involving multiple operating rooms (ORs) and downstream recovery units, as well as methodologies for solving it. Data from the collaborating hospital show significant variability and ambiguity in surgery duration and post-surgery length of stay (LOS) in recovery units. To address such ambiguity, we propose distributionally robust optimization (DRO) approaches for the ESASSP. Our DRO models find ESASSP decisions that minimize the fixed cost associated with performing or postponing surgeries plus the maximum expected operational costs related to overtime and idle time of ORs, delays in ORs, and congestion in recovery units. We evaluate the maximum expectation over all distributions residing in (moment and Wasserstein) ambiguity sets of distributions for surgery durations and LOS. We derive a novel characterization of LOS and introduce transformation techniques to derive equivalent solvable reformulations of the non-linear DRO models. Then, we propose a column-and-constraint-generation method to solve the reformulations. We present comprehensive results based on various ESASSP instances constructed using three datasets. Our results offer valuable insights into the ESASSP and demonstrate the practical impact of our proposed integrated approaches. Notably, implementing solutions from our models could significantly reduce congestion in the recovery units, surgery delays in ORs, overtime, idle time, and the associated costs compared with traditional non-integrated approaches.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"7 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144900229","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