European Journal of Operational Research最新文献_第9页

Compact formulations and valid inequalities for parallel machine scheduling with conflicts 具有冲突的并行机器调度的紧凑公式和有效不等式

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2025-04-11 DOI: 10.1016/j.ejor.2025.04.006

Phablo F.S. Moura, Roel Leus, Hande Yaman

{"title":"Compact formulations and valid inequalities for parallel machine scheduling with conflicts","authors":"Phablo F.S. Moura, Roel Leus, Hande Yaman","doi":"10.1016/j.ejor.2025.04.006","DOIUrl":"10.1016/j.ejor.2025.04.006","url":null,"abstract":"<div><div>The problem of scheduling conflicting jobs on parallel machines consists in assigning a set of jobs to a set of machines so that no two conflicting jobs are allocated to the same machine, and the maximum processing time among all machines is minimized. We propose a new compact mixed integer linear formulation based on the representatives model for the vertex coloring problem, which overcomes a number of issues inherent in the natural assignment model. We present a polyhedral study of the associated polytope, and describe classes of valid inequalities inherited from the stable set polytope. We describe branch-and-cut algorithms for the problem, and report on computational experiments with benchmark instances. Our computational results on the hardest instances of the benchmark set show that the proposed algorithms are superior (either in running time or quality of the solutions) to the current state-of-the-art methods. We find that our new method performs better than the existing ones especially when the gap between the optimal value and the trivial lower bound (i.e., the sum of all processing times divided by the number of machines) increases.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"325 3","pages":"Pages 433-443"},"PeriodicalIF":6.0,"publicationDate":"2025-04-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143849614","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

Mean-variance optimization in finite horizon Markov decision processes and its application to revenue management 有限时间马尔可夫决策过程中的均方差优化及其在收入管理中的应用

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2025-04-11 DOI: 10.1016/j.ejor.2025.03.030

Rainer Schlosser , Jochen Gönsch

引用次数: 0

Extended warranty pricing in a competitive aftermarket under logit demand 延长保修定价在竞争激烈的售后市场的logit需求

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2025-04-09 DOI: 10.1016/j.ejor.2025.04.001

Xiao-Lin Wang , Shizhe Peng , Xiaoge Zhang

{"title":"Extended warranty pricing in a competitive aftermarket under logit demand","authors":"Xiao-Lin Wang , Shizhe Peng , Xiaoge Zhang","doi":"10.1016/j.ejor.2025.04.001","DOIUrl":"10.1016/j.ejor.2025.04.001","url":null,"abstract":"<div><div>It is common for multiple firms—such as manufacturers, retailers, and third-party insurers—to coexist and compete in the aftermarket for durable products. In this paper, we study price competition in a partially concentrated aftermarket where one firm offers multiple extended warranty (EW) contracts while the others offer a single one. The demand for EWs is described by the multinomial logit model. We show that, at equilibrium, such an aftermarket behaves like a combination of monopoly and oligopoly. Building upon this base model, we further investigate sequential pricing games for a durable product and its EWs to accommodate the ancillary nature of after-sales services. We consider two scenarios: one where the manufacturer (as the market leader) sets product and EW prices <em>simultaneously</em>, and another where these decisions are made <em>sequentially</em>. Our analysis demonstrates that offering EWs incentivizes the manufacturer to lower the product price, thereby expanding the market potential for EWs. Simultaneous product–EW pricing leads to a price concession on EWs compared to sequential pricing, effectively reducing the intensity of competition in the aftermarket. Overall, the competitiveness of an EW hinges on its ability to deliver high value to consumers at low marginal cost to its provider. While our focus is on EWs, the proposed game-theoretical pricing models apply broadly to other ancillary after-sales services.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"325 3","pages":"Pages 541-552"},"PeriodicalIF":6.0,"publicationDate":"2025-04-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143823125","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

Behavioral dynamic portfolio selection with S-shaped utility and epsilon-contaminations 具有s型效用和污染的行为动态投资组合选择

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2025-04-08 DOI: 10.1016/j.ejor.2025.03.029

Andrea Cinfrignini , Davide Petturiti , Barbara Vantaggi

引用次数: 0

Dynamic reconfigurations of matrix assembly layouts 矩阵装配布局的动态重构

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2025-04-07 DOI: 10.1016/j.ejor.2025.03.023

O. Baturhan Bayraktar, Martin Grunow, Rainer Kolisch

{"title":"Dynamic reconfigurations of matrix assembly layouts","authors":"O. Baturhan Bayraktar, Martin Grunow, Rainer Kolisch","doi":"10.1016/j.ejor.2025.03.023","DOIUrl":"10.1016/j.ejor.2025.03.023","url":null,"abstract":"<div><div>Traditional assembly lines have become less efficient due to increasing customization and changing demand (e.g., the trend in e-vehicles). Matrix assembly systems, in which automated guided vehicles move products between the workstations laid out on a grid, are gaining popularity. One advantage of such systems is that they are easier to reconfigure compared to traditional assembly lines. In this work, we develop a methodology for the configuration and reconfiguration of matrix assembly layouts under changing demand. The decisions consist of selecting active stations, task assignments, and product flows for each period of a multi-period planning horizon. The three objective functions minimize the number of active stations, the number of reconfigurations, and the total flow distance. We formulate a lexicographic multi-objective mixed-integer linear programming model for this problem. We develop an exact solution approach using period-based, layout-based, and Benders decompositions. For our numerical tests, we adapt standard instances from the literature. In terms of computational performance, our approach is, on average, 53.3% faster than the original MIP solved with a commercial solver for practice-size instances. Our insights reveal that matrix layouts with dynamic reconfigurations enhance the active number of stations by 31.3% and reduce flow distances by 12.4% on average, compared to static layouts.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"326 1","pages":"Pages 96-110"},"PeriodicalIF":6.0,"publicationDate":"2025-04-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143849616","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

Multi-class support vector machine based on minimization of reciprocal-geometric-margin norms 基于互几何边距规范最小化的多类支持向量机

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2025-04-05 DOI: 10.1016/j.ejor.2025.03.028

Yoshifumi Kusunoki , Keiji Tatsumi

{"title":"Multi-class support vector machine based on minimization of reciprocal-geometric-margin norms","authors":"Yoshifumi Kusunoki , Keiji Tatsumi","doi":"10.1016/j.ejor.2025.03.028","DOIUrl":"10.1016/j.ejor.2025.03.028","url":null,"abstract":"<div><div>In this paper, we propose a Support Vector Machine (SVM) method for multi-class classification. It follows multi-objective multi-class SVM (MMSVM), which maximizes class-pair margins on a multi-class linear classifier. The proposed method, called reciprocal-geometric-margin-norm SVM (RGMNSVM) is derived by applying the <span><math><msub><mrow><mi>ℓ</mi></mrow><mrow><mi>p</mi></mrow></msub></math></span>-norm scalarization and convex approximation to MMSVM. Additionally, we develop the margin theory for multi-class linear classification, in order to justify minimization of reciprocal class-pair geometric margins. Experimental results on synthetic datasets explain situations where the proposed RGMNSVM successfully works, while conventional multi-class SVMs fail to fit underlying distributions. Results of classification performance evaluation using benchmark data sets show that RGMNSVM is generally comparable with conventional multi-class SVMs. However, we observe that the proposed approach to geometric margin maximization actually performs better classification accuracy for certain real-world data sets.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"324 2","pages":"Pages 580-589"},"PeriodicalIF":6.0,"publicationDate":"2025-04-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143823124","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

Sequencing with learning, forgetting and task similarity 排序与学习，遗忘和任务相似性

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2025-04-05 DOI: 10.1016/j.ejor.2025.03.002

Shuling Xu , Fulong Xie , Nicholas G. Hall

{"title":"Sequencing with learning, forgetting and task similarity","authors":"Shuling Xu , Fulong Xie , Nicholas G. Hall","doi":"10.1016/j.ejor.2025.03.002","DOIUrl":"10.1016/j.ejor.2025.03.002","url":null,"abstract":"<div><div>In human–machine workplaces, employee skills change over time due to learning and forgetting effects, which greatly affects efficiency. We model these effects within a simple production system. When a job is processed, due to learning the next job of the same type requires less processing time. Meanwhile, jobs of other types are forgotten, hence their future processing times increase. In our work, the amount of learning and forgetting depends on the full matrix similarity of the two job types and on the size of the jobs processed. We describe a dynamic programming algorithm that minimizes the makespan optimally. More generally, the learning level of a job type has an upper limit above which further learning is lost, and a lower limit below which further forgetting is saved. For this more general problem, we adapt our dynamic programming algorithm to provide tight lower bounds that validate the performance of simple heuristic approaches and genetic algorithms. A computational study demonstrates that these procedures routinely deliver optimal, or very close to optimal, solutions for up to eight job types and 80 jobs. Our work provides what are apparently the first effective procedures for optimization of large-scale production schedules with learning and forgetting effects defined by full matrix similarity. This identifies a critical opportunity for human–machine collaboration to improve productivity and support operational excellence.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"325 3","pages":"Pages 400-415"},"PeriodicalIF":6.0,"publicationDate":"2025-04-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143823130","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

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

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2025-04-04 DOI: 10.1016/S0377-2217(25)00231-0

引用次数: 0

Robust facility location considering protection and backup under facility disruptions with decision-dependent uncertainty 考虑决策依赖不确定性下设施中断的保护和备份的稳健设施定位

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2025-03-31 DOI: 10.1016/j.ejor.2025.03.027

Haitao HU, Jiafu TANG

{"title":"Robust facility location considering protection and backup under facility disruptions with decision-dependent uncertainty","authors":"Haitao HU, Jiafu TANG","doi":"10.1016/j.ejor.2025.03.027","DOIUrl":"10.1016/j.ejor.2025.03.027","url":null,"abstract":"<div><div>Designing a resilient supply chain network is crucial to mitigate the impact of disruptions on supply facilities. This paper merges the facility fortification problem into the robust facility location problem by consideration of proactive and response strategy to against supply facility disruptions and introduces a novel two-stage robust optimization (TRO) model with decision-dependent uncertainty (DDU). Within this TRO framework, facility location, protection, and backup decisions are treated as here-and-now decisions, anticipating the worst-case scenario of facility failures under disruption. Subsequent enabling backup and allocation decisions are wait-and-see decisions. Some theoretic properties on the TRO-DDU model are proposed and a decomposition method based on the nested column-and-constraint generation (NC&CG) algorithm is presented to solve the model exactly. Extensive numerical experiments are conducted to demonstrate the effectiveness of considering both protection and backup decisions and to examine their importance from the perspectives of the impact of protection budget, backup budget, total budget, disruption risk level, minimum number of facilities to open and backup cost coefficient. Also, we propose optimal budget plans for the manager based on maximizing average marginal efficiency (AME) to avoid meaningless additional budget investment. We highlight the advantages of the proposed model in random disruption scenarios compared to the one-stage robust model and one-stage model with random disruption risk. The results show how our model strategically mitigates facility disruption risks and enhances system performance.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"325 3","pages":"Pages 474-486"},"PeriodicalIF":6.0,"publicationDate":"2025-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143823126","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

Feature selection in linear support vector machines via a hard cardinality constraint: A scalable conic decomposition approach 基于硬基数约束的线性支持向量机特征选择：一种可扩展的二次分解方法

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-03-28 DOI: 10.1016/j.ejor.2025.03.017

Immanuel Bomze, Federico D’Onofrio, Laura Palagi, Bo Peng

引用次数: 0