Annals of Operations Research最新文献_第10页

Contemporary approaches in matheuristics an updated survey 数学中的当代方法：最新调查

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-22 DOI: 10.1007/s10479-024-06302-z

Marco Antonio Boschetti, Vittorio Maniezzo

{"title":"Contemporary approaches in matheuristics an updated survey","authors":"Marco Antonio Boschetti, Vittorio Maniezzo","doi":"10.1007/s10479-024-06302-z","DOIUrl":"10.1007/s10479-024-06302-z","url":null,"abstract":"<div><p>Matheuristics are problem independent frameworks that use mathematical programming tools to obtain high quality heuristic solutions. They are structurally general enough to be applied to different problems with little adaptation to their abstract structure, so they can be considered as new or hybrid metaheuristics based on components derived from the mathematical model of the problems of interest. In this survey, we emphasize the mathematical tools and describe how they can be used to design heuristics. We focus on mixed-integer linear programming and report representative examples from the literature of how it has been used for effective heuristic optimization. References to contributions to matheuristics deriving from neighboring research areas such as Artificial Intelligence or Quantum Computing are also included. We conclude with some ideas for possible future developments. This paper extends an original version published in 4OR with new sections on CMSA, Incremental Core, AI hybrids and Quantum Heuristics, and includes references to several recent publications.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"343 2021-2023)","pages":"663 - 700"},"PeriodicalIF":4.4,"publicationDate":"2024-10-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-024-06302-z.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142826132","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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

Mean-variance and mean-ETL optimizations in portfolio selection: an update 投资组合选择中的均值-方差和均值- etl优化：更新

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-21 DOI: 10.1007/s10479-024-06337-2

Barret Pengyuan Shao, John B. Guerard Jr., Ganlin Xu

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Blockchain-enabled supply chain finance model: a study of the dual-channel closed-loop supply chain of electronic products 基于区块链的供应链金融模式：电子产品双通道闭环供应链研究

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-19 DOI: 10.1007/s10479-024-06320-x

Quanpeng Chen, Xiaogang Chen, Shu Li, Jun Chen

{"title":"Blockchain-enabled supply chain finance model: a study of the dual-channel closed-loop supply chain of electronic products","authors":"Quanpeng Chen, Xiaogang Chen, Shu Li, Jun Chen","doi":"10.1007/s10479-024-06320-x","DOIUrl":"10.1007/s10479-024-06320-x","url":null,"abstract":"<div><p>Small and medium enterprises (SMEs) in supply chains often struggle to obtain external financial resources from banks, due to their poor supply chain visibility. Prior studies suggest that adopting blockchain technology can enhance supply chain visibility, thus facilitating access to supply chain finance (SCF). In this study, we compare the traditional SCF mode with the blockchain-enabled SCF mode within the framework of a dual-channel closed-loop supply chain (CLSC). Our analysis incorporates both prepayment financing and accounts receivable financing or purchase order financing into the analytical model. Our main findings are as follows. Firstly, adopting blockchain technology leads to a reduction in the interest rate, enabling the manufacturer and the retailer to raise their buy-back prices. This increase in buy-back prices subsequently encourages greater recycling of used products. Secondly, in a context marked by high cross-price elasticity, we observe abrupt pricing fluctuations in both online and offline sales channels. However, adopting blockchain technology can effectively mitigates these fluctuations, thus ensuring the sustained stability of demand in both sales channels. Thirdly, in the blockchain-enabled mode, equilibrium wholesale price, offline sales price, manufacturer’s buy-back price, and retailer’s buy-back price are higher compared to those in the traditional mode. Conversely, the equilibrium direct sales price is lower in the blockchain-enabled mode than in the traditional mode. Fourthly, changes in interest rates and cross-price elasticity have analogous impacts on pricing dynamics in both the traditional and blockchain-enabled modes. Fifthly, adopting blockchain technology leads to an all-win outcome for participants in SCF arrangements only when the benefits of blockchain-enabled traceability and reduced interest rates outweigh the costs associated with hosting and access.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"343 1","pages":"87 - 124"},"PeriodicalIF":4.4,"publicationDate":"2024-10-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142789387","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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

Resource management in disaster relief: a bibliometric and content-analysis-based literature review 灾害救援中的资源管理：基于文献计量学和内容分析的文献综述

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-18 DOI: 10.1007/s10479-024-06324-7

Shaoqing Geng, Yu Gong, Hanping Hou, Jianliang Yang, Bhakti Stephan Onggo

{"title":"Resource management in disaster relief: a bibliometric and content-analysis-based literature review","authors":"Shaoqing Geng, Yu Gong, Hanping Hou, Jianliang Yang, Bhakti Stephan Onggo","doi":"10.1007/s10479-024-06324-7","DOIUrl":"10.1007/s10479-024-06324-7","url":null,"abstract":"<div><p>Disasters cause huge economic losses, affect the lives of many people, and severely damage the environment. Effective resource management during disaster preparedness and response phases improves distribution efforts and service levels and, hence, accelerates the disaster relief operations. Resource management in response to catastrophe has received increasing research attention in recent years, but no review paper focuses on this specific topic. Thus, the main purpose of this paper is to review the existing literature on resource management for disaster relief published in English in peer-reviewed journals in order to fill the gap. We apply bibliometric, network, and content analyses in our review to identify popular research topics, classify the literature into research clusters, and analyze the interrelationships between these research clusters. The second purpose of this paper is to identify gaps and trends in existing research. Finally, we propose six future research directions that provide a roadmap for resource management research for disaster relief.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"343 1","pages":"263 - 292"},"PeriodicalIF":4.4,"publicationDate":"2024-10-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-024-06324-7.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142789360","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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

Fast neighborhood search heuristics for the colored bin packing problem 彩色装箱问题的快速邻域搜索启发式算法

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-17 DOI: 10.1007/s10479-024-06323-8

Renan F. F. da Silva, Yulle G. F. Borges, Rafael C. S. Schouery

引用次数: 0

Portfolio insurance, portfolio theory, market simulation, and risks of portfolio leverage 投资组合保险、投资组合理论、市场模拟和投资组合杠杆风险

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-16 DOI: 10.1007/s10479-024-06248-2

Bruce I. Jacobs, Kenneth N. Levy

{"title":"Portfolio insurance, portfolio theory, market simulation, and risks of portfolio leverage","authors":"Bruce I. Jacobs, Kenneth N. Levy","doi":"10.1007/s10479-024-06248-2","DOIUrl":"10.1007/s10479-024-06248-2","url":null,"abstract":"<div><p>Bruce Jacobs, Ken Levy, and Harry Markowitz shared similar interests and did comple- mentary work. This led to collaboration, debate, and building upon each other’s ideas and research. They had a prodigious relationship of over 30 years, bridging the gap between theory and practice. Bruce individually, and then with Harry, distinguished between portfolio insurance and portfolio theory. Bruce and Ken estimated security expected returns using cross-sectional analysis, and Harry used that methodology for portfolio management. Bruce and Ken used Harry’s methods for portfolio construction, and they jointly explored the value of using constraints in portfolio optimization and addressed the optimality and optimization of long–short portfolios. Bruce, Ken, and Harry jointly developed an asynchronous, discrete-time, dynamic market simulator, JLMSim, to explain the behavior of security prices and to find equilibrium expected returns. Bruce and Ken extended portfolio theory to account for the unique risks of leverage and applied investor volatility aversion and leverage aversion to portfolio choice. The optimal portfolio lies within an efficient region and on a three-dimensional efficient surface. Harry concurred that the mean–variance model is a special case of the mean–variance–leverage model. Bruce and Ken used the mean–variance–leverage model to address the optimal amount of leverage in 130–30-type portfolio strategies. Bruce and Ken would challenge Harry, and Harry would challenge Bruce and Ken, and out of that would often come something interesting and useful.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"346 1","pages":"67 - 97"},"PeriodicalIF":4.4,"publicationDate":"2024-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143638598","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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

Another puzzle: the growth in actively managed mutual funds 另一个难题：主动管理型共同基金的增长

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-16 DOI: 10.1007/s10479-024-06247-3

Martin J. Gruber

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Optimization problems with uncertain objective coefficients using capacities 目标系数不确定的容量优化问题

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-10 DOI: 10.1007/s10479-024-06331-8

Tuan-Anh Vu, Sohaib Afifi, Eric Lefèvre, Frédéric Pichon

{"title":"Optimization problems with uncertain objective coefficients using capacities","authors":"Tuan-Anh Vu, Sohaib Afifi, Eric Lefèvre, Frédéric Pichon","doi":"10.1007/s10479-024-06331-8","DOIUrl":"10.1007/s10479-024-06331-8","url":null,"abstract":"<div><p>We study a general optimization problem in which coefficients in the objective are uncertain. We use capacities (lower probabilities) to model such uncertainty. Two popular criteria in imprecise probability, namely maximality and E-admissibility, are employed to compare solutions. We characterize non-dominated solutions with respect to these criteria in terms of well-known notions in multi-objective optimization. These characterizations are novel and make it possible to derive several interesting results. Specially, for convex problems, maximality and E-admissibility are equivalent for <i>any</i> capacities even though the set of associated acts is <i>not</i> convex, and in case of 2-monotone capacities, finding an <i>arbitrary</i> non-dominated solution and checking if a given solution is non-dominated are both tractable. For combinatorial problems, we show a general result: in case of 2-monotone capacities, if the deterministic version of the problem can be solved in polynomial time, checking E-admissibility can also be done in polynomial time. Lastly, for the matroid optimization problem, more refined results are also obtained thanks to these characterizations, namely the connectedness of E-admissible solutions and an outer approximation based on the greedy algorithm for non-dominated solutions with respect to maximality.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"344 1","pages":"383 - 412"},"PeriodicalIF":4.4,"publicationDate":"2024-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-024-06331-8.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142912925","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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

Reliability modeling and optimal maintenance strategies for stochastically deteriorating systems with random degradation latency 具有随机退化延迟的随机退化系统的可靠性建模与最优维护策略

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-09 DOI: 10.1007/s10479-024-06334-5

Wenjie Dong, Yingsai Cao, Jingru Zhang

{"title":"Reliability modeling and optimal maintenance strategies for stochastically deteriorating systems with random degradation latency","authors":"Wenjie Dong, Yingsai Cao, Jingru Zhang","doi":"10.1007/s10479-024-06334-5","DOIUrl":"10.1007/s10479-024-06334-5","url":null,"abstract":"<div><p>This paper mainly deals with the reliability modeling and optimal preventive replacement policies for a stochastically deteriorating system with random shocks. Specifically, the system is subject to stochastic performance deterioration, in which it is described with a Gamma process and degrades after a random degradation latency period. At the same time, a random shock process with a non-homogenous Poisson process is incorporated into system degradation modeling, where two kinds of shock effectiveness are formed upon arrival. The dependence between the degradation-induced failure and the shock-induced failure is bidirectional in this research. Based on system survival function, a periodic replacement policy and an inspection replacement policy are respectively investigated. The optimal solutions to the two preventive replacement policies are sought analytically and their resulting long-run average cost rates are compared to decide which one is more profitable. Finally, an illustrative example of the gas insulated transmission line is surveyed to validate the theoretical results, demonstrating that the random degradation onset time and two kinds of shocks are significant factors to system reliability evaluation and maintenance decisions.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"345 1","pages":"105 - 124"},"PeriodicalIF":4.4,"publicationDate":"2024-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143108687","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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

If you get to San Diego, let’s do lunch or dinner… 如果你去了圣地亚哥，我们一起吃午餐或晚餐……

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-09 DOI: 10.1007/s10479-024-06328-3

Panos Xidonas

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