Valentin Bouquet, François Delbot, Christophe Picouleau
{"title":"Partition of graphs with maximum degree ratio","authors":"Valentin Bouquet, François Delbot, Christophe Picouleau","doi":"10.1007/s10479-025-06615-7","DOIUrl":"10.1007/s10479-025-06615-7","url":null,"abstract":"<div><p>Given a graph <i>G</i> and a non trivial partition <span>((V_1,V_2))</span> of its vertex-set, the satisfaction of a vertex <span>(vin V_i)</span> is the ratio between the size of it’s closed neighborhood in <span>(V_i)</span> and the size of its closed neighborhood in <i>G</i>. The worst ratio over all the vertices defines the quality of the partition. We define <i>q</i>(<i>G</i>) the degree ratio of a graph as the maximum of the worst ratio over all the non trivial partitions. We give bounds and exact values of <i>q</i>(<i>G</i>) for some classes of graphs. We also show some complexity results for the associated optimization or decision problems.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"351 1","pages":"563 - 574"},"PeriodicalIF":4.5,"publicationDate":"2025-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145162922","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}
{"title":"Reliability management with applications in smart information systems","authors":"Cheng-Fu Huang, Ping-Chen Chang","doi":"10.1007/s10479-025-06639-z","DOIUrl":"10.1007/s10479-025-06639-z","url":null,"abstract":"<div><p>This special issue of <i>Annals of Operations Research</i> is dedicated to the 10th Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling, held on October 21–24, 2022, in Hsinchu, Taiwan. The main focus of this special issue is Reliability Management with Applications in Smart Information Systems. This volume presents international research on theoretical advancements and practical applications that address contemporary challenges in reliability management within smart information systems.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"349 1","pages":"1 - 2"},"PeriodicalIF":4.5,"publicationDate":"2025-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145162403","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}
{"title":"On the k-maximally-disjoint weighted spanning trees problem: variants, complexity and algorithms","authors":"Walid Astaoui, Youcef Magnouche, Sébastien Martin","doi":"10.1007/s10479-025-06592-x","DOIUrl":"10.1007/s10479-025-06592-x","url":null,"abstract":"<div><p>Let us consider a connected undirected graph <span>(G = (V, E,d,w))</span> with a set of nodes <i>V</i>, a set of edges <i>E</i>, an edge distance vector <i>d</i>, and an edge weight vector <i>w</i>. For a given integer <span>(k ge 2)</span>, we investigate the problem of finding <i>k</i>-maximally weighted edge-disjoint spanning trees <span>(S_1,S_2ldots S_k)</span>, where <span>(S_isubseteq E)</span>, <span>(iin {1,dots , k})</span>. Given <i>k</i> root nodes <span>(r_1,ldots r_k in V)</span>, we also impose additional constraints, leading to two new variants: (1) <span>(S_1)</span> must be a shortest-path tree, with respect to <i>d</i>, rooted on <span>(r_1)</span> and 2) all trees must be shortest-path trees, with respect to <i>d</i>, rooted on <span>(r_1,ldots r_k)</span>, respectively. We consider two different objective functions: (1) the weight of <span>(S_1)</span> is minimum, and (2) the total weight of <span>(S_1,dots , S_k)</span> is minimum. We show that each variant belongs to <span>(mathcal {P})</span> class for some values of <i>k</i>. This leads to exact polynomial matroid-based algorithms. We present and discuss the numerical results for every variant, and analyze the properties of the trees returned by the algorithms.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"351 1","pages":"849 - 881"},"PeriodicalIF":4.5,"publicationDate":"2025-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145163037","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}
{"title":"Column-and-constraint generation approach to partition-based risk-averse two-stage stochastic programs","authors":"Jongheon Lee, Kyungsik Lee","doi":"10.1007/s10479-025-06617-5","DOIUrl":"10.1007/s10479-025-06617-5","url":null,"abstract":"<div><p>Typically, two-stage stochastic programs have been modeled and solved based on the finite support assumption, but the large number of scenarios makes it hard to solve, and there also are potential risks of inaccurate estimation of underlying distribution. In this paper, to mitigate the drawbacks, we present a novel risk-averse two-stage stochastic program with finite support, which we call <i>partition-based risk-averse two-stage stochastic program</i>. In the program, a set of scenarios is partitioned into several groups, and the second-stage cost is defined as the expectation of risk levels for all of the groups. In particular, the conditional value-at-risk is considered as a risk measure for each group, and so the risk level of the model is affected by a quantile parameter or a partition of a given set of scenarios. In order to solve the model exactly for a given partition, a column-and-constraint generation algorithm is proposed. In addition, a scenario partitioning algorithm to enable the risk level of the model to be close to a given target is devised, and partitioning schemes for combining it with the proposed column-and-constraint generation algorithm are proposed. Extensive numerical experiments were performed that demonstrated the effectiveness of the proposed partitioning schemes and the efficiency of the proposed solution approach.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"349 3","pages":"1717 - 1747"},"PeriodicalIF":4.5,"publicationDate":"2025-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-025-06617-5.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145162759","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}
{"title":"A generalization to networks of Young’s characterization of the Borda rule","authors":"Daniela Bubboloni, Michele Gori","doi":"10.1007/s10479-025-06593-w","DOIUrl":"10.1007/s10479-025-06593-w","url":null,"abstract":"<div><p>We prove that, for any given set of networks satisfying suitable conditions, the net-oudegree network solution, the net-indegree network solution, and the total network solution are the unique network solutions on that set satisfying neutrality, consistency and cancellation. The generality of the result obtained allows to get an analogous result for social choice correspondences: for any given set of preference profiles satisfying suitable conditions, the net-oudegree social choice correspondence, the net-indegree social choice correspondence and the total social choice correspondence are the unique social choice correspondences on that set satisfying neutrality, consistency and cancellation. Using the notable fact that several well-known voting rules coincide with the restriction of the net-outdegree social choice correspondence to appropriate sets of preference profiles, we are able to deduce a variety of new and known characterization theorems for the Borda rule, the Partial Borda rule, the Averaged Borda rule, the Approval Voting, the Plurality rule and the anti-Plurality rule, among which Young’s characterization of the Borda rule and Fishburn’s characterization of the Approval Voting.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"349 3","pages":"1501 - 1552"},"PeriodicalIF":4.5,"publicationDate":"2025-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-025-06593-w.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145161186","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}
{"title":"On using fuzzy clustering for detecting the number of states in Markov switching models","authors":"Edoardo Otranto, Luca Scaffidi Domianello","doi":"10.1007/s10479-025-06585-w","DOIUrl":"10.1007/s10479-025-06585-w","url":null,"abstract":"<div><p>An open problem of Markov switching models is identifying the number of states, generally fixed a priori; it is impossible to apply classical tests due to the issue of the nuisance parameters present only under the alternative hypothesis. In this work, we show, by Monte Carlo simulations, that fuzzy clustering is able to reproduce the parametric state inference derived from the Hamilton filter and that the typical indices used in clustering to determine the number of groups can be used to identify the number of states in this framework. The procedure is very simple to apply, considering that it is performed independently of the data generating process and that the indicators we use are available in most statistical packages. Furthermore, the proposed approach appears to be sufficiently robust to perturbations in the data generating processes. A final application of real data completes the analysis.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"349 3","pages":"1855 - 1890"},"PeriodicalIF":4.5,"publicationDate":"2025-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-025-06585-w.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145161187","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}
{"title":"Fresh agricultural products logistics network optimization incorporating departure time under the origin e-commerce model","authors":"Qunli Yuchi, Wenjing Liao, Juhong Chen","doi":"10.1007/s10479-025-06622-8","DOIUrl":"10.1007/s10479-025-06622-8","url":null,"abstract":"<div><p>This paper focuses on the design and optimization of the logistics network for fresh agricultural products (FAPs) e-commerce under the new origin e-commerce model. Compared to previous research, it specifically addresses the continuous and non-uniform character of orders and optimizes the departure time of vehicles. The objective is to reduce consumer waiting time costs, FAPs' quality loss costs, and logistics-related costs. We proposed a customized heuristic algorithm to solve the model and determined through numerical testing that the logistics plan with the optimal departure time is better than the fixed departure time logistics plan. Furthermore, comprehensive sensitivity analyses demonstrate that adjusting key cost parameters within feasible thresholds can offset their individual impacts on total cost, thereby maintaining cost stability. Logistics efficiency can only be constantly improved to lower time penalty costs, since it is more difficult to reduce costs connected to customer time satisfaction by coordinating other expenditures.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"349 3","pages":"1957 - 1984"},"PeriodicalIF":4.5,"publicationDate":"2025-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145160662","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}
Victoria M. Orlando, Iván L. Degano, Pablo A. Lotito
{"title":"Social optimum in public transport networks when users choose strategies: analysis and comparison with Wardrop equilibrium","authors":"Victoria M. Orlando, Iván L. Degano, Pablo A. Lotito","doi":"10.1007/s10479-025-06604-w","DOIUrl":"10.1007/s10479-025-06604-w","url":null,"abstract":"<div><p>The effective design and management of public transport systems are essential to ensuring the best service for users. The performance of a transport system will depend heavily on users behavior and decisions. Generally, users have individual objectives, such as seeking to minimize their own travel time. These decisions can affect the performance of the entire system, making it inefficient. A measure that allows to quantify the inefficiency of the system in the face of non-cooperative behavior is the price of anarchy. Our objective is to investigate the price of anarchy in the common-lines problem. In this approach, users choose which lines to use based on the best strategy for them. While Wardrop equilibrium has been studied for the common-lines problem, no contributions have been made toward the social optimum. In this work, we propose two optimization problems to obtain this optimum on simple networks, using strategy flow and line flow formulations. In addition, we prove that both optimization problems are equivalent, and we obtain a characterization of the social optimum flows. These contributions allow us to obtain results about the behavior of the price of anarchy in simple networks as demand increases.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"349 3","pages":"1785 - 1815"},"PeriodicalIF":4.5,"publicationDate":"2025-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145170010","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}
{"title":"Black–Litterman portfolio optimization based on GARCH–EVT–Copula and LSTM models","authors":"Vu Huynh, Bao Quoc Ta","doi":"10.1007/s10479-025-06597-6","DOIUrl":"10.1007/s10479-025-06597-6","url":null,"abstract":"<div><p>In constructing diversified portfolios, the investors might be interested in incorporating some quantifiable views or opinions. The Black–Litterman model is a useful approach to integrate investors’ views into the Markowitz allocation model. In this paper we utilize a deep learning model to estimate the investors’s views and use GARCH–EVT–Copula to model the dependence structure between stock market returns in a large portfolio. The findings show that the Black–Litterman model for portfolio optimization based on GARCH–EVT–Copula and LSTM (Long Short Term Memory) models gives better performances as compared with the traditional max-Sharpe and the original Black–Litterman portfolio problems.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"349 3","pages":"1693 - 1715"},"PeriodicalIF":4.5,"publicationDate":"2025-04-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145167550","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}
Abderrahim Bendadou, Yacine Rekik, Rim Kalaï, Zied Jemai
{"title":"A guaranteed service model with continuous review (r,Q) policy","authors":"Abderrahim Bendadou, Yacine Rekik, Rim Kalaï, Zied Jemai","doi":"10.1007/s10479-025-06550-7","DOIUrl":"10.1007/s10479-025-06550-7","url":null,"abstract":"<div><p>This paper introduces a generalized Guaranteed Service Model (GSM) for production systems that operates under a continuous review inventory control policy (r,Q). The model incorporates dependencies between processing time and order quantity, as well as controllable setup times, offering a more realistic framework for inventory management. The optimization problem is formulated as a non-linear integer programming problem with a non-convex objective function. To solve this, we propose a hybrid approach that combines the Difference of Convex functions Algorithm (DCA) with a heuristic adjustment technique, enabling efficient computation of high-quality solutions. Numerical experiments demonstrate the effectiveness of the proposed method, achieving competitive performance compared to the Baron solver in terms of cost minimization.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"351 1","pages":"883 - 901"},"PeriodicalIF":4.5,"publicationDate":"2025-04-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145168127","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}