{"title":"Preface: advances of machine learning and optimization in healthcare systems and medicine","authors":"Gerhard-Wilhelm Weber, Hamid Arabnia, Nadi Serhan Aydın, Erfan Babaee Tirkolaee","doi":"10.1007/s10479-023-05510-3","DOIUrl":"10.1007/s10479-023-05510-3","url":null,"abstract":"","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"328 1","pages":"1 - 2"},"PeriodicalIF":4.8,"publicationDate":"2023-07-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43335545","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}
Haithem Awijen, Hachmi Ben Ameur, Zied Ftiti, W. Louhichi
{"title":"Forecasting oil price in times of crisis: a new evidence from machine learning versus deep learning models ","authors":"Haithem Awijen, Hachmi Ben Ameur, Zied Ftiti, W. Louhichi","doi":"10.1007/s10479-023-05400-8","DOIUrl":"https://doi.org/10.1007/s10479-023-05400-8","url":null,"abstract":"","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":" ","pages":""},"PeriodicalIF":4.8,"publicationDate":"2023-07-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45842975","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":"A four-echelon supply chain inventory model for growing items with imperfect quality and errors in quality inspection","authors":"Makoena Sebatjane, Olufemi Adetunji","doi":"10.1007/s10479-023-05501-4","DOIUrl":"10.1007/s10479-023-05501-4","url":null,"abstract":"<div><p>To safeguard the livelihood of consumers, food producers are required, either by law or regulatory bodies, to inspect their products for quality before selling the products to consumers. This is because food processing, as is the case with most production systems, is not perfect and there is a possibility that some of the processed products do not meet the required quality standard. Likewise, the inspection process is seldom perfect, meaning that it is subject to errors and thus, some of the processed products might be incorrectly classified. In light of this, an inventory model for a four-echelon food processing supply chain is developed. The supply chain has a farming echelon where live items are grown with the possibility that some of them might not survive; a processing echelon where the live items are transformed into processed inventory; an inspection echelon where the processed inventory is classified into good and poorer quality classes under the assumption that the inspection process is subject to type I and type II errors; and a retail echelon where the processed inventory of good quality is sold to consumers. The supply chain is modelled as a profit maximisation problem and a solution procedure for solving the model is proposed. The problem is studied under both centralised and decentralised supply chain structures and from the analysis, the centralised supply chain with a profit-sharing agreement performs better in terms of profit maximisation.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"335 1","pages":"327 - 359"},"PeriodicalIF":4.4,"publicationDate":"2023-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-023-05501-4.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46739892","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":"Survey on Lagrangian relaxation for MILP: importance, challenges, historical review, recent advancements, and opportunities","authors":"Mikhail A. Bragin","doi":"10.1007/s10479-023-05499-9","DOIUrl":"10.1007/s10479-023-05499-9","url":null,"abstract":"<div><p>Operations in areas of importance to society are frequently modeled as mixed-integer linear programming (MILP) problems. While MILP problems suffer from combinatorial complexity, Lagrangian Relaxation has been a beacon of hope to resolve the associated difficulties through decomposition. Due to the non-smooth nature of Lagrangian dual functions, the coordination aspect of the method has posed serious challenges. This paper presents several significant historical milestones (beginning with Polyak’s pioneering work in 1967) toward improving Lagrangian Relaxation coordination through improved optimization of non-smooth functionals. Finally, this paper presents the most recent developments in Lagrangian Relaxation for fast resolution of MILP problems. The paper also briefly discusses the opportunities that Lagrangian Relaxation can provide at this point in time.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"333 1","pages":"29 - 45"},"PeriodicalIF":4.4,"publicationDate":"2023-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49153175","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":"Data science and big data analytics: a systematic review of methodologies used in the supply chain and logistics research","authors":"H. Jahani, R. Jain, D. Ivanov","doi":"10.1007/s10479-023-05390-7","DOIUrl":"https://doi.org/10.1007/s10479-023-05390-7","url":null,"abstract":"","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":" ","pages":""},"PeriodicalIF":4.8,"publicationDate":"2023-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44622953","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}
M. Suleman, Umaid A. Sheikh, E. Galariotis, David Roubaud
{"title":"The impact of bitcoin fear and greed on good and bad network connectedness: the case of the US sectoral high frequency returns","authors":"M. Suleman, Umaid A. Sheikh, E. Galariotis, David Roubaud","doi":"10.1007/s10479-023-05455-7","DOIUrl":"https://doi.org/10.1007/s10479-023-05455-7","url":null,"abstract":"","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":" ","pages":""},"PeriodicalIF":4.8,"publicationDate":"2023-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42709960","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}
T. Daglis, K. N. Konstantakis, P. Xidonas, P. Michaelides, C. Zopounidis
{"title":"Solar events and the US energy sector: a novel sectoral spillover GVAR approach introducing indirect GIRFs (IGIRF)","authors":"T. Daglis, K. N. Konstantakis, P. Xidonas, P. Michaelides, C. Zopounidis","doi":"10.1007/s10479-023-05471-7","DOIUrl":"https://doi.org/10.1007/s10479-023-05471-7","url":null,"abstract":"","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":" ","pages":""},"PeriodicalIF":4.8,"publicationDate":"2023-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48095412","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}
L. Sedda, Benjamin M. Taylor, Russell Cain, É. Vajda, Allison Tatarsky, Neil F. Lobo
{"title":"TIMESS a power analysis tool to estimate the number of locations and repeated measurements for seasonally and clustered mosquito surveys","authors":"L. Sedda, Benjamin M. Taylor, Russell Cain, É. Vajda, Allison Tatarsky, Neil F. Lobo","doi":"10.1007/s10479-023-05491-3","DOIUrl":"https://doi.org/10.1007/s10479-023-05491-3","url":null,"abstract":"","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":" ","pages":""},"PeriodicalIF":4.8,"publicationDate":"2023-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46083100","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":"A distributionally robust approach for the two-machine permutation flow shop scheduling","authors":"Haimin Lu, Zhi Pei","doi":"10.1007/s10479-023-05489-x","DOIUrl":"10.1007/s10479-023-05489-x","url":null,"abstract":"<div><p>We consider the two-machine permutation flow shop scheduling problem with uncertain job processing time, which is sampled from no specific distribution type. For the ease of discussion, an ambiguity set with a priori mean and support set information is constructed. We then introduce a distributionally robust optimization (DRO) perspective to handle the uncertainty. To the best of our knowledge, this is the first time that a DRO method is applied to this problem setting. Given that the original DRO model is nonlinear and intractable in nature, we first reformulate the inner maximization problem into a linear programming model with a fixed sequence, based on the duality theory and optimality conditions. By including the sequence decision, we further transform it into an equivalent mixed-integer linear programming (MILP) problem via incorporating the valid lower and upper bounds and McCormick inequalities. The obtained MILP could be solved to optimality with the off-the-shelf commercial solvers. In the numerical study, it is demonstrated that the DRO-based model could effectively solve the large scale instances with up to 100 jobs optimally within 30 s. Compared with the SLP, DRO model always triumphs on the worst-case indicator. And as the problem scale increases, the DRO model gradually outperforms the SLP in terms of the Up-90% and Up-75% indicators. Furthermore, the optimal sequence obtained by the deterministic model is less stable than the DRO model, which can enhance the robustness of the manufacturing system against processing uncertainty.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"338 1","pages":"709 - 739"},"PeriodicalIF":4.4,"publicationDate":"2023-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42480476","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}