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Efficient arc-flow formulations for makespan minimisation on parallel machines with a common server 在带共用服务器的并行计算机上实现最小间隔的高效弧流计算公式
IF 4.1 2区 工程技术 Q2 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-11-17 DOI: 10.1016/j.cor.2024.106911
Alessandro Druetto , Andrea Grosso , Jully Jeunet , Fabio Salassa
We consider the problem of scheduling non preemptively a set of jobs on parallel identical machines with prior setup operations on a single shared server, where the objective is to minimise the makespan. We develop an arc-flow formulation to the problem with two multigraphs, one for the machines and one for the server, with a same set of nodes representing points in time, and arcs associated with job execution, and with machines or server idleness. The resulting formulation, called Flow–Flow formulation (FFF), and its tuned version (FFT) are compared with the best existing model in the literature, a time-indexed variable formulation (F2), on benchmark instances with up to 200 jobs and 10 machines. Computational results showed that our Flow–Flow models outperformed F2 especially for instances with more than 50 jobs and optimally solved a majority of problems with 150 and 200 jobs for which F2 found only very few optimal solutions.
我们考虑的问题是在并行的相同机器上对一组作业进行非抢占式调度,并在单个共享服务器上进行事先设置操作,目标是最小化作业间隔。我们用两个多图(一个是机器多图,另一个是服务器多图)对该问题进行了弧流表述,其中同一组节点代表时间点,弧与作业执行相关,弧与机器或服务器闲置相关。在多达 200 个作业和 10 台机器的基准实例上,我们将得出的公式(称为流-流公式(FFF))及其调整版本(FFT)与文献中现有的最佳模型(时间索引变量公式(F2))进行了比较。计算结果表明,Flow-Flow 模型的性能优于 F2,尤其是在作业量超过 50 个的实例中,并且优化解决了作业量为 150 和 200 个的大多数问题,而 F2 只找到了极少数的最优解。
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引用次数: 0
50 years of Computers & Operations Research: A bibliometric analysis 计算机与运筹学 50 年:文献计量分析
IF 4.1 2区 工程技术 Q2 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-11-15 DOI: 10.1016/j.cor.2024.106910
Li Guan , Gilbert Laporte , José M. Merigó , Stefan Nickel , Iman Rahimi , Francisco Saldanha-da-Gama
Computers & Operations Research (COR) is a leading international journal in the field of Operations Research, established with a vision to provide a platform for emphasising and promoting the application of computers and operations research techniques to problems of world concern and general interest. The journal published its first issue in 1974 and in 2024 celebrated its 50th anniversary. Motivated by this special event, this paper aims to present a complete bibliometric overview of the most significant development patterns and trends of the journal during its first half-century of publishing history from 1974 to 2023. The study uses the Web of Science Core Collection database to collect bibliographic information and analyse the data, complemented by the Scopus database and the journal’s webpage. Based on a wide range of bibliometric indicators, the results of the bibliometric analysis highlight the publication and citation structure of COR, the most cited documents, the leading authors, institutions, countries/territories, and supranational regions, and the most popular keywords and research topics in the journal. Additionally, the work also graphically maps the bibliographic material with techniques of co-citation, bibliographic coupling, and co-occurrence of author keywords by using the Visualization of Similarities (VOS) viewer software. The findings of the study provide strong evidence of the significant growth of COR through its lifetime development and its international diversity having publications from all over the world. The study is also useful for understanding the substantial contributions of the journal it has made to the scientific community.
计算机与运筹学》(COR)是运筹学领域的国际领先期刊,其创办宗旨是提供一个平台,强调和促进计算机与运筹学技术在世界关注和普遍感兴趣的问题上的应用。该期刊于 1974 年出版创刊号,2024 年庆祝创刊 50 周年。在这一特殊事件的推动下,本文旨在对该期刊从 1974 年到 2023 年的半个世纪出版史上最重要的发展模式和趋势进行全面的文献计量学概述。本研究利用 Web of Science Core Collection 数据库收集书目信息并进行数据分析,同时辅以 Scopus 数据库和期刊网页。基于多种文献计量指标,文献计量分析结果突出显示了 COR 的出版和引用结构,被引用最多的文献,主要作者、机构、国家/地区和超国家地区,以及期刊中最热门的关键词和研究课题。此外,该研究还通过使用相似性可视化(VOS)查看软件,利用共引、书目耦合和作者关键词共现等技术,对书目资料进行了图解。研究结果有力地证明了 COR 在其整个发展过程中的显著增长及其来自世界各地出版物的国际多样性。这项研究还有助于了解该期刊对科学界做出的重大贡献。
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引用次数: 0
Mixed-integer programming models and heuristic algorithms for the maximum value dynamic network flow scheduling problem 最大值动态网络流量调度问题的混合整数编程模型和启发式算法
IF 4.1 2区 工程技术 Q2 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-11-12 DOI: 10.1016/j.cor.2024.106897
Tanner Nixon , Robert M. Curry , Phanuel Allaissem B.
Various applications in contested logistics and infrastructure restoration require dynamic flow solutions characterized by a schedule of network flows consecutively transmitted over a sequence of successive periods. For these schedules, we assume flows transmit via arcs during periods while flows reside at nodes from one period to the next. Within this context, we introduce the Maximum Value Dynamic Network Flow Problem (MVDFP) in which we seek to maximize the cumulative value of a non-simultaneous network flow schedule that accumulates node value whenever some minimum amount of flow resides at a node between periods. For solving the MVDFP, we first introduce a large mixed-integer program (MIP). As this MIP can become computationally-expensive for large networks, we present a trio of computationally-effective, easy to implement heuristic approaches that solve a series of smaller, more manageable MIPs. These heuristic approaches typically determine high-quality solutions significantly faster than the MIP obtains an optimal solution by dividing the full network flow schedule into a sequence of consecutive shorter network flow subschedules. In many cases, at least one of our heuristic approaches produces an optimal solution in a fraction of the MIP’s computational time. We present extensive computational results to highlight our heuristics’ efficacy, discuss for what instances each approach may be most applicable, and detail future research avenues.
有争议的物流和基础设施恢复领域的各种应用都需要动态流量解决方案,其特点是在一系列连续时段内连续传输网络流量的时间表。对于这些时间表,我们假定流量在周期内通过弧线传输,而流量从一个周期到下一个周期停留在节点上。在此背景下,我们引入了最大值动态网络流量问题(MVDFP),即寻求最大化非同步网络流量计划的累积值,该计划可在各周期之间的节点上驻留最小流量时累积节点值。为了求解 MVDFP,我们首先引入了一个大型混合整数程序(MIP)。对于大型网络来说,这种 MIP 的计算成本会很高,因此我们提出了三种计算高效、易于实现的启发式方法,用于求解一系列更小、更易于管理的 MIP。这些启发式方法通过将完整的网络流量计划划分为一系列连续的较短网络流量子计划,通常比 MIP 获得最优解的速度快得多。在许多情况下,我们的启发式方法中至少有一种方法只需 MIP 计算时间的一小部分就能得到最优解。我们展示了大量计算结果,以突出启发式方法的功效,讨论每种方法最适用于哪些情况,并详细介绍了未来的研究方向。
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引用次数: 0
Distributionally robust single machine scheduling with release and due dates over Wasserstein balls 在瓦瑟斯坦球上具有发布和到期日期的分布式稳健单机调度
IF 4.1 2区 工程技术 Q2 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-11-12 DOI: 10.1016/j.cor.2024.106892
Haimin Lu, Jiayan Huang, Chenxu Lou, Zhi Pei
Single machine scheduling aims at determining the job sequence with the best desired performance, and provides the basic building block for more advanced scheduling problems. In the present study, a single machine scheduling model with uncertain processing time is considered by incorporating the job release time and due date. The job processing time follows unknown probability distribution, and can be estimated via the historical data. To model the uncertainty, the processing time distribution is defined over a Wasserstein ball ambiguity set, which covers all feasible probability distributions within the confidence radius of the empirical distribution, known as the center of the ball. Then a data-driven distributionally robust scheduling model is constructed with individual chance constraints. In particular, two equivalent reformulations are derived with respect to the 1-norm and 2-norm metrics of the Wasserstein ball, namely, a mixed-integer linear programming and a mixed-integer second order cone programming model, respectively. To accelerate the solving of large-scale instances, a tailored constraint generation algorithm is introduced. In the numerical analysis, the proposed distributionally robust scheduling approach is compared with the state-of-the-art methods in terms of out-of-sample performance.
单机调度的目的是确定具有最佳预期性能的作业序列,并为更高级的调度问题提供基本构件。在本研究中,考虑了处理时间不确定的单机调度模型,将作业发布时间和到期日期纳入其中。作业处理时间遵循未知概率分布,可通过历史数据进行估算。为了对不确定性进行建模,处理时间分布被定义在一个 Wasserstein 球模糊集上,该模糊集涵盖了经验分布置信半径(即球心)内的所有可行概率分布。然后,构建一个数据驱动的分布稳健调度模型,其中包含单个机会约束。特别是,针对 Wasserstein 球的ℓ1-norm 和 ℓ2-norm 度量,推导出了两种等价重构,即混合整数线性规划模型和混合整数二阶圆锥规划模型。为了加速大规模实例的求解,引入了一种定制的约束生成算法。在数值分析中,就样本外性能而言,将所提出的分布稳健调度方法与最先进的方法进行了比较。
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引用次数: 0
A novel mixed-integer linear programming formulation for continuous-time inventory routing 连续时间库存路由的新型混合整数线性规划公式
IF 4.1 2区 工程技术 Q2 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-11-10 DOI: 10.1016/j.cor.2024.106883
Akang Wang , Xiandong Li , Jeffrey E. Arbogast , Zachary Wilson , Chrysanthos E. Gounaris
Inventory management, vehicle routing, and delivery scheduling decisions are simultaneously considered in the context of the inventory routing problem. This paper focuses on the continuous-time version of this problem where, unlike its more traditional discrete-time counterpart, the distributor is required to guarantee that inventory levels are maintained within the desired intervals at any moment of the planning horizon. In this work, we develop a compact mixed-integer linear programming formulation to model the continuous-time inventory routing problem. We further discuss means to expedite its solution process, including the adaptation of well-known rounded capacity inequalities to tighten the formulation in the context of a branch-and-cut algorithm. Through extensive computational studies on a suite of 90 benchmark instances from the literature, we show that our branch-and-cut algorithm outperforms the state-of-the-art approach. We also consider a new set of 63 instances adapted from a real-life dataset and show our algorithm’s practical value in solving instances with up to 20 customers to guaranteed optimality.
在库存路由问题中,库存管理、车辆路由和交货调度决策被同时考虑。与传统的离散时间问题不同的是,在连续时间问题中,配送商需要保证库存水平在计划范围内的任何时刻都保持在所需的区间内。在这项工作中,我们开发了一种紧凑的混合整数线性规划公式来模拟连续时间库存路由问题。我们进一步讨论了加快其求解过程的方法,包括在分支切割算法的背景下,对著名的轮回能力不等式进行调整,以收紧公式。通过对文献中的 90 个基准实例进行广泛的计算研究,我们表明我们的分支-切割算法优于最先进的方法。我们还考虑了一组新的 63 个实例,这些实例改编自现实生活中的一个数据集,并展示了我们的算法在解决多达 20 个客户的实例时保证最优性的实用价值。
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引用次数: 0
The min max multi-trip drone location arc routing problem 最小最大多趟无人机定位弧线路由问题
IF 4.1 2区 工程技术 Q2 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-11-09 DOI: 10.1016/j.cor.2024.106894
Teresa Corberán , Isaac Plana , José María Sanchis
This paper studies the Min Max Multi-Trip drone Location Arc Routing Problem (MM-MT-dLARP), an arc routing problem that combines trucks and drones. We have a set of lines (usually curved) that have to be flown over by drones to perform a service (inspection, for example). There is a depot from which the trucks leave, each one carrying a drone, and a set of potential launching points where the truck can launch and pick up the drone. Drones have limited autonomy, but they can make several flights. We consider a min–max objective, in which the makespan, or time necessary to complete the service, must be minimized. Using aerial drones instead of ground vehicles allows to travel off the network: drones can enter a line through any of its points, service only a portion of that line and then exit through another of its points, without following the lines of the network. This allows for finding better solutions but also increases the difficulty of the problem. This issue can be addressed by digitizing the MM-MT-dLARP instances, approximating each line by a polygonal chain with a finite number of intermediate points, and requiring that drones can only enter and exit a line through those intermediate points. Thus, an instance of a discrete Min Max Multi-Trip Location Arc Routing Problem (MM-MT-LARP) is obtained. Here, an integer formulation for the MM-MT-LARP is proposed, some families of valid inequalities are proved to be facet-inducing of a relaxed polyhedron, and a branch-and-cut algorithm based on the strengthened formulation is developed. This algorithm has only been applied to small instances without intermediate points on the lines. In addition, we have developed a matheuristic algorithm for the MM-MT-dLARP that combines a construction phase, four local search procedures integrated into a Variable Neighborhood Descent (VND) algorithm, and a set of rules for selecting intermediate points to improve the solutions. We present the results obtained on a set of randomly generated instances involving up to 6 launching points and 88 original lines.
本文研究了最小最大多程无人机定位弧线路由问题(MM-MT-dLARP),这是一个结合了卡车和无人机的弧线路由问题。我们有一组线路(通常是弯曲的),需要无人机飞越这些线路来执行服务(例如检查)。卡车从一个仓库出发,每辆卡车都载有一架无人机,还有一组潜在的发射点,卡车可以在这些发射点发射并接收无人机。无人机的自主性有限,但可以进行多次飞行。我们考虑的是最小-最大目标,即必须将完成服务所需的时间(makespan)最小化。使用空中无人机而非地面车辆可以脱离网络:无人机可以通过任何一个点进入一条线路,只为该线路的一部分提供服务,然后通过另一个点离开,而无需遵循网络线路。这样可以找到更好的解决方案,但也增加了问题的难度。要解决这个问题,可以将 MM-MT-dLARP 实例数字化,用中间点数量有限的多边形链条来近似每条线路,并要求无人机只能通过这些中间点进出线路。这样,就得到了离散最小最大多行程定位弧形路由问题(MM-MT-LARP)的实例。本文提出了 MM-MT-LARP 的整数公式,证明了一些有效不等式族是松弛多面体的面诱导,并开发了一种基于强化公式的分支切割算法。该算法仅适用于线上无中间点的小实例。此外,我们还开发了一种 MM-MT-dLARP 的数学启发式算法,该算法结合了一个构造阶段、四个局部搜索程序(集成到一个可变邻域后裔算法中)以及一套用于选择中间点以改进解的规则。我们介绍了在一组随机生成的实例中获得的结果,这些实例最多涉及 6 个发射点和 88 条原始线路。
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引用次数: 0
Facility location and restoration games 设施位置和修复游戏
IF 4.1 2区 工程技术 Q2 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-11-09 DOI: 10.1016/j.cor.2024.106896
Suzan Iloglu , Laura A. Albert , Carla Michini
Effective recovery of interdependent infrastructure systems after natural disasters requires coordination between multiple infrastructure owners, such as power and telecommunications utilities. If infrastructure owners make restoration decisions in isolation from one another, then recovery may be piecemeal. A fundamental understanding of these interdependencies can provide insights to incentivize shared restoration that benefit all infrastructure users, with the goal to maximize the social welfare even in a non-cooperative setting. We introduce a non-cooperative facility location and restoration game on a layered network, where each layer belongs to a player, to model the recovery of interdependent infrastructure systems after disasters. The goal of the model is to plan short term post-disaster recovery. The players want to minimize the cost to satisfy their own demand by restoring network components, and each player can serve the other players’ demands if they are paid a fee to do so. We propose exact and approximate algorithms to set incentives (fees) so that the players’ actions at equilibrium are aligned with a social optimum of the system, which minimizes the total cost. We present a case study in which we consider the recovery efforts of telecommunication infrastructure companies and provide results for the facility location and restoration games. The models and proposed algorithms can be used to set policy, inform the structure of inter-agency mutual aid partnerships to support disaster recovery, and negotiate inter-agency usage fees prior to a disaster to ease shared recovery efforts.
自然灾害发生后,要有效恢复相互依存的基础设施系统,需要电力和电信公用事业等多个基础设施所有者之间进行协调。如果基础设施所有者彼此孤立地做出恢复决定,那么恢复可能是零敲碎打的。从根本上了解这些相互依存关系,可以为激励共同恢复提供启示,从而使所有基础设施用户受益,即使在非合作环境下也能实现社会福利最大化的目标。我们在分层网络上引入了一个非合作设施定位和恢复博弈,其中每一层都属于一个博弈方,以模拟灾后相互依赖的基础设施系统的恢复。该模型的目标是规划短期灾后恢复。每个参与者都希望通过恢复网络组件最大限度地降低满足自身需求的成本。我们提出了设定激励机制(费用)的精确和近似算法,使参与者在均衡状态下的行动与系统的社会最优值一致,从而使总成本最小化。我们在案例研究中考虑了电信基础设施公司的恢复工作,并提供了设施选址和恢复博弈的结果。这些模型和建议的算法可用于制定政策、为机构间互助合作结构提供信息以支持灾后恢复,以及在灾难发生前协商机构间使用费以减轻共同的恢复工作。
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引用次数: 0
Soft happy colourings and community structure of networks 网络的软快乐色彩和群落结构
IF 4.1 2区 工程技术 Q2 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-11-08 DOI: 10.1016/j.cor.2024.106893
Mohammad H. Shekarriz , Dhananjay Thiruvady , Asef Nazari , Rhyd Lewis
For 0<ρ1, a ρ-happy vertex v in a coloured graph G has at least ρdeg(v) same-colour neighbours, and a ρ-happy colouring (aka soft happy colouring) of G is a vertex colouring that makes all the vertices ρ-happy. A community is a subgraph whose vertices are more adjacent to themselves than the rest of the vertices. Graphs with community structures can be modelled by random graph models such as the stochastic block model (SBM). In this paper, we present several theorems showing that both of these notions are related, with numerous real-world applications. We show that, with high probability, communities of graphs in the stochastic block model induce ρ-happy colouring on all vertices if certain conditions on the model parameters are satisfied. Moreover, a probabilistic threshold on ρ is derived so that communities of a graph in the SBM induce a ρ-happy colouring. Furthermore, the asymptotic behaviour of ρ-happy colouring induced by the graph’s communities is discussed when ρ is less than a threshold. We develop heuristic polynomial-time algorithms for soft happy colouring that often correlate with the graphs’ community structure. Finally, we present an experimental evaluation to compare the performance of the proposed algorithms thereby demonstrating the validity of the theoretical results.
对于 0<ρ≤1,彩色图 G 中的ρ-快乐顶点 v 至少有ρ⋅deg(v) 个同色相邻顶点,G 的ρ-快乐着色(又称软快乐着色)是使所有顶点都ρ-快乐的顶点着色。社群是一个子图,其顶点之间的相邻关系多于其他顶点之间的相邻关系。具有群落结构的图可以用随机图模型来建模,如随机块模型(SBM)。在本文中,我们提出了几个定理,说明这两个概念是相关的,并在现实世界中有着大量应用。我们证明,如果模型参数的某些条件得到满足,随机块模型中的图群落很有可能会在所有顶点上诱发 ρ 快乐着色。此外,还推导出了ρ的概率阈值,从而使随机块模型中的图群落诱发ρ-快乐着色。此外,我们还讨论了当 ρ 小于阈值时,图的群落诱导的 ρ 快乐着色的渐近行为。我们为软快乐着色开发了启发式多项式时间算法,这种算法通常与图的群落结构相关。最后,我们通过实验评估来比较所提算法的性能,从而证明理论结果的正确性。
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引用次数: 0
A hub-and-spoke network design for relocating emergency service vehicles 用于重新安置应急服务车辆的辐辏网络设计
IF 4.1 2区 工程技术 Q2 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-11-07 DOI: 10.1016/j.cor.2024.106898
Banu Soylu , Betül Yıldırım
Relocation involves the repositioning of idle Emergency Service (ES) vehicles among stations in order to reduce the response time. It is well-known in the literature that relocating idle vehicles provides better coverage in the network, which in turn reduces the response time to the next call. In classical emergency service networks, idle vehicles can be relocated between any two stations. This can cause long delays and increase the response times. In this study, we proposed for the first time a hub-and-spoke network to efficiently realize the relocation of idle vehicles. The proposed hub-and-spoke structure consolidates relocations among hubs, while hub-spoke relocations are implemented as needed. Such a structure helps to better organize the simultaneous movements of ES vehicles for relocation. We have developed a mathematical model to maximize the expected safely covered population. The model provides both the hub-spoke topology and the relocation plan (a compliance table), which shows the desired stations of idle vehicles depending on the system state. In the literature, the relocation plan does not show the relocation paths (movements) of the vehicles. We have presented an exact algorithm that computes the relocation paths for all possible call cases and system levels in advance. This helps the dispatcher to manage the system effectively. We performed a detailed simulation study for ES vehicles of a natural gas distributor to demonstrate the real-life suitability of the proposed system. Compared to the classical relocation network structure, the proposed system has improved the response time, relocation time, and travel time especially when the system is busy.
重新定位涉及在站点之间重新定位闲置的紧急服务(ES)车辆,以缩短响应时间。众所周知,重新定位闲置车辆可提高网络的覆盖率,从而缩短对下一个呼叫的响应时间。在传统的紧急服务网络中,闲置车辆可以在任意两个站点之间重新定位。这会造成长时间的延迟,增加响应时间。在本研究中,我们首次提出了一种集线器-辐条网络,以有效实现闲置车辆的重新定位。所提出的 "枢纽-辐条 "结构在枢纽之间整合搬迁,而 "枢纽-辐条 "搬迁则根据需要实施。这种结构有助于更好地组织 ES 车辆同时移动,进行重新安置。我们建立了一个数学模型,以最大限度地提高预期安全覆盖人口。该模型提供了轮辐式拓扑结构和搬迁计划(合规表),根据系统状态显示了闲置车辆的理想站点。在文献中,搬迁计划并不显示车辆的搬迁路径(移动)。我们提出了一种精确算法,可以提前计算所有可能的呼叫情况和系统级别的重新安置路径。这有助于调度员有效地管理系统。我们对一家天然气分销商的 ES 车辆进行了详细的模拟研究,以证明所提系统在现实生活中的适用性。与传统的搬迁网络结构相比,建议的系统改善了响应时间、搬迁时间和旅行时间,尤其是在系统繁忙时。
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引用次数: 0
Data-driven prediction of relevant scenarios for robust combinatorial optimization 以数据为驱动,预测稳健组合优化的相关方案
IF 4.1 2区 工程技术 Q2 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-11-06 DOI: 10.1016/j.cor.2024.106886
Marc Goerigk , Jannis Kurtz
We study iterative constraint and variable generation methods for (two-stage) robust combinatorial optimization problems with discrete uncertainty. The goal of this work is to find a set of starting scenarios that provides strong lower bounds early in the process. To this end we define the Relevant Scenario Recognition Problem (RSRP) which finds the optimal choice of scenarios which maximizes the corresponding objective value. We show for classical and two-stage robust optimization that this problem can be solved in polynomial time if the number of selected scenarios is constant and NP-hard if it is part of the input. Furthermore, we derive a linear mixed-integer programming formulation for the problem in both cases.
Since solving the RSRP is not possible in reasonable time, we propose a machine-learning-based heuristic to determine a good set of starting scenarios. To this end, we design a set of dimension-independent features, and train a Random Forest Classifier on already solved small-dimensional instances of the problem. Our experiments show that our method is able to improve the solution process even for larger instances than contained in the training set, and that predicting even a small number of good starting scenarios can considerably reduce the optimality gap. Additionally, our method provides a feature importance score which can give new insights into the role of scenario properties in robust optimization.
我们研究了具有离散不确定性的(两阶段)鲁棒性组合优化问题的迭代约束和变量生成方法。这项工作的目标是找到一组起始方案,以便在优化过程的早期提供较强的下限。为此,我们定义了相关方案识别问题 (RSRP),该问题可找到能使相应目标值最大化的最佳方案选择。我们针对经典优化和两阶段鲁棒优化证明,如果所选方案的数量是常数,则该问题可以在多项式时间内求解;如果方案数量是输入的一部分,则该问题可以在 NP 难度内求解。由于无法在合理时间内求解 RSRP,我们提出了一种基于机器学习的启发式方法,以确定一组好的起始方案。为此,我们设计了一组与维度无关的特征,并在已解决的小维度问题实例上训练随机森林分类器。我们的实验表明,即使对于比训练集更大的实例,我们的方法也能改进求解过程,而且即使预测少量良好的起始方案,也能大大缩小优化差距。此外,我们的方法还提供了一个特征重要性评分,可以让人们对情景属性在稳健优化中的作用有新的认识。
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引用次数: 0
期刊
Computers & Operations Research
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