Marcella Braga de Assis Linhares, Renan Vicente Pinto, Nelson Maculan, Marcos Negreiros
In this work, new mixed integer nonlinear optimization models are proposed for two clustering problems: the unitary weighted Weber problem and the minimum sum of squares clustering. The proposed formulations are convex quadratic models with linear and second-order cone constraints that can be efficiently solved by interior point algorithms. Their continuous relaxation is convex and differentiable. The numerical experiments show the proposed models are more efficient than some classical models for these problems known in the literature.
{"title":"Second-order cone programming models for the unitary weighted Weber problem and for the minimum sum of the squares clustering problem","authors":"Marcella Braga de Assis Linhares, Renan Vicente Pinto, Nelson Maculan, Marcos Negreiros","doi":"10.1111/itor.13472","DOIUrl":"10.1111/itor.13472","url":null,"abstract":"<p>In this work, new mixed integer nonlinear optimization models are proposed for two clustering problems: the unitary weighted Weber problem and the minimum sum of squares clustering. The proposed formulations are convex quadratic models with linear and second-order cone constraints that can be efficiently solved by interior point algorithms. Their continuous relaxation is convex and differentiable. The numerical experiments show the proposed models are more efficient than some classical models for these problems known in the literature.</p>","PeriodicalId":49176,"journal":{"name":"International Transactions in Operational Research","volume":"32 2","pages":"961-972"},"PeriodicalIF":3.1,"publicationDate":"2024-05-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140839127","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
QUBO (quadratic unconstrained binary optimization) has become the modeling language for quantum annealing and quantum-inspired annealing solvers. We present different approaches in QUBO for the magic square problem and the quadratic assignment problem (QAP), which can be modeled by linear equations and a permutation constraint over integer variables. Different ways of encoding integers by Booleans in QUBO amount to models, the implementation of which could have very different performance. Experiments performed on the Fixstars Amplify Annealer Engine, a quantum-inspired annealing solver, show that, compared to the classical one-hot encoding, using unary encoding for integers performs slightly better for the QAP and much better for magic square.
{"title":"Comparing QUBO models for quantum annealing: integer encodings for permutation problems","authors":"Philippe Codognet","doi":"10.1111/itor.13471","DOIUrl":"10.1111/itor.13471","url":null,"abstract":"<p>QUBO (quadratic unconstrained binary optimization) has become the modeling language for quantum annealing and quantum-inspired annealing solvers. We present different approaches in QUBO for the magic square problem and the quadratic assignment problem (QAP), which can be modeled by linear equations and a permutation constraint over integer variables. Different ways of encoding integers by Booleans in QUBO amount to models, the implementation of which could have very different performance. Experiments performed on the Fixstars Amplify Annealer Engine, a quantum-inspired annealing solver, show that, compared to the classical one-hot encoding, using unary encoding for integers performs slightly better for the QAP and much better for magic square.</p>","PeriodicalId":49176,"journal":{"name":"International Transactions in Operational Research","volume":"32 1","pages":"18-37"},"PeriodicalIF":3.1,"publicationDate":"2024-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/itor.13471","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140839124","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Special Issue on “Sharing Platforms for Sustainability: Exploring Strategies, Trade-offs, and Applications”","authors":"","doi":"10.1111/itor.13455","DOIUrl":"https://doi.org/10.1111/itor.13455","url":null,"abstract":"","PeriodicalId":49176,"journal":{"name":"International Transactions in Operational Research","volume":"31 5","pages":"3557-3558"},"PeriodicalIF":3.1,"publicationDate":"2024-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140808030","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Special issue on “Managing supply chain resilience in the digital economy era”","authors":"","doi":"10.1111/itor.13464","DOIUrl":"https://doi.org/10.1111/itor.13464","url":null,"abstract":"","PeriodicalId":49176,"journal":{"name":"International Transactions in Operational Research","volume":"31 5","pages":"3555-3556"},"PeriodicalIF":3.1,"publicationDate":"2024-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140808029","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Davide La Torre, Hatem Masri, Constantin Zopounidis
{"title":"Special issue on “Multiple criteria decision making for sustainable development goals (SDGs)”","authors":"Davide La Torre, Hatem Masri, Constantin Zopounidis","doi":"10.1111/itor.13463","DOIUrl":"https://doi.org/10.1111/itor.13463","url":null,"abstract":"","PeriodicalId":49176,"journal":{"name":"International Transactions in Operational Research","volume":"31 5","pages":"3553-3554"},"PeriodicalIF":3.1,"publicationDate":"2024-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140808028","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Jônatas Araújo de Almeida, Eduarda Asfora Frej, Lucia Reis Peixoto Roselli, Adiel Teixeira de Almeida
Combining the traditional elicitation by decomposition with holistic evaluations within a decision process with multiple criteria is a peculiar aspect of the Flexible and Interactive Tradeoff (FITradeoff) method since two paradigms in preference modeling are integrated. Even though this integration leads to significant benefits to the decision process, it brings several implications that deserve a deep and detailed analysis with regard to some analytical aspects of the mathematical modeling of the method. Integrating the information obtained by these two different protocols causes significant modifications in the space of weights that may have noteworthy impacts on the results. Hence, this paper focuses its efforts on tackling and investigating such aspects of the FITradeoff method. We analyze properties and analytical aspects of FITradeoff in depth, in order to investigate how the information of holistic judgments can be inserted into the mathematical model of FITradeoff and to determine the potential implications of such integration, such as defining preference relationships and identifying potentially optimal alternatives. In addition, a new heuristic to reduce the number of questions in the elicitation by decomposition of FITradeoff is proposed. We also address situations of inconsistencies that may arise due to the conflicting information provided by decomposition and holistic judgments, as well as ways to solve such inconsistencies.
{"title":"Analytical aspects of combining holistic evaluation and decomposition elicitation for preference modeling in the FITradeoff method","authors":"Jônatas Araújo de Almeida, Eduarda Asfora Frej, Lucia Reis Peixoto Roselli, Adiel Teixeira de Almeida","doi":"10.1111/itor.13470","DOIUrl":"https://doi.org/10.1111/itor.13470","url":null,"abstract":"Combining the traditional elicitation by decomposition with holistic evaluations within a decision process with multiple criteria is a peculiar aspect of the Flexible and Interactive Tradeoff (FITradeoff) method since two paradigms in preference modeling are integrated. Even though this integration leads to significant benefits to the decision process, it brings several implications that deserve a deep and detailed analysis with regard to some analytical aspects of the mathematical modeling of the method. Integrating the information obtained by these two different protocols causes significant modifications in the space of weights that may have noteworthy impacts on the results. Hence, this paper focuses its efforts on tackling and investigating such aspects of the FITradeoff method. We analyze properties and analytical aspects of FITradeoff in depth, in order to investigate how the information of holistic judgments can be inserted into the mathematical model of FITradeoff and to determine the potential implications of such integration, such as defining preference relationships and identifying potentially optimal alternatives. In addition, a new heuristic to reduce the number of questions in the elicitation by decomposition of FITradeoff is proposed. We also address situations of inconsistencies that may arise due to the conflicting information provided by decomposition and holistic judgments, as well as ways to solve such inconsistencies.","PeriodicalId":49176,"journal":{"name":"International Transactions in Operational Research","volume":"16 1","pages":""},"PeriodicalIF":3.1,"publicationDate":"2024-04-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140812303","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
To address the high‐dimensional issues in credit risk assessment, an improved multilayer restricted Boltzmann machine (RBM) based feature extraction method is proposed. In the improved multilayer RBM methodology, the reconstruction error method is first applied to ensure the number of RBM layers to construct an optimal model and then the weighted pruning approach is used to remove redundant and irrelevant traits. For verification purposes, two real‐world credit datasets are employed to demonstrate the effectiveness of the proposed multilayer RBM methodology. The experimental results reveal that a significant improvement in credit classification performance can be obtained by the improved multilayer RBM methodology. This indicates the improved multilayer RBM model proposed in this paper can be used as a promising tool to solve the high‐dimensionality issues in credit risk evaluation.
{"title":"Improved RBM‐based feature extraction for credit risk assessment with high dimensionality","authors":"Jianxin Zhu, Xiong Wu, Lean Yu, Jun Ji","doi":"10.1111/itor.13467","DOIUrl":"https://doi.org/10.1111/itor.13467","url":null,"abstract":"To address the high‐dimensional issues in credit risk assessment, an improved multilayer restricted Boltzmann machine (RBM) based feature extraction method is proposed. In the improved multilayer RBM methodology, the reconstruction error method is first applied to ensure the number of RBM layers to construct an optimal model and then the weighted pruning approach is used to remove redundant and irrelevant traits. For verification purposes, two real‐world credit datasets are employed to demonstrate the effectiveness of the proposed multilayer RBM methodology. The experimental results reveal that a significant improvement in credit classification performance can be obtained by the improved multilayer RBM methodology. This indicates the improved multilayer RBM model proposed in this paper can be used as a promising tool to solve the high‐dimensionality issues in credit risk evaluation.","PeriodicalId":49176,"journal":{"name":"International Transactions in Operational Research","volume":"13 1","pages":""},"PeriodicalIF":3.1,"publicationDate":"2024-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140803186","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}