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Mathematical Methods of Operations Research最新文献

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A partial ellipsoidal approximation scheme for nonconvex homogeneous quadratic optimization with quadratic constraints 具有二次约束的非凸齐次二次优化的部分椭球逼近格式
IF 1.2 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2023-07-13 DOI: 10.1007/s00186-023-00827-y
Zhuoyi Xu, Linbin Li, Yong Xia
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引用次数: 0
Approximation algorithms for stochastic online matching with reusable resources 可重用资源随机在线匹配的近似算法
IF 1.2 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2023-07-08 DOI: 10.1007/s00186-023-00822-3
Meghan Shanks, Ge Yu, S. Jacobson
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引用次数: 0
Contractive approximations in average Markov decision chains driven by a risk-seeking controller 由风险寻求控制器驱动的平均马尔可夫决策链的收缩逼近
IF 1.2 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2023-07-05 DOI: 10.1007/s00186-023-00825-0
Gustavo Portillo-Ramírez, R. Cavazos-Cadena, H. Cruz-Suárez
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引用次数: 0
On egalitarian values for cooperative games with level structures 基于关卡结构的合作游戏的平等价值
IF 1.2 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2023-07-01 DOI: 10.1007/s00186-023-00824-1
J. M. Alonso-Meijide, Julián Costa-Bouzas, I. García-Jurado, J. C. Gonçalves-Dosantos
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引用次数: 0
Using scalarizations for the approximation of multiobjective optimization problems: towards a general theory 用标量化逼近多目标优化问题:走向一般理论
4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2023-06-26 DOI: 10.1007/s00186-023-00823-2
Stephan Helfrich, Arne Herzel, Stefan Ruzika, Clemens Thielen
Abstract We study the approximation of general multiobjective optimization problems with the help of scalarizations. Existing results state that multiobjective minimization problems can be approximated well by norm-based scalarizations. However, for multiobjective maximization problems, only impossibility results are known so far. Countering this, we show that all multiobjective optimization problems can, in principle, be approximated equally well by scalarizations. In this context, we introduce a transformation theory for scalarizations that establishes the following: Suppose there exists a scalarization that yields an approximation of a certain quality for arbitrary instances of multiobjective optimization problems with a given decomposition specifying which objective functions are to be minimized/maximized. Then, for each other decomposition, our transformation yields another scalarization that yields the same approximation quality for arbitrary instances of problems with this other decomposition. In this sense, the existing results about the approximation via scalarizations for minimization problems carry over to any other objective decomposition—in particular, to maximization problems—when suitably adapting the employed scalarization. We further provide necessary and sufficient conditions on a scalarization such that its optimal solutions achieve a constant approximation quality. We give an upper bound on the best achievable approximation quality that applies to general scalarizations and is tight for the majority of norm-based scalarizations applied in the context of multiobjective optimization. As a consequence, none of these norm-based scalarizations can induce approximation sets for optimization problems with maximization objectives, which unifies and generalizes the existing impossibility results concerning the approximation of maximization problems.
摘要利用标量化方法研究一般多目标优化问题的逼近问题。现有的结果表明,多目标最小化问题可以很好地近似基于范数的标量化。然而,对于多目标最大化问题,目前只知道不可能结果。与此相反,我们表明,原则上,所有多目标优化问题都可以通过缩放来近似。在这种情况下,我们引入了一个标量化的变换理论,它建立了以下内容:假设存在一个标量化,它对具有给定分解的任意多目标优化问题实例产生一定质量的近似值,该分解指定了哪些目标函数要最小化/最大化。然后,对于其他的分解,我们的变换会产生另一个标量化对于其他分解问题的任意实例产生相同的近似质量。从这个意义上说,当适当地适应所采用的标量化时,通过最小化问题的标量化近似的现有结果可以延续到任何其他目标分解-特别是最大化问题。我们进一步给出了一个标量化的充要条件,使其最优解达到常数近似质量。我们给出了适用于一般尺度化的最佳逼近质量的上界,并且对于多目标优化环境中应用的大多数基于范数的尺度化是严格的。因此,这些基于范数的标量化都不能导出具有最大化目标的优化问题的近似集,从而统一和推广了关于最大化问题近似的现有不可能结果。
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引用次数: 0
Average monotonic cooperative games with nontransferable utility 具有不可转移效用的平均单调合作博弈
IF 1.2 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2023-06-01 DOI: 10.1007/s00186-023-00819-y
José-Manuel Giménez-Gómez, Peter Sudhölter, Cori Vilella
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引用次数: 0
Sublinear scalarizations for proper and approximate proper efficient points in nonconvex vector optimization 非凸矢量优化中固有和近似固有有效点的次线性化
IF 1.2 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2023-05-30 DOI: 10.1007/s00186-023-00818-z
F. García-Castaño, Miguel Ángel Melguizo-Padial, G. Parzanese
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引用次数: 1
Existence and computations of best affine strategies for multilevel reverse Stackelberg games 多层逆Stackelberg对策的最佳仿射策略的存在性与计算
IF 1.2 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2023-05-26 DOI: 10.1007/s00186-023-00820-5
Seyfe Belete Worku, B. Tsegaw, Semu Mitiku Kassa
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引用次数: 0
The α-Egalitarian Myerson value of games with communication structure 具有交流结构的博弈的α-平均主义Myerson值
IF 1.2 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2023-05-18 DOI: 10.1007/s00186-023-00814-3
Zijun Li, F. Meng
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引用次数: 1
Computational analysis of GI[X]/Ddocumentclass[12pt]{minimal} usepackage{amsmath} usepackage{wasysym} usepackage{amsfonts} usepackage{amssymb} usepackage{amsbsy} usepackage{mathrsfs} usepackage{upgreek} setlength{oddsidemargin}{-69pt} begin{document}$$GI^{[X]}/D$$end{document}-MSP(a,b)/1 Computational analysis of GI[X]/Ddocumentclass[12pt]{minimal} usepackage{amsmath} usepackage{wasysym} usepackage{amsfonts} usepackage{amssymb} usepackage{amsbsy} usepackage{mathrsfs} usepackage{upgreek} setlength{oddsidemargin}{-69pt} begin{document}$$GI^{[X]}/D$$end{document}-MSP(a,b)/1
IF 1.2 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2023-05-18 DOI: 10.1007/s00186-023-00816-1
Kousik Das, S. K. Samanta
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引用次数: 0
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Mathematical Methods of Operations Research
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