Pub Date : 2025-01-31DOI: 10.1016/j.orl.2025.107251
Sina Nadi , Taewoo Lee , Oleg A. Prokopyev
We study the inverse optimal value problem for linear fractional programming, where the goal is to find the coefficients of the fractional objective function such that the resulting optimal objective function value is as close as possible to some given target value. We show that this problem is NP-hard. Then, we provide some structural results, which are exploited to derive several reformulations and two solution algorithms. The proposed approaches are based on the Charnes-Cooper and parametric transformations.
{"title":"The inverse optimal value problem for linear fractional programming","authors":"Sina Nadi , Taewoo Lee , Oleg A. Prokopyev","doi":"10.1016/j.orl.2025.107251","DOIUrl":"10.1016/j.orl.2025.107251","url":null,"abstract":"<div><div>We study the inverse optimal value problem for linear fractional programming, where the goal is to find the coefficients of the fractional objective function such that the resulting optimal objective function value is as close as possible to some given target value. We show that this problem is <em>NP</em>-hard. Then, we provide some structural results, which are exploited to derive several reformulations and two solution algorithms. The proposed approaches are based on the Charnes-Cooper and parametric transformations.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107251"},"PeriodicalIF":0.8,"publicationDate":"2025-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143164398","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}
Pub Date : 2025-01-31DOI: 10.1016/j.orl.2025.107248
Naoyuki Kamiyama
In this paper, we consider the problem of checking the existence of a super-stable common independent set of generalized matroids. We prove that this problem can be solved by slightly modifying the algorithm proposed by Yokoi for the problem of checking the existence of a stable common independent set of generalized matroids.
{"title":"Super-stable common independent sets of generalized matroids","authors":"Naoyuki Kamiyama","doi":"10.1016/j.orl.2025.107248","DOIUrl":"10.1016/j.orl.2025.107248","url":null,"abstract":"<div><div>In this paper, we consider the problem of checking the existence of a super-stable common independent set of generalized matroids. We prove that this problem can be solved by slightly modifying the algorithm proposed by Yokoi for the problem of checking the existence of a stable common independent set of generalized matroids.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107248"},"PeriodicalIF":0.8,"publicationDate":"2025-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143172546","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}
Pub Date : 2025-01-30DOI: 10.1016/j.orl.2025.107252
Roberto Raimondo
Strictly competitive games are characterized by the fact that every pair of strategies is Pareto optimal in two-player games. We provide a characterization of strictly competitive games when the sets of strategies are not finite. The finite strategy case was settled by Adler, Daskalakis and Papadimitriou who fully proved a conjecture of Aumann.
{"title":"Strictly competitive games: Finite, countable and uncountable strategies","authors":"Roberto Raimondo","doi":"10.1016/j.orl.2025.107252","DOIUrl":"10.1016/j.orl.2025.107252","url":null,"abstract":"<div><div>Strictly competitive games are characterized by the fact that every pair of strategies is Pareto optimal in two-player games. We provide a characterization of strictly competitive games when the sets of strategies are not finite. The finite strategy case was settled by Adler, Daskalakis and Papadimitriou who fully proved a conjecture of Aumann.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107252"},"PeriodicalIF":0.8,"publicationDate":"2025-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143172547","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}
Pub Date : 2025-01-30DOI: 10.1016/j.orl.2025.107250
Guangxin Jiang, Jianshu Hao, Tong Sun
In this paper, we introduce a Monte Carlo (MC) simulation approach to estimate CoVaR, which is one of the commonly used systemic risk measures and captures the tail dependency of losses between network systems and nodes. Given that CoVaR may involve rare events, we propose an importance sampling (IS) approach to enhance the efficiency of estimation. We also establish consistency and asymptotic normality for both MC and IS estimators. Finally, we illustrate the effectiveness of our approach through numerical experiments.
{"title":"Monte Carlo and importance sampling estimators of CoVaR","authors":"Guangxin Jiang, Jianshu Hao, Tong Sun","doi":"10.1016/j.orl.2025.107250","DOIUrl":"10.1016/j.orl.2025.107250","url":null,"abstract":"<div><div>In this paper, we introduce a Monte Carlo (MC) simulation approach to estimate CoVaR, which is one of the commonly used systemic risk measures and captures the tail dependency of losses between network systems and nodes. Given that CoVaR may involve rare events, we propose an importance sampling (IS) approach to enhance the efficiency of estimation. We also establish consistency and asymptotic normality for both MC and IS estimators. Finally, we illustrate the effectiveness of our approach through numerical experiments.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107250"},"PeriodicalIF":0.8,"publicationDate":"2025-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143172538","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}
Pub Date : 2025-01-27DOI: 10.1016/j.orl.2025.107246
Jiaqi Lei, Sanjay Mehrotra
This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitable sufficient conditions. We also show that upper and lower bounds on the optimal value of the model can be estimated statistically. Specific ambiguity sets are discussed as examples.
{"title":"Convergence and bound computation for chance constrained distributionally robust models using sample approximation","authors":"Jiaqi Lei, Sanjay Mehrotra","doi":"10.1016/j.orl.2025.107246","DOIUrl":"10.1016/j.orl.2025.107246","url":null,"abstract":"<div><div>This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitable sufficient conditions. We also show that upper and lower bounds on the optimal value of the model can be estimated statistically. Specific ambiguity sets are discussed as examples.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107246"},"PeriodicalIF":0.8,"publicationDate":"2025-01-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143140226","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}
Pub Date : 2025-01-27DOI: 10.1016/j.orl.2025.107249
Zhihua Huang, An Zhang, Mingqi Gao, Jiayi Sun, Yong Chen
Given a target graph G and a set of -stars, that is, stars with at least k satellites, a -star packing of G is a set of vertex-disjoint subgraphs of G with each isomorphic to some element of . The -star packing problem is to find one such packing that covers as many vertices of G as possible. It is known to be NP-hard for any fixed , and has a simple 2-approximation algorithm when . In this paper, we present an improved algorithm with a tight approximation ratio of 9/5 for , and a -approximation algorithm for general using the local search approach.
{"title":"Approximation algorithms for the k+-star packing problem","authors":"Zhihua Huang, An Zhang, Mingqi Gao, Jiayi Sun, Yong Chen","doi":"10.1016/j.orl.2025.107249","DOIUrl":"10.1016/j.orl.2025.107249","url":null,"abstract":"<div><div>Given a target graph <em>G</em> and a set <span><math><mi>G</mi></math></span> of <span><math><msup><mrow><mi>k</mi></mrow><mrow><mo>+</mo></mrow></msup></math></span>-stars, that is, stars with at least <em>k</em> satellites, a <span><math><msup><mrow><mi>k</mi></mrow><mrow><mo>+</mo></mrow></msup></math></span>-star packing of <em>G</em> is a set of vertex-disjoint subgraphs of <em>G</em> with each isomorphic to some element of <span><math><mi>G</mi></math></span>. The <span><math><msup><mrow><mi>k</mi></mrow><mrow><mo>+</mo></mrow></msup></math></span>-star packing problem is to find one such packing that covers as many vertices of <em>G</em> as possible. It is known to be NP-hard for any fixed <span><math><mi>k</mi><mo>≥</mo><mn>2</mn></math></span>, and has a simple 2-approximation algorithm when <span><math><mi>k</mi><mo>=</mo><mn>2</mn></math></span>. In this paper, we present an improved algorithm with a tight approximation ratio of 9/5 for <span><math><mi>k</mi><mo>=</mo><mn>2</mn></math></span>, and a <span><math><mfrac><mrow><mi>k</mi><mo>+</mo><mn>2</mn></mrow><mrow><mn>2</mn></mrow></mfrac></math></span>-approximation algorithm for general <span><math><mi>k</mi><mo>≥</mo><mn>2</mn></math></span> using the local search approach.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107249"},"PeriodicalIF":0.8,"publicationDate":"2025-01-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143164399","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}
Pub Date : 2025-01-27DOI: 10.1016/j.orl.2025.107247
Yasuo Sasaki
Information sharing games deal with allocating payoffs created by information sharing among agents in the cooperative-game approach. In this study, we preset several properties of the core of those games, such as a necessary and sufficient condition for the singleton core and simple computation of an agent's maximum payoff in the core.
{"title":"On the core of information sharing games","authors":"Yasuo Sasaki","doi":"10.1016/j.orl.2025.107247","DOIUrl":"10.1016/j.orl.2025.107247","url":null,"abstract":"<div><div>Information sharing games deal with allocating payoffs created by information sharing among agents in the cooperative-game approach. In this study, we preset several properties of the core of those games, such as a necessary and sufficient condition for the singleton core and simple computation of an agent's maximum payoff in the core.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107247"},"PeriodicalIF":0.8,"publicationDate":"2025-01-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143165611","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}
Pub Date : 2025-01-21DOI: 10.1016/j.orl.2025.107245
Dipayan Banerjee , Alan L. Erera , Alejandro Toriello
We study the finite-horizon continuous-time dynamic yield management problem with stationary arrival rates and two customer types. We consider a class of linear threshold policies proposed by Hodge (2008) [5], in which each less-profitable customer is accepted if and only if the remaining inventory exceeds a threshold that linearly decreases over the horizon. We use a Markov chain representation to show that such policies achieve uniformly bounded regret. We then generalize this result to analogous policies for arbitrarily many customer types.
{"title":"On linear threshold policies for continuous-time dynamic yield management","authors":"Dipayan Banerjee , Alan L. Erera , Alejandro Toriello","doi":"10.1016/j.orl.2025.107245","DOIUrl":"10.1016/j.orl.2025.107245","url":null,"abstract":"<div><div>We study the finite-horizon continuous-time dynamic yield management problem with stationary arrival rates and two customer types. We consider a class of linear threshold policies proposed by Hodge (2008) <span><span>[5]</span></span>, in which each less-profitable customer is accepted if and only if the remaining inventory exceeds a threshold that linearly decreases over the horizon. We use a Markov chain representation to show that such policies achieve uniformly bounded regret. We then generalize this result to analogous policies for arbitrarily many customer types.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107245"},"PeriodicalIF":0.8,"publicationDate":"2025-01-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143164391","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}
Pub Date : 2025-01-16DOI: 10.1016/j.orl.2025.107242
Adam N. Letchford , Michael M. Sørensen
The clique partitioning problem is a combinatorial optimisation problem which has many applications. At present, the most promising exact algorithms are those that are based on an understanding of the associated polytope. We present two new families of valid inequalities for that polytope, and show that the inequalities define facets under certain conditions.
{"title":"New facets of the clique partitioning polytope","authors":"Adam N. Letchford , Michael M. Sørensen","doi":"10.1016/j.orl.2025.107242","DOIUrl":"10.1016/j.orl.2025.107242","url":null,"abstract":"<div><div>The clique partitioning problem is a combinatorial optimisation problem which has many applications. At present, the most promising exact algorithms are those that are based on an understanding of the associated polytope. We present two new families of valid inequalities for that polytope, and show that the inequalities define facets under certain conditions.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107242"},"PeriodicalIF":0.8,"publicationDate":"2025-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143164015","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}
Pub Date : 2025-01-15DOI: 10.1016/j.orl.2025.107244
Lars Rohwedder , Ashkan Safari , Tjark Vredeveld
In this paper, we address the problem of scheduling a set of n jobs on m identical parallel machines with the objective of makespan minimization, by considering a local search neighborhood, called k-swap. In our previous study, we provided an exponential lower bound of for . In this study, we show that the smoothed number of iterations in finding a local optimum with respect to the k-swap neighborhood is , where is the perturbation parameter.
{"title":"Smoothed analysis of the k-swap neighborhood for makespan scheduling","authors":"Lars Rohwedder , Ashkan Safari , Tjark Vredeveld","doi":"10.1016/j.orl.2025.107244","DOIUrl":"10.1016/j.orl.2025.107244","url":null,"abstract":"<div><div>In this paper, we address the problem of scheduling a set of <em>n</em> jobs on <em>m</em> identical parallel machines with the objective of makespan minimization, by considering a local search neighborhood, called <em>k</em>-swap. In our previous study, we provided an exponential lower bound of <span><math><msup><mrow><mn>2</mn></mrow><mrow><mi>Ω</mi><mo>(</mo><mi>n</mi><mo>)</mo></mrow></msup></math></span> for <span><math><mi>k</mi><mo>≥</mo><mn>3</mn></math></span>. In this study, we show that the smoothed number of iterations in finding a local optimum with respect to the <em>k</em>-swap neighborhood is <span><math><mi>O</mi><mo>(</mo><msup><mrow><mi>m</mi></mrow><mrow><mn>2</mn></mrow></msup><mo>⋅</mo><msup><mrow><mi>n</mi></mrow><mrow><mn>2</mn><mi>k</mi><mo>+</mo><mn>2</mn></mrow></msup><mo>⋅</mo><mi>log</mi><mo></mo><mi>m</mi><mo>⋅</mo><mi>ϕ</mi><mo>)</mo></math></span>, where <span><math><mi>ϕ</mi><mo>≥</mo><mn>1</mn></math></span> is the perturbation parameter.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107244"},"PeriodicalIF":0.8,"publicationDate":"2025-01-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143164392","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}
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