Pub Date : 2025-04-09DOI: 10.1016/j.orl.2025.107296
Junhao Qin , Ziyi Zou , Liu Liu , Yongchao Liu
This paper proposes a contextual chance-constrained programming model (CCCP), where a measurable function from the feature space to the decision space is to be optimized under the chance constraint. We present a tractable approximation of CCCP by the piecewise affine decision rule (PADR) method. We quantify the approximation results from two aspects: the gap of optimal values and the feasibility of the approximate solutions. Finally, numerical tests are conducted to verify the effectiveness of the proposed methods.
{"title":"Piecewise affine decision rules for contextual chance-constrained stochastic programming","authors":"Junhao Qin , Ziyi Zou , Liu Liu , Yongchao Liu","doi":"10.1016/j.orl.2025.107296","DOIUrl":"10.1016/j.orl.2025.107296","url":null,"abstract":"<div><div>This paper proposes a contextual chance-constrained programming model (CCCP), where a measurable function from the feature space to the decision space is to be optimized under the chance constraint. We present a tractable approximation of CCCP by the piecewise affine decision rule (PADR) method. We quantify the approximation results from two aspects: the gap of optimal values and the feasibility of the approximate solutions. Finally, numerical tests are conducted to verify the effectiveness of the proposed methods.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107296"},"PeriodicalIF":0.8,"publicationDate":"2025-04-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143816649","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 : 2025-04-07DOI: 10.1016/j.orl.2025.107294
José A. Soto , Victor Verdugo
In the online 2-bounded auction problem, we have a collection of items represented as nodes in a graph and bundles of size two represented by edges. Agents are presented sequentially, each with a random weight function over the bundles. The goal of the decision-maker is to find an allocation of bundles to agents of maximum weight so that every item is assigned at most once, i.e., the solution is a matching in the graph. When the agents are single-minded (i.e., put all the weight in a single bundle), we recover the maximum weight prophet matching problem under edge arrivals (a.k.a. prophet matching).
In this work, we provide new and improved upper bounds on the competitiveness achievable by an algorithm for the general online 2-bounded auction and the (single-minded) prophet matching problems. For the adversarial arrival order of the agents, we show that no algorithm for the online 2-bounded auction problem achieves a competitiveness larger than 4/11, while no algorithm for prophet matching achieves a competitiveness larger than ≈0.4189. Using a continuous-time analysis, we also improve the known bounds for online 2-bounded auctions for random order arrivals to ≈0.5968 in the general case, a bound of ≈0.6867 in the IID model, and ≈0.6714 in prophet-secretary model.
{"title":"Prophet upper bounds for online matching and auctions","authors":"José A. Soto , Victor Verdugo","doi":"10.1016/j.orl.2025.107294","DOIUrl":"10.1016/j.orl.2025.107294","url":null,"abstract":"<div><div>In the online 2-bounded auction problem, we have a collection of items represented as nodes in a graph and bundles of size two represented by edges. Agents are presented sequentially, each with a random weight function over the bundles. The goal of the decision-maker is to find an allocation of bundles to agents of maximum weight so that every item is assigned at most once, i.e., the solution is a matching in the graph. When the agents are single-minded (i.e., put all the weight in a single bundle), we recover the maximum weight prophet matching problem under edge arrivals (a.k.a. prophet matching).</div><div>In this work, we provide new and improved upper bounds on the competitiveness achievable by an algorithm for the general online 2-bounded auction and the (single-minded) prophet matching problems. For the adversarial arrival order of the agents, we show that no algorithm for the online 2-bounded auction problem achieves a competitiveness larger than 4/11, while no algorithm for prophet matching achieves a competitiveness larger than ≈0.4189. Using a continuous-time analysis, we also improve the known bounds for online 2-bounded auctions for random order arrivals to ≈0.5968 in the general case, a bound of ≈0.6867 in the IID model, and ≈0.6714 in prophet-secretary model.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107294"},"PeriodicalIF":0.8,"publicationDate":"2025-04-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143800498","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 : 2025-04-04DOI: 10.1016/j.orl.2025.107285
Hang Chen , Genjiu Xu , Li Zhang
Group-buying leverages collective purchasing power, with invitations boosting volume and profit. This paper proposes Proportional-with-Leader-Bonus (PLB) rules, allocating profit by purchasing volume and rewarding leaders for invitations. To prevent fake invitations and collusion, False-Name-Proof (FNP) and Consolidation-Proof (CP) are analyzed. Leader Income Consistency (LIC) and Bilateral Ratio Consistency (BRC) ensure fair leader rewards and balance purchasing volume and invitations. The PLB rules are axiomatically characterized by Single-person efficiency, FNP, CP, LIC, and BRC, providing a robust framework for fair profit allocation.
{"title":"Proportional-with-Leader-Bonus rules for group-buying with invitation behavior","authors":"Hang Chen , Genjiu Xu , Li Zhang","doi":"10.1016/j.orl.2025.107285","DOIUrl":"10.1016/j.orl.2025.107285","url":null,"abstract":"<div><div>Group-buying leverages collective purchasing power, with invitations boosting volume and profit. This paper proposes Proportional-with-Leader-Bonus (PLB) rules, allocating profit by purchasing volume and rewarding leaders for invitations. To prevent fake invitations and collusion, False-Name-Proof (FNP) and Consolidation-Proof (CP) are analyzed. Leader Income Consistency (LIC) and Bilateral Ratio Consistency (BRC) ensure fair leader rewards and balance purchasing volume and invitations. The PLB rules are axiomatically characterized by Single-person efficiency, FNP, CP, LIC, and BRC, providing a robust framework for fair profit allocation.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107285"},"PeriodicalIF":0.8,"publicationDate":"2025-04-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143792625","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 : 2025-04-02DOI: 10.1016/j.orl.2025.107287
Ankur Sinha , Satender Gunwal
We introduce a linear programming-based approach for hyperparameter tuning of machine learning models. The approach finetunes continuous hyperparameters and model parameters through a linear program, enhancing model generalization in the vicinity of an initial model. The proposed method converts hyperparameter optimization into a bilevel program and identifies a descent direction to improve validation loss. The results demonstrate improvements in most cases across regression, machine learning, and deep learning tasks, with test performance enhancements ranging from 0.3% to 28.1%.
{"title":"A linear programming-based hyper local search for tuning hyperparameters","authors":"Ankur Sinha , Satender Gunwal","doi":"10.1016/j.orl.2025.107287","DOIUrl":"10.1016/j.orl.2025.107287","url":null,"abstract":"<div><div>We introduce a linear programming-based approach for hyperparameter tuning of machine learning models. The approach finetunes continuous hyperparameters and model parameters through a linear program, enhancing model generalization in the vicinity of an initial model. The proposed method converts hyperparameter optimization into a bilevel program and identifies a descent direction to improve validation loss. The results demonstrate improvements in most cases across regression, machine learning, and deep learning tasks, with test performance enhancements ranging from 0.3% to 28.1%.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107287"},"PeriodicalIF":0.8,"publicationDate":"2025-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143768457","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 : 2025-04-01DOI: 10.1016/j.orl.2025.107286
Ioannis Avramopoulos, Prodromos Makris, Emmanouel Varvarigos
Normal backwardation manifests when the futures price of a commodity is below the expected future spot price. In this paper, we show how businesses can optimally leverage backwardation in their supply chain optimization. To that end, we derive the optimal amount a business ought to purchase in the futures market to take advantage of the favorable futures price in order to minimize the overall expected procurement cost. We further use Hoeffding's inequality to predict the manifestation of demand aggregators.
{"title":"Optimal procurement under backwardation and the benefits of the manifestation of demand aggregators","authors":"Ioannis Avramopoulos, Prodromos Makris, Emmanouel Varvarigos","doi":"10.1016/j.orl.2025.107286","DOIUrl":"10.1016/j.orl.2025.107286","url":null,"abstract":"<div><div>Normal backwardation manifests when the futures price of a commodity is below the expected future spot price. In this paper, we show how businesses can optimally leverage backwardation in their supply chain optimization. To that end, we derive the optimal amount a business ought to purchase in the futures market to take advantage of the favorable futures price in order to minimize the overall expected procurement cost. We further use Hoeffding's inequality to predict the manifestation of demand aggregators.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107286"},"PeriodicalIF":0.8,"publicationDate":"2025-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143747590","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 : 2025-03-31DOI: 10.1016/j.orl.2025.107281
Sheldon M. Ross, Tianchi Zhao
We study the problem of finding a normal population whose mean is at least as large as some specified value m. Assuming a sampling cost, the objective is to minimize the expected total discounted cost until there is a population whose mean is at least m with probability at least α. We propose several heuristic policies as well as a linear programming approach.
{"title":"Finding a good normal population","authors":"Sheldon M. Ross, Tianchi Zhao","doi":"10.1016/j.orl.2025.107281","DOIUrl":"10.1016/j.orl.2025.107281","url":null,"abstract":"<div><div>We study the problem of finding a normal population whose mean is at least as large as some specified value <em>m</em>. Assuming a sampling cost, the objective is to minimize the expected total discounted cost until there is a population whose mean is at least <em>m</em> with probability at least <em>α</em>. We propose several heuristic policies as well as a linear programming approach.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107281"},"PeriodicalIF":0.8,"publicationDate":"2025-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143737992","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}
Given the complete graph on n vertices, where , we define two Hamiltonian cycles as cyclic disjoint if, for each pair of vertices, the distance between them in one Hamiltonian cycle differs from the distance between them in the other Hamiltonian cycle. We investigate the number of pairwise cyclic disjoint tours that exist in . Specifically, we identify when pairs of cyclic disjoint tours can occur and provide a procedure to generate pairwise cyclic disjoint tours, where m is the smallest prime factor of n. Finally, we demonstrate that the number of pairwise cyclic disjoint tours is maximized when n is prime.
{"title":"On queens and tours","authors":"Pieter Jacobs, Andrés López Martínez, Frits Spieksma","doi":"10.1016/j.orl.2025.107283","DOIUrl":"10.1016/j.orl.2025.107283","url":null,"abstract":"<div><div>Given the complete graph on <em>n</em> vertices, where <span><math><mi>n</mi><mo>≥</mo><mn>3</mn></math></span>, we define two Hamiltonian cycles as <em>cyclic disjoint</em> if, for each pair of vertices, the distance between them in one Hamiltonian cycle differs from the distance between them in the other Hamiltonian cycle. We investigate the number of pairwise cyclic disjoint tours that exist in <span><math><msub><mrow><mi>K</mi></mrow><mrow><mi>n</mi></mrow></msub></math></span>. Specifically, we identify when pairs of cyclic disjoint tours can occur and provide a procedure to generate <span><math><mfrac><mrow><mi>m</mi><mo>−</mo><mn>1</mn></mrow><mrow><mn>2</mn></mrow></mfrac></math></span> pairwise cyclic disjoint tours, where <em>m</em> is the smallest prime factor of <em>n</em>. Finally, we demonstrate that the number <span><math><mfrac><mrow><mi>m</mi><mo>−</mo><mn>1</mn></mrow><mrow><mn>2</mn></mrow></mfrac></math></span> of pairwise cyclic disjoint tours is maximized when <em>n</em> is prime.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107283"},"PeriodicalIF":0.8,"publicationDate":"2025-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143737991","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 : 2025-03-28DOI: 10.1016/j.orl.2025.107282
Clinton Gubong Gassi , Eric Kamwa
This paper introduces the q-fixed majority property for committee selection rules, which extends the traditional fixed majority principle to a flexible framework. We examine conditions under which the committee scoring rules satisfy the q-fixed majority property. Focusing on (weakly) separable rules, we find that the Bloc rule is the only which satisfies it for all . In addition, the q-bottom majority property is introduced, highlighting conditions under which committees can be excluded based on voter consensus.
{"title":"q-fixed majority efficiency of committee scoring rules","authors":"Clinton Gubong Gassi , Eric Kamwa","doi":"10.1016/j.orl.2025.107282","DOIUrl":"10.1016/j.orl.2025.107282","url":null,"abstract":"<div><div>This paper introduces the <em>q</em>-fixed majority property for committee selection rules, which extends the traditional fixed majority principle to a flexible framework. We examine conditions under which the committee scoring rules satisfy the <em>q</em>-fixed majority property. Focusing on (weakly) separable rules, we find that the Bloc rule is the only which satisfies it for all <span><math><mi>q</mi><mo>></mo><mn>1</mn><mo>/</mo><mn>2</mn></math></span>. In addition, the <em>q</em>-bottom majority property is introduced, highlighting conditions under which committees can be excluded based on voter consensus.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107282"},"PeriodicalIF":0.8,"publicationDate":"2025-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143737990","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 : 2025-03-20DOI: 10.1016/j.orl.2025.107279
Yaşar Levent Koçağa
Motivated by service systems where staffing decisions must be made before the arrival rate becomes known, we study the constraint satisfaction problem in an Erlang-A queue facing a random arrival rate. The objective is to find the minimum staffing level subject to a service level constraint that is modeled either (1) via an average constraint formulation that ensures a given quality-of-service (QoS) target holds on average by bounding the average fraction of abandoning customers below the said QoS target or (2) via a chance constraint formulation that ensures the QoS target for the random fraction of abandoning customers is met with high probability. Our primary contribution, under each constraint formulation, is to propose a policy that is shown to be universally optimal, i.e., irrespective of the magnitude of randomness in the arrival rate, the staffing gap between the proposed policy and the exact optimal policy remains bounded as the system size grows large. To the best of our knowledge, this is the first universal performance guarantee for constraint satisfaction in Erlang-A queues with random arrival rates and complements a recent result on cost minimization. The practical importance of this universality is that our proposed policy is a “one-size-fits-all” that is guaranteed to perform well for all levels of arrival rate uncertainty.
{"title":"Universally optimal staffing for Erlang-A queues facing uncertain arrival rates: The case of constraint satisfaction","authors":"Yaşar Levent Koçağa","doi":"10.1016/j.orl.2025.107279","DOIUrl":"10.1016/j.orl.2025.107279","url":null,"abstract":"<div><div>Motivated by service systems where staffing decisions must be made before the arrival rate becomes known, we study the <em>constraint satisfaction</em> problem in an Erlang-A queue facing a <em>random</em> arrival rate. The objective is to find the minimum staffing level subject to a service level constraint that is modeled either (1) via an <em>average constraint</em> formulation that ensures a given quality-of-service (QoS) target holds on average by bounding the <em>average</em> fraction of abandoning customers below the said QoS target or (2) via a <em>chance constraint</em> formulation that ensures the QoS target for the random fraction of abandoning customers is met with high <em>probability</em>. Our primary contribution, under each constraint formulation, is to propose a policy that is shown to be universally optimal, i.e., <em>irrespective</em> of the magnitude of randomness in the arrival rate, the staffing gap between the proposed policy and the exact optimal policy remains bounded as the system size grows large. To the best of our knowledge, this is the first universal performance guarantee for constraint satisfaction in Erlang-A queues with random arrival rates and complements a recent result on cost minimization. The practical importance of this universality is that our proposed policy is a “one-size-fits-all” that is guaranteed to perform well for <em>all</em> levels of arrival rate uncertainty.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107279"},"PeriodicalIF":0.8,"publicationDate":"2025-03-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143687571","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 : 2025-03-20DOI: 10.1016/j.orl.2025.107275
Ashwini Soundararajan, F.P. Barbhuiya
This paper presents a time-dependent solution for the system-content distribution of the infinite buffer queue. The supplementary variable and the difference equation technique is used to obtain the probabilities in terms of Laplace transform. Some relevant performance measures are derived and extensive numerical results are presented. It covers a comparison of the impact of heavy-tailed and light-tailed interarrival time distributions on the transient behavior of the system and the underlying system characteristics.
{"title":"Transient analysis of a renewal input multiserver queueing model with infinite buffer","authors":"Ashwini Soundararajan, F.P. Barbhuiya","doi":"10.1016/j.orl.2025.107275","DOIUrl":"10.1016/j.orl.2025.107275","url":null,"abstract":"<div><div>This paper presents a time-dependent solution for the system-content distribution of the infinite buffer <span><math><mi>G</mi><mi>I</mi><mo>/</mo><mi>M</mi><mo>/</mo><mi>c</mi></math></span> queue. The supplementary variable and the difference equation technique is used to obtain the probabilities in terms of Laplace transform. Some relevant performance measures are derived and extensive numerical results are presented. It covers a comparison of the impact of heavy-tailed and light-tailed interarrival time distributions on the transient behavior of the system and the underlying system characteristics.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107275"},"PeriodicalIF":0.8,"publicationDate":"2025-03-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143687570","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}
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