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On BASTA for discrete-time queues 关于离散时间队列的 BASTA
IF 0.8 4区 管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-11-01 DOI: 10.1016/j.orl.2024.107206
Muhammad El-Taha
We address the issue of Bernoulli/Geometric arrivals see time-averages, BASTA, in discrete-time queues when using a variety of scheduling rules. It is well-known that BASTA/ASTA holds in the framework of a discrete-time process with an imbedded arrival process without regard to scheduling rules. However, when scheduling rules are invoked, it is not always clear whether arrivals see time averages as asserted by the general theory. We resolve this issue so that BASTA/ASTA holds regardless of the scheduling rule at play.
我们讨论了在离散时间队列中使用各种调度规则时的伯努利/几何到达时间平均(BASTA)问题。众所周知,在不考虑调度规则的情况下,BASTA/ASTA 在包含到达过程的离散时间过程框架中成立。然而,当调度规则被调用时,到达过程是否如一般理论所断言的那样具有时间平均性并不总是很清楚。我们解决了这个问题,因此无论调度规则如何,BASTA/ASTA 都成立。
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引用次数: 0
Assessing the accuracy of externalities prediction in a LCFS-PR M/G/1 queue under partial information 评估部分信息下 LCFS-PR M/G/1 队列中外部性预测的准确性
IF 0.8 4区 管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-11-01 DOI: 10.1016/j.orl.2024.107205
Royi Jacobovic , Nikki Levering
Consider a LCFS-PR M/G/1 queue and assume that at time t=0, there are n+1 customers c1,c2,...,cn+1 who arrived in that order. In addition, at time t=0 there is an additional customer c with service requirement x>0 who makes an admission request. At time t=0, the system's manager should decide whether to let c join the system or not. To this end, the manager wants to evaluate the externalities generated by c, i.e., the additional waiting time that c1,c2,,cn+1 will suffer as a consequence of the admission of c. We assume that at the decision epoch the manager knows only n, x, the remaining service time of cn+1 (who was getting service just before c had made his admission request) and the total workload at t=0. In a previous work by Jacobovic, Levering and Boxma (2023), it was shown that the manager can compute the expected externalities (i.e., the natural predictor for the externalities value) but not their variance (i.e., the conventional measure of the predictor's accuracy). Motivated by this problem, in the current work, we study a convex piecewise-linear program which yields the spectrum of variance values which are consistent with the manager's information.
考虑一个 LCFS-PR M/G/1 队列,假设在时间 t=0 时,有 n+1 个客户 c1、c2、......、cn+1 依次到达。此外,在时间 t=0 时,又有一位顾客 c 提出了入场请求,其服务要求为 x>0。在时间 t=0 时,系统管理员应决定是否让 c 加入系统。为此,系统管理员需要评估 c 产生的外部效应,即我们假设在决策时间,管理者只知道 n、x、cn+1 的剩余服务时间(在 c 提出加入请求之前,cn+1 正在接受服务)以及 t=0 时的总工作量、即外部性值的自然预测值),但却无法计算其方差(即预测器准确性的传统衡量标准)。受这一问题的启发,在当前的工作中,我们研究了一个凸片段线性程序,它能得到与管理者信息一致的方差值谱。
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引用次数: 0
Optimal strategies and values for monotone and classical mean-variance preferences coincide when asset prices are continuous 当资产价格连续时,单调偏好和经典均值-方差偏好的最优策略和价值是一致的
IF 0.8 4区 管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-11-01 DOI: 10.1016/j.orl.2024.107204
Jinye Du , Moris S. Strub
We study classical and monotone mean-variance portfolio selection when asset prices are continuous under general trading constraints. Our main result is that optimal values and strategies for both objectives coincide in this setting. The only assumptions required are that asset prices are continuous and that not investing in the risky assets is an admissible strategy. We in particular do not assume existence of an optimal strategy.
我们研究了在一般交易约束条件下,资产价格连续时的经典和单调均值-方差投资组合选择。我们的主要结果是,在这种情况下,两个目标的最优值和最优策略是一致的。唯一需要的假设是资产价格是连续的,而且不投资于风险资产是一种可接受的策略。我们尤其不假设存在最优策略。
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引用次数: 0
The number of overlapping customers 重叠客户的数量
IF 0.8 4区 管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-11-01 DOI: 10.1016/j.orl.2024.107203
Onno Boxma
We consider the number of overlapping customers in several single- and multiserver queues, i.e., the number of customers whose visit to a service system at some point in time has an overlap with that of a tagged customer. Restricting ourself to the FCFS policy, we obtain the probability generating function and moments of the number of overlaps in the M/G/1, M/G/1/N, M/M/c and G/M/c queue and (as an approximation) the M/G/c queue.
我们考虑了多个单服务器和多服务器队列中的重叠客户数量,即在某个时间点访问服务系统的客户数量与标记客户的访问数量重叠。限于 FCFS 策略,我们得到了 M/G/1、M/G/1/N、M/M/c 和 G/M/c 队列以及(近似)M/G/c 队列中重叠数量的概率生成函数和矩。
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引用次数: 0
Anchored rescheduling problem with non-availability periods 具有不可用时段的锚定重新安排问题
IF 0.8 4区 管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-11-01 DOI: 10.1016/j.orl.2024.107201
Pascale Bendotti , Luca Brunod Indrigo , Philippe Chrétienne , Bruno Escoffier
A set of jobs with precedence constraints is given along with a baseline schedule, resulting from the first-stage decision of a robust two-stage scheduling problem. Non-availability periods caused by unpredicted disruptions prevent jobs from being executed on certain time intervals, thus requiring rescheduling. The anchored rescheduling problem with non-availability periods is to find a schedule maximizing the number of so-called anchored jobs whose starting times remain close to the baseline schedule. It is shown to be solvable in polynomial time.
在一个稳健的两阶段调度问题的第一阶段决策中,给出了一组具有优先级限制的作业和一个基准调度。由于不可预知的干扰导致不可用时段,工作无法在某些时间间隔内执行,因此需要重新排程。具有不可用时段的锚定重新调度问题是要找到一个调度方案,最大限度地增加起始时间与基准调度方案接近的所谓锚定作业的数量。该问题可在多项式时间内求解。
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引用次数: 0
Break maximization for round-robin tournaments without consecutive breaks 无连续休息时间循环赛的休息时间最大化
IF 0.8 4区 管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-11-01 DOI: 10.1016/j.orl.2024.107200
Fei Xue, Hajunfu Ma, Maiko Shigeno
In sports scheduling, particularly for round-robin tournaments, an important objective is to create equitable game schedules. Our focus is on developing schedules that balance the number of home and away games to ensure fairness, while also maximizing the number of consecutive home games and consecutive away games, referred to as breaks. This paper establishes upper bounds for the number of breaks and demonstrates that these bounds are tight for up to 36 teams.
在体育比赛的赛程安排中,尤其是循环赛,一个重要的目标就是制定公平的比赛日程表。我们的重点是制定平衡主客场比赛场次的赛程表,以确保公平性,同时最大限度地增加连续主场比赛和连续客场比赛的场次,即间歇期。本文确定了间歇期场次的上限,并证明这些上限在多达 36 支球队时都很严格。
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引用次数: 0
The circle packing problem: A theoretical comparison of various convexification techniques 圆包装问题:各种凸化技术的理论比较
IF 0.8 4区 管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-10-16 DOI: 10.1016/j.orl.2024.107197
Aida Khajavirad
We consider the problem of packing a given number of congruent circles with the maximum radius in a unit square as a mathematical optimization problem. Due to the presence of non-overlapping constraints, this problem is a notoriously difficult nonconvex quadratically constrained optimization problem, which possesses many local optima. We consider several popular convexification techniques, giving rise to linear programming relaxations and semidefinite programming relaxations for the circle packing problem. We compare the strength of these relaxations theoretically, thereby proving the conjectures by Anstreicher. Our results serve as a theoretical justification for the ineffectiveness of existing machinery for convexification of non-overlapping constraints.
我们把在单位正方形中填入给定数量、半径最大的全等圆的问题视为一个数学优化问题。由于存在非重叠约束,这个问题是一个臭名昭著的非凸二次约束优化难题,其中有许多局部最优点。我们考虑了几种流行的凸化技术,为圆包装问题提出了线性规划松弛和半定量规划松弛。我们从理论上比较了这些松弛的强度,从而证明了 Anstreicher 的猜想。我们的结果从理论上证明了现有非重叠约束凸化机制的无效性。
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引用次数: 0
Structured pruning of neural networks for constraints learning 对神经网络进行结构化修剪以促进约束学习
IF 0.8 4区 管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-10-15 DOI: 10.1016/j.orl.2024.107194
Matteo Cacciola , Antonio Frangioni , Andrea Lodi
In recent years, the integration of Machine Learning (ML) models with Operation Research (OR) tools has gained popularity in applications such as cancer treatment, algorithmic configuration, and chemical process optimization. This integration often uses Mixed Integer Programming (MIP) formulations to represent the chosen ML model, that is often an Artificial Neural Networks (ANNs) due to their widespread use. However, ANNs frequently contain a large number of parameters, resulting in MIP formulations impractical to solve. In this paper we showcase the effectiveness of a ANN pruning, when applied to models prior to their integration into MIPs. We discuss why pruning is more suitable in this context than other ML compression techniques, and we highlight the potential of appropriate pruning strategies via experiments on MIPs used to construct adversarial examples to ANNs. Our results demonstrate that pruning offers remarkable reductions in solution times without hindering the quality of the final decision, enabling the resolution of previously unsolvable instances.
近年来,机器学习(ML)模型与运筹学(OR)工具的整合在癌症治疗、算法配置和化学过程优化等应用中越来越受欢迎。这种整合通常使用混合整数编程(MIP)公式来表示所选的 ML 模型,由于人工神经网络(ANN)的广泛使用,这种模型通常是人工神经网络。然而,ANN 经常包含大量参数,导致 MIP 公式难以解决。在本文中,我们展示了在将模型集成到 MIPs 之前对其进行剪枝处理的有效性。我们讨论了为什么剪枝在这种情况下比其他 ML 压缩技术更合适,并通过对用于为 ANN 构建对抗示例的 MIP 进行实验,强调了适当剪枝策略的潜力。我们的结果表明,剪枝能显著缩短求解时间,同时不影响最终决策的质量,从而解决以前无法求解的实例。
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引用次数: 0
Worst-case analysis of restarted primal-dual hybrid gradient on totally unimodular linear programs 完全单模态线性程序上重启原始双混合梯度的最坏情况分析
IF 0.8 4区 管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-10-15 DOI: 10.1016/j.orl.2024.107199
Oliver Hinder
We analyze restarted PDHG on totally unimodular linear programs. In particular, we show that restarted PDHG finds an ϵ-optimal solution in O(Hm12.5nnz(A)log(Hm2/ϵ)) matrix-vector multiplies where m1 is the number of constraints, m2 the number of variables, nnz(A) is the number of nonzeros in the constraint matrix, H is the largest absolute coefficient in the right hand side or objective vector, and ϵ is the distance to optimality of the outputted solution.
我们分析了完全单模线性程序的重启 PDHG。我们特别指出,重启的 PDHG 能在 O(Hm12.5nnz(A)log(Hm2/ϵ)) 矩阵-向量乘法中找到ϵ-最优解,其中 m1 是约束条件的数量,m2 是变量的数量,nnz(A) 是约束矩阵中非zeros 的数量,H 是右侧或目标向量中最大的绝对系数,ϵ 是输出解到最优的距离。
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引用次数: 0
Asymptotic optimality of base-stock policies for lost-sales inventory systems with stochastic lead times 具有随机提前期的损耗销售库存系统的基本库存政策的渐近最优性
IF 0.8 4区 管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-10-11 DOI: 10.1016/j.orl.2024.107196
Shilin Yuan , Jiameng Lyu , Jinxing Xie , Yuan Zhou
We consider the lost-sales inventory systems with stochastic lead times and establish the asymptotic optimality of base-stock policies for such systems. Specifically, we prove that as the per-unit lost-sales penalty cost becomes large compared to the per-unit holding cost, the ratio of the optimal base-stock policy's cost to the optimal cost converges to one. Our paper provides a theoretical guarantee of the widely adopted base-stock policies in lost-sales inventory systems with stochastic lead times for the first time.
我们考虑了具有随机提前期的销售损失库存系统,并建立了此类系统的基本库存政策的渐进最优性。具体来说,我们证明了当单位销售损失惩罚成本与单位持有成本相比变得很大时,最优基本库存政策的成本与最优成本之比趋近于1。我们的论文首次为具有随机提前期的销售损失库存系统中广泛采用的基本库存政策提供了理论保证。
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引用次数: 0
期刊
Operations Research Letters
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