Pub Date : 2026-05-01Epub Date: 2026-02-04DOI: 10.1016/j.orl.2026.107415
Meng Li , Wenzhong Li , Genjiu Xu
A generalized highway problem focuses on studying how to reasonably allocate the fixed construction costs among all highway users. Motivated by the insight that weights can capture the heterogeneity among users, we propose a class of weighted sharing methods for this problem and provide two axiomatizations by introducing proportionality and weak balanced contributions. Moreover, we prove that each weighted sharing method is obtained as a weighted Shapley value for the dual game of generalized highway game. Finally, we illustrate the reasonability of the weighted sharing methods by applying them to the AP-9 highway in Spain.
{"title":"A weighted method for sharing costs in highways","authors":"Meng Li , Wenzhong Li , Genjiu Xu","doi":"10.1016/j.orl.2026.107415","DOIUrl":"10.1016/j.orl.2026.107415","url":null,"abstract":"<div><div>A generalized highway problem focuses on studying how to reasonably allocate the fixed construction costs among all highway users. Motivated by the insight that weights can capture the heterogeneity among users, we propose a class of weighted sharing methods for this problem and provide two axiomatizations by introducing proportionality and weak balanced contributions. Moreover, we prove that each weighted sharing method is obtained as a weighted Shapley value for the dual game of generalized highway game. Finally, we illustrate the reasonability of the weighted sharing methods by applying them to the AP-9 highway in Spain.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"66 ","pages":"Article 107415"},"PeriodicalIF":0.9,"publicationDate":"2026-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"146147344","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 : 2026-05-01Epub Date: 2026-02-04DOI: 10.1016/j.orl.2026.107416
Federico Bobbio , Margarida Carvalho , Andrea Lodi , Alfredo Torrico
We study the computational complexity of optimizing hospital capacities in the many-to-one stable matching problem, a key model for markets like hospital-resident assignments. Unlike the classical fixed-capacity setting, we allow limited capacity changes to improve resident outcomes while maintaining stability and respecting a budget. This variant has real-world relevance but unclear theoretical complexity. We prove that deciding the optimal capacity expansion is NP-complete and the optimization problem is inapproximable within , where n is the number of hospitals.
{"title":"Capacity variation in the many-to-one stable matching","authors":"Federico Bobbio , Margarida Carvalho , Andrea Lodi , Alfredo Torrico","doi":"10.1016/j.orl.2026.107416","DOIUrl":"10.1016/j.orl.2026.107416","url":null,"abstract":"<div><div>We study the computational complexity of optimizing hospital capacities in the many-to-one stable matching problem, a key model for markets like hospital-resident assignments. Unlike the classical fixed-capacity setting, we allow limited capacity changes to improve resident outcomes while maintaining stability and respecting a budget. This variant has real-world relevance but unclear theoretical complexity. We prove that deciding the optimal capacity expansion is NP-complete and the optimization problem is inapproximable within <span><math><msup><mi>n</mi><mrow><mfrac><mn>1</mn><mn>6</mn></mfrac><mo>−</mo><mrow><mi>ε</mi></mrow></mrow></msup></math></span>, where <em>n</em> is the number of hospitals.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"66 ","pages":"Article 107416"},"PeriodicalIF":0.9,"publicationDate":"2026-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"146192981","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 : 2026-03-01Epub Date: 2025-12-19DOI: 10.1016/j.orl.2025.107401
Zohre Aminifard, Geovani Nunes Grapiglia
We propose a non-monotone line-search method to minimize functions with many non-global local minimizers. Based on a relaxed Armijo condition, the new method allows a controlled increase in the objective function between consecutive iterations, helping iterates escape nearby minimizers. We establish worst-case complexity estimates on the number of iterations required to reach approximate stationary points. Numerical results demonstrate that our method can significantly outperform other non-monotone approaches on functions with spurious minimizers.
{"title":"A non-monotone line-search method for minimizing functions with spurious local minima","authors":"Zohre Aminifard, Geovani Nunes Grapiglia","doi":"10.1016/j.orl.2025.107401","DOIUrl":"10.1016/j.orl.2025.107401","url":null,"abstract":"<div><div>We propose a non-monotone line-search method to minimize functions with many non-global local minimizers. Based on a relaxed Armijo condition, the new method allows a controlled increase in the objective function between consecutive iterations, helping iterates escape nearby minimizers. We establish worst-case complexity estimates on the number of iterations required to reach approximate stationary points. Numerical results demonstrate that our method can significantly outperform other non-monotone approaches on functions with spurious minimizers.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"65 ","pages":"Article 107401"},"PeriodicalIF":0.9,"publicationDate":"2026-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145839751","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 : 2026-03-01Epub Date: 2026-01-09DOI: 10.1016/j.orl.2026.107404
Yunxiao Liang , Jiayi Zeng , Qiao-Chu He
This study addresses the design of influencer marketing campaigns under stochastic diffusion over social networks. We propose an optimization model that minimizes advertising costs while guaranteeing a target level of user engagement. To address the #P-hard complexity of estimating user engagement under the Independent Cascade model, we introduce a multivariate polynomial approximation. This approximation can be constructed via an O(n3) algorithm and enables tractable optimization. Numerical simulation demonstrates its high accuracy on predicting influence spread. We find distributing resources across multiple medium-sized influencers consistently outperforms the strategy of concentrating efforts on top-tier influencers.
{"title":"Seeding influencers with engagement guarantees by approximating network diffusions","authors":"Yunxiao Liang , Jiayi Zeng , Qiao-Chu He","doi":"10.1016/j.orl.2026.107404","DOIUrl":"10.1016/j.orl.2026.107404","url":null,"abstract":"<div><div>This study addresses the design of influencer marketing campaigns under stochastic diffusion over social networks. We propose an optimization model that minimizes advertising costs while guaranteeing a target level of user engagement. To address the #P-hard complexity of estimating user engagement under the Independent Cascade model, we introduce a multivariate polynomial approximation. This approximation can be constructed via an <em>O</em>(<em>n</em><sup>3</sup>) algorithm and enables tractable optimization. Numerical simulation demonstrates its high accuracy on predicting influence spread. We find distributing resources across multiple medium-sized influencers consistently outperforms the strategy of concentrating efforts on top-tier influencers.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"65 ","pages":"Article 107404"},"PeriodicalIF":0.9,"publicationDate":"2026-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145975911","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 : 2026-03-01Epub Date: 2026-01-21DOI: 10.1016/j.orl.2026.107414
Tao Zhang
In this paper, we establish the equivalence between the (dual-primal) balanced augmented Lagrangian method (ALM) and the Douglas-Rachford splitting (DRS) method. The core methodology relies on a lifting technique that introduces auxiliary variables to reformulate the original problem, thereby facilitating both theoretical analysis and algorithmic interpretation. This approach offers a novel perspective for understanding the structure and behavior of the (dual-primal) balanced ALM.
{"title":"The equivalence between (dual-primal) balanced augmented Lagrangian method and Douglas-Rachford splitting method: A lifting scheme","authors":"Tao Zhang","doi":"10.1016/j.orl.2026.107414","DOIUrl":"10.1016/j.orl.2026.107414","url":null,"abstract":"<div><div>In this paper, we establish the equivalence between the (dual-primal) balanced augmented Lagrangian method (ALM) and the Douglas-Rachford splitting (DRS) method. The core methodology relies on a lifting technique that introduces auxiliary variables to reformulate the original problem, thereby facilitating both theoretical analysis and algorithmic interpretation. This approach offers a novel perspective for understanding the structure and behavior of the (dual-primal) balanced ALM.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"65 ","pages":"Article 107414"},"PeriodicalIF":0.9,"publicationDate":"2026-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"146022577","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 : 2026-03-01Epub Date: 2026-01-11DOI: 10.1016/j.orl.2026.107411
Jianjun Gao , Siya Liu , Yu Lin , Weiping Wu , Ke Zhou
Recognizing the limitations of the dynamic mean-variance (MV) portfolio optimization model in controlling downside risk, we propose a continuous-time hybrid MV model that integrates the Spectral Risk Measure (SRM). Leveraging quantile formulation and martingale methods, we develop a solution framework and establish conditions ensuring solution existence. For markets with a deterministic opportunity set, we derive an analytical portfolio policy. Numerical experiments demonstrate that our model effectively mitigates downside risk and enhances the Sortino Ratio.
{"title":"Dynamic mean-variance hybrid portfolio optimization with spectral risk regulation","authors":"Jianjun Gao , Siya Liu , Yu Lin , Weiping Wu , Ke Zhou","doi":"10.1016/j.orl.2026.107411","DOIUrl":"10.1016/j.orl.2026.107411","url":null,"abstract":"<div><div>Recognizing the limitations of the dynamic mean-variance (MV) portfolio optimization model in controlling downside risk, we propose a continuous-time hybrid MV model that integrates the Spectral Risk Measure (SRM). Leveraging quantile formulation and martingale methods, we develop a solution framework and establish conditions ensuring solution existence. For markets with a deterministic opportunity set, we derive an analytical portfolio policy. Numerical experiments demonstrate that our model effectively mitigates downside risk and enhances the Sortino Ratio.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"65 ","pages":"Article 107411"},"PeriodicalIF":0.9,"publicationDate":"2026-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"146022578","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 : 2026-03-01Epub Date: 2026-01-17DOI: 10.1016/j.orl.2026.107413
Alex Infanger , Peter W. Glynn , Yuanyuan Liu
In this paper, we study general truncation-augmentation schemes for countable discrete-time Markov chains. In the presence of a Lyapunov condition, we show that such schemes are generally convergent, provided that the truncation is chosen as a sub-level set of the Lyapunov function. For stochastically monotone Markov chains on , we prove that we can always choose the truncation sets to be of the form . Finally, we extend the theory to continuous time Markov jump processes.
{"title":"On convergence of general truncation-augmentation schemes for approximating stationary distributions of Markov chains","authors":"Alex Infanger , Peter W. Glynn , Yuanyuan Liu","doi":"10.1016/j.orl.2026.107413","DOIUrl":"10.1016/j.orl.2026.107413","url":null,"abstract":"<div><div>In this paper, we study general truncation-augmentation schemes for countable discrete-time Markov chains. In the presence of a Lyapunov condition, we show that such schemes are generally convergent, provided that the truncation is chosen as a sub-level set of the Lyapunov function. For stochastically monotone Markov chains on <span><math><msub><mi>Z</mi><mo>+</mo></msub></math></span>, we prove that we can always choose the truncation sets to be of the form <span><math><mrow><mo>{</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>,</mo><mo>…</mo><mo>,</mo><mi>n</mi><mo>}</mo></mrow></math></span>. Finally, we extend the theory to continuous time Markov jump processes.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"65 ","pages":"Article 107413"},"PeriodicalIF":0.9,"publicationDate":"2026-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"146022579","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}
In this study, we investigate a robust satisficing (RS) newsvendor problem, which generalizes classical sample average approximation (SAA) newsvendor problem. We derive a closed-form RS solution that adaptively balances profit targets and distributional uncertainty. The analysis reveals monotonic relationships between ordering decisions, profit targets, and wholesale prices, while providing finite-sample guarantees for target achievement probabilities. We analyze how profit targets shape the out-of-sample efficacy of RS solutions and establish data-driven guidelines for target selection. Multi-scenario empirical analyses allow for a controlled comparison of RS and benchmark models, highlighting their performance dynamics.
{"title":"Robust satisficing newsvendor problem","authors":"Jianpeng Ding , Liuxin Chen , Lianmin Zhang , Yue Zhao","doi":"10.1016/j.orl.2026.107408","DOIUrl":"10.1016/j.orl.2026.107408","url":null,"abstract":"<div><div>In this study, we investigate a robust satisficing (RS) newsvendor problem, which generalizes classical sample average approximation (SAA) newsvendor problem. We derive a closed-form RS solution that adaptively balances profit targets and distributional uncertainty. The analysis reveals monotonic relationships between ordering decisions, profit targets, and wholesale prices, while providing finite-sample guarantees for target achievement probabilities. We analyze how profit targets shape the out-of-sample efficacy of RS solutions and establish data-driven guidelines for target selection. Multi-scenario empirical analyses allow for a controlled comparison of RS and benchmark models, highlighting their performance dynamics.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"65 ","pages":"Article 107408"},"PeriodicalIF":0.9,"publicationDate":"2026-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145975914","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 : 2026-03-01Epub Date: 2026-01-14DOI: 10.1016/j.orl.2026.107407
Gerold Jäger , Marcel Turkensteen
Optimal solutions of combinatorial optimization problems can be sensitive to changes in the cost of one or more elements of the ground set . Single and set tolerances measure the maximum possible change for which the current solution remains optimal for cost changes in one or more elements. The current definition of single and set tolerances does not consider all elements of or all subsets of . In this work, we broaden the definition to include all elements for single tolerances and all subsets of elements for set tolerances, while proving that key theoretical and computational properties still apply.
{"title":"Extending the definition of single and set tolerances","authors":"Gerold Jäger , Marcel Turkensteen","doi":"10.1016/j.orl.2026.107407","DOIUrl":"10.1016/j.orl.2026.107407","url":null,"abstract":"<div><div>Optimal solutions of combinatorial optimization problems can be sensitive to changes in the cost of one or more elements of the ground set <span><math><mi>E</mi></math></span>. Single and set tolerances measure the maximum possible change for which the current solution remains optimal for cost changes in one or more elements. The current definition of single and set tolerances does not consider all elements of <span><math><mi>E</mi></math></span> or all subsets of <span><math><mi>E</mi></math></span>. In this work, we broaden the definition to include all elements for single tolerances and all subsets of elements for set tolerances, while proving that key theoretical and computational properties still apply.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"65 ","pages":"Article 107407"},"PeriodicalIF":0.9,"publicationDate":"2026-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"146022576","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 : 2026-03-01Epub Date: 2026-01-22DOI: 10.1016/j.orl.2026.107409
Ludvig Hult, Dave Zachariah, Petre Stoica
Inventory control is subject to service-level requirements, in which sufficient stock levels must be maintained despite unknown demand. We propose a data-driven order policy that certifies any prescribed service level under minimal assumptions on the demand process. The policy achieves this by adding an adjustment to any base policy. We further propose a method for forecasting the policy’s operational costs that is valid in finite samples. Properties and guarantees of the method are illustrated using both synthetic and real-world data.
{"title":"Certified inventory control of critical resources","authors":"Ludvig Hult, Dave Zachariah, Petre Stoica","doi":"10.1016/j.orl.2026.107409","DOIUrl":"10.1016/j.orl.2026.107409","url":null,"abstract":"<div><div>Inventory control is subject to service-level requirements, in which sufficient stock levels must be maintained despite unknown demand. We propose a data-driven order policy that certifies any prescribed service level under minimal assumptions on the demand process. The policy achieves this by adding an adjustment to any base policy. We further propose a method for forecasting the policy’s operational costs that is valid in finite samples. Properties and guarantees of the method are illustrated using both synthetic and real-world data.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"65 ","pages":"Article 107409"},"PeriodicalIF":0.9,"publicationDate":"2026-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"146022580","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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