Pub Date : 2025-07-01Epub Date: 2025-04-24DOI: 10.1016/j.orl.2025.107300
Lisa Garcia Tercero , David Van Bulck , Fabien Nießen , Dries Goossens
This paper studies a single-day round-robin sports tournament organized at a single location featuring multiple fields. Teams are fully rested after a certain period of not playing, and all other periods between games are declared as waiting times. Considering both efficiency and fairness regarding waiting times, we prove lower bounds on the total and maximum waiting time and develop polynomial-time algorithms with an absolute performance guarantee of at most 5 for an even number of teams and 1 for an odd number of teams.
{"title":"Minimal and fair waiting times for single-day sports tournaments with multiple fields","authors":"Lisa Garcia Tercero , David Van Bulck , Fabien Nießen , Dries Goossens","doi":"10.1016/j.orl.2025.107300","DOIUrl":"10.1016/j.orl.2025.107300","url":null,"abstract":"<div><div>This paper studies a single-day round-robin sports tournament organized at a single location featuring multiple fields. Teams are fully rested after a certain period of not playing, and all other periods between games are declared as waiting times. Considering both efficiency and fairness regarding waiting times, we prove lower bounds on the total and maximum waiting time and develop polynomial-time algorithms with an absolute performance guarantee of at most 5 for an even number of teams and 1 for an odd number of teams.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107300"},"PeriodicalIF":0.8,"publicationDate":"2025-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143879096","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 : 2025-07-01Epub Date: 2025-04-04DOI: 10.1016/j.orl.2025.107295
Cheng Lu
We present a refined analysis of a variant of the algorithm in the literature for solving the knapsack-constrained submodular maximization problem. By deriving a strong approximation bound for this variant, we reduce the size of the sets requiring enumeration, from two to one, to ensure the final algorithm achieves 1/4-approximation. As a result, we obtain the fastest deterministic algorithm so far which achieves an approximation ratio of 1/4 for the problem.
{"title":"A note on fast deterministic algorithms for non-monotone submodular maximization under a knapsack constraint","authors":"Cheng Lu","doi":"10.1016/j.orl.2025.107295","DOIUrl":"10.1016/j.orl.2025.107295","url":null,"abstract":"<div><div>We present a refined analysis of a variant of the algorithm in the literature for solving the knapsack-constrained submodular maximization problem. By deriving a strong approximation bound for this variant, we reduce the size of the sets requiring enumeration, from two to one, to ensure the final algorithm achieves 1/4-approximation. As a result, we obtain the fastest deterministic algorithm so far which achieves an approximation ratio of 1/4 for the problem.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107295"},"PeriodicalIF":0.8,"publicationDate":"2025-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143842792","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 : 2025-07-01Epub Date: 2025-04-11DOI: 10.1016/j.orl.2025.107284
Moshe Haviv
A number of estimators participate in a non-cooperative game where the data they collect are reported to a central planner who takes decisions. She in her turn decides on the estimates to be imposed on the participants. Because they are aware of this, they may behave strategically and misreport. We exemplify this decision making process where the James-Stein's estimator is used by the central planner. In particular, we consider the resulting optimization or Nash equilibria reporting strategies in a number of variations of this game.
{"title":"Individual versus social optimization in statistical estimation","authors":"Moshe Haviv","doi":"10.1016/j.orl.2025.107284","DOIUrl":"10.1016/j.orl.2025.107284","url":null,"abstract":"<div><div>A number of estimators participate in a non-cooperative game where the data they collect are reported to a central planner who takes decisions. She in her turn decides on the estimates to be imposed on the participants. Because they are aware of this, they may behave strategically and misreport. We exemplify this decision making process where the James-Stein's estimator is used by the central planner. In particular, we consider the resulting optimization or Nash equilibria reporting strategies in a number of variations of this game.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107284"},"PeriodicalIF":0.8,"publicationDate":"2025-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143842793","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 : 2025-07-01Epub Date: 2025-05-19DOI: 10.1016/j.orl.2025.107308
Olli Herrala, Topias Terho, Fabricio Oliveira
This paper presents how a mixed-integer programming (MIP) formulation for influence diagrams that is based on their gradual rooted junction tree representation can be extended to incorporate more general modelling features, such as risk considerations and problem-specific constraints. We propose two algorithms that enable our reformulations by performing targeted modifications either to the underlying influence diagram or to the associated gradual rooted junction tree representation. We present computational experiments highlighting the superior computational performance of our reformulation against an alternative state-of-the-art MIP formulation for influence diagrams that, by default, can accommodate those modelling features.
{"title":"Risk-averse decision strategies for influence diagrams using rooted junction trees","authors":"Olli Herrala, Topias Terho, Fabricio Oliveira","doi":"10.1016/j.orl.2025.107308","DOIUrl":"10.1016/j.orl.2025.107308","url":null,"abstract":"<div><div>This paper presents how a mixed-integer programming (MIP) formulation for influence diagrams that is based on their gradual rooted junction tree representation can be extended to incorporate more general modelling features, such as risk considerations and problem-specific constraints. We propose two algorithms that enable our reformulations by performing targeted modifications either to the underlying influence diagram or to the associated gradual rooted junction tree representation. We present computational experiments highlighting the superior computational performance of our reformulation against an alternative state-of-the-art MIP formulation for influence diagrams that, by default, can accommodate those modelling features.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107308"},"PeriodicalIF":0.8,"publicationDate":"2025-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144105511","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":"2025-07-01","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 : 2025-07-01Epub 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":"2025-07-01","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 : 2025-07-01Epub Date: 2025-04-28DOI: 10.1016/j.orl.2025.107301
Youngjoo Roh , Junyoung Kim , Kyungsik Lee
Robust cover inequalities are well-known valid inequalities for the robust knapsack problem (RKP). To strengthen them, we use lifting, which involves solving lifting problems—special cases of the RKP. We propose a novel lifting method that leverages upper bounds for lifting problems. First, we introduce a strong, efficiently computable, and quality-guaranteed upper bound for the RKP based on the decomposition property of its solution set. We then devise an efficient lifting method by applying the proposed upper bound to lifting problems.
{"title":"Lifting cover inequalities for the robust knapsack problem","authors":"Youngjoo Roh , Junyoung Kim , Kyungsik Lee","doi":"10.1016/j.orl.2025.107301","DOIUrl":"10.1016/j.orl.2025.107301","url":null,"abstract":"<div><div>Robust cover inequalities are well-known valid inequalities for the robust knapsack problem (RKP). To strengthen them, we use lifting, which involves solving lifting problems—special cases of the RKP. We propose a novel lifting method that leverages upper bounds for lifting problems. First, we introduce a strong, efficiently computable, and quality-guaranteed upper bound for the RKP based on the decomposition property of its solution set. We then devise an efficient lifting method by applying the proposed upper bound to lifting problems.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107301"},"PeriodicalIF":0.8,"publicationDate":"2025-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143895549","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 : 2025-05-01Epub 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":"2025-05-01","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 : 2025-05-01Epub Date: 2025-03-18DOI: 10.1016/j.orl.2025.107280
Jaehyuk Choi
This study proposes a fast exact simulation scheme for the Ornstein–Uhlenbeck driven stochastic volatility model. With the Karhunen–Loève expansions, the stochastic volatility path (Ornstein–Uhlenbeck process) is expressed as a sine series, and the time integrals of volatility and variance are analytically derived as infinite series of independent normal random variables. The new method is several hundred times faster than the existing method using numerical transform inversion. The simulation variance is further reduced with conditional simulation and the control variate.
{"title":"Exact simulation scheme for the Ornstein–Uhlenbeck driven stochastic volatility model with the Karhunen–Loève expansions","authors":"Jaehyuk Choi","doi":"10.1016/j.orl.2025.107280","DOIUrl":"10.1016/j.orl.2025.107280","url":null,"abstract":"<div><div>This study proposes a fast exact simulation scheme for the Ornstein–Uhlenbeck driven stochastic volatility model. With the Karhunen–Loève expansions, the stochastic volatility path (Ornstein–Uhlenbeck process) is expressed as a sine series, and the time integrals of volatility and variance are analytically derived as infinite series of independent normal random variables. The new method is several hundred times faster than the existing method using numerical transform inversion. The simulation variance is further reduced with conditional simulation and the control variate.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107280"},"PeriodicalIF":0.8,"publicationDate":"2025-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143696750","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 : 2025-05-01Epub Date: 2025-02-20DOI: 10.1016/j.orl.2025.107255
Arjun Ramachandra , Karthik Natarajan
In this paper, we introduce the notion of a “pairwise independent correlation gap” for set functions with random elements. The pairwise independent correlation gap is defined as the ratio of the maximum expected value of a set function with arbitrary dependence among the elements with fixed marginal probabilities to the maximum expected value with pairwise independent elements with the same marginal probabilities. We show that for any nonnegative monotone submodular set function defined on n elements, this ratio is upper bounded by 4/3 in the following two cases: (a) for all marginal probabilities and (b) all n for small marginal probabilities (and similarly large marginal probabilities). This differs from the bound on the “correlation gap” which holds with mutual independence and showcases the fundamental difference between pairwise independence and mutual independence. We discuss the implication of the results with two examples and end the paper with a conjecture.
{"title":"Pairwise independent correlation gap","authors":"Arjun Ramachandra , Karthik Natarajan","doi":"10.1016/j.orl.2025.107255","DOIUrl":"10.1016/j.orl.2025.107255","url":null,"abstract":"<div><div>In this paper, we introduce the notion of a “pairwise independent correlation gap” for set functions with random elements. The pairwise independent correlation gap is defined as the ratio of the maximum expected value of a set function with arbitrary dependence among the elements with fixed marginal probabilities to the maximum expected value with pairwise independent elements with the same marginal probabilities. We show that for any nonnegative monotone submodular set function defined on <em>n</em> elements, this ratio is upper bounded by 4/3 in the following two cases: (a) <span><math><mi>n</mi><mo>=</mo><mn>3</mn></math></span> for all marginal probabilities and (b) all <em>n</em> for small marginal probabilities (and similarly large marginal probabilities). This differs from the bound on the “correlation gap” which holds with mutual independence and showcases the fundamental difference between pairwise independence and mutual independence. We discuss the implication of the results with two examples and end the paper with a conjecture.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107255"},"PeriodicalIF":0.8,"publicationDate":"2025-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143488666","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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