Pub Date : 2023-04-01DOI: 10.1142/s0217595923500252
Xuyun Chen, Xudong Li, Yangfeng Su
This paper studies the convex isotonic regression with generalized order restrictions induced by a directed tree. The proposed model covers various intriguing optimization problems with shape or order restrictions, including the generalized nearly isotonic optimization and the total variation on a tree. Inspired by the success of the pool-adjacent-violator algorithm and its active-set interpretation, we propose an active-set based recursive approach for solving the underlying model. Unlike the brute-force approach that traverses an exponential number of possible active-set combinations, our algorithm has a polynomial time computational complexity under mild assumptions.
{"title":"An active-set based recursive approach for solving convex isotonic regression with generalized order restrictions","authors":"Xuyun Chen, Xudong Li, Yangfeng Su","doi":"10.1142/s0217595923500252","DOIUrl":"https://doi.org/10.1142/s0217595923500252","url":null,"abstract":"This paper studies the convex isotonic regression with generalized order restrictions induced by a directed tree. The proposed model covers various intriguing optimization problems with shape or order restrictions, including the generalized nearly isotonic optimization and the total variation on a tree. Inspired by the success of the pool-adjacent-violator algorithm and its active-set interpretation, we propose an active-set based recursive approach for solving the underlying model. Unlike the brute-force approach that traverses an exponential number of possible active-set combinations, our algorithm has a polynomial time computational complexity under mild assumptions.","PeriodicalId":55455,"journal":{"name":"Asia-Pacific Journal of Operational Research","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42649742","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 : 2023-03-24DOI: 10.1142/s0217595923500124
Y. Qi, Y. Zhang, Sunny Zhang
{"title":"Theoretically scrutinizing kinks on efficient frontiers and computationally reporting nonexistence of the tangent portfolio for the capital asset pricing model by parametric-quadratic programming","authors":"Y. Qi, Y. Zhang, Sunny Zhang","doi":"10.1142/s0217595923500124","DOIUrl":"https://doi.org/10.1142/s0217595923500124","url":null,"abstract":"","PeriodicalId":55455,"journal":{"name":"Asia-Pacific Journal of Operational Research","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44147390","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 : 2023-03-17DOI: 10.1142/s0217595923500112
Lijuan Zhao
{"title":"Nonmonotone alternative direction method based on simple conic model for unconstrained optimization","authors":"Lijuan Zhao","doi":"10.1142/s0217595923500112","DOIUrl":"https://doi.org/10.1142/s0217595923500112","url":null,"abstract":"","PeriodicalId":55455,"journal":{"name":"Asia-Pacific Journal of Operational Research","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47054068","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 : 2023-03-17DOI: 10.1142/s0217595923500100
Y. Yu, D. Khezrimotlagh
{"title":"Embedding Best-Worst Method into Data Envelopment Analysis","authors":"Y. Yu, D. Khezrimotlagh","doi":"10.1142/s0217595923500100","DOIUrl":"https://doi.org/10.1142/s0217595923500100","url":null,"abstract":"","PeriodicalId":55455,"journal":{"name":"Asia-Pacific Journal of Operational Research","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44225295","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 : 2023-03-17DOI: 10.1142/s0217595923400110
Weidong Li
{"title":"Bag-of-tasks scheduling with rejection in large computing systems","authors":"Weidong Li","doi":"10.1142/s0217595923400110","DOIUrl":"https://doi.org/10.1142/s0217595923400110","url":null,"abstract":"","PeriodicalId":55455,"journal":{"name":"Asia-Pacific Journal of Operational Research","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41896191","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 : 2023-02-24DOI: 10.1142/s0217595923500094
Elham Ramzani Ghalebala, M. Aman, Nasim Nasrabadi
{"title":"A weighted inverse minimum s – t cut problem with value constraint under the bottleneck-type Hamming distance","authors":"Elham Ramzani Ghalebala, M. Aman, Nasim Nasrabadi","doi":"10.1142/s0217595923500094","DOIUrl":"https://doi.org/10.1142/s0217595923500094","url":null,"abstract":"","PeriodicalId":55455,"journal":{"name":"Asia-Pacific Journal of Operational Research","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41948306","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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