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The unexpected power of linear programming: an updated collection of surprising applications 意想不到的线性规划的力量:一个令人惊讶的应用程序的更新集合
IF 4.4 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-09-21 DOI: 10.1007/s10479-024-06245-5
Bruce Golden, Linus Schrage, Douglas Shier, Lida Anna Apergi

Linear programming has had a tremendous impact in the modeling and solution of a great diversity of applied problems, especially in the efficient allocation of resources. As a result, this methodology forms the backbone of introductory courses in operations research. What students, and others, may not appreciate is that linear programming transcends its linear nomenclature and can be applied to an even wider range of important practical problems. The objective of this article is to present a selection, and just a selection, from this range of problems that at first blush do not seem amenable to linear programming formulation. The exposition focuses on the most basic models in these selected applications, with pointers to more elaborate formulations and extensions. Thus, our intent is to expand the modeling awareness of those first encountering linear programming. In addition, we hope this article will be of interest to those who teach linear programming and to seasoned academics and practitioners, alike.

线性规划在建模和解决各种各样的应用问题方面产生了巨大的影响,特别是在资源的有效分配方面。因此,这种方法构成了运筹学入门课程的主干。学生和其他人可能没有意识到的是,线性规划超越了它的线性命名,可以应用于更广泛的重要实际问题。本文的目的是给出一个选择,只是一个选择,从这个范围的问题,乍一看似乎不适合线性规划公式。本文重点介绍了这些选定应用程序中最基本的模型,并指出了更详细的公式和扩展。因此,我们的目的是扩展那些第一次遇到线性规划的人的建模意识。此外,我们希望这篇文章能够引起那些教授线性规划的人以及经验丰富的学者和实践者的兴趣。
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引用次数: 0
Correction: Power utility maximization with expert opinions at fixed arrival times in a market with hidden gaussian drift 更正:在具有隐性高斯漂移的市场中,利用专家意见在固定到达时间实现电力效用最大化
IF 4.4 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-09-19 DOI: 10.1007/s10479-024-06252-6
Abdelali Gabih, Hakam Kondakji, Ralf Wunderlich
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引用次数: 0
Leveraging interpretable machine learning in intensive care 在重症监护中利用可解释的机器学习
IF 4.8 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-09-19 DOI: 10.1007/s10479-024-06226-8
Lasse Bohlen, Julian Rosenberger, Patrick Zschech, Mathias Kraus

In healthcare, especially within intensive care units (ICU), informed decision-making by medical professionals is crucial due to the complexity of medical data. Healthcare analytics seeks to support these decisions by generating accurate predictions through advanced machine learning (ML) models, such as boosted decision trees and random forests. While these models frequently exhibit accurate predictions across various medical tasks, they often lack interpretability. To address this challenge, researchers have developed interpretable ML models that balance accuracy and interpretability. In this study, we evaluate the performance gap between interpretable and black-box models in two healthcare prediction tasks, mortality and length-of-stay prediction in ICU settings. We focus specifically on the family of generalized additive models (GAMs) as powerful interpretable ML models. Our assessment uses the publicly available Medical Information Mart for Intensive Care dataset, and we analyze the models based on (i) predictive performance, (ii) the influence of compact feature sets (i.e., only few features) on predictive performance, and (iii) interpretability and consistency with medical knowledge. Our results show that interpretable models achieve competitive performance, with a minor decrease of 0.2–0.9 percentage points in area under the receiver operating characteristic relative to state-of-the-art black-box models, while preserving complete interpretability. This remains true even for parsimonious models that use only 2.2 % of patient features. Our study highlights the potential of interpretable models to improve decision-making in ICUs by providing medical professionals with easily understandable and verifiable predictions.

在医疗保健领域,尤其是在重症监护室(ICU)内,由于医疗数据的复杂性,医疗专业人员做出明智的决策至关重要。医疗分析旨在通过先进的机器学习(ML)模型(如增强决策树和随机森林)生成准确的预测,从而为这些决策提供支持。虽然这些模型经常能对各种医疗任务做出准确预测,但它们往往缺乏可解释性。为了应对这一挑战,研究人员开发了可解释的 ML 模型,在准确性和可解释性之间取得了平衡。在本研究中,我们评估了可解释模型和黑盒模型在两项医疗预测任务(重症监护室的死亡率和住院时间预测)中的性能差距。我们特别关注作为强大的可解释 ML 模型的广义加法模型(GAM)系列。我们的评估使用了公开的重症监护医疗信息集市数据集,并根据以下几个方面对模型进行了分析:(i) 预测性能;(ii) 紧凑型特征集(即只有少数特征)对预测性能的影响;(iii) 可解释性以及与医学知识的一致性。我们的研究结果表明,可解释模型在保持完全可解释性的同时,还能获得有竞争力的性能,与最先进的黑盒模型相比,接收器操作特征下面积略微下降了 0.2-0.9 个百分点。即使是仅使用 2.2% 患者特征的简约模型,情况也是如此。我们的研究强调了可解释模型的潜力,它能为医疗专业人员提供易于理解和验证的预测,从而改善重症监护室的决策。
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引用次数: 0
Data science and decision analytics 数据科学和决策分析
IF 4.4 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-09-18 DOI: 10.1007/s10479-024-06272-2
Victoria C.P. Chen, Seoung Bum Kim
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引用次数: 0
Designing resilient supply chain networks: a systematic literature review of mitigation strategies 设计具有抗灾能力的供应链网络:关于缓解战略的系统文献综述
IF 4.4 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-09-18 DOI: 10.1007/s10479-024-06228-6
Abdolreza Roshani, Philip Walker-Davies, Glenn Parry

With increased globalisation supply chain (SC) disruption significantly affects people, organisations and society. Supply chain network design (SCND) reduces the effects of disruption, employing mitigation strategies such as extra capacity and flexibility to make SCs resilient. Currently, no systematic literature review classifies mitigation strategies for SCND. This paper systematically reviews the literature on SCND, analysing proposed mitigation strategies and the methods used for their integration into quantitative models. First to understand the key failure drivers SCND literature is categorised using geography, with local, regional or global disruptions linked to vulnerable sections of a SC. Second, the strategies used in mathematical models to increase SC resilience are categorized as proactive, reactive, or SC design quality capabilities. Third, the relative performance of mitigation strategies is analysed to provide a comparison, identifying the most effective strategies in given contexts. Forth, mathematical modelling techniques used in resilient SCND are reviewed, identifying how strategies are integrated into quantitative models. Finally, gaps in knowledge, key research questions and future directions for researchers are described.

随着全球化的加剧,供应链(SC)中断对人员、组织和社会产生了重大影响。供应链网络设计(SCND)可减少中断的影响,采用额外能力和灵活性等缓解策略,使供应链具有复原力。目前,还没有系统的文献综述对 SCND 的缓解策略进行分类。本文系统回顾了有关 SCND 的文献,分析了提出的缓解策略以及将其纳入定量模型的方法。首先,为了了解关键的故障驱动因素,SCND 文献采用地理学方法进行分类,将地方、区域或全球干扰与 SC 的脆弱部分联系起来。其次,将数学模型中用于提高自然保护地恢复能力的策略分为主动型、被动型或自然保护地设计质量能力。第三,分析缓解战略的相对性能,以便进行比较,确定在特定情况下最有效的战略。第四,回顾了弹性 SCND 中使用的数学建模技术,确定了如何将各种策略纳入定量模型。最后,介绍了知识空白、关键研究问题和研究人员的未来方向。
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引用次数: 0
How to improve “construct, merge, solve and adapt 如何改进 "构建、合并、解决和调整
IF 4.8 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-09-17 DOI: 10.1007/s10479-024-06243-7
Jaume Reixach, Christian Blum

In this work, we propose a new variant of construct, merge, solve, and adapt (CMSA), which is a recently introduced hybrid metaheuristic for combinatorial optimization. Our newly proposed variant, named reinforcement learning CMSA (RL-CMSA), makes use of a reinforcement learning (RL) mechanism trained online with data gathered during the search process. In addition to generally outperforming standard CMSA, this new variant proves to be more flexible as it does not require a greedy function for the evaluation of solution components at each solution construction step. We present RL-CMSA as a general framework for enhancing CMSA by leveraging a simple RL learning process. Moreover, we study a range of specific designs for the employed learning mechanism. The advantages of the introduced CMSA variant are demonstrated in the context of the far from most string and minimum dominating set problems, showing the improvement in performance and simplicity with respect to standard CMSA. In particular, the best performing RL-CMSA variant proposed is statistically significantly better than the standard algorithm for both problems, obtaining 1.28% and 0.69% better results on average respectively.

在这项工作中,我们提出了构造、合并、求解和适应(CMSA)的一种新变体,这是最近推出的一种用于组合优化的混合元启发式。我们新提出的变体被命名为强化学习 CMSA(RL-CMSA),它利用在搜索过程中收集的数据在线训练强化学习(RL)机制。除了性能普遍优于标准 CMSA 外,这种新变体还被证明更加灵活,因为它不需要在每个解决方案构建步骤中使用贪婪函数来评估解决方案组件。我们将 RL-CMSA 作为一个通用框架,通过利用简单的 RL 学习过程来增强 CMSA。此外,我们还研究了所采用的学习机制的一系列具体设计。在远离最串问题和最小支配集问题中,我们展示了引入的 CMSA 变体的优势,显示了与标准 CMSA 相比在性能和简单性方面的改进。特别是在这两个问题上,所提出的性能最佳的 RL-CMSA 变体在统计上明显优于标准算法,平均分别提高了 1.28% 和 0.69%。
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引用次数: 0
Climbing university rankings under resources constraints: a combined approach integrating DEA and directed Louvain community detection 在资源限制条件下提升大学排名:将 DEA 和定向卢万社区检测相结合的方法
IF 4.8 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-09-17 DOI: 10.1007/s10479-024-06219-7
Simone Di Leo, Alessandro Avenali, Cinzia Daraio, Joanna Wolszczak-Derlacz

Over recent years, scholarly interest in universities’ allocation and effective utilisation of financial resources has been growing. When used efficiently, financial resources may improve universities’ quality of research and teaching, and therefore their positions in world university rankings. However, despite the relevance of financial efficiency to university placement in academic rankings, universities’ total available financial resources appear much more significant. In the present study, we propose an innovative methodology to determine realistic ranking targets for individual universities, based on their available financial resources. In particular, we combine data envelopment analysis, as developed by Banker et al. (Manag Sci 30(9):1078–1092, 1984), and a directed Louvain community detection algorithm to examine 318 universities across five countries, considering their ARWU scores alongside key financial indicators (i.e., long-term physical capital, total operating revenues). We identify clusters of universities with similar financial profiles and corresponding ARWU scores, as well as universities that have optimised their use of financial resources, representing benchmarks for similar universities to emulate. The approach is subsequently applied to Italian universities, as a specific national case. The findings may be useful for policy makers and university managers seeking reliable strategies for climbing academic rankings, particularly in countries with limited public investment in higher education.

近年来,学术界对大学如何分配和有效利用财政资源的关注与日俱增。如果财政资源得到有效利用,可以提高大学的研究和教学质量,从而提高大学在世界大学排名中的位置。然而,尽管财务效率与大学在学术排名中的位置息息相关,但大学的可用财务资源总量似乎更为重要。在本研究中,我们提出了一种创新方法,根据各大学的可用财政资源,为其确定切实可行的排名目标。具体而言,我们将 Banker 等人(Manag Sci 30(9):1078-1092,1984 年)开发的数据包络分析法与鲁汶社区定向检测算法相结合,对五个国家的 318 所大学进行了研究,同时考虑了它们的 ARWU 分数和关键财务指标(即长期物质资本、总运营收入)。我们找出了具有相似财务状况和相应 ARWU 分数的大学集群,以及优化使用财务资源的大学,作为同类大学效仿的基准。这种方法随后被应用于意大利的大学,作为一个具体的国家案例。研究结果可能对决策者和大学管理者,尤其是对高等教育公共投资有限的国家的决策者和大学管理者,在寻求提高学术排名的可靠策略时有所帮助。
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引用次数: 0
New energy vehicle demand forecasting via an improved Bass model with perceived quality identified from online reviews 通过改进的 Bass 模型预测新能源汽车需求,并通过在线评论确定感知质量
IF 4.8 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-09-16 DOI: 10.1007/s10479-024-06255-3
Yiwen Bian, Dai Shan, Xin Yan, Jing Zhang

As one source of user-generated content, online reviews embed vast quantities of important business information, significantly affecting consumer demand. In this study, we aim to propose a new forecasting approach to predict the demand for new energy vehicles (NEVs) by incorporating perceived quality measures extracted from online reviews into the traditional Bass model. To this end, we consider three crucial dimensions (i.e., emotional experience, defect perception, and brand/product image) and adopt text analysis techniques to mine perceived quality information from online reviews for NEVs comprehensively. Coping with the limited datasets, we further dynamically incorporate the mined perceived quality into the Bass model to improve the accuracy of new energy vehicle (NEV) demand forecasting. Finally, we meticulously conduct a series of experiments with crawled online reviews and historical sales of distinct NEV models. The experimental results demonstrate that the perceived quality measures identified from online reviews jointly affect the consumers’ purchasing decisions, and effectively enhance the performance of the NEV demand forecasting. Furthermore, some interesting and important findings are achieved based on the proposed methodology, including the time-lag effect of perceived quality on consumers’ purchasing decisions and the formulation of specific product strategies based on demand trends.

作为用户生成内容的来源之一,在线评论蕴含着大量重要的商业信息,对消费者需求产生着重大影响。在本研究中,我们旨在提出一种新的预测方法,通过将从在线评论中提取的感知质量度量纳入传统的巴斯模型,来预测新能源汽车(NEV)的需求。为此,我们考虑了三个关键维度(即情感体验、缺陷感知和品牌/产品形象),并采用文本分析技术全面挖掘了新能源汽车在线评论中的感知质量信息。在数据集有限的情况下,我们进一步将挖掘到的感知质量信息动态纳入 Bass 模型,以提高新能源汽车(NEV)需求预测的准确性。最后,我们利用抓取的在线评论和不同 NEV 车型的历史销量进行了一系列细致的实验。实验结果表明,从在线评论中识别出的感知质量度量会共同影响消费者的购买决策,并有效提高新能源汽车需求预测的性能。此外,基于所提出的方法还获得了一些有趣而重要的发现,包括感知质量对消费者购买决策的时滞效应以及根据需求趋势制定特定产品策略。
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引用次数: 0
Frank–Wolfe and friends: a journey into projection-free first-order optimization methods 弗兰克-沃尔夫和朋友们:无投影一阶优化方法之旅
IF 4.4 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-09-16 DOI: 10.1007/s10479-024-06251-7
Immanuel. M. Bomze, Francesco Rinaldi, Damiano Zeffiro

Invented some 65 years ago in a seminal paper by Marguerite Straus-Frank and Philip Wolfe, the Frank–Wolfe method recently enjoys a remarkable revival, fuelled by the need of fast and reliable first-order optimization methods in Data Science and other relevant application areas. This review tries to explain the success of this approach by illustrating versatility and applicability in a wide range of contexts, combined with an account on recent progress in variants, both improving on the speed and efficiency of this surprisingly simple principle of first-order optimization.

约 65 年前,玛格丽特-斯特劳斯-弗朗克和菲利普-沃尔夫在一篇开创性论文中发明了弗兰克-沃尔夫方法,由于数据科学和其他相关应用领域对快速可靠的一阶优化方法的需求,该方法最近得到了显著的复兴。这篇综述试图通过说明这种方法在各种情况下的多功能性和适用性来解释其成功之处,同时介绍了最近在变体方面取得的进展,这两种变体都提高了这种简单得令人吃惊的一阶优化原理的速度和效率。
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引用次数: 0
Interaction between rebate strategy and wholesale-ordering contracts under retailer optimism and information asymmetry 在零售商乐观和信息不对称的情况下,回扣策略与批发订购合同之间的相互作用
IF 4.8 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-09-16 DOI: 10.1007/s10479-024-06269-x
Yini Zheng, Tiaojun Xiao

The manufacturer-rebate where the manufacturer directly provides consumer rebates and the channel-rebate where the manufacturer stimulates downstream retailers to sell more products with channel rebates are two typical rebate strategies for manufacturers to increase sales. Considering the prevalence of rebate promotions and the downstream retailer’s optimism on the effect of rebating consumers, we incorporate rebate promotions, retailers’ optimism, and the corresponding information asymmetry issue into the manufacturer’s wholesale-ordering contract design problem. We find that with rebate promotions, the wholesale price and the order quantity should be higher than without rebate promotion. Specially, under the manufacturer-rebate strategy, the wholesale price and the order quantity should increase with the manufacturer’s rebate and the retailer’s optimism. However, under the channel-rebate strategy, the order quantity (the wholesale price) is no longer affected by the manufacturer’s rebate (the retailer’s optimism). Moreover, when the retailer’s optimism is private information, the retailer’s information distortion behaviors under the two rebate strategies are similar, but the manufacturer should accept different kinds of wholesale price-order quantity contract menus to reveal the retailer’s information and maximize profits. Specifically, under the manufacturer-rebate strategy (the channel-rebate strategy), differentiated contracts (a pooling contract) to different types of retailers are optimal. Besides, under the manufacturer-rebate strategy, the value of the rebate can play a moderating role in contract design. Hence, when the rebate is exogenously decided, the manufacturer can punish the retailer who is likely to distort information by decreasing the rebate.

制造商直接向消费者提供返利的制造商返利和制造商通过渠道返利刺激下游零售商销售更多产品的渠道返利是制造商增加销售的两种典型返利策略。考虑到返利促销的普遍性以及下游零售商对消费者返利效果的乐观态度,我们将返利促销、零售商的乐观态度以及相应的信息不对称问题纳入制造商的批发订货合同设计问题中。我们发现,在有返利促销的情况下,批发价格和订货量应该高于没有返利促销的情况。特别是,在制造商返利策略下,批发价和订货量应随着制造商的返利和零售商的乐观情绪而增加。然而,在渠道返利策略下,订货量(批发价)不再受制造商返利(零售商乐观程度)的影响。此外,当零售商的乐观情绪属于私人信息时,两种返利策略下零售商的信息扭曲行为相似,但制造商应接受不同类型的批发价-订货量合同菜单,以揭示零售商的信息并实现利润最大化。具体来说,在制造商返利策略(渠道返利策略)下,对不同类型的零售商签订不同的合同(集合合同)是最优的。此外,在制造商返利策略下,返利的价值会对合同设计起到调节作用。因此,当回扣是外生决定时,制造商可以通过减少回扣来惩罚可能扭曲信息的零售商。
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引用次数: 0
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