Pub Date : 2022-01-28DOI: 10.1142/s0217595922400073
Ao Zhao, Qian Liu, Yang Zhou, Min Li
In this paper, we concentrate on studying the [Formula: see text]-means problem with a matroid or a knapsack constraint. In the matroid means problem, given an observation set and a matroid, the goal is to find a center set from the independent sets to minimize the cost. By using the linear programming [Formula: see text]-rounding technology, we obtain a constant approximation guarantee. For the knapsack means problem, we adopt a similar strategy to that of matroid means problem, whereas the difference is that we add a knapsack covering inequality to the relaxed LP in order to decrease the unbounded integrality gap.
{"title":"Approximation Algorithms for Matroid and Knapsack Means Problems","authors":"Ao Zhao, Qian Liu, Yang Zhou, Min Li","doi":"10.1142/s0217595922400073","DOIUrl":"https://doi.org/10.1142/s0217595922400073","url":null,"abstract":"In this paper, we concentrate on studying the [Formula: see text]-means problem with a matroid or a knapsack constraint. In the matroid means problem, given an observation set and a matroid, the goal is to find a center set from the independent sets to minimize the cost. By using the linear programming [Formula: see text]-rounding technology, we obtain a constant approximation guarantee. For the knapsack means problem, we adopt a similar strategy to that of matroid means problem, whereas the difference is that we add a knapsack covering inequality to the relaxed LP in order to decrease the unbounded integrality gap.","PeriodicalId":8478,"journal":{"name":"Asia Pac. J. Oper. Res.","volume":"3 1","pages":"2240007:1-2240007:16"},"PeriodicalIF":0.0,"publicationDate":"2022-01-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88296339","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-04DOI: 10.1142/s0217595922500051
Xue Jia, Dan-Yang Lv, Yang Hu, Ji-Bo Wang, Zhi Wang, Ershen Wang
This paper studies the slack due-window assignment scheduling problem with deterioration effects and a deterioration maintenance activity on a single-machine. The machine deteriorates during the machining process, and at a certain moment performs a deterioration maintenance activity, that is, the duration time of the maintenance activity is a linear function of the maintenance starting time. It is needed to make a decision on when to schedule the deteriorating maintenance activity, the optimal common flow allowances and the sequence of jobs to minimize the weighted penalties for the sum of earliness and tardiness, weighted number of early and delayed, and weighted due-window starting time and size. This paper proposes a polynomial time algorithm to solve this problem.
{"title":"Slack Due-Window Assignment Scheduling Problem with Deterioration Effects and a Deteriorating Maintenance Activity","authors":"Xue Jia, Dan-Yang Lv, Yang Hu, Ji-Bo Wang, Zhi Wang, Ershen Wang","doi":"10.1142/s0217595922500051","DOIUrl":"https://doi.org/10.1142/s0217595922500051","url":null,"abstract":"This paper studies the slack due-window assignment scheduling problem with deterioration effects and a deterioration maintenance activity on a single-machine. The machine deteriorates during the machining process, and at a certain moment performs a deterioration maintenance activity, that is, the duration time of the maintenance activity is a linear function of the maintenance starting time. It is needed to make a decision on when to schedule the deteriorating maintenance activity, the optimal common flow allowances and the sequence of jobs to minimize the weighted penalties for the sum of earliness and tardiness, weighted number of early and delayed, and weighted due-window starting time and size. This paper proposes a polynomial time algorithm to solve this problem.","PeriodicalId":8478,"journal":{"name":"Asia Pac. J. Oper. Res.","volume":"14 1","pages":"2250005:1-2250005:16"},"PeriodicalIF":0.0,"publicationDate":"2022-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76188067","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-01DOI: 10.1142/S0217595922500063
Xu Wang, T. Hasuike
{"title":"Least-Distance Range Adjusted Measure in DEA: Efficiency Evaluation and Benchmarking for Japanese Banks","authors":"Xu Wang, T. Hasuike","doi":"10.1142/S0217595922500063","DOIUrl":"https://doi.org/10.1142/S0217595922500063","url":null,"abstract":"","PeriodicalId":8478,"journal":{"name":"Asia Pac. J. Oper. Res.","volume":"2 1","pages":"2250006:1-2250006:22"},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87149428","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-23DOI: 10.1142/s0217595922400036
M. F. Ghazali, Nurul Fasyah Mohd Ussdek, H. Lean, Jude W. Taunson
This study investigates gold as a hedge or a safe haven against inflation in four countries. We propose two standard and quantile techniques in the volatility models, with a time-varying conditional variance of regression residuals based on TGARCH specifications. Gold exhibits considerable evidence of a strong hedge in the US and China. Nevertheless, gold provides shelter at different times and not consistently across countries. With regards to be a safe haven, gold retains its status as a key investment in China. On the other hand, gold only plays a minor role in the UK and India. These findings indicate that gold can secure Chinese investment during the high inflationary periods, while gold is a profitable asset to hold over a long period of time in the US. In contrast, UK and Indian investors should hold a well-diversified portfolio for sustainable return and protection from purchasing power loss.
{"title":"Does Gold Still Shelter Inflation, and, if so, When? Evidence From Four Countries","authors":"M. F. Ghazali, Nurul Fasyah Mohd Ussdek, H. Lean, Jude W. Taunson","doi":"10.1142/s0217595922400036","DOIUrl":"https://doi.org/10.1142/s0217595922400036","url":null,"abstract":"This study investigates gold as a hedge or a safe haven against inflation in four countries. We propose two standard and quantile techniques in the volatility models, with a time-varying conditional variance of regression residuals based on TGARCH specifications. Gold exhibits considerable evidence of a strong hedge in the US and China. Nevertheless, gold provides shelter at different times and not consistently across countries. With regards to be a safe haven, gold retains its status as a key investment in China. On the other hand, gold only plays a minor role in the UK and India. These findings indicate that gold can secure Chinese investment during the high inflationary periods, while gold is a profitable asset to hold over a long period of time in the US. In contrast, UK and Indian investors should hold a well-diversified portfolio for sustainable return and protection from purchasing power loss.","PeriodicalId":8478,"journal":{"name":"Asia Pac. J. Oper. Res.","volume":"39 1","pages":"2240003:1-2240003:32"},"PeriodicalIF":0.0,"publicationDate":"2021-12-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87257179","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-23DOI: 10.1142/s0217595922400061
Liman Du, Wenguo Yang, Suixiang Gao
The number of social individuals who interact with their friends through social networks is increasing, leading to an undeniable fact that word-of-mouth marketing has become one of the useful ways to promote sale of products. The Constrained Profit Maximization in Attribute network (CPMA) problem, as an extension of the classical influence maximization problem, is the main focus of this paper. We propose the profit maximization in attribute network problem under a cardinality constraint which is closer to the actual situation. The profit spread metric of CPMA calculates the total benefit and cost generated by all the active nodes. Different from the classical Influence Maximization problem, the influence strength should be recalculated according to the emotional tendency and classification label of nodes in attribute networks. The profit spread metric is no longer monotone and submodular in general. Given that the profit spread metric can be expressed as the difference between two submodular functions and admits a DS decomposition, a three-phase algorithm named as Marginal increment and Community-based Prune and Search(MCPS) Algorithm frame is proposed which is based on Louvain algorithm and logistic function. Due to the method of marginal increment, MPCS algorithm can compute profit spread more directly and accurately. Experiments demonstrate the effectiveness of MCPS algorithm.
{"title":"Nonsubmodular Constrained Profit Maximization in Attribute Networks","authors":"Liman Du, Wenguo Yang, Suixiang Gao","doi":"10.1142/s0217595922400061","DOIUrl":"https://doi.org/10.1142/s0217595922400061","url":null,"abstract":"The number of social individuals who interact with their friends through social networks is increasing, leading to an undeniable fact that word-of-mouth marketing has become one of the useful ways to promote sale of products. The Constrained Profit Maximization in Attribute network (CPMA) problem, as an extension of the classical influence maximization problem, is the main focus of this paper. We propose the profit maximization in attribute network problem under a cardinality constraint which is closer to the actual situation. The profit spread metric of CPMA calculates the total benefit and cost generated by all the active nodes. Different from the classical Influence Maximization problem, the influence strength should be recalculated according to the emotional tendency and classification label of nodes in attribute networks. The profit spread metric is no longer monotone and submodular in general. Given that the profit spread metric can be expressed as the difference between two submodular functions and admits a DS decomposition, a three-phase algorithm named as Marginal increment and Community-based Prune and Search(MCPS) Algorithm frame is proposed which is based on Louvain algorithm and logistic function. Due to the method of marginal increment, MPCS algorithm can compute profit spread more directly and accurately. Experiments demonstrate the effectiveness of MCPS algorithm.","PeriodicalId":8478,"journal":{"name":"Asia Pac. J. Oper. Res.","volume":"18 1","pages":"2240006:1-2240006:22"},"PeriodicalIF":0.0,"publicationDate":"2021-12-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76452432","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-20DOI: 10.1142/s021759592250004x
Feifeng Zheng, Zhaojie Wang, En-zhan Zhang, Ming Liu
This work investigates the problem of vessel fleet deployment for liner shipping. The objective is to minimize the total cost, i.e., the sum of vessel chartering cost and vessel-route operating cost. In the considered problem, the shipment demand for each route is uncertain and its distribution is unknown. Due to lacking historical data, we use the moment-based ambiguity set to characterize the unknown distributions of demands. We then introduce a distributionally robust model and propose a new approximation approach to solve this problem. Finally, numerical experiments are conducted to demonstrate the performance of our approximation approach.
{"title":"Distributionally Robust Joint Chance Constrained Vessel Fleet Deployment Problem","authors":"Feifeng Zheng, Zhaojie Wang, En-zhan Zhang, Ming Liu","doi":"10.1142/s021759592250004x","DOIUrl":"https://doi.org/10.1142/s021759592250004x","url":null,"abstract":"This work investigates the problem of vessel fleet deployment for liner shipping. The objective is to minimize the total cost, i.e., the sum of vessel chartering cost and vessel-route operating cost. In the considered problem, the shipment demand for each route is uncertain and its distribution is unknown. Due to lacking historical data, we use the moment-based ambiguity set to characterize the unknown distributions of demands. We then introduce a distributionally robust model and propose a new approximation approach to solve this problem. Finally, numerical experiments are conducted to demonstrate the performance of our approximation approach.","PeriodicalId":8478,"journal":{"name":"Asia Pac. J. Oper. Res.","volume":"70 1","pages":"2250004:1-2250004:19"},"PeriodicalIF":0.0,"publicationDate":"2021-12-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91210940","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-15DOI: 10.1142/s021759592240005x
Yichen Yang, Zhaohui Liu
In this paper, we consider the problem of finding a sparse solution, with a minimal number of nonzero components, for a set of linear inequalities. This optimization problem is combinatorial and arises in various fields such as machine learning and compressed sensing. We present three new heuristics for the problem. The first two are greedy algorithms minimizing the sum of infeasibilities in the primal and dual spaces with different selection rules. The third heuristic is a combination of the greedy heuristic in the dual space and a local search algorithm. In numerical experiments, our proposed heuristics are compared with the weighted-[Formula: see text] algorithm and DCA programming with three different non-convex approximations of the zero norm. The computational results demonstrate the efficiency of our methods.
{"title":"Heuristics for Finding Sparse Solutions of Linear Inequalities","authors":"Yichen Yang, Zhaohui Liu","doi":"10.1142/s021759592240005x","DOIUrl":"https://doi.org/10.1142/s021759592240005x","url":null,"abstract":"In this paper, we consider the problem of finding a sparse solution, with a minimal number of nonzero components, for a set of linear inequalities. This optimization problem is combinatorial and arises in various fields such as machine learning and compressed sensing. We present three new heuristics for the problem. The first two are greedy algorithms minimizing the sum of infeasibilities in the primal and dual spaces with different selection rules. The third heuristic is a combination of the greedy heuristic in the dual space and a local search algorithm. In numerical experiments, our proposed heuristics are compared with the weighted-[Formula: see text] algorithm and DCA programming with three different non-convex approximations of the zero norm. The computational results demonstrate the efficiency of our methods.","PeriodicalId":8478,"journal":{"name":"Asia Pac. J. Oper. Res.","volume":"23 1","pages":"2240005:1-2240005:20"},"PeriodicalIF":0.0,"publicationDate":"2021-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81326547","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-13DOI: 10.1142/s0217595922400024
Yumin Ma, T. Li, Yongzhong Song, Xingju Cai
In this paper, we consider nonseparable convex minimization models with quadratic coupling terms arised in many practical applications. We use a majorized indefinite proximal alternating direction method of multipliers (iPADMM) to solve this model. The indefiniteness of proximal matrices allows the function we actually solved to be no longer the majorization of the original function in each subproblem. While the convergence still can be guaranteed and larger stepsize is permitted which can speed up convergence. For this model, we analyze the global convergence of majorized iPADMM with two different techniques and the sublinear convergence rate in the nonergodic sense. Numerical experiments illustrate the advantages of the indefinite proximal matrices over the positive definite or the semi-definite proximal matrices.
{"title":"Majorized iPADMM for Nonseparable Convex Minimization Models with Quadratic Coupling Terms","authors":"Yumin Ma, T. Li, Yongzhong Song, Xingju Cai","doi":"10.1142/s0217595922400024","DOIUrl":"https://doi.org/10.1142/s0217595922400024","url":null,"abstract":"In this paper, we consider nonseparable convex minimization models with quadratic coupling terms arised in many practical applications. We use a majorized indefinite proximal alternating direction method of multipliers (iPADMM) to solve this model. The indefiniteness of proximal matrices allows the function we actually solved to be no longer the majorization of the original function in each subproblem. While the convergence still can be guaranteed and larger stepsize is permitted which can speed up convergence. For this model, we analyze the global convergence of majorized iPADMM with two different techniques and the sublinear convergence rate in the nonergodic sense. Numerical experiments illustrate the advantages of the indefinite proximal matrices over the positive definite or the semi-definite proximal matrices.","PeriodicalId":8478,"journal":{"name":"Asia Pac. J. Oper. Res.","volume":"8 1","pages":"2240002:1-2240002:35"},"PeriodicalIF":0.0,"publicationDate":"2021-12-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75477890","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-11-20DOI: 10.1142/s0217595922400012
Jinmian Chen, Yukun Cheng, Zhiqi Xu
Cloud/fog computing resource pricing is a new paradigm in the blockchain mining scheme, as the participants would like to purchase the cloud/fog computing resource to speed up their mining processes. In this paper, we propose a novel two-stage game to study the optimal price-based cloud/fog computing resource management, in which the cloud/fog computing resource provider (CFP) is the leader, setting the resource price in Stage I, and the mining pools act as the followers to decide their demands of the resource in Stage II. Since mining pools are bounded rational in practice, we model the dynamic interactions among them by an evolutionary game in Stage II, in which each pool pursues its evolutionary stable demand based on the observed price, through continuous learning and adjustments. Backward induction method is applied to analyze the sub-game equilibrium in each stage. Specifically in Stage II, we first build a general study framework for the evolutionary game model, and then provide a detailed theoretical analysis for a two-pool case to characterize the conditions for the existence of different evolutionary stable solutions. Referring to the real world, we conduct a series of numerical experiments, whose results validate our theoretical findings for the case of two mining pools. Additionally, the impacts from the size of mining block, the unit transaction fee and the price of token on the decision makings of participants are also discussed.
{"title":"A Novel Two-Stage Game Model for Pricing Cloud/ Fog Computing Resource in Blockchain Systems","authors":"Jinmian Chen, Yukun Cheng, Zhiqi Xu","doi":"10.1142/s0217595922400012","DOIUrl":"https://doi.org/10.1142/s0217595922400012","url":null,"abstract":"Cloud/fog computing resource pricing is a new paradigm in the blockchain mining scheme, as the participants would like to purchase the cloud/fog computing resource to speed up their mining processes. In this paper, we propose a novel two-stage game to study the optimal price-based cloud/fog computing resource management, in which the cloud/fog computing resource provider (CFP) is the leader, setting the resource price in Stage I, and the mining pools act as the followers to decide their demands of the resource in Stage II. Since mining pools are bounded rational in practice, we model the dynamic interactions among them by an evolutionary game in Stage II, in which each pool pursues its evolutionary stable demand based on the observed price, through continuous learning and adjustments. Backward induction method is applied to analyze the sub-game equilibrium in each stage. Specifically in Stage II, we first build a general study framework for the evolutionary game model, and then provide a detailed theoretical analysis for a two-pool case to characterize the conditions for the existence of different evolutionary stable solutions. Referring to the real world, we conduct a series of numerical experiments, whose results validate our theoretical findings for the case of two mining pools. Additionally, the impacts from the size of mining block, the unit transaction fee and the price of token on the decision makings of participants are also discussed.","PeriodicalId":8478,"journal":{"name":"Asia Pac. J. Oper. Res.","volume":"25 1","pages":"2240001:1-2240001:22"},"PeriodicalIF":0.0,"publicationDate":"2021-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77941555","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-11-06DOI: 10.1142/s0217595922500026
J. Zhang, Yue Shi, Mengmeng Tong, Siying Li
Stochastic second-order cone programming (SSOCP) is an extension of deterministic second-order cone programming, which demonstrates underlying uncertainties in practical problems arising in economics engineering and operations management. In this paper, asymptotic analysis of sample average approximation estimator for SSOCP is established. Conditions ensuring the asymptotic normality of sample average approximation estimators for SSOCP are obtained and the corresponding covariance matrix is described in a closed form. Based on the analysis, the method to estimate the confidence region of a stationary point of SSOCP is provided and three examples are illustrated to show the applications of the method.
{"title":"Asymptotic Analysis for a Stochastic Second-Order Cone Programming and Applications","authors":"J. Zhang, Yue Shi, Mengmeng Tong, Siying Li","doi":"10.1142/s0217595922500026","DOIUrl":"https://doi.org/10.1142/s0217595922500026","url":null,"abstract":"Stochastic second-order cone programming (SSOCP) is an extension of deterministic second-order cone programming, which demonstrates underlying uncertainties in practical problems arising in economics engineering and operations management. In this paper, asymptotic analysis of sample average approximation estimator for SSOCP is established. Conditions ensuring the asymptotic normality of sample average approximation estimators for SSOCP are obtained and the corresponding covariance matrix is described in a closed form. Based on the analysis, the method to estimate the confidence region of a stationary point of SSOCP is provided and three examples are illustrated to show the applications of the method.","PeriodicalId":8478,"journal":{"name":"Asia Pac. J. Oper. Res.","volume":"17 1","pages":"2250002:1-2250002:25"},"PeriodicalIF":0.0,"publicationDate":"2021-11-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84183424","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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