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We study the quadratic cycle cover problem (QCCP), which aims to find a node-disjoint cycle cover in a directed graph with minimum interaction cost between successive arcs. We derive several semidefinite programming (SDP) relaxations and use facial reduction to make these strictly feasible. We investigate a nontrivial relationship between the transformation matrix used in the reduction and the structure of the graph, which is exploited in an efficient algorithm that constructs this matrix for any instance of the problem. To solve our relaxations, we propose an algorithm that incorporates an augmented Lagrangian method into a cutting-plane framework by utilizing Dykstra's projection algorithm. Our algorithm is suitable for solving SDP relaxations with a large number of cutting-planes. Computational results show that our SDP bounds and efficient cutting-plane algorithm outperform other QCCP bounding approaches from the literature. Finally, we provide several SDP-based upper bounding techniques, among which is a sequential Q-learning method that exploits a solution of our SDP relaxation within a reinforcement learning environment. Summary of Contribution: The quadratic cycle cover problem (QCCP) is the problem of finding a set of node-disjoint cycles covering all the nodes in a graph such that the total interaction cost between successive arcs is minimized. The QCCP has applications in many fields, among which are robotics, transportation, energy distribution networks, and automatic inspection. Besides this, the problem has a high theoretical relevance because of its close connection to the quadratic traveling salesman problem (QTSP). The QTSP has several applications, for example, in bioinformatics, and is considered to be among the most difficult combinatorial optimization problems nowadays. After removing the subtour elimination constraints, the QTSP boils down to the QCCP. Hence, an in-depth study of the QCCP also contributes to the construction of strong bounds for the QTSP. In this paper, we study the application of semidefinite programming (SDP) to obtain strong bounds for the QCCP. Our strongest SDP relaxation is very hard to solve by any SDP solver because of the large number of involved cutting-planes. Because of that, we propose a new approach in which an augmented Lagrangian method is incorporated into a cutting-plane framework by utilizing Dykstra's projection algorithm. We emphasize an efficient implementation of the method and perform an extensive computational study. This study shows that our method is able to handle a large number of cuts and that the resulting bounds are currently the best QCCP bounds in the literature. We also introduce several upper bounding techniques, among which is a distributed reinforcement learning algorithm that exploits our SDP relaxations. [ABSTRACT FROM AUTHOR]

This paper studies a distributionally robust multi-item newsvendor problem, where the demand distribution is unknown but specified with a general event-wise ambiguity set. Using the event-wise affine decision rules, we can obtain a conservative approximation formulation of the problem, which can typically be further reformulated as a linear program. In order to efficiently solve the resulting large-scale linear program, we develop a column generation-based decomposition scheme and speed up the computational efficiency by exploiting a special column selection strategy and stopping early based on a Karush-Kuhn-Tucker condition test. Focusing on the Wasserstein ambiguity set and the event-wise mean absolute deviation set, a computational study demonstrates both the computational efficiency of the proposed algorithm, which significantly outperforms a commercial solver and a Benders decomposition method, and the out-of-sample superiority of distributionally robust solutions relative to their sample average approximation counterparts. History: Accepted by Nicola Secomandi, Area Editor for Stochastic Models & Reinforcement Learning. Funding: This work was supported by the Natural Sciences and Engineering Research Council of Canada [492997-2016, RGPIN-2016-05208], the National Natural Science Foundation of China [71972012], Alliance de recherche numérique du Canada, and Canada Research Chairs [CRC-2018-00105]. It was also supported by Groupe d'études et de recherche en analyse des décisions (GERAD). Finally, this research was enabled in part by support provided by Digital Research Alliance of Canada (https://alliancecan.ca/en). Supplemental Material: The software that supports the findings of this study is available within the paper and its supplemental information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0010) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0010). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

This paper considers the problem of finding maximum volume (axis-aligned) inscribed boxes in a compact convex set, defined by a finite number of convex inequalities, and presents optimization and geometric approaches for solving them. Several optimization models are developed that can be easily generalized to find other inscribed geometric shapes such as triangles, rhombi, and squares. To find the largest volume axis-aligned inscribed rectangles in the higher dimensions, an interior-point method algorithm is presented and analyzed. For two-dimensional space, a parametrized optimization approach is developed to find the largest area (axis-aligned) inscribed rectangles in convex sets. The optimization approach provides a uniform framework for solving a wide variety of relevant problems. Finally, two computational geometric (1−ε) –approximation algorithms with sublinear running times are presented that improve the previous results. History: Accepted by Antonio Frangioni, Area Editor for Design & Analysis of Algorithms—Continuous. Funding: The author is grateful for the support of Northeastern University for this research. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0239) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0239). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

This paper focuses on the cardinality constrained mean-variance portfolio optimization, in which only a small number of assets are invested. We first treat the covariance matrix of asset returns as a diagonal matrix with a special matrix processing technique. Using the dual theory, we formulate the lower bound problem of the original problem as a max-min optimization. For the inner minimization problem with the cardinality constraint, we obtain its analytical solution for the portfolio weights. Then, the lower bound problem turns out to be a simple concave optimization with respect to the Lagrangian multipliers. Thus, the interval split method and the supergradient method are developed to solve it. Based on the precise lower bound, the depth-first branch and bound method are designed to find the global optimal investment selection strategy. Compared with other lower bounds and the current popular mixed integer programming solvers, such as CPLEX and SCIP, the numerical experiments show that our method has a high searching efficiency. History: Accepted by Pascal Van Hentenryck, Area Editor for Computational Modeling: Methods & Analysis. Funding: This work was supported by the National Natural Science Foundation of China [Grants 12101317, 12271071, and 11991024], the Natural Science Foundation of Jiangsu Province [Grant BK20200819], the Team Project of Innovation Leading Talent in Chongqing [Grant CQYC20210309536], the Contract System Project of Chongqing Talent Plan [Grant cstc2022ycjh-bgzxm0147], and the Philosophy and Social Science Fund of Education Department of Jiangsu Province [Grant 2020SJA0168]. K.F.C. Yiu is supported in part by the Research Grants Council of Hong Hong [Grant PolyU 15223419], the Hong Kong Polytechnic University [Grants 4-ZZPT and 1-WZ0E], and the Research Centre for Quantitative Finance [Grant 1-CE03]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0344) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0344). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

Given the abundance of images related to operations that are being captured and stored, it behooves firms to innovate systems using image processing to improve operational performance that refers to any activity that can save labor cost. In this paper, we use deep learning techniques, combined with classic image/signal processing methods, to propose a pipeline to solve certain types of object counting and layer characterization problems in firm operations. Using data obtained by us through a collaborative effort with real manufacturers, we demonstrate that the proposed pipeline method is able to achieve higher than 93% accuracy in layer and log counting. Theoretically, our study conceives, constructs, and evaluates proof of concept of a novel pipeline method in characterizing and quantifying the number of defined items with images, which overcomes the limitations of methods based only on deep learning or signal processing. Practically, our proposed method can help firms significantly reduce labor costs and/or improve quality and inventory control by recording the number of products in real time, more accurately and with minimal up-front technological investment. The codes and data are made publicly available online through the INFORMS Journal on Computing GitHub site. History: Accepted by Ram Ramesh, Area Editor for Data Science and Machine Learning. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0260) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0260). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

A gray market emerges when some distributors divert products to unauthorized distributors/retailers to make sneaky profits from the manufacturers' differential channel incentives, such as quantity discounts. Traditionally, manufacturers rely heavily on internal audits to periodically investigate the flows of products and funds so as to deter the gray market; however, this is too costly given the large number of distributors and their huge volumes of orders. Owing to the advances in data analytics techniques, the ordering quantities of a distributor over time, which form multivariate time series, can help reveal suspicious product diversion behaviors and narrow the audit scope drastically. To that end, in this paper, we build on the recent advancement of representation learning for time series and adopt a sequence autoencoder to automatically characterize the overall demand patterns. To cope with the underlying entangled factors and interfering information in the multivariate time series of ordering quantities, we develop a disentangled learning scheme to construct more effective sequence representations. An interdistributor correlation regularization is also proposed to ensure more reliable representations. Finally, given the highly scarce anomaly labels for the detection task, an unsupervised deep generative model based on the learned representations of the distributors is developed to estimate the densities of distributions, which enables the anomaly scores generated through end-to-end learning. Extensive experiments on a real-world distribution channel data set and a larger simulated data set empirically validate our model's superior and robust performances compared with several state-of-the-art baselines. Additionally, our illustrative economic analysis demonstrates that the manufacturers can launch more targeted and cost-effective audits toward the suspected distributors recommended by our model so as to deter the gray market. History: Accepted by Ram Ramesh, Area Editor for Data Science & Machine Learning. Funding: This work was supported by the National Natural Science Foundation of China [Grants 72031001, 72301017, 72371011, and 72242101]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0155) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0155). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

Chemotherapy drug administration is a complex problem that often requires expensive clinical trials to evaluate potential regimens; one way to alleviate this burden and better inform future trials is to build reliable models for drug administration. This paper presents a mixed-integer program for combination chemotherapy (utilization of multiple drugs) optimization that incorporates various important operational constraints and, besides dose and concentration limits, controls treatment toxicity based on its effect on the count of white blood cells. To address the uncertainty of tumor heterogeneity, we also propose chance constraints that guarantee reaching an operable tumor size with a high probability in a neoadjuvant setting. We present analytical results pertinent to the accuracy of the model in representing biological processes of chemotherapy and establish its potential for clinical applications through a numerical study of breast cancer. History: Accepted by Paul Brooks, Area Editor for Applications in Biology, Medicine, & Healthcare. Funding: This work was supported by the National Science Foundation [Grants CMMI-1933369 and CMMI-1933373]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0207) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0207). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

The concept of proper equilibrium was established as a strict refinement of perfect equilibrium. This establishment has significantly advanced the development of game theory and its applications. Nonetheless, it remains a challenging problem to compute such an equilibrium. This paper develops a differentiable path-following method with a compact formulation to compute a proper equilibrium. The method incorporates square-root-barrier terms into payoff functions with an extra variable and constitutes a square-root-barrier game. As a result of this barrier game, we acquire a smooth path to a proper equilibrium. To further reduce the computational burden, we present a compact formulation of an ε-proper equilibrium with a polynomial number of variables and equations. Numerical results show that the differentiable path-following method is numerically stable and efficient. Moreover, by relaxing the requirements of proper equilibrium and imposing Selten's perfection, we come up with the notion of perfect d-proper equilibrium, which approximates a proper equilibrium and is less costly to compute. Numerical examples demonstrate that even when d is rather large, a perfect d-proper equilibrium remains to be a proper equilibrium. History: Accepted by Antonio Frangioni, Area Editor for Design & Analysis of Algorithms-Continuous. Funding: This work was partially supported by General Research Fund (GRF) CityU 11306821 of Hong Kong SAR Government. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0148) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0148). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

In this paper, we present BilevelJuMP.jl, a new Julia package to support bilevel optimization within the JuMP framework. The package is a Julia library that enables the user to describe both upper and lower-level optimization problems using the JuMP algebraic syntax. Because of the generality and flexibility that our library inherits from JuMP's syntax, our package allows users to model bilevel optimization problems with conic constraints in the lower level and all constraints supported by JuMP in the upper level including conic, quadratic, and nonlinear constraints. Moreover, the models defined with the syntax from BilevelJuMP.jl can be solved by multiple techniques that are based on reformulations as mathematical programs with equilibrium constraints (MPEC). Manipulations on the original problem data are possible due to MathOptInterface.jl's structures and Dualization.jl features. Hence, the proposed package allows quick modeling, deployment, and thereby experimenting with bilevel models based on off-the-shelf mixed-integer linear programming and nonlinear solvers. History: Accepted by Ted Ralphs, Area Editor for Software Tools. Funding: The authors were partially supported by the Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - Brasil (CAPES) - Finance Code 001. The work of A. Street was also partially supported by Fundação Carlos Chagas Filho de Amparo à Pesquisa do Estado do Rio de Janeiro (FAPERJ) and Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq). The work was partially funded by the project P&D ANEEL PD-00403-0050/2020 sponsored by ENGIE BRASIL ENERGIA S.A. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0135) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0135). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

In recent years, there has been an increasing need to understand the complex interdependencies between critical infrastructure systems, for example, electric power, natural gas, and potable water. Whereas open-source and commercial tools for the independent simulation of these systems are well established, frameworks for cosimulation with other systems are nascent and tools for co-optimization are scarce—the major challenge being the hidden combinatorics that arise when connecting multiple-infrastructure system models. Building toward a comprehensive solution for modeling interdependent infrastructure systems, this work presents InfrastructureModels, an extensible, open-source mathematical programming framework for co-optimizing multiple interdependent infrastructures. This work provides new insights into methods and programming abstractions that make state-of-the-art independent infrastructure models composable with minimal additional effort. To that end, this paper presents the design of the InfrastructureModels framework, documents key components of the software's implementation, and demonstrates its effectiveness with three case studies on canonical co-optimization tasks arising in interdependent infrastructure systems. History: Accepted by Ted Ralphs, Area Editor for Software Tools. Funding: The work was funded by Los Alamos National Laboratory's Directed Research and Development project "The Optimization of Machine Learning: Imposing Requirements on Artificial Intelligence" and the U.S. Department of Energy's Office of Electricity Advanced Grid Modeling projects "Joint Power System and Natural Gas Pipeline Optimal Expansion Planning" and "Coordinated Planning and Operation of Water and Power Infrastructures for Increased Resilience and Reliability." This work was carried out under the U.S. DOE contract no. [DE-AC52-06NA25396]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0118) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0118). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

Rank aggregation combines the preference rankings of multiple alternatives from different voters into a single consensus ranking, providing a useful model for a variety of practical applications but posing a computationally challenging problem. In this paper, we provide an effective hybrid evolutionary ranking algorithm to solve the rank aggregation problem with both complete and partial rankings. The algorithm features a semantic crossover based on concordant pairs and an enhanced late acceptance local search method reinforced by a relaxed acceptance and replacement strategy and a fast incremental evaluation mechanism. Experiments are conducted to assess the algorithm, indicating a highly competitive performance on both synthetic and real-world benchmark instances compared with state-of-the-art algorithms. To demonstrate its practical usefulness, the algorithm is applied to label ranking, a well-established machine learning task. We additionally analyze several key algorithmic components to gain insight into their operation. History: Accepted by Erwin Pesch, Area Editor for Heuristic Search & Approximation Algorithms. Funding: This work was supported by the National Natural Science Foundation of China [Grant 72371157] and Shanghai Pujiang Programme [Grant 23PJC069]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0019) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0019). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

Sample average approximation (SAA), the standard approach to stochastic mixed-integer programming, does not provide guidance for cases with limited computational budgets. In such settings, variance reduction is critical in identifying good decisions. This paper explores two closely related ensemble methods to determine effective decisions with a probabilistic guarantee. (a) The first approach recommends a decision by coordinating aggregation in the space of decisions as well as aggregation of objective values. This combination of aggregation methods generalizes the bagging method and the "compromise decision" of stochastic linear programming. Combining these concepts, we propose a stopping rule that provides an upper bound on the probability of early termination. (b) The second approach applies efficient computational budget allocation for objective function evaluation and contributes to identifying the best solution with a predicted lower bound on the probability of correct selection. It also reduces the variance of the upper bound estimate at optimality. Furthermore, it adaptively selects the evaluation sample size. Both approaches provide approximately optimal solutions even in cases with a huge number of scenarios, especially when scenarios are generated by using oracles/simulators. Finally, we demonstrate the effectiveness of these methods via extensive computational results for "megascale" (extremely large scale) stochastic facility location problems. History: Accepted by Pascal Van Hentenryck, Area Editor for Computational Modeling: Methods & Analysis. Funding: This work was supported by The Office of Naval Research [Grant N00014-20-1-2077] and the Air Force Office of Scientific Research [Grant FA9550-20-1-0006]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2021.0324) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2021.0324). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

Ride-hailing services have expanded the role of shared mobility in passenger transportation systems, creating new markets and creative planning solutions for major urban centers. In this paper, we consider their use for the first-mile or last-mile passenger transportation in coordination with a mass transit service to provide a seamless multimodal transportation experience for the user. A system that provides passengers with predictable information on travel and waiting times in their commutes is immensely valuable. We envision that the passengers will inform the system of their desired travel and arrival windows so that the system can jointly optimize the schedules of passengers. The problem we study balances minimizing travel time and the number of trips taken by the last-mile vehicles, so that long-term planning, maintenance, and environmental impact are all taken into account. We focus on the case where the last-mile service aggregates passengers by destination. We show that this problem is NP-hard, and we propose a decision diagram–based branch-and-price decomposition model that can solve instances of real-world size (10,000 passengers spread over an hour, 50 last-mile destinations, 600 last-mile vehicles) in computational time (∼1 minute) that is orders of magnitude faster than the solution times of other methods appearing in the literature. Our experiments also indicate that aggregating passengers by destination on the last-mile service provides high-quality solutions to more general settings. History: Accepted by Pascal Van Hentenryck, Area Editor for Computational Modeling: Methods and Analysis. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2019.0163) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2019.0163). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

The prediction of posttraumatic stress disorder (PTSD) has gained a lot of interest in clinical studies. Identifying patients with a high risk of PTSD can guide mental healthcare workers when making treatment decisions. The main goal of this paper is to propose several Bayesian network (BN) models to assess the probability that a veteran has PTSD when first visiting a U.S. Department of Veteran Affairs (VA) facility seeking medical care. The current practice is to use a five-question test called PC-PTSD-5. We aim to use the PC-PTSD-5 test, which is currently administered to most incoming new patients, and demographic information, military service history, and medical history. We construct a Bayes information criterion score-based BN, a group L2-regularized BN (GL2-regularized BN), and a naïve Bayes BN to assess the probability that a patient has PTSD. The GL2-regularized BN is a new method for constructing a BN motivated by some of the challenges of analyzing this data set. A secondary goal is to identify which features are important in predicting PTSD. We discover that the following features help compute the probability of PTSD: PC-PTSD-5, service-connected flag, combat flag, agent orange flag, military sexual trauma flag, traumatic brain injury, and age. History: Accepted by Ram Ramesh, Area Editor for Data Science & Machine Learning. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2021.0174) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2021.0174). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

The INFORMS Journal on Computing has announced the winners of the Test of Time Paper Award, covering the years 1997-2001. The winning paper, "Algorithms for Hybrid MILP/CP Models for a Class of Optimization Problems" by Vipul Jain and Ignacio E. Grossmann, is recognized for its early and influential application of logical Benders decomposition. The paper's contributions have stimulated significant research in logical Benders decomposition, branch and check, and branch and price and check, with applications in various domains. The authors express their gratitude for the recognition and discuss the motivation and methodology behind their research. [Extracted from the article]

In this paper we consider the fundamental scheduling problem of minimizing the weighted number of tardy jobs on a single machine. We present a simple pseudo polynomial-time algorithm for this problem that improves upon the classical Lawler and Moore algorithm from the late 60's under certain scenarios and parameter settings. Our algorithm uses (max,+)-convolutions as its main tool, exploiting recent improved algorithms for computing such convolutions, and obtains several different running times depending on the specific improvement used. We also provide a related lower bound for the problem under a variant of the well-known Strong Exponential Time Hypothesis (SETH). History: Accepted by Andrea Lodi, Area Editor for Design & Analysis of Algorithms – Discrete. Funding: This work was supported by the Israel Science Foundation [Grant 1070/20]. [ABSTRACT FROM AUTHOR]

Online reviews published on the e-commerce platform provide a new source of information for designers to develop new products. Past research on new product development (NPD) using user-generated textual data commonly focused solely on extracting and identifying product features to be improved. However, the competitive analysis of product features and more specific improvement strategies have not been explored deeply. This study fully uses the rich semantic attributes of online review texts and proposes a novel online review–driven modeling framework. This new approach can extract fine-grained product features; calculate their importance, performance, and competitiveness; and build a competitiveness network for each feature. As a result, decision making is assisted, and specific product improvement strategies are developed for NPD beyond existing modeling approaches in this domain. Specifically, online reviews are first classified into redesign- and innovation-related themes using a multiple embedding model, and the redesign and innovation product features can be extracted accordingly using a mutual information multilevel feature extraction method. Moreover, the importance and performance of features are calculated, and the competitiveness and competitiveness network of features are obtained through a personalized unidirectional bipartite graph algorithm. Finally, the importance performance competitiveness analysis plot is constructed, and the product improvement strategy is developed via a multistage combined search algorithm. Case studies and comparative experiments show the effectiveness of the proposed method and provide novel business insights for stakeholders, such as product providers, managers, and designers. History: Accepted by Ram Ramesh, Area Editor for Data Science and Machine Learning. Funding: This work was supported by the National Natural Science Foundation of China [Project 72071151] and the Natural Science Foundation of Hubei Province, China [Grant 2023CFB712]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0333) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0333). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

We apply supervised learning to a general problem in queueing theory: using a neural net, we develop a fast and accurate predictor of the stationary system-length distribution of a GI/GI/1 queue—a fundamental queueing model for which no analytical solutions are available. To this end, we must overcome three main challenges: (i) generating a large library of training instances that cover a wide range of arbitrary interarrival and service time distributions, (ii) labeling the training instances, and (iii) providing continuous arrival and service distributions as inputs to the neural net. To overcome (i), we develop an algorithm to sample phase-type interarrival and service time distributions with complex transition structures. We demonstrate that our distribution-generating algorithm indeed covers a wide range of possible positive-valued distributions. For (ii), we label our training instances via quasi-birth-and-death(QBD) that was used to approximate PH/PH/1 (with phase-type arrival and service process) as labels for the training data. For (iii), we find that using only the first five moments of both the interarrival and service times distribution as inputs is sufficient to train the neural net. Our empirical results show that our neural model can estimate the stationary behavior of the GI/GI/1—far exceeding other available methods in terms of both accuracy and runtimes. History: Ram Ramesh, Area Editor for Data Science and Machine Learning. Funding: O. Baron received financial support from the Natural Sciences and Engineering Research Council of Canada (NERC) [Grant 458051]. D. Krass received financial support from the NERC [Grant 458395]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0263) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0263). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

Projecting a vector onto a simplex is a well-studied problem that arises in a wide range of optimization problems. Numerous algorithms have been proposed for determining the projection; however, the primary focus of the literature is on serial algorithms. We present a parallel method that decomposes the input vector and distributes it across multiple processors for local projection. Our method is especially effective when the resulting projection is highly sparse, which is the case, for instance, in large-scale problems with independent and identically distributed (i.i.d.) entries. Moreover, the method can be adapted to parallelize a broad range of serial algorithms from the literature. We fill in theoretical gaps in serial algorithm analysis and develop similar results for our parallel analogues. Numerical experiments conducted on a wide range of large-scale instances, both real world and simulated, demonstrate the practical effectiveness of the method. History: Accepted by Antonio Frangioni, Area Editor for Design & Analysis of Algorithms—Continuous. Funding: This work was supported by the Office of Naval Research [Grant N00014-23-1-2632]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0328) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0328). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

Cut-generating linear programs (CGLPs) play a key role as a separation oracle to produce valid inequalities for the feasible region of mixed-integer programs. When incorporated inside branch-and-bound, the cutting planes obtained from CGLPs help to tighten relaxations and improve dual bounds. However, running the CGLPs at the nodes of the branch-and-bound tree is computationally cumbersome due to the large number of node candidates and the lack of a priori knowledge on which nodes admit useful cutting planes. As a result, CGLPs are often avoided at default settings of branch-and-cut algorithms despite their potential impact on improving dual bounds. In this paper, we propose a novel framework based on machine learning to approximate the optimal value of a CGLP class that determines whether a cutting plane can be generated at a node of the branch-and-bound tree. Translating the CGLP as an indicator function of the objective function vector, we show that it can be approximated through conventional data classification techniques. We provide a systematic procedure to efficiently generate training data sets for the corresponding classification problem based on the CGLP structure. We conduct computational experiments on benchmark instances using classification methods such as logistic regression. These results suggest that the approximate CGLP obtained from classification can improve the solution time compared with that of conventional cutting plane methods. Our proposed framework can be efficiently applied to a large number of nodes in the branch-and-bound tree to identify the best candidates for adding a cut. History: Accepted by Andrea Lodi, Area Editor for Design & Analysis of Algorithms—Discrete. Supplemental Material: The e-companion is available at https://doi.org/10.1287/ijoc.2022.0241. [ABSTRACT FROM AUTHOR]

An algorithm for the two-stage robust optimization surgery-to-operating room allocation problem is presented. The second-stage problem is an integer linear program whose convex hull is approximated using three types of specialized valid inequalities and Chvátal-Gomory cuts. The resulting linear relaxation of the second-stage problem is then dualized and integrated into the first-stage problem. The resulting mixed integer linear program, which is an approximation of the original problem, is then solved using a commercial solver. If the solution of this model is not optimal for the second-stage problem, valid inequalities for the second-stage problem are generated, yielding a type of column-generation based approach that we refer to as the sequential follower refinement (SFR) algorithm. Data from an academic medical center are used to compare the computational performance of SFR with the constraint and column generation (C&CG) algorithm, which is the only exact approach that has been specifically applied for this problem in the literature. An extensive numerical study of SFR and its computational characteristics is presented that shows that SFR yields better-quality solutions compared with C&CG, even as the termination criterion of SFR is met much sooner, especially for problems involving higher number of surgeries. History: Accepted by Paul Brooks, Area Editor for Applications in Biology, Medicine, & Healthcare. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0191) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0191). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

Recently a class of second-order cone representable convex inequalities called lifted bilinear cover inequalities were introduced, which are valid for a set described by a separable bilinear constraint together with bounds on variables. In this paper, we study the computational potential of these inequalities for separable bilinear optimization problems. We first prove that the semidefinite programming relaxation provides no benefit over the McCormick relaxation for such problems. We then design a simple randomized separation heuristic for lifted bilinear cover inequalities. In our computational experiments, we separate many rounds of these inequalities starting from McCormick's relaxation of instances where each constraint is a separable bilinear constraint set. We demonstrate that there is a significant improvement in the performance of a state-of-the-art global solver in terms of gap closed, when these inequalities are added at the root node compared with when they are not. History: Accepted by Andrea Lodi, Area Editor for Design & Analysis of Algorithms – Discrete. Funding: S. S. Dey gratefully acknowledges the support by the Office of Naval Research [Grant N000141912323]. [ABSTRACT FROM AUTHOR]

LU and Cholesky matrix factorization algorithms are core subroutines used to solve systems of linear equations (SLEs) encountered when solving an optimization problem. Standard floating-point algorithms are highly efficient but remain susceptible to the accumulation of round-off errors, which can lead solvers to return feasibility and optimality claims that are actually invalid. This paper introduces a novel direct solution approach for solving sequences of closely related SLEs encountered in nonlinear programming efficiently and without round-off errors. Specifically, it introduces rank-one update algorithms for the round-off error–free factorization framework, a tool set built on integer-preserving arithmetic that has led to the development and implementation of extremely reliable subroutines for solving SLEs occurring in linear programming. The formal guarantees of the presented algorithms are established through the derivation of theoretical insights. Their advantages are supported with computational experiments, which demonstrate upward of 75× improvements over exact factorization runtimes on fully dense matrices with more than one million entries. A significant advantage of the featured integer-preserving framework is that the length of any matrix coefficient produced by its algorithms is bounded polynomially in the size of the inputs without having to resort to greatest common divisor operations, which are required by and thereby hinder an efficient implementation of exact rational arithmetic approaches. History: Accepted by Antonio Frangioni, Area Editor for Design & Analysis of Algorithms–Continuous. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2021.0331) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2021.0331). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

Presolving has become an essential component of modern mixed integer program (MIP) solvers, both in terms of computational performance and numerical robustness. In this paper, we present PaPILO, a new C++ header-only library that provides a large set of presolving routines for MIP and linear programming problems from the literature. The creation of PaPILO was motivated by the current lack of (a) solver-independent implementations that (b) exploit parallel hardware and (c) support multiprecision arithmetic. Traditionally, presolving is designed to be fast. Whenever necessary, its low computational overhead is usually achieved by strict working limits. PaPILO's parallelization framework aims at reducing the computational overhead also when presolving is executed more aggressively or is applied to large-scale problems. To rule out conflicts between parallel presolve reductions, PaPILO uses a transaction-based design. This helps to avoid both the memory-intensive allocation of multiple copies of the problem and special synchronization between presolvers. Additionally, the use of Intel's Threading Building Blocks library aids PaPILO in efficiently exploiting recursive parallelism within expensive presolving routines, such as probing, dominated columns, or constraint sparsification. We provide an overview of PaPILO's capabilities and insights into important design choices. History: Accepted by Ted Ralphs, Area Editor for Software Tools. Funding: This work has been financially supported by Research Campus MODAL, funded by the German Federal Ministry of Education and Research [Grants 05M14ZAM, 05M20ZBM], and the European Union's Horizon 2020 research and innovation programme under grant agreement No 773897 (plan4res). The content of this paper only reflects the author's views. The European Commission / Innovation and Networks Executive Agency is not responsible for any use that may be made of the information it contains. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0171), as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0171). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

When designing a patrol route, it is often necessary to pay more attention to locations with high crime rates. In this paper, we study a patrol routing problem for a fleet of patrol cars patrolling a region with a high-crime neighborhood (HCN) consisting of multiple hot spots. Considering the disorder and chaos in the HCN, at least one patrol car is required in the HCN at any given time during the patrol. We call this routing problem the hot spot coverage patrol problem (HSCPP). In the HSCPP, the importance of a patrol location is quantified by a prize, and the prize is collected if a patrol car visits the location. Our objective is to maximize the sum of prizes collected by the patrol cars, obeying all operational requirements. We propose mathematical formulations and develop several solution approaches for the HSCPP. The global approach consists of finding the routing solution for all patrol cars with a single integer programming (IP) formulation. The partition approach involves first partitioning the region geographically and solving the routing problem in each subregion with two IP formulations. Next, we strengthen the partition approach by developing a column generation (CG) approach in which the initial columns of the CG approach are the solutions generated from the partition approach. We conduct a detailed computational case study using instances based on real crime data from Montgomery County, Maryland. To further understand the computational tractability of our solution approaches, we also perform a sensitivity analysis using synthetic instances under various scenarios. History: Accepted by Erwin Pesch, Area Editor for Heuristic Search & Approximation Algorithms. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0192) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0192). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

The p-hub center problem is a fundamental model for the strategic design of hub location. It aims at constructing p fully interconnected hubs and links from nodes to hubs so that the longest path between any two nodes is minimized. Existing literature on the p-hub center problem under uncertainty often assumes a joint distribution of travel times, which is difficult (if not impossible) to elicit precisely. In this paper, we bridge the gap by investigating two distributionally robust chance-constrained models that cover, respectively, an existing stochastic one under independent normal distribution and one that is based on the sample average approximation approach as a special case. We derive deterministic reformulations as a mixed-integer program wherein a large number of constraints can be dynamically added via a constraint-generation approach to accelerate computation. Counterparts of our models in the emerging robust satisficing framework are also discussed. Extensive numerical experiments demonstrate the encouraging out-of-sample performance of our proposed models as well as the effectiveness of the constraint-generation approach. History: Accepted by Pascal Van Hentenryck, Area Editor for Computational Modeling: Methods & Analysis. Funding: This work is partially supported by the National Natural Science Foundation of China [Grants 72101187 and 72021002] and Early Career Scheme from the Hong Kong Research Grants Council General Research Fund [Grant 9043424] and NSFC/RGC Joint Research Scheme N_CityU105/21. Y. Zhao is supported by the Ministry of Education, Singapore, under its 2019 Academic Research Fund Tier 3 grant call [Grant MOE-2019-T3-1-010]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0113) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0113). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

In this paper, we consider the problem of learning a regression function without assuming its functional form. This problem is referred to as symbolic regression. An expression tree is typically used to represent a solution function, which is determined by assigning operators and operands to the nodes. Cozad and Sahinidis propose a nonconvex mixed-integer nonlinear program (MINLP), in which binary variables are used to assign operators and nonlinear expressions are used to propagate data values through nonlinear operators, such as square, square root, and exponential. We extend this formulation by adding new cuts that improve the solution of this challenging MINLP. We also propose a heuristic that iteratively builds an expression tree by solving a restricted MINLP. We perform computational experiments and compare our approach with a mixed-integer program–based method and a neural network–based method from the literature. History: Accepted by Pascal Van Hentenryck, Area Editor for Computational Modeling: Methods & Analysis. Funding: This work was supported by the Applied Mathematics activity within the U.S. Department of Energy, Office of Science, Advanced Scientific Computing Research [Grant DE-AC02-06CH11357]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0050) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0050). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

Truck platooning technology allows trucks to drive at short headways to save fuel and associated emissions. However, fuel savings from platooning are relatively small, so forming platoons should be convenient and associated with minimum detours and delays. In this paper, we focus on developing optimization technology to form truck platoons. We formulate a mathematical program for the platoon routing problem with time windows (PRP-TW) based on a time–space network. We provide polynomial-time algorithms to solve special cases of PRP-TW with two-truck platoons. Based on these special cases, we build several fast heuristics. An extensive set of numerical experiments shows that our heuristics perform well. Moreover, we show that simple two-truck platoons already capture most of the potential savings of platooning. History: Accepted by Pascal van Hentenryck, Area Editor for Computational Modeling: Methods and Analysis. Funding: This work was supported by the Netherlands Organization for Scientific Research (NWO) as part of the Spatial and Transport Impacts of Automated Driving [Grant 438-15-161] project. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2020.0302) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2020.0302). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

The article announces the appointment of Russell Bent as the new Area Editor of the Network Optimization: Algorithms and Applications area of the INFORMS Journal on Computing. The article also provides a description of the Network Optimization Area, which focuses on networks in various fields such as social, natural, physical, and engineering sciences. It highlights the importance of combining computational methods with impactful demonstrations on application domains. Additionally, the article announces the winners of the INFORMS Journal on Computing Test of Time Paper Award for the years 1998-2002, which was awarded to the paper "Lifted Cover Inequalities for 0-1 Integer Programs: Computation" by Zonghao Gu, George L. Nemhauser, and Martin W. P. Savelsbergh. The paper is recognized for its contribution to the practical performance of mixed integer-programming solvers. [Extracted from the article]

Theoretical studies on evolutionary algorithms have developed vigorously in recent years. Many such algorithms have theoretical guarantees in both running time and approximation ratio. Some approximation mechanism seems to be inherently embedded in many evolutionary algorithms. In this paper, we identify such a relation by proposing a unified analysis framework for a global simple multiobjective evolutionary algorithm (GSEMO) and apply it on a minimum weight general cover problem, which is general enough to subsume many important problems including the minimum submodular cover problem in which the submodular function is real-valued, and the minimum connected dominating set problem for which the potential function is nonsubmodular. We show that GSEMO yields theoretically guaranteed approximation ratios matching those achievable by a greedy algorithm in expected polynomial time when the potential function g is polynomial in the input size and the minimum gap between different g-values is a constant. History: Accepted by Erwin Pesch, Area Editor for Heuristic Search & Approximation Algorithms. Funding: This work was supported by National Natural Science Foundation of China [11771013, U20A2068]; Zhejiang Provincial Natural Science Foundation of China [LD19A010001]. [ABSTRACT FROM AUTHOR]

We introduce a bundle method for the unconstrained minimization of nonsmooth difference-of-convex (DC) functions, and it is based on the calculation of a special type of descent direction called descent–ascent direction. The algorithm only requires evaluations of the minuend component function at each iterate, and it can be considered as a parsimonious bundle method as accumulation of information takes place only in case the descent–ascent direction does not provide a sufficient decrease. No line search is performed, and proximity control is pursued independent of whether the decrease in the objective function is achieved. Termination of the algorithm at a point satisfying a weak criticality condition is proved, and numerical results on a set of benchmark DC problems are reported. History: Accepted by Antonio Frangioni, Area Editor for Design & Analysis of Algorithms – Continuous. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2023.0142) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2023.0142). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

We introduce DiffOpt.jl, a Julia library to differentiate through the solution of optimization problems with respect to arbitrary parameters present in the objective and/or constraints. The library builds upon MathOptInterface, thus leveraging the rich ecosystem of solvers and composing well with modeling languages like JuMP. DiffOpt offers both forward and reverse differentiation modes, enabling multiple use cases from hyperparameter optimization to backpropagation and sensitivity analysis, bridging constrained optimization with end-to-end differentiable programming. DiffOpt is built on two known rules for differentiating quadratic programming and conic programming standard forms. However, thanks to its ability to differentiate through model transformations, the user is not limited to these forms and can differentiate with respect to the parameters of any model that can be reformulated into these standard forms. This notably includes programs mixing affine conic constraints and convex quadratic constraints or objective function. History: Accepted by Ted Ralphs, Area Editor for Software Tools. Funding: The work of A. Sharma on DiffOpt.jl was funded by the Google Summer of Code program through NumFocus. M. Besançon was partially supported through the Research Campus Modal funded by the German Federal Ministry of Education and Research [Grant 05M14ZAM, 05M20ZBM]. J. Dias Garcia was supported in part by the Coordenação de Aperfeiçoamento de Pessoal de Nível Superior – Brasil (CAPES) – Finance Code 001. B. Legat was supported by a BAEF Postdoctoral Fellowship, the NSF [Grant OAC-1835443], and the ERC Adv. [Grant 885682]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0283), as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0283). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

In this paper, we study the classic submodular maximization problem subject to a group equality constraint under both nonadaptive and adaptive settings. It is shown that the utility function of many machine learning applications, including data summarization, influence maximization in social networks, and personalized recommendation, satisfies the property of submodularity. Hence, maximizing a submodular function subject to various constraints can be found at the heart of many of those applications. On a high level, submodular maximization aims to select a group of most representative items (e.g., data points). However, the design of most existing algorithms does not incorporate the fairness constraint, leading to underrepresentation or overrepresentation of some particular groups. This motivates us to study the submodular maximization problem with group equality, in which we aim to select a group of items to maximize a (possibly nonmonotone) submodular utility function subject to a group equality constraint. To this end, we develop the first constant-factor approximation algorithm for this problem. The design of our algorithm is robust enough to be extended to solving the submodular maximization problem under a more complicated adaptive setting. Moreover, we further extend our study to incorporating a global cardinality constraint and other fairness notations. History: Accepted by Andrea Lodi, Area Editor for Design & Analysis of Algorithms–Discrete. Supplemental Material: The online supplement is available at https://doi.org/10.1287/ijoc.2022.0384. [ABSTRACT FROM AUTHOR]

We consider dynamic gas transport optimization problems, which lead to large-scale and nonconvex mixed-integer nonlinear optimization problems (MINLPs) on graphs. Usually, the resulting instances are too challenging to be solved by state-of-the-art MINLP solvers. In this paper, we use graph decompositions to obtain multiple optimization problems on smaller blocks, which can be solved in parallel and may result in simpler classes of optimization problems because not every block necessarily contains mixed-integer or nonlinear aspects. For achieving feasibility at the interfaces of the several blocks, we employ a tailored consensus-based penalty alternating direction method. Our numerical results show that such decomposition techniques can outperform the baseline approach of just solving the overall MINLP from scratch. However, a complete answer to the question of how to decompose MINLPs on graphs in dependence of the given model is still an open topic for future research. History: Accepted by Andrea Lodi, Area Editor for Design & Analysis of Algorithms–Discrete. Funding: This work was supported by Deutsche Forschungsgemeinschaft [Grant TRR 154]. [ABSTRACT FROM AUTHOR]

For an unbalanced cooperative game, its grand coalition can be stabilized by some instruments, such as subsidization and penalization, that impose new cost terms to certain coalitions. In this paper, we study an alternative instrument, referred to as cost adjustment, that does not need to impose any new coalition-specific cost terms. Specifically, our approach is to adjust existing cost coefficients of the game under which (i) the game becomes balanced so that the grand coalition becomes stable, (ii) a desired way of cooperation is optimal for the grand coalition to adopt, and (iii) the total cost to be shared by the grand coalition is within a prescribed range. Focusing on a broad class of cooperative games, known as integer minimization games, we formulate the problem on how to optimize the cost adjustment as a constrained inverse optimization problem. We prove NP -hardness and derive easy-to-check feasibility conditions for the problem. Based on two linear programming reformulations, we develop two solution algorithms. One is a cutting-plane algorithm, which runs in polynomial time when the corresponding separation problem is polynomial time solvable. The other needs to explicitly derive all the inequalities of a linear program, which runs in polynomial time when the linear program contains only a polynomial number of inequalities. We apply our models and solution algorithms to two typical unbalanced games, including a weighted matching game and an uncapacitated facility location game, showing that their optimal cost adjustments can be obtained in polynomial time. History: Accepted by Area Editor Andrea Lodi for Design & Analysis of Algorithms—Discrete. Funding: This work was supported by the National Natural Science Foundation of China [Grants 72022018 and 72091210]; the Research Grants Council of the Hong Kong SAR, China [Grant 16210020]; Hong Kong Polytechnic University [Grant P0032007]; and the Youth Innovation Promotion Association, Chinese Academy of Sciences [Grant 2021454]. Supplemental Material: The online appendix is available at https://doi.org/10.1287/ijoc.2022.0268. [ABSTRACT FROM AUTHOR]

In the context of community detection, correlation clustering (CC) provides a measure of balance for social networks as well as a tool to explore their structures. However, CC does not encompass features such as the mediation between the clusters, which could be all the more relevant with the recent rise of ideological polarization. In this work, we study correlation clustering under mediation (CCM), a new variant of CC in which a set of mediators is determined. This new signed graph clustering problem is proved to be NP-hard and formulated as an integer programming formulation. An extensive investigation of the mediation set structure leads to the development of two efficient exact enumeration algorithms for CCM. The first one exhaustively enumerates the maximal sets of mediators in order to provide several relevant solutions. The second algorithm implements a pruning mechanism, which drastically reduces the size of the exploration tree in order to return a single optimal solution. Computational experiments are presented on two sets of instances: signed networks representing voting activity in the European Parliament and random signed graphs. History: Accepted by Van Hentenryck, Area Editor for Pascal. Funding: This work was supported by Fondation Mathématique Jacques Hadamard [Grant P-2019-0031]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0129) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0129). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

We study two-stage stochastic optimization problems with random recourse, where the coefficients of the adaptive decisions involve uncertain parameters. To deal with the infinite-dimensional recourse decisions, we propose a scalable approximation scheme via piecewise linear and piecewise quadratic decision rules. We develop a data-driven distributionally robust framework with two layers of robustness to address distributional uncertainty. We also establish out-of-sample performance guarantees for the proposed scheme. Applying known ideas, the resulting optimization problem can be reformulated as an exact copositive program that admits semidefinite programming approximations. We design an iterative decomposition algorithm, which converges under some regularity conditions, to reduce the runtime needed to solve this program. Through numerical examples for various known operations management applications, we demonstrate that our method produces significantly better solutions than the traditional sample-average approximation scheme especially when the data are limited. For the problem instances for which only the recourse cost coefficients are random, our method exhibits slightly inferior out-of-sample performance but shorter runtimes compared with a competing approach. History: Accepted by Nicola Secomandi, Area Editor for Stochastic Models & Reinforcement Learning. Funding: This work was supported by the National Science Foundation [Grants 2342505 and 2343869]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2021.0306) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2021.0306). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

This paper develops a cost-effective sequential route recommender system to provide real-time routing recommendations for vacant taxis searching for the next passenger. We propose a prediction-and-optimization framework to recommend the searching route that maximizes the expected profit of the next successful passenger pickup based on the dynamic taxi demand-supply distribution. Specifically, this system features a deep learning-based predictor that dynamically predicts the passenger pickup probability on a road segment and a recursive searching algorithm that recommends the optimal searching route. The predictor integrates a graph convolution network (GCN) to capture the spatial distribution and a long short-term memory (LSTM) to capture the temporal dynamics of taxi demand and supply. The GCN-LSTM model can accurately predict the pickup probability on a road segment with the consideration of potential taxi oversupply. Then, the dynamic distribution of pickup probability is fed into the route optimization algorithm to recommend the optimal searching routes sequentially as route inquiries emerge in the system. The recursion tree-based route optimization algorithm can significantly reduce the computational time and provide the optimal routes within seconds for real-time implementation. Finally, extensive experiments using Beijing Taxi GPS data demonstrate the effectiveness and efficiency of the proposed recommender system. History: Accepted by Ram Ramesh, Area Editor for Data Science and Machine Learning. Funding: This work was partially supported by the Hong Kong Research Grants Council [Grants CityU 21500220, CityU 11504322] and the National Natural Science Foundation of China [Grant 72201222]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2021.0112) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2021.0112). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

Discrete optimal transport problems give rise to very large linear programs (LPs) with a particular structure of the constraint matrix. In this paper, we present a hybrid algorithm that mixes an interior point method (IPM) and column generation, specialized for the LP originating from the Kantorovich optimal transport problem. Knowing that optimal solutions of such problems display a high degree of sparsity, we propose a column generation–like technique to force all intermediate iterates to be as sparse as possible. The algorithm is implemented nearly matrix-free. Indeed, most of the computations avoid forming the huge matrices involved and solve the Newton system using only a much smaller Schur complement of the normal equations. We prove theoretical results about the sparsity pattern of the optimal solution, exploiting the graph structure of the underlying problem. We use these results to mix iterative and direct linear solvers efficiently in a way that avoids producing preconditioners or factorizations with excessive fill-in and at the same time guaranteeing a low number of conjugate gradient iterations. We compare the proposed method with two state-of-the-art solvers and show that it can compete with the best network optimization tools in terms of computational time and memory use. We perform experiments with problems reaching more than four billion variables and demonstrate the robustness of the proposed method. History: Accepted by Antonio Frangioni, Area Editor for Design & Analysis of Algorithms–Continuous. Funding: F. Zanetti received funding from the University of Edinburgh, in the form of a PhD scholarship. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0184) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0184). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

This paper presents an effective perturbation-based thresholding search for two popular and challenging packing problems with minimal containers: packing N identical circles in a square and packing N identical spheres in a cube. Following the penalty function approach, we handle these constrained optimization problems by solving a series of unconstrained optimization subproblems with fixed containers. The proposed algorithm relies on a two-phase search strategy that combines a thresholding search method reinforced by two general-purpose perturbation operators and a container adjustment method. The performance of the algorithm is assessed relative to a large number of benchmark instances widely studied in the literature. Computational results show a high performance of the algorithm on both problems compared with the state-of-the-art results. For circle packing, the algorithm improves 156 best-known results (new upper bounds) in the range of 2 ≤ N ≤ 400 and matches 242 other best-known results. For sphere packing, the algorithm improves 66 best-known results in the range of 2 ≤ N ≤ 200 , whereas matching the best-known results for 124 other instances. Experimental analyses are conducted to shed light on the main search ingredients of the proposed algorithm consisting of the two-phase search strategy, the mixed perturbation and the parameters. History: Accepted by Erwin Pesch, Area Editor for Heuristic Search & Approximation Algorithms. Funding: This work was supported by the National Natural Science Foundation of China [Grants 61703213 and 61933005]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2023.1290) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0004) at (http://dx.doi.org/10.5281/zenodo.7579558). [ABSTRACT FROM AUTHOR]

Imbalanced classification is widely referred in many real-world applications and has been extensively studied. Most existing algorithms consider alleviating the imbalance by sampling or guiding ensemble learners with punishments. The combination of ensemble learning and sampling strategy at class level has achieved great progress. Actually, specific hard examples have little benefit for model learning and even degrade the performance. From the view of identifying classification difficulty of samples, one important motivation is to design algorithms to finely equip different samples with progressive learning. Unfortunately, how to perfectly configure the sampling and learning strategies under ensemble principles at the sample level remains a research gap. In this paper, we propose a new view from the sample level rather than class level in existing studies. We design an ensemble approach in pipe with sample-level gradient resampling, that is, balanced cascade with filters (BCWF). Before that, as a preliminary exploration, we first design a hard examples mining algorithm to explore the gradient distribution of classification difficulty of samples and identify the hard examples. Specifically, BCWF uses an under-sampling strategy and a boosting manner to train T predictive classifiers and reidentify hard examples. In BCWF, moreover, we design two types of filters: the first is assembled with a hard filter (BCWF_h), whereas the second is assembled with a soft filter (BCWF_s). In each round of boosting, BCWF_h strictly removes a gradient/set of the hardest examples from both classes, whereas BCWF_s removes a larger number of harder and easy examples simultaneously for final balanced-class retention. Consequently, the well-trained T predictive classifiers can be used with two ensemble voting strategies: average probability and majority vote. To evaluate the proposed approach, we conduct intensive experiments on 10 benchmark data sets and apply our algorithms to perform default user detection on a real-world peer to peer lending data set. The experimental results fully demonstrate the effectiveness and the managerial implications of our approach when compared with 11 competitive algorithms. History: Accepted by Ram Ramesh, Area Editor for Data Science & Machine Learning. Funding: This work was supported by the National Natural Science Foundation of China [Grants 72101176, 71722005, and 72241432], the National Key R&D program of China [Grant 2020YFA0908600] and the Natural Science Foundation of Tianjin City [Grant 18JCJQJC45900]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2023.1274) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2021.0104) at (http://dx.doi.org/10.5281/zenodo.6360996). [ABSTRACT FROM AUTHOR]

Patient scheduling is a difficult task involving stochastic factors, such as the unknown arrival times of patients. Similarly, the scheduling of radiotherapy for cancer treatments needs to handle patients with different urgency levels when allocating resources. High-priority patients may arrive at any time, and there must be resources available to accommodate them. A common solution is to reserve a flat percentage of treatment capacity for emergency patients. However, this solution can result in overdue treatments for urgent patients, a failure to fully exploit treatment capacity, and delayed treatments for low-priority patients. This problem is especially severe in large and crowded hospitals. In this paper, we propose a prediction-based approach for online dynamic radiotherapy scheduling that dynamically adapts the present scheduling decision based on each incoming patient and the current allocation of resources. Our approach is based on a regression model trained to recognize the links between patients' arrival patterns and their ideal waiting time in optimal off-line solutions when all future arrivals are known in advance. When our prediction-based approach is compared with flat-reservation policies, it does a better job of preventing overdue treatments for emergency patients and also maintains comparable waiting times for the other patients. We also demonstrate how our proposed approach supports explainability and interpretability in scheduling decisions using Shapley additive explanation values. History: Accepted by Erwin Pesch, Area Editor for Heuristic Search & Approximation Algorithms. Funding: Mitacs Accélération IT26995 and Canada Research Chair in Analytics and Logistics in Healthcare (HANALOG). Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2023.1289) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2021.0342) at (http://dx.doi.org/10.5281/zenodo.7579533). [ABSTRACT FROM AUTHOR]

The value at risk (VaR) and the conditional value at risk (CVaR) are two popular risk measures to hedge against the uncertainty of data. In this paper, we provide a computational toolbox for solving high-dimensional sparse linear regression problems under either VaR or CVaR measures, the former being nonconvex and the latter convex. Unlike the empirical risk (neutral) minimization models in which the overall losses are decomposable across data, the aforementioned risk-sensitive models have nonseparable objective functions so that typical first order algorithms are not easy to scale. We address this scaling issue by adopting a semismooth Newton-based proximal augmented Lagrangian method of the convex CVaR linear regression problem. The matrix structures of the Newton systems are carefully explored to reduce the computational cost per iteration. The method is further embedded in a majorization–minimization algorithm as a subroutine to tackle the nonconvex VaR-based regression problem. We also discuss an adaptive sieving strategy to iteratively guess and adjust the effective problem dimension, which is particularly useful when a solution path associated with a sequence of tuning parameters is needed. Extensive numerical experiments on both synthetic and real data demonstrate the effectiveness of our proposed methods. In particular, they are about 53 times faster than the commercial package Gurobi for the CVaR-based sparse linear regression with 4,265,669 features and 16,087 observations. History: Accepted by Antonio Frangioni, Area Editor for Design & Analysis of Algorithms–Continuous. Funding: This work was supported in part by the NSF, the Division of Computing and Communication Foundations [Grant 2153352], the National Natural Science Foundation of China [Grant 12271187], and the Hong Kong Research Grant Council [Grant 15304019]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2023.1282) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0012) at (http://dx.doi.org/10.5281/zenodo.7483279). [ABSTRACT FROM AUTHOR]

Decomposition techniques are an important component of modern heuristics for large instances of vehicle routing problems. The current literature lacks a characterization of decomposition strategies and a systematic investigation of their impact when integrated into state-of-the-art heuristics. This paper fills this gap: We discuss the main characteristics of decomposition techniques in vehicle routing heuristics, highlight their strengths and weaknesses, and derive a set of desirable properties. Through an extensive numerical campaign, we investigate the impact of decompositions within two algorithms for the capacitated vehicle routing problem: the Adaptive Large Neighborhood Search of Pisinger and Ropke (2007) and the Hybrid Genetic Search of Vidal et al. (2012). We evaluate the quality of popular decomposition techniques from the literature and propose new strategies. We find that route-based decomposition methods, which define subproblems by means of the customers contained in selected subsets of the routes of a given solution, generally appear superior to path-based methods, which merge groups of customers to obtain smaller subproblems. The newly proposed decomposition barycenter clustering achieves the overall best performance and leads to significant gains compared with using the algorithms without decomposition. History: Erwin Pesch, Area Editor for Heuristic Search and Approximation Algorithms. Funding: This work was supported by the U.S. Air Force [Grant FA9550-17-1-0234], the Ministerio de Ciencia e Innovación (Juan de la Cierva Formación), H2020 Marie Skłodowska-Curie Actions [Grant 945380], the Ministero dell'Università e della Ricerca [Grant 2015JJLC3E_002], the Conselho Nacional de Desenvolvimento Científico e Tecnológico [Grant 308528/2018-2], and the Fundação Carlos Chagas Filho de Amparo à Pesquisa do Estado do Rio de Janeiro [Grant E-26/202.790/2019]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2023.1288) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0048) at (http://dx.doi.org/10.5281/zenodo.7613129). [ABSTRACT FROM AUTHOR]

Computing Bayesian Nash equilibrium strategies in auction games is a challenging problem that is not well-understood. Such equilibria can be modeled as systems of nonlinear partial differential equations. It was recently shown that neural pseudogradient ascent (NPGA), an implementation of simultaneous gradient ascent via neural networks, converges to a Bayesian Nash equilibrium for a wide variety of symmetric auction games. Whereas symmetric auction models are widespread in the theoretical literature, in most auction markets in the field, one can observe different classes of bidders having different valuation distributions and strategies. Asymmetry of this sort is almost always an issue in real-world multiobject auctions, in which different bidders are interested in different packages of items. Such environments require a different implementation of NPGA with multiple interacting neural networks having multiple outputs for the different allocations in which the bidders are interested. In this paper, we analyze a wide variety of asymmetric auction models. Interestingly, our results show that we closely approximate Bayesian Nash equilibria in all models in which the analytical Bayes–Nash equilibrium is known. Additionally, we analyze new and larger environments for which no analytical solution is known and verify that the solution found approximates equilibrium closely. The results provide a foundation for generic equilibrium solvers that can be used in a wide range of auction games. History: Accepted by Ram Ramesh, Area Editor for Data Science & Machine Learning. Funding: This work was supported by Deutsche Forschungsgemeinschaft [Grant BI-1056/I-9]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2023.1281) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2021.0151) at (http://dx.doi.org/10.5281/zenodo.7407158). [ABSTRACT FROM AUTHOR]

In the biobjective branch-and-bound literature, a key ingredient is objective branching, that is, to create smaller and disjoint subproblems in the objective space, obtained from the partial dominance of the lower bound set by the upper bound set. When considering three or more objective functions, however, applying objective branching becomes more complex, and its benefit has so far been unclear. In this paper, we investigate several ingredients that allow us to better exploit objective branching in a multiobjective setting. We extend the idea of probing to multiple objectives for the 0-1 case, enhance it in several ways, and show that, when coupled with objective branching, it results in significant speedups in terms of CPU times. We also show how to adapt it to the general integer case. Furthermore, we investigate cut generation based on the objective branching constraints. Besides, we generalize the best bound idea for node selection to multiple objectives, and we show that the proposed rules outperform, in the multiobjective literature, the commonly employed depth-first and breadth-first strategies. We also analyze problem-specific branching rules. We test the proposed ideas on available benchmark instances for three problem classes with three and four objectives, namely, the capacitated facility location problem, the uncapacitated facility location problem, and the knapsack problem. Our enhanced multiobjective branch-and-bound algorithm outperforms the best existing branch-and-bound–based approach and is the first to obtain competitive and even slightly better results than a state-of-the-art objective space search method on a subset of the problem classes. History: Accepted by Andrea Lodi, Area Editor for Design & Analysis of Algorithms – Discrete. Funding: This work was supported in whole, or in part, by the Austrian Science Fund [Grant P 31366]. Supplemental Material: The online supplement is available at https://doi.org/10.1287/ijoc.2022.0299. [ABSTRACT FROM AUTHOR]

We propose a methodology at the nexus of operations research and machine learning (ML) leveraging generic approximators available from ML to accelerate the solution of mixed-integer linear two-stage stochastic programs. We aim at solving problems where the second stage is demanding. Our core idea is to gain large reductions in online solution time, while incurring small reductions in first-stage solution accuracy by substituting the exact second-stage solutions with fast, yet accurate, supervised ML predictions. This upfront investment in ML would be justified when similar problems are solved repeatedly over time—for example, in transport planning related to fleet management, routing, and container yard management. Our numerical results focus on the problem class seminally addressed with the integer and continuous L-shaped cuts. Our extensive empirical analysis is grounded in standardized families of problems derived from stochastic server location (SSLP) and stochastic multi-knapsack (SMKP) problems available in the literature. The proposed method can solve the hardest instances of SSLP in less than 9% of the time it takes the state-of-the-art exact method, and in the case of SMKP, the same figure is 20%. Average optimality gaps are, in most cases, less than 0.1%. History: Accepted by Alice Smith, Area Editor (for this paper) for Design and Analysis of Algorithms–Discrete. Funding: Financial support from the Institut de Valorisation des Données (IVADO) Fundamental Research Project Grants [project entitled "Machine Learning for (Discrete) Optimization"]; Canada Research Chairs; the Natural Sciences and Engineering Research Council of Canada [Collaborative Research and Development Grant CRD-477938-14]; and the Canadian National Railway Company Chair in Optimization of Railway Operations at Université de Montréal is gratefully acknowledged. E. Frejinger holds a Canada Research Chair. Computations were made on the supercomputer Béluga, managed by Calcul Québec and Digital Research Alliance of Canada. The operation of this supercomputer is funded by the Canada Foundation for Innovation; the Ministère de l'Économie, de la Science et de l'Innovation du Québec; and the Fonds de Recherche du Québec – Nature et Technologies. [ABSTRACT FROM AUTHOR]

Program coverage customization selectively adds instrumentation to a compiled computer program so that a limited amount of directly observed data can be used to infer other program coverage information after a run. A good instrumentation plan can reduce run-time overheads while still giving software developers the information they need. Unfortunately, optimal coverage planning is NP-hard, limiting either the quality of heuristic plans or the sizes of programs that can be instrumented optimally. We exploit the monotonicity property of feasible instrumentations to formulate this problem as an intraprocedural set covering problem. Our formulation has an exponential number of constraints, and we design a polynomial-time separation algorithm to incrementally add the necessary subset of these inequalities. Our approach reduces expected run-time probing costs compared with existing methods, offers a guarantee of the optimality of the instrumentation, and has compilation-time overhead suitable for wide practical use. History: Accepted by Pascal Van Hentenryck, Area Editor for Computational Modeling: Methods & Analysis. Funding: This work was supported by the National Science Foundation [Grants CCF-1318489, CCF-1420866, and CCF-1423237] and the Air Force Research Laboratory [Grant FA8750-14-2-0270]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2021.0349) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2021.0349). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

This study considers a well-known critical node detection problem that aims to minimize a pairwise connectivity measure of an undirected graph via the removal of a subset of nodes (referred to as critical nodes) subject to a cardinality constraint. Potential applications include epidemic control, emergency response, vulnerability assessment, carbon emission monitoring, network security, and drug design. To solve the problem, we present a "reduce-solve-combine" memetic search approach that integrates a problem reduction mechanism into the popular population-based memetic algorithm framework. At each generation, a common pattern mined from two parent solutions is first used to reduce the given problem instance, then the reduced instance is solved by a component-based hybrid neighborhood search that effectively combines an articulation point impact strategy and a node weighting strategy, and finally an offspring solution is produced by combining the mined common pattern and the solution of the reduced instance. Extensive evaluations on 42 real-world and synthetic benchmark instances show the efficacy of the proposed method, which discovers nine new upper bounds and significantly outperforms the current state-of-the-art algorithms. Investigation of key algorithmic modules additionally discloses the importance of the proposed ideas and strategies. Finally, we demonstrate the generality of the proposed method via its adaptation to solve the node-weighted critical node problem. History: Accepted by Erwin Pesch, Area Editor for Heuristic Search & Approximation Algorithms. Funding: This work was supported by the National Natural Science Foundation of China [Grants 72371157, 61903144, 72031007]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0130) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0130). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]