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This paper presents a new bidirectional search algorithm to solve the shortest path problem. The new algorithm uses an iterative deepening technique with a consistent heuristic to improve lower bounds on path costs. The new algorithm contains a novel technique of filtering nodes to significantly reduce the memory requirements. Computational experiments on the pancake problem, sliding tile problem, and Rubik’s cube show that the new algorithm uses significantly less memory and executes faster than A* and other state-of-the-art bidirectional algorithms. Summary of Contribution: Quickly solving single-source shortest path problems on graphs is important for pathfinding applications and is a core problem in both artificial intelligence and operations research. This paper attempts to solve large problems that do not easily fit into the available memory of a desktop computer, such as finding the optimal shortest set of moves to solve a Rubik’s cube, and solve them faster than existing algorithms.

Targeted marketing strategies are of significant interest in the smartapp economy. Typically, one seeks to identify individuals to strategically target in a social network so that the network is influenced at a minimal cost. In many practical settings, the effects of direct influence predominate, leading to the positive influence dominating set with partial payments (PIDS-PP) problem that we discuss in this paper. The PIDS-PP problem is NP-complete because it generalizes the dominating set problem. We discuss several mixed integer programming formulations for the PIDS-PP problem. First, we describe two compact formulations on the payment space. We then develop a stronger compact extended formulation. We show that when the underlying graph is a tree, this compact extended formulation provides integral solutions for the node selection variables. In conjunction, we describe a polynomial-time dynamic programming algorithm for the PIDS-PP problem on trees. We project the compact extended formulation onto the payment space, providing an equivalently strong formulation that has exponentially many constraints. We present a polynomial time algorithm to solve the associated separation problem. Our computational experience on a test bed of 100 real-world graph instances (with up to approximately 465,000 nodes and 835,000 edges) demonstrates the efficacy of our strongest payment space formulation. It finds solutions that are on average 0.4% from optimality and solves 80 of the 100 instances to optimality. Summary of Contribution: The study of influence propagation is important in a number of applications including marketing, epidemiology, and healthcare. Typically, in these problems, one seeks to identify individuals to strategically target in a social network so that the entire network is influenced at a minimal cost. With the ease of tracking consumers in the smartapp economy, the scope and nature of these problems have become larger. Consequently, there is considerable interest across multiple research communities in computationally solving large-scale influence maximization problems, which thus represent significant opportunities for the development of operations research–based methods and analysis in this interface. This paper introduces the positive influence dominating set with partial payments (PIDS-PP) problem, an influence maximization problem where the effects of direct influence predominate, and it is possible to make partial payments to nodes that are not targeted. The paper focuses on model development to solve large-scale PIDS-PP problems. To this end, starting from an initial base optimization model, it uses several operations research model strengthening techniques to develop two equivalent models that have strong computational performance (and can be theoretically shown to be the best model for trees). Computational experiments on a test bed of 100 real-world graph instances (with up to approximately 465,000 nodes and 835,000 edges) attest to the efficacy of the best model, which finds solutions that are on average 0.4% from optimality and solves 80 of the 100 instances to optimality.

We introduce the problem of selecting patient-donor pairs in a kidney exchange program to undergo a crossmatch test, and we model this selection problem as a two-stage stochastic integer programming problem. The optimal solutions of this new formulation yield a larger expected number of realized transplants than previous approaches based on internal recourse or subset recourse. We settle the computational complexity of the selection problem by showing that it remains NP-hard even for maximum cycle length equal to two. Furthermore, we investigate to what extent different algorithmic approaches, including one based on Benders decomposition, are able to solve instances of the model. We empirically investigate the computational efficiency of this approach by solving randomly generated instances and study the corresponding running times as a function of maximum cycle length, and of the presence of nondirected donors. Summary of Contribution: This paper deals with an important and very complex issue linked to the optimization of transplant matchings in kidney exchange programs, namely, the inherent uncertainty in the assessment of compatibility between donors and recipients of transplants. Although this issue has previously received some attention in the optimization literature, most attempts to date have focused on applying recourse to solutions selected within restricted spaces. The present paper explicitly formulates the maximization of the expected number of transplants as a two-stage stochastic integer programming problem. The formulation turns out to be computationally difficulty, both from a theoretical and from a numerical perspective. Different algorithmic approaches are proposed and tested experimentally for its solution. The quality of the kidney exchanges produced by these algorithms compares favorably with that of earlier models.

In many statistical learning problems, it is desired that the optimal solution conform to an a priori known sparsity structure represented by a directed acyclic graph. Inducing such structures by means of convex regularizers requires nonsmooth penalty functions that exploit group overlapping. Our study focuses on evaluating the proximal operator of the latent overlapping group lasso developed by Jacob et al. in 2009 . We implemented an alternating direction method of multiplier with a sharing scheme to solve large-scale instances of the underlying optimization problem efficiently. In the absence of strong convexity, global linear convergence of the algorithm is established using the error bound theory. More specifically, the paper contributes to establishing primal and dual error bounds when the nonsmooth component in the objective function does not have a polyhedral epigraph. We also investigate the effect of the graph structure on the speed of convergence of the algorithm. Detailed numerical simulation studies over different graph structures supporting the proposed algorithm and two applications in learning are provided. Summary of Contribution: The paper proposes a computationally efficient optimization algorithm to evaluate the proximal operator of a nonsmooth hierarchical sparsity-inducing regularizer and establishes its convergence properties. The computationally intensive subproblem of the proposed algorithm can be fully parallelized, which allows solving large-scale instances of the underlying problem. Comprehensive numerical simulation studies benchmarking the proposed algorithm against five other methods on the speed of convergence to optimality are provided. Furthermore, performance of the algorithm is demonstrated on two statistical learning applications related to topic modeling and breast cancer classification. The code along with the simulation studies and benchmarks are available on the corresponding author’s GitHub website for evaluation and future use.

The emergence of online retailers has brought new opportunities to the design of their distribution networks. Notably, for online retailers that do not operate offline stores, their target customers are more sensitive to the quality of logistic services, such as delivery speed and reliability. This paper is motivated by a leading online retailer for cosmetic products on Taobao.com that aimed to improve its logistics efficiency by redesigning its centralized distribution network into a multilevel one. The multilevel distribution network consists of a layer of primary facilities to hold stocks from suppliers and transshipment and a layer of secondary facilities to provide last-mile delivery. There are two major challenges of designing such a facility network. First, online customers can respond significantly to the change of logistics efficiency with the redesigned network, thereby rendering the network optimized under the original demand distribution suboptimal. Second, because online retailers have relatively small sales volumes and are very flexible in choosing facility locations, the facility candidate set can be large, causing the facility location optimization challenging to solve. To this end, we propose an iterative prediction-and-optimization strategy for distribution network design. Specifically, we first develop an artificial neural network (ANN) to predict customer demands, factoring in the logistic service quality given the network and the city-level purchasing power based on demographic statistics. Then, a mixed integer linear programming (MILP) model is formulated to choose facility locations with minimum transportation, facility setup, and package processing costs. We further develop an efficient two-stage heuristic for computing high-quality solutions to the MILP model, featuring an agglomerative hierarchical clustering algorithm and an expectation and maximization algorithm. Subsequently, the ANN demand predictor and two-stage heuristic are integrated for iterative network design. Finally, using a real-world data set, we validate the demand prediction accuracy and demonstrate the mutual interdependence between the demand and network design. Summary of Contribution: We propose an iterative prediction-and-optimization algorithm for multilevel distribution network design for e-logistics and evaluate its operational value for online retailers. We address the issue of the interplay between distribution network design and the demand distribution using an iterative framework. Further, combining the idea in operational research and data mining, our paper provides an end-to-end solution that can provide accurate predictions of online sales distribution, subsequently solving large-scale optimization problems for distribution network design problems.

This paper considers a class of two-stage stochastic mixed-integer optimization problems where, for a given first-stage solution, we can determine the optimal values of recourse variables sequentially. This class of problems arises in a wide variety of applications. In the case of multivariate discrete distributions for uncertain parameters, a standard stochastic programming formulation of these problems involves an exponential number of scenarios, therefore an exponential number of variables and constraints. We propose a new mixed-integer programming modeling approach where the number of variables and constraints is independent of the number of scenarios and scales at most pseudopolynomially with the problem size. The proposed modeling approach relies on state variables that track the system’s state as the uncertainty realizes sequentially. We demonstrate the advantages of the proposed approach in two applications arising in project scheduling and operating room allocation. Summary of Contribution: This paper proposes a new modeling approach for a class of two-stage stochastic optimization problems that is computationally more efficient than the traditional scenario-based stochastic integer programming models. The proposed modeling approach relies on state variables that track the system's state as the uncertainty realizes sequentially. We demonstrated the efficiency of the proposed approach by computational results on two applications in project scheduling and operating room allocation.

Randomized decision making refers to the process of making decisions randomly according to the outcome of an independent randomization device, such as a dice roll or a coin flip. The concept is unconventional, and somehow counterintuitive, in the domain of mathematical programming, in which deterministic decisions are usually sought even when the problem parameters are uncertain. However, it has recently been shown that using a randomized, rather than a deterministic, strategy in nonconvex distributionally robust optimization (DRO) problems can lead to improvements in their objective values. It is still unknown, though, what is the magnitude of improvement that can be attained through randomization or how to numerically find the optimal randomized strategy. In this paper, we study the value of randomization in mixed-integer DRO problems and show that it is bounded by the improvement achievable through its continuous relaxation. Furthermore, we identify conditions under which the bound is tight. We then develop algorithmic procedures, based on column generation, for solving both single- and two-stage linear DRO problems with randomization that can be used with both moment-based and Wasserstein ambiguity sets. Finally, we apply the proposed algorithm to solve three classical discrete DRO problems: the assignment problem, the uncapacitated facility location problem, and the capacitated facility location problem and report numerical results that show the quality of our bounds, the computational efficiency of the proposed solution method, and the magnitude of performance improvement achieved by randomized decisions. Summary of Contribution: In this paper, we present both theoretical results and algorithmic tools to identify optimal randomized strategies for discrete distributionally robust optimization (DRO) problems and evaluate the performance improvements that can be achieved when using them rather than classical deterministic strategies. On the theory side, we provide improvement bounds based on continuous relaxation and identify the conditions under which these bound are tight. On the algorithmic side, we propose a finitely convergent, two-layer, column-generation algorithm that iterates between identifying feasible solutions and finding extreme realizations of the uncertain parameter. The proposed algorithm was implemented to solve distributionally robust stochastic versions of three classical optimization problems and extensive numerical results are reported. The paper extends a previous, purely theoretical work of the first author on the idea of randomized strategies in nonconvex DRO problems by providing useful bounds and algorithms to solve this kind of problems.

This paper proposes a cluster-aware supervised learning (CluSL) framework, which integrates the clustering analysis with supervised learning. The objective of CluSL is to simultaneously find the best clusters of the data points and minimize the sum of loss functions within each cluster. This framework has many potential applications in healthcare, operations management, manufacturing, and so on. Because CluSL, in general, is nonconvex, we develop a regularized alternating minimization (RAM) algorithm to solve it, where at each iteration, we penalize the distance between the current clustering solution and the one from the previous iteration. By choosing a proper penalty function, we show that each iteration of the RAM algorithm can be computed efficiently. We further prove that the proposed RAM algorithm will always converge to a stationary point within a finite number of iterations. This is the first known convergence result in cluster-aware learning literature. Furthermore, we extend CluSL to the high-dimensional data sets, termed the F-CluSL framework. In F-CluSL, we cluster features and minimize loss function at the same time. Similarly, to solve F-CluSL, a variant of the RAM algorithm (i.e., F-RAM) is developed and proven to be convergent to an [Formula: see text]-stationary point. Our numerical studies demonstrate that the proposed CluSL and F-CluSL can outperform the existing ones such as random forests and support vector classification, both in the interpretability of learning results and in prediction accuracy. Summary of Contribution: Aligned with the mission and scope of the INFORMS Journal on Computing, this paper proposes a cluster-aware supervised learning (CluSL) framework, which integrates the clustering analysis with supervised learning. Because CluSL is, in general, nonconvex, a regularized alternating projection algorithm is developed to solve it and is proven to always find a stationary solution. We further generalize the framework to the high-dimensional data set, F-CluSL. Our numerical studies demonstrate that the proposed CluSL and F-CluSL can deliver more interpretable learning results and outperform the existing ones such as random forests and support vector classification in computational time and prediction accuracy.

Many stochastic systems face a time-dependent demand. Especially in stochastic service systems, for example, in call centers, customers may leave the queue if their waiting time exceeds their personal patience. As discussed in the extant literature, it can be useful to use general distributions to model such customer patience. This paper analyzes the time-dependent performance of a multiserver queue with a nonhomogeneous Poisson arrival process with a time-dependent arrival rate, exponentially distributed processing times, and generally distributed time to abandon. Fast and accurate performance approximations are essential for decision support in such queueing systems, but the extant literature lacks appropriate methods for the setting we consider. To approximate time-dependent performance measures for small- and medium-sized systems, we develop a new stationary backlog-carryover (SBC) approach that allows for the analysis of underloaded and overloaded systems. Abandonments are considered in two steps of the algorithm: (i) in the approximation of the utilization as a reduced arrival stream and (ii) in the approximation of waiting-based performance measures with a stationary model for general abandonments. To improve the approximation quality, we discuss an adjustment to the interval lengths. We present a limit result that indicates convergence of the method for stationary parameters. The numerical study compares the approximation quality of different adjustments to the interval length. The new SBC approach is effective for instances with small numbers of time-dependent servers and gamma-distributed abandonment times with different coefficients of variation and for an empirical distribution of the abandonment times from real-world data obtained from a call center. A discrete-event simulation benchmark confirms that the SBC algorithm approximates the performance of the queueing system with abandonments very well for different parameter configurations. Summary of Contribution: The paper presents a fast and accurate numerical method to approximate the performance measures of a time‐dependent queueing system with generally distributed abandonments. The presented stationary backlog carryover approach with abandonment combines algorithmic ideas with stationary queueing models for generally distributed abandonment times. The reliability of the method is analyzed for transient systems and numerically studied with real‐world data.

To reduce unproductive picker walking in traditional picker-to-parts warehousing systems, automated guided vehicles (AGVs) are used to support human order pickers. In an AGV-assisted order-picking system, each human order picker is accompanied by an AGV during the order-picking process. AGVs receive the picked items and, once a picking order is complete, autonomously bring the collected items to the shipping area. Meanwhile, a new AGV is requested to meet the picker at the first storage position of the next picking order. Thus, the picker does not have to return to a central depot and continuously picks order after order. This paper addresses both the routing of an AGV-assisted picker through a single-block, parallel-aisle warehouse and the sequencing of incoming orders. We present an exact polynomial time routing algorithm for the case of a given order sequence, which is an extension of the algorithm of Ratliff and Rosenthal [ Ratliff HD, Rosenthal AS (1983) Order-picking in a rectangular warehouse: A solvable case of the traveling salesman problem. Oper. Res. 1(3):507–521], and a heuristic for the case in which order sequencing is part of the problem. In addition, we investigate the use of highly effective traveling salesman problem (TSP) solvers that can be applied after a transformation of both problem types into a standard TSP. The numerical studies address the performance of these methods and study the impact of AGV usage on picker travel: by using AGVs to avoid returns to the depot and by sequencing in (near-) optimal fashion, picker walking can be reduced by about 20% compared with a traditional setting. Sharing AGVs among the picker workforce enables a pooling effect so that, in larger warehouses, only about 1.5 AGVs per picker are required to avoid picker waiting. Summary of Contribution: New technologies, such as automatic guided vehicles (AGVs) are currently considered as options to increase the efficiency of the order-picking process in warehouses, which is responsible for a large part of operational warehousing costs. In addition, picker-routing decisions are more and more often based on algorithmic decision support because of their relevance for decreasing unproductive picker walking time. This paper addresses both aspects and investigates routing algorithms for AGV-assisted order picking in parallel-aisle warehouses. We present a dynamic programming routine with polynomial runtime to solve the problem variant in which the sequence of picking orders is fixed. For the variant in which this sequence is a decision, we show that the problem becomes NP-hard, and we propose a greedy heuristic and investigate the use of state-of-the-art exact and heuristic traveling salesman problem solution methods to address the problem. The numerical studies demonstrate the effectiveness of the algorithms and indicate that AGV assistance promises strong improvements in the order-fulfillment process. Because of the practical relevance of AGV-assisted order picking and the presented algorithmic contributions, we believe that the paper is relevant for practitioners and researchers alike.

The joint optimization problem of multiresource capacity planning and multitype patient scheduling under uncertain demands and random capacity consumption poses a significant computational challenge. The common practice in solving this problem is to first identify capacity levels and then determine patient scheduling decisions separately, which typically leads to suboptimal decisions that often result in ineffective outcomes of care. In order to overcome these inefficiencies, in this paper, we propose a novel two-stage stochastic optimization model that integrates these two decisions, which can lower costs by exploring the coupling relationship between patient scheduling and capacity configuration. The patient scheduling problem is modeled as a Markov decision process. We first analyze the properties for the multitype patient case under specific assumptions and then establish structural properties of the optimal scheduling policy for the one-type patient case. Based on these findings, we propose optimal solution algorithms to solve the joint optimization problem for this special case. Because it is intractable to solve the original two-stage problem for a general multitype system with large state space, we propose a heuristic policy and a two-stage stochastic mixed-integer programming model solved by the Benders decomposition algorithm, which is further improved by combining an approximate linear program and the look-ahead strategy. To illustrate the efficiency of our approaches and draw managerial insights, we apply our solutions to a data set from the day surgery center of a large public hospital in Shanghai, China. The results show that the joint optimization of capacity planning and patient scheduling could significantly improve the performance. Furthermore, our model can be applied to a rolling-horizon framework to optimize dynamic patient scheduling decisions. Through extensive numerical analyses, we demonstrate that our approaches yield good performances, as measured by the gap against an upper bound, and that these approaches outperform several benchmark policies. Summary of Contribution: First, this paper investigates the joint optimization problem of multiresource capacity planning and multitype patient scheduling under uncertain demands and random capacity consumption, which poses a significant computational challenge. It belongs to the scope of computing and operations research. Second, this paper formulates a mathematical model, establishes optimality properties, proposes solution algorithms, and performs extensive numerical experiments using real-world data. This work includes aspects of dynamic stochastic control, computing algorithms, and experiments. Moreover, this paper is motivated by a practical problem (joint management of capacity planning and patient scheduling in the day surgery center) in our cooperative hospital, which is also key to numerous other applications, for example, the make-to-order manufacturing systems and computing facility systems. By using the optimality properties, solution algorithms, and management insights derived in this paper, the practitioners can be equipped with a decision support tool for efficient and effective operation decisions.

With the rapid development of computing technology, using parallel computing to solve large-scale ranking-and-selection (R&S) problems has emerged as an important research topic. However, direct implementation of traditionally fully sequential procedures in parallel computing environments may encounter various problems. First, the scheme of all-pairwise comparisons, which is commonly used in fully sequential procedures, requires a large amount of computation and significantly slows down the selection process. Second, traditional fully sequential procedures require frequent communication and coordination among processors, which are also not efficient in parallel computing environments. In this paper, we propose three modifications on one classical fully sequential procedure, Paulson’s procedure, to speed up its selection process in parallel computing environments. First, we show that if no common random numbers are used, then we can significantly reduce the computation spent on all-pairwise comparisons at each round. Second, by batching different alternatives, we show that we can reduce the communication cost among the processors, leading the procedure to achieve better performance. Third, to boost the procedure’s final-stage selection, when the number of surviving alternatives is less than the number of processors, we suggest to sample all surviving alternatives to the maximal number of observations that they should take. We show that, after these modifications, the procedure remains statistically valid and is more efficient compared with existing parallel procedures in the literature. Summary of Contribution: Ranking and selection (R&S) is a branch of simulation optimization, which is an important area of operations research. In recent years, using parallel computing to solve large-scale R&S problems has emerged as an important research topic, and this research topic is naturally situated in the intersection of computing and operations research. In this paper, we consider how to improve a fully sequential R&S procedure, namely, Paulson’s procedure, to reduce the high computational complexity of all-pairwise comparisons and the burden of frequent communications and coordination, so that the procedure is more suitable and more efficient in solving large-scale R&S problems using parallel computing environments that are becoming ubiquitous and accessible for ordinary users. The procedure designed in this paper appears more efficient than the ones available in the literature and is capable of solving R&S problems with over a million alternatives in a parallel computing environment with 96 processors. The paper also extended the theory of R&S by showing that the all-pairwise comparisons may be decomposed so that the computational complexity may be reduced significantly, which drastically improves the efficiency of all-pairwise comparisons as observed in numerical experiments.

The unit commitment problem with uncertainty is considered one of the most challenging power system scheduling problems. Different stochastic models have been proposed to solve the problem, but such approaches have yet to be applied in industry practice because of computational challenges. In practice, the problem is formulated as a deterministic model with reserve requirements to hedge against uncertainty. However, simply requiring a certain level of reserves cannot ensure power system reliability as the procured reserves may be nondispatchable because of transmission limitations. In this paper, we derive a set of feasibility cuts (constraints) for managing the unit commitment problem with uncertainty. These cuts eliminate unreliable scheduling solutions and reallocate reserves in the power system; they are induced by the extreme rays of a polyhedral dual cone. This paper shows that, with the proposed reformulation, the extreme rays of the dual cone can be characterized by combinatorial selections of transmission lines (arcs) and buses (nodes) of the power system. As a result, the cuts can then be characterized using engineering insights. The unit commitment problem with uncertainty is formulated as a deterministic model with the identified extreme ray feasibility cuts. Test results show that, with the proposed extreme ray feasibility cuts, the problem can be solved more efficiently, and the resulting scheduling decision is also more reliable.

The separable convex resource allocation problem with nested bound constraints aims to allocate B units of resources to n activities to minimize a separable convex cost function, with lower and upper bounds on the total amount of resources that can be consumed by nested subsets of activities. We develop a new combinatorial algorithm to solve this model exactly. Our algorithm is capable of solving instances with millions of activities in several minutes. The running time of our algorithm is at most 73% of the running time of the current best algorithm for benchmark instances with three classes of convex objectives. The efficiency of our algorithm derives from a combination of constraint relaxation and divide and conquer based on infeasibility information. In particular, nested bound constraints are relaxed first; if the solution obtained violates some bound constraints, we show that the problem can be divided into two subproblems of the same structure and smaller sizes according to the bound constraint with the largest violation. Summary of Contribution. The resource allocation problem is a collection of optimization models with a wide range of applications in production planning, logistics, portfolio management, telecommunications, statistical surveys, and machine learning. This paper studies the resource allocation model with prescribed lower and upper bounds on the total amount of resources consumed by nested subsets of activities. These nested bound constraints are motivated by storage limits, time-window requirements, and budget constraints in various applications. The model also appears as a subproblem in models for green logistics and machine learning, and it has to be solved repeatedly. The model belongs to the class of computationally challenging convex mixed-integer nonlinear programs. We develop a combinatorial algorithm to solve this model exactly. Our algorithm is faster than the algorithm that currently has the best theoretical complexity in the literature on an extensive set of test instances. The efficiency of our algorithm derives from the combination of an infeasibility-guided divide-and-conquer framework and a scaling-based greedy subroutine for resource allocation with submodular constraints. This paper also showcases the prevalent mismatch between the theoretical worst-case time complexity of an algorithm and its practical efficiency. We have offered some explanations of this mismatch through the perspectives of worst-case analysis, specially designed instances, and statistical metrics of numerical experiments. The implementation of our algorithm is available on an online repository.

Waiting at the right location at the right time can be critically important in certain variants of time-dependent shortest path problems. We investigate the computational complexity of time-dependent shortest path problems in which there is either a penalty on waiting or a limit on the total time spent waiting at a given subset of the nodes. We show that some cases are nondeterministic polynomial-time hard, and others can be solved in polynomial time, depending on the choice of the subset of nodes, on whether waiting is penalized or constrained, and on the magnitude of the penalty/waiting limit parameter. Summary of Contributions: This paper addresses simple yet relevant extensions of a fundamental problem in Operations Research: the Shortest Path Problem (SPP). It considers time-dependent variants of SPP, which can account for changing traffic and/or weather conditions. The first variant that is tackled allows for waiting at certain nodes but at a cost. The second variant instead places a limit on the total waiting. Both variants have applications in transportation, e.g., when it is possible to wait at certain locations if the benefits outweigh the costs. The paper investigates these problems using complexity analysis and algorithm design, both tools from the field of computing. Different cases are considered depending on which of the nodes contribute to the waiting cost or waiting limit (all nodes, all nodes except the origin, a subset of nodes…). The computational complexity of all cases is determined, providing complexity proofs for the variants that are NP-Hard and polynomial time algorithms for the variants that are in P.

In this paper, we discuss the one-machine scheduling problem with release and delivery times with the minimum makespan objective. Both heuristics and branch-and-bound algorithms have been formulated for the problem. One such branch-and-bound algorithm solves the problem and a variation that requires a delay between the completion of one job and the start of another (delayed precedence constraints). This paper analyzes key components of this branch-and-bound algorithm and proposes an improved heuristic to be used in conjunction with a different search strategy. Computational experiments demonstrate that the modifications lead to substantial improvements in running time and number of iterations on the one-machine problem instances both with and without delayed precedence constraints.

Apiculture has gained worldwide interest because of its contributions to economic incomes and environmental conservation. In view of these, migratory beekeeping, as a high-yielding technique, is extensively adopted. However, because of the lack of an overall routing plan, beekeepers who follow the experiential migratory routes frequently encounter unexpected detours and suffer losses when faced with problems such as those related to nectar source capacities and the production of bee products. The migratory beekeeping routing problem (MBRP) is proposed based on the practical background of the commercial apiculture industry to optimize the global revenue for beekeepers by comprehensively considering nectar source allocation, migration, production and sales of bee products, and corresponding time decisions. The MBRP is a new variant of the vehicle routing problem but with significantly different production time decisions at the vertices (i.e., nectar sources). That is, only the overlaps between residence durations and flowering periods generate production benefits. Different sales visits cause different gains from the same products; in turn, these lead to different production time decisions at previously visited nectar source locations and even change the visits for production. To overcome the difficulty resulting from the complicated time decisions, we utilize the Dantzig–Wolfe decomposition method and propose a revised labeling algorithm for the pricing subproblems. The tests, performed on instances and a real-world case, demonstrate that the column generation method with the revised labeling algorithm is efficient for solving the MBRP. Compared with traditional routes, a more efficient overall routing schedule for migratory beekeepers is proposed. Summary of Contribution. Based on the practical background of commercial apiculture industry, this paper proposes a new type of routing problem named the migratory beekeeping routing problem (MBRP), which incorporates the selection of productive nodes and sales nodes as well as the production time decision at the productive nodes on a migratory beekeeping network. To overcome the difficulty resulting from the complicated time decisions, we utilize the Dantzig–Wolfe decomposition method and propose a revised labeling algorithm for the pricing subproblems. The tests, performed on instances and a real-world case, demonstrate that the column generation method with the revised labeling algorithm is efficient for solving the MBRP. Compared with traditional routes, a more efficient overall routing schedule for migratory beekeepers is proposed. Therefore, this paper is congruent with, and contributes to, the scope and mission of INFORMS Journal on Computing, especially the area of Network Optimization: Algorithms & Applications.

Bilevel problems are highly challenging optimization problems that appear in many applications of energy market design, critical infrastructure defense, transportation, pricing, and so on. Often these bilevel models are equipped with integer decisions, which makes the problems even harder to solve. Typically, in such a setting in mathematical optimization, one develops primal heuristics in order to obtain feasible points of good quality quickly or to enhance the search process of exact global methods. However, there are comparably few heuristics for bilevel problems. In this paper, we develop such a primal heuristic for bilevel problems with a mixed-integer linear or quadratic upper level and a linear or quadratic lower level. The heuristic is based on a penalty alternating direction method, which allows for a theoretical analysis. We derive a convergence theory stating that the method converges to a stationary point of an equivalent single-level reformulation of the bilevel problem and extensively test the method on a test set of more than 2,800 instances—which is one of the largest computational test sets ever used in bilevel programming. The study illustrates the very good performance of the proposed method in terms of both running times and solution quality. This renders the method a suitable subroutine in global bilevel solvers as well as a reasonable standalone approach.Summary of Contribution: Bilevel optimization problems form a very important class of optimization problems in the field of operations research, which is mainly due to their capability of modeling hierarchical decision processes. However, real-world bilevel problems are usually very hard to solve—especially in the case in which additional mixed-integer aspects are included in the modeling. Hence, the development of fast and reliable primal heuristics for this class of problems is very important. This paper presents such a method.

We study the chance-constrained bin packing problem, with an application to hospital operating room planning. The bin packing problem allocates items of random sizes that follow a discrete distribution to a set of bins with limited capacity, while minimizing the total cost. The bin capacity constraints are satisfied with a given probability. We investigate a big-M and a 0-1 bilinear formulation of this problem. We analyze the bilinear structure of the formulation and use the lifting techniques to identify cover, clique, and projection inequalities to strengthen the formulation. We show that in certain cases these inequalities are facet-defining for a bilinear knapsack constraint that arises in the reformulation. An extensive computational study is conducted for the operating room planning problem that minimizes the number of open operating rooms. The computational tests are performed using problems generated based on real data from a hospital. A lower-bound improvement heuristic is combined with the cuts proposed in this paper in a branch-and-cut framework. The computations illustrate that the techniques developed in this paper can significantly improve the performance of the branch-and-cut method. Problems with up to 1,000 scenarios are solved to optimality in less than an hour. A safe approximation based on conditional value at risk (CVaR) is also solved. The computations show that the CVaR approximation typically leaves a gap of one operating room (e.g., six instead of five) to satisfy the chance constraint. Summary of Contribution: This paper investigates a branch-and-cut algorithm for a chance-constrained bin packing problem with multiple bins. The chance-constrained bin packing provides a modeling framework for applied operations research problems, such as health care, scheduling, and so on. This paper studies alternative computational approaches to solve this problem. Moreover, this paper uses real data from a hospital operating room planning setting as an application to test the algorithmic ideas. This work, therefore, is at the intersection of computing and operations research. Several interesting ideas are developed and studied. These include a strengthened big-M reformulation, analysis of a bilinear reformulation, and identifying certain facet-defining inequalities for this formulation. This paper also gives a lower-bound generation heuristic for a model that minimizes the number of bins. Computational experiments for an operating room planning model that uses data from a hospital demonstrate the computational improvement and importance of the proposed approaches. The techniques proposed in this paper and computational experiments further enhance the interface of computing and operations research.

We consider a two-player interdiction problem staged over a graph where the attacker’s objective is to minimize the cost of removing edges from the graph so that the defender’s objective, that is, the weight of a minimum spanning tree in the residual graph, is increased up to a predefined level r. Standard approaches for graph interdiction frame this type of problems as bilevel formulations, which are commonly solved by replacing the inner problem by its dual to produce a single-level reformulation. In this paper, we study an alternative integer program derived directly from the attacker’s solution space and show that this formulation yields a stronger linear relaxation than the bilevel counterpart. Furthermore, we analyze the convex hull of the feasible solutions of the problem and identify several families of facet-defining inequalities that can be used to strengthen this integer program. We then proceed by introducing a different formulation defined by a set of so-called supervalid inequalities that may exclude feasible solutions, albeit solutions whose objective value is not better than that of an edge cut of minimum cost. We discuss several computational aspects required for an efficient implementation of the proposed approaches. Finally, we perform an extensive set of computational experiments to test the quality of these formulations, analyzing and comparing the benefits of each model, as well as identifying further enhancements.Summary of Contribution: Network interdiction has received significant attention over the last couple of decades, with a notable peak of interest in recent years. This paper provides an interesting balance between the theoretical and computational aspects of solving a challenging network interdiction problem via integer programming. We present several technical developments, including a detailed study of the problem's solution space, multiple formulations, and a polyhedral analysis of the convex hull of feasible solutions. We then analyze the results of an extensive set of computational experiments that were used to validate the effectiveness of the different methods we developed in this paper.

Knapsack problems play a pivotal role in the operations research literature, with various generalizations proposed and studied over the last century. Of recent interest is the quadratic multiknapsack problem (QMKP). Despite a plethora of heuristics, no exact methods for the QMKP have been published in the literature. This paper presents an exact branch-and-price algorithm for the QMKP. Experimental results indicate that the proposed algorithm is far superior, both in terms of solution times and objective function bounds, to state-of-the-art optimization technology solving a standard encoding of the problem. In addition to the algorithmic contribution, this paper studies the optimization problem of seating attendees at events, an operational challenge faced by event organizers. An optimization model for table event seating is shown to be closely related to the QMKP, and computational testing indicates that the proposed algorithm is particularly well suited for this application.

“Virtual statistics,” as we define them, are estimators of performance measures that are conditional on the occurrence of an event; virtual waiting time of a customer arriving to a queue at time [Formula: see text] is one example of virtual performance. In this paper, we describe a [Formula: see text]-nearest-neighbor method for estimating virtual performance postsimulation from the retained sample paths, examining both its small-sample and asymptotic properties and providing two approaches for measuring the error of the [Formula: see text]-nearest-neighbor estimator. We implement leave-one-replication-out cross-validation for tuning a single parameter [Formula: see text] to use for any time (or times) of interest and evaluate the prediction performance of the [Formula: see text]-nearest-neighbor estimator via controlled studies. As a by-product, this paper motivates a different way of thinking about how to process the output from dynamic, discrete-event simulation.

The β-robust machine scheduling has attracted increasing attention as an effective method to hedge against uncertainty. However, existing β-robust scheduling models rely on the normality assumption of uncertain parameters, and existing solution methods are based on branch and bound, which cannot solve problems of 45 jobs within 3,600 seconds. This paper proposes distributionally β-robust scheduling (DRS) models to handle uncertain processing times. The DRS models only require the lower bound, mean, and covariance information of processing times, and have the capability of handling both single and parallel machine problems. Another key contribution of this paper is to devise efficient parametric search (PS) methods for the DRS models. Specifically, we show that there exists a parameterized assignment problem (PAP), such that its optimal solutions are also optimal for the original problem. The proposed methods only need to perform a one-dimensional PS and solve a series of PAPs. We further propose a bidirectional PS to reduce the number of PAPs needed to be solved, and we design a speedup shortest augmentation path algorithm for these PAPs. Experimental results on both single and identical parallel machine problems show that the improved PS method outperforms existing algorithms by more than three orders of magnitude improvement in computation time for problems of 45 jobs, and it is able to solve problems of 500 jobs within 0.5 seconds.

Recent advances in network representation learning have enabled significant improvement in the link prediction task, which is at the core of many downstream applications. As an increasing amount of mobility data become available because of the development of location-based technologies, we argue that this resourceful mobility data can be used to improve link prediction tasks. In this paper, we propose a novel link prediction framework that utilizes user offline check-in behavior combined with user online social relations. We model user offline location preference via a probabilistic factor model and represent user social relations using neural network representation learning. To capture the interrelationship of these two sources, we develop an anchor link method to align these two different user latent representations. Furthermore, we employ locality-sensitive hashing to project the aggregated user representation into a binary matrix, which not only preserves the data structure but also improves the efficiency of convolutional network learning. By comparing with several baseline methods that solely rely on social networks or mobility data, we show that our unified approach significantly improves the link prediction performance.Summary of Contribution: This paper proposes a novel framework that utilizes both user offline and online behavior for social link prediction by developing several machine learning algorithms, such as probabilistic factor model, neural network embedding, anchor link model, and locality-sensitive hashing. The scope and mission has the following aspects: (1) We develop a data and knowledge modeling approach that demonstrates significant performance improvement. (2) Our method can efficiently manage large-scale data. (3) We conduct rigorous experiments on real-world data sets and empirically show the effectiveness and the efficiency of our proposed method. Overall, our paper can contribute to the advancement of social link prediction, which can spur many downstream applications in information systems and computer science.

We provide a comprehensive overview of mixed-integer programming formulations for the unit commitment (UC) problem. UC formulations have been an especially active area of research over the past 12 years due to their practical importance in power grid operations, and this paper serves as a capstone for this line of work. We additionally provide publicly available reference implementations of all formulations examined. We computationally test existing and novel UC formulations on a suite of instances drawn from both academic and real-world data sources. Driven by our computational experience from this and previous work, we contribute some additional formulations for both generator production upper bounds and piecewise linear production costs. By composing new UC formulations using existing components found in the literature and new components introduced in this paper, we demonstrate that performance can be significantly improved—and in the process, we identify a new state-of-the-art UC formulation.

Recently, parallel computing environments have become significantly popular. In order to obtain the benefit of using parallel computing environments, we have to deploy our programs for these effectively. This paper focuses on a parallelization of SCIP (Solving Constraint Integer Programs), which is a mixed-integer linear programming solver and constraint integer programming framework available in source code. There is a parallel extension of SCIP named ParaSCIP, which parallelizes SCIP on massively parallel distributed memory computing environments. This paper describes FiberSCIP, which is yet another parallel extension of SCIP to utilize multi-threaded parallel computation on shared memory computing environments, and has the following contributions: First, we present the basic concept of having two parallel extensions, and the relationship between them and the parallelization framework provided by UG (Ubiquity Generator), including an implementation of deterministic parallelization. Second, we discuss the difficulties in achieving a good performance that utilizes all resources on an actual computing environment, and the difficulties of performance evaluation of the parallel solvers. Third, we present a way to evaluate the performance of new algorithms and parameter settings of the parallel extensions. Finally, we demonstrate the current performance of FiberSCIP for solving mixed-integer linear programs (MIPs) and mixed-integer nonlinear programs (MINLPs) in parallel. The online appendix is available at https://doi.org/10.1287/ijoc.2017.0762 .

This paper presents a new model for online decision making. Motivated by the healthcare delivery application of dynamically allocating patients to procedure rooms in outpatient procedure centers, the online stochastic extensible bin-packing problem is described. The objective is to minimize the combined costs of opening procedure rooms and utilizing overtime to complete a day’s procedures. The dynamic patient-allocation decisions are made in an uncertain environment where the number of patients scheduled and the procedure durations are not known in advance. The resulting optimization model’s tractability focuses the paper’s attention on approximation methods and a special case that is amenable to decomposition-based solution methods. Theoretical performance guarantees are presented for list-based approximation methods as well as an approximation that is common in practice, where procedure rooms are reserved for patient groups in advance. Numerical results based on a real outpatient procedure center demonstrate the favorable results of the list-based approximations based on their average and worst case performances, as well as their computational requirements. Further, the numerical experiments show that the policy of reserving procedure rooms for patient groups in advance can perform poorly. These results are contrary to common practice and favor alternative, and still easy-to-implement, policies. The online supplement is available at https://doi.org/10.1287/ijoc.2017.0750 .

Two essential ingredients of modern mixed-integer programming solvers are diving heuristics, which simulate a partial depth-first search in a branch-and-bound tree, and conflict analysis, which learns valid constraints from infeasible subproblems. So far, these techniques have mostly been studied independently: primal heuristics for finding high-quality feasible solutions early during the solving process and conflict analysis for fathoming nodes of the search tree and improving the dual bound. In this paper, we pose the question of whether and how the orthogonal goals of proving infeasibility and generating improving solutions can be pursued in a combined manner such that a state-of-the-art solver can benefit. To do so, we integrate both concepts in two different ways. First, we develop a diving heuristic that simultaneously targets the generation of valid conflict constraints from the Farkas dual and the generation of improving solutions. We show that, in the primal, this is equivalent to the optimistic strategy of diving toward the best bound with respect to the objective function. Second, we use information derived from conflict analysis to enhance the search of a diving heuristic akin to classic coefficient diving. In a detailed computational study, both methods are evaluated on the basis of an implementation in the source-open-solver SCIP. The experimental results underline the potential of combining both diving heuristics and conflict analysis. Summary of Contribution. This original article concerns the advancement of exact general-purpose algorithms for solving one of the largest and most prominent problem classes in optimization, mixed-integer linear programs. It demonstrates how methods for conflict analysis that learn from infeasible subproblems can be combined successfully with diving heuristics that aim at finding primal solutions. For two newly designed diving heuristics, this paper features a thoroughly computational study regarding their impact on the overall performance of a state-of-the-art MIP solver.

Recommendation stability measures the extent to which a recommendation algorithm provides predictions that are consistent with each other. Several approaches have been proposed in prior work to defining, measuring, and improving the stability of recommendation algorithms. Previous studies have focused primarily on understanding and evaluating recommendation stability in prediction-oriented settings, i.e., recommendation settings where it is crucial to provide the precise prediction of a user’s preference rating for an item. However, the research literature has been largely silent on the topic of recommendation stability in other important types of settings, such as classification-oriented (i.e., where it is important to accurately classify the item as relevant versus irrelevant, without having to quantify the user’s preference precisely), ranking-oriented (i.e., where it is important to provide accurate relative ranking of items to users), or top-K oriented (i.e., where it is important to suggest K items that are most appealing to the user). Therefore, this paper builds on prior work by generalizing the notion of stability to a broader set of recommendation settings and developing corresponding stability metrics. The paper also provides a comprehensive empirical analysis of classification, ranking, and top-K stability performance of popular recommender algorithms on real-world rating data sets under a variety of settings.

Recommender systems are being used to help users find relevant items from a large set of alternatives in many online applications. Most existing recommendation techniques have focused on improving recommendation accuracy; however, diversity of recommendations has also been increasingly recognized in research literature as an important aspect of recommendation quality. This paper proposes several optimization-based approaches for improving aggregate diversity of top-N recommendations, including a greedy maximization heuristic, a graph-theoretic approach based on maximum flow or maximum bipartite matching computations, and an integer programming approach. The proposed approaches are evaluated using real-world movie rating data sets and demonstrate substantial improvements in both diversity and accuracy as compared to the recommendation reranking approaches, which have been introduced in prior literature for the purposes of diversity improvement and were used for baseline comparisons in our study. The paper also discusses the computational complexity and the scalability of the proposed approaches, as well as the potential directions for future work.

Motivated by large-scale service systems with network structure, we introduced in a previous paper a time-varying open network of many-server fluid queues with customer abandonment from each queue and time-varying proportional routing among the queues, and showed how performance functions can be determined. The deterministic fluid model serves as an approximation for the corresponding non-Markovian stochastic network of many-server queues with Markovian routing, experiencing periods of overloading at the queues. In this paper we develop a new algorithm for the previous model and generalize the model to include non-exponential service-time distributions. In this paper we report results of implementing the algorithms and studying their computational complexity. We also conduct simulation experiments to confirm that the algorithms are effective in computing the performance functions and that these performance functions provide useful approximations for the corresponding stochastic models.

The process of constructing several base models that are then combined into a single classification model for prediction is called model aggregation or ensemble classification. Positive-versus-negative (pVn) classification is a new method for the implementation of base models for aggregation. pVn classification involves the decomposition of a k-class prediction task into m (m < k) subproblems. One base model is constructed for each subproblem to predict a subset of the k classes. The base models are then combined into one aggregate model for prediction. This paper reports studies that were conducted to demonstrate the performance of pVn classification when large volumes of data are available for modeling as is commonly the case in data mining. It is demonstrated in this paper that pVn modeling provides the capability to use a large amount of available data (in a large data set) for base model training. It is also demonstrated that pVn models created from large data sets provide a higher level of predictive performance compared to single k-class models.

Peer-to-peer (P2P) networks are social networks for pooling network and information resources and are considered superior conduits for distributed computing and data management. In this paper, we utilize the theories of social networks and economic incentives to investigate the formation of P2P networks with rational participating agents (active peers). The paper proposes a framework for multilevel formation dynamics, including an individual level (content-sharing decision and group selection) and a group level (membership admission, splitting, and interconnection). It is found that if the network size (the number of peer nodes) is sufficiently large, the stable (self-selected equilibrium) free-riding ratio could be nonzero, contrary to the common belief that everybody should free ride. The efficient (welfare-maximizing) free-riding ratio is not necessarily zero; that is, a certain degree of free riding is beneficial and should be tolerated. The sharing level in a network increases (decreases) with the download (upload) capacities of its peer nodes. In addition, the heterogeneity of content availability and upload capacity discourages sharing activities. Although the sharing level of a stable group is typically lower than that of an efficient group, the self-formed network may have a larger or smaller group size than what is efficient, depending on the structure of the group admission decision process. It is also observed that self-organized interconnections among groups lead to network inefficiency because the network may be over- or underlinked. To recover the efficiency loss during the formation process, we propose internal transfer mechanisms to force stable networks to become efficient.