Search

A key question in causal inference analyses is how to find subgroups with elevated treatment effects. This paper takes a machine learning approach and introduces a generative model, causal rule sets (CRS), for interpretable subgroup discovery. A CRS model uses a small set of short decision rules to capture a subgroup in which the average treatment effect is elevated. We present a Bayesian framework for learning a causal rule set. The Bayesian model consists of a prior that favors simple models for better interpretability as well as avoiding overfitting and a Bayesian logistic regression that captures the likelihood of data, characterizing the relation between outcomes, attributes, and subgroup membership. The Bayesian model has tunable parameters that can characterize subgroups with various sizes, providing users with more flexible choices of models from the treatment-efficient frontier. We find maximum a posteriori models using iterative discrete Monte Carlo steps in the joint solution space of rules sets and parameters. To improve search efficiency, we provide theoretically grounded heuristics and bounding strategies to prune and confine the search space. Experiments show that the search algorithm can efficiently recover true underlying subgroups. We apply CRS on public and real-world data sets from domains in which interpretability is indispensable. We compare CRS with state-of-the-art rule-based subgroup discovery models. Results show that CRS achieves consistently competitive performance on data sets from various domains, represented by high treatment-efficient frontiers. Summary of Contribution: This paper is motivated by the large heterogeneity of treatment effect in many applications and the need to accurately locate subgroups for enhanced treatment effect. Existing methods either rely on prior hypotheses to discover subgroups or greedy methods, such as tree-based recursive partitioning. Our method adopts a machine learning approach to find an optimal subgroup learned with a carefully global objective. Our model is more flexible in capturing subgroups by using a set of short decision rules compared with tree-based baselines. We evaluate our model using a novel metric, treatment-efficient frontier, that characterizes the trade-off between the subgroup size and achievable treatment effect, and our model demonstrates better performance than baseline models. [ABSTRACT FROM AUTHOR]

The inequity aversion pricing problem aims to maximize revenue while providing prices to people connected in a social network such that connected people receive prices that are not too different. This problem is known to be NP-hard even when the number of prices offered is three. This paper provides an extended graph formulation for the problem whose LP-relaxation is shown to be very strong. We show that the extended graph relaxation is integral on a network without any cycle. We develop extended cycle inequalities and show that the extended cycle inequalities cut off all the fractional extreme points of the extended graph relaxation on a cycle. We generalize cycle inequalities to zero half cuts performing a Chvátal–Gomory procedure on a cycle. Computational experiments show that the extended graph relaxation results in an integer solution for most problem instances with very small gaps (less than 3%) from optimality for the remaining instances. The addition of zero half cuts reduces the integrality gap significantly on the few difficult instances. Summary of Contribution: The inequity aversion pricing problem aims to maximize revenue while providing prices to people connected in a social network such that connected people receive prices that are not too different. This paper provides an extended graph formulation of this practical revenue management problem whose LP-relaxation is shown to be very strong. The authors show that the extended graph relaxation is integral on a network without any cycle. They develop extended cycle inequalities and generalize them to zero-half cuts. Computational experiments show that the extended graph formulation results in an integer solution or a very small integrality gap. For difficult instances, the addition of zero half cuts significantly reduces the integrality gap. [ABSTRACT FROM AUTHOR]

The complexity of current electricity wholesale markets and the increased volatility of electricity prices because of the intermittent nature of renewable generation make independent power producers (IPPs) face significant challenges to submit offers. This challenge increases for those owning traditional coal-fired thermal generators and renewable generation. In this paper, an integrated stochastic optimal strategy is proposed for an IPP using the self-scheduling approach through its participation in both day-ahead and real-time markets (i.e., two-settlement electricity markets) as a price taker. In the proposed approach, the IPP submits an offer for all periods to the day-ahead market for which a multistage stochastic programming setting is explored for providing real-time market offers for each period as a recourse. This strategy has the advantage of achieving overall maximum profits for both markets in the given operational time horizon. Such a strategy is theoretically proved to be more profitable than alternative self-scheduling strategies as it takes advantage of the continuously realized scenario information of the renewable energy output and real-time prices over time. To improve computational efficiency, we explore polyhedral structures to derive strong valid inequalities, including convex hull descriptions for certain special cases, thus strengthening the formulation of our proposed model. Polynomial-time separation algorithms are then established for the derived exponential-sized inequalities to speed up the branch-and-cut process. Finally, both numerical and real case studies demonstrate the potential of the proposed strategy. Summary of Contribution: This paper develops innovative models and methods to study a family of practically important problems via the interactions of operations research and computing. Specifically, this paper provides in-depth analyses of innovative stochastic optimization modeling approaches and develops computationally efficient polyhedral results. The paper also verifies the effectiveness of proposed analyses via extensive computing experiments. [ABSTRACT FROM AUTHOR]

Aggregation of heating, ventilation, and air conditioning (HVAC) loads can provide reserves to absorb volatile renewable energy, especially solar photo-voltaic (PV) generation. In this paper, we decide HVAC control schedules under uncertain PV generation, using a distributionally robust chance-constrained (DRCC) building load control model under two typical ambiguity sets: the moment-based and Wasserstein ambiguity sets. We derive mixed integer linear programming (MILP) reformulations for DRCC problems under both sets. Especially, for the Wasserstein ambiguity set, we use the right-hand side (RHS) uncertainty to derive a more compact MILP reformulation than the commonly known MILP reformulations with big-M constants. All the results also apply to general individual chance constraints with RHS uncertainty. Furthermore, we propose an adjustable chance-constrained variant to achieve tradeoff between the operational risk and costs. We derive MILP reformulations under the Wasserstein ambiguity set and second-order conic programming (SOCP) reformulations under the moment-based set. Using real-world data, we conduct computational studies to demonstrate the efficiency of the solution approaches and the effectiveness of the solutions. Summary of Contribution: The problem studied in this paper is motivated by a building load control problem that uses the aggregation of heating, ventilation, and air conditioning (HVAC) loads as flexible reserves to absorb uncertain solar photovoltaic (PV) generation. The problem is formulated as distributionally robust chance-constrained (DRCC) programs with right-hand side (RHS) uncertainty. In addition, we propose a risk-adjustable variant of the DRCC programs, where the risk level, instead of being predetermined, is treated as a decision variable. The paper aims to provide tractable reformulations and solution algorithms for both the (general) DRCC and the (general) adjustable DRCC models with RHS uncertainty. [ABSTRACT FROM AUTHOR]

In this paper, we propose a general algorithmic framework for rotating workforce scheduling. We develop a graph representation that allows to model a schedule as a Eulerian cycle of stints, which we then use to derive a problem formulation that is compact toward the number of employees. We develop a general branch-and-cut framework that solves rotating workforce scheduling in its basic variant, as well as several additional problem variants that are relevant in practice. These variants comprise, among others, objectives for the maximization of free weekends and the minimization of employees. Our computational studies show that the developed framework constitutes a new state of the art for rotating workforce scheduling. For the first time, we solve all 6,000 instances of the status quo benchmark for rotating workforce scheduling to optimality with an average computational time of 0.07 seconds and a maximum computational time of 2.53 seconds. These results reduce average computational times by more than 99% compared with existing methods. Our algorithmic framework shows consistent computational performance, which is robust across all studied problem variants. Summary of Contribution: This paper proposes a novel exact algorithmic framework for the well-known rotating workforce scheduling problem (RWSP). Although the RWSP has been extensively studied in different problem variants and for different exact and heuristic solution approaches, the presented algorithmic framework constitutes a new state-of-the-art for the RWSP that solves all known benchmark sets to optimality and improves on the current state-of-the-art by orders of magnitude with respect to computational times, especially for large-scale instances. The paper is both of methodological value for researchers and of high interest for practitioners. For researchers, the presented framework is amenable for various problem variants and provides a common ground for further studies and research. For practitioners and software developers, low computational times of a few seconds allows the framework to be to embedded into personnel scheduling software. [ABSTRACT FROM AUTHOR]

The subgame perfect equilibrium in stationary strategies (SSPE) is the most important solution concept in applications of stochastic games, making it imperative to develop efficient methods to compute an SSPE. For this purpose, this paper develops an interior-point differentiable path-following method (IPM), which establishes a connection between an artificial logarithmic barrier game and the stochastic game of interest by adding a homotopy variable. IPM brings several advantages over the existing methods for stochastic games. On the one hand, IPM provides a bridge between differentiable path-following methods and interior-point methods and remedies several issues of an existing homotopy method called the stochastic linear tracing procedure (SLTP). First, the starting stationary strategy profile can be arbitrarily chosen. Second, IPM does not need switching between different systems of equations. Third, the use of a perturbation term makes IPM applicable to all stochastic games rather than generic games only. Moreover, a well-chosen transformation of variables reduces the number of equations and variables by roughly one half. Numerical results show that the proposed method is more than three times as efficient as SLTP. On the other hand, the stochastic game can be reformulated as a mixed complementarity problem and solved by the PATH solver. We employ the proposed IPM and the PATH solver to compute SSPEs. Numerical results evince that for some stochastic games the PATH solver may fail to find an SSPE, whereas IPM is successful in doing so for all stochastic games, which confirms the reliability and stability of the proposed method. Summary of Contribution: This paper incorporates the interior-point methods into a differentiable path-following method for computing stationary equilibria for stochastic games. This novel method brings excellent computational advantages and remedies several issues with the existing methods for stochastic games. We prove the global convergence of the proposed method and employ this method to solve numerous randomly generated stochastic games with different scales. Numerical results further confirm the high efficiency, stability, and universality of this method for stochastic games. [ABSTRACT FROM AUTHOR]

Motivated by applications arising on social networks, we study a generalization of the celebrated dominating set problem called the Positive Influence Dominating Set (PIDS). Given a graph G with a set V of nodes and a set E of edges, each node i in V has a weight bi, and a threshold requirement gi. We seek a minimum weight subset T of V, so that every node i not in T is adjacent to at least gi members of T. When gi is one for all nodes, we obtain the weighted dominating set problem. First, we propose a strong and compact extended formulation for the PIDS problem. We then project the extended formulation onto the space of the natural node-selection variables to obtain an equivalent formulation with an exponential number of valid inequalities. Restricting our attention to trees, we show that the extended formulation is the strongest possible formulation, and its projection (onto the space of the node variables) gives a complete description of the PIDS polytope on trees. We derive the necessary and sufficient facet-dening conditions for the valid inequalities in the projection and discuss their polynomial time separation. We embed this (exponential size) formulation in a branch-and-cut framework and conduct computational experiments using real-world graph instances, with up to approximately 2.5 million nodes and 8 million edges. On a test-bed of 100 real-world graph instances, our approach finds solutions that are on average 0.2% from optimality and solves 51 out of the 100 instances to optimality. Summary of Contribution: In influence maximization problems, a decision maker wants to target individuals strategically to cause a cascade at a minimum cost over a social network. These problems have attracted significant attention as their applications can be found in many different domains including epidemiology, healthcare, marketing, and politics. However, computationally solving large-scale influence maximization problems to near optimality remains a substantial challenge for the computing community, which thus represent significant opportunities for the development of operations-research based models, algorithms, and analysis in this interface. This paper studies the positive influence dominating set (PIDS) problem, an influence maximization problem on social networks that generalizes the celebrated dominating set problem. It focuses on developing exact methods for solving large instances to near optimality. In other words, the approach results in strong bounds, which then provide meaningful comparative benchmarks for heuristic approaches. The paper first shows that straightforward generalizations of well-known formulations for the dominating set problem do not yield strong (i.e., computationally viable) formulations for the PIDS problem. It then strengthens these formulations by proposing a compact extended formulation and derives its projection onto the space on the natural node-selection variables, resulting in two equivalent (stronger) formulations for the PIDS problem. The projected formulation on the natural node-variables contains a new class of valid inequalities that are shown to be facet-defining for the PIDS problem. These theoretical results are complemented by in-depth computational experiments using a branch-and-cut framework, on a testbed of 100 real-world graph instances, with up to approximately 2.5 million nodes and 8 million edges. They demonstrate the effectiveness of the proposed formulation in solving large scale problems finding solutions that are on average 0.2% from optimality and solving 51 of the 100 instances to optimality. [ABSTRACT FROM AUTHOR]

This paper addresses a single machine total weighted tardiness (TWT) batch-scheduling problem in which jobs have release dates, nonidentical sizes, and are compatible between each other. We propose two integer linear programming models: the first one is a time-indexed formulation (TIF), and the second is an innovative time-size-indexed formulation (TSIF). Although TIF clearly outperforms the existing formulation for the problem, TSIF is capable of producing much stronger bounds in practice. The latter also enables us to develop an efficient column-generation (CG) algorithm. The pricing subproblem corresponds to a resource-constrained shortest path problem that is solved using a bucket graph–based labeling algorithm. The solutions of such a subproblem may contain cycles (reprocessing of jobs), and thus, a memory mechanism called dynamic arc-based ng-sets is employed in the labeling with a view toward avoiding some of them. Moreover, we also implement a preprocessing scheme based on Lagrangian relaxation to perform variable fixing. Extensive computational experiments were carried out in 810 benchmark instances. The proposed CG algorithm is capable of solving instances with up to 100 jobs to optimality. In addition, we believe that this is the first exact approach for a TWT batch-scheduling variant capable of systematically solving instances with up to 50 jobs. High-quality results are also reported for three special cases of the problem—more precisely, when (i) the penalty weights are unitary, (ii) there are no release dates, and (iii) all due dates are set to zero and, hence, the objective becomes equivalent to minimizing the weighted completion time. Summary of Contribution: This paper provides the first exact algorithm for a standard variant of a batch-scheduling total weighted tardiness problem that can solve instances with up to 100 jobs to optimality, a considerable leap with respect to previous works. In particular, we propose a time-indexed formulation that has the advantage of being relatively simple to implement, and yet we show that it is not theoretically dominated by the other innovative formulation proposed in the paper referred to as the time-size-indexed formulation (TSIF). Moreover, we present a Lagrangian approach to quickly fix variables and an iterative column-generation (CG) procedure over a Dantzig–Wolfe decomposition of TSIF that combines an efficient pricing algorithm with a dynamic scheme to adjust the subproblem constraints. The proposed CG approach is capable of producing very strong bounds for the problem as well as for some of its special cases. [ABSTRACT FROM AUTHOR]

In critical node problems, the task is to identify a small subset of so-called critical nodes whose deletion maximally degrades a network's "connectivity" (however that is measured). Problems of this type have been widely studied, for example, for limiting the spread of infectious diseases. However, existing approaches for solving them have typically been limited to networks having fewer than 1,000 nodes. In this paper, we consider a variant of this problem in which the task is to delete b nodes so as to minimize the number of node pairs that remain connected by a path of length at most k. With the techniques developed in this paper, instances with up to 17,000 nodes can be solved exactly. We introduce two integer programming formulations for this problem (thin and path-like) and compare them with an existing recursive formulation. Although the thin formulation generally has an exponential number of constraints, it admits an efficient separation routine. Also helpful is a new, more general preprocessing procedure that, on average, fixes three times as many variables than before. Summary of Contribution: In this paper, we consider a distance-based variant of the critical node problem in which the task is to delete b nodes so as to minimize the number of node pairs that remain connected by a path of length at most k. This problem is motivated by applications in social networks, telecommunications, and transportation networks. In our paper, we aim to solve large-scale instances of this problem. Standard out-of-the-box approaches are unable to solve such instances, requiring new integer programming models, methodological contributions, and other computational insights. For example, we propose an algorithm for finding a maximum independent set of simplicial nodes that runs in time O(nm) that we use in a preprocessing procedure; we also prove that the separation problem associated with one of our integer programming models is NP-hard. We apply our branch-and-cut implementation to real-life networks from a variety of domains and observe speedups over previous approaches. [ABSTRACT FROM AUTHOR]

Various digital data sets that encode user-item relationships contain a multilevel overlapping cluster structure. The user-item relation can be encoded in a weighted bipartite graph and uncovering these overlapping coclusters of users and items at multiple levels in the bipartite graph can play an important role in analyzing user-item data in many applications. For example, for effective online marketing, such as placing online ads or deploying smart online marketing strategies, identifying co-occurring clusters of users and items can lead to accurately targeted advertisements and better marketing outcomes. In this paper, we propose fast algorithms inspired by algebraic multigrid methods for finding multilevel overlapping cocluster structures of feature matrices that encode user-item relations. Starting from the weighted bipartite graph structure of the feature matrix, the algorithms use agglomeration procedures to recursively coarsen the bipartite graphs that represent the relations between the coclusters on increasingly coarser levels. New fast coarsening routines are described that circumvent the bottleneck of all-to-all similarity computations by exploiting measures of direct connection strength between row and column variables in the feature matrix. Providing accurate coclusters at multiple levels in a manner that can scale to large data sets is a challenging task. In this paper, we propose heuristic algorithms that approximately and recursively minimize normalized cuts to obtain coclusters in the aggregated bipartite graphs on multiple levels of resolution. Whereas the main novelty and focus of the paper lies in algorithmic aspects of reducing computational complexity to obtain scalable methods specifically for large rectangular user-item matrices, the algorithmic variants also define several new models for determining multilevel coclusters that we justify intuitively by relating them to principles that underlie collaborative filtering methods for user-item relationships. Experimental results show that the proposed algorithms successfully uncover the multilevel overlapping cluster structure for artificial and real data sets. Summary of Contribution: This paper develops new and efficient computational methods for finding the multilevel overlapping cocluster structure of feature matrices that encode user-item relationships. We base our approach on the use of pairwise similarity measures between features, seeking clusters of points that are similar to each other and dissimilar from the points outside the cluster. We approximately solve the problem of finding optimal overlapping coclusters on multiple levels by employing a framework that is based on efficient multilevel methods that have been used previously to solve sparse linear systems and to cluster graphs. Our main contribution is that we extend these methods in efficient manners to find coclusters in the bipartite graphs that encode common and important user-item relationships or social network relations. The novel methods that we propose are inherently scalable to large problem sizes and are naturally able to uncover overlapping coclusters at multiple levels, whereas existing methods generally only find coclusters at the fine level. We illustrate the algorithm and its performance on some standard test problems from the literature and on a proof-of-concept real-world data set that relates LinkedIn users to their skills and expertise. [ABSTRACT FROM AUTHOR]

Sequential ranking-and-selection procedures deliver Bayesian guarantees by repeatedly computing a posterior quantity of interest—for example, the posterior probability of good selection or the posterior expected opportunity cost—and terminating when this quantity crosses some threshold. Computing these posterior quantities entails nontrivial numerical computation. Thus, rather than exactly check such posterior-based stopping rules, it is common practice to use cheaply computable bounds on the posterior quantity of interest, for example, those based on Bonferroni's or Slepian's inequalities. The result is a conservative procedure that samples more simulation replications than are necessary. We explore how the time spent simulating these additional replications might be better spent computing the posterior quantity of interest via numerical integration, with the potential for terminating the procedure sooner. To this end, we develop several methods for improving the computational efficiency of exactly checking the stopping rules. Simulation experiments demonstrate that the proposed methods can, in some instances, significantly reduce a procedure's total sample size. We further show these savings can be attained with little added computational effort by making effective use of a Monte Carlo estimate of the posterior quantity of interest. Summary of Contribution: The widespread use of commercial simulation software in industry has made ranking-and-selection (R&S) algorithms an accessible simulation-optimization tool for operations research practitioners. This paper addresses computational aspects of R&S procedures delivering finite-time Bayesian statistical guarantees, primarily the decision of when to terminate sampling. Checking stopping rules entails computing or approximating posterior quantities of interest perceived as being computationally intensive to evaluate. The main results of this paper show that these quantities can be efficiently computed via numerical integration and can yield substantial savings in sampling relative to the prevailing approach of using conservative bounds. In addition to enhancing the performance of Bayesian R&S procedures, the results have the potential to advance other research in this space, including the development of more efficient allocation rules. [ABSTRACT FROM AUTHOR]

This study introduces a branch-and-bound algorithm to solve mixed-integer bilinear maximum multiplicative programs (MIBL-MMPs). This class of optimization problems arises in many applications, such as finding a Nash bargaining solution (Nash social welfare optimization), capacity allocation markets, reliability optimization, etc. The proposed algorithm applies multiobjective optimization principles to solve MIBL-MMPs exploiting a special characteristic in these problems. That is, taking each multiplicative term in the objective function as a dummy objective function, the projection of an optimal solution of MIBL-MMPs is a nondominated point in the space of dummy objectives. Moreover, several enhancements are applied and adjusted to tighten the bounds and improve the performance of the algorithm. The performance of the algorithm is investigated by 400 randomly generated sample instances of MIBL-MMPs. The obtained result is compared against the outputs of the mixed-integer second order cone programming (SOCP) solver in CPLEX and a state-of-the-art algorithm in the literature for this problem. Our analysis on this comparison shows that the proposed algorithm outperforms the fastest existing method, that is, the SOCP solver, by a factor of 6.54 on average. Summary of Contribution: The scope of this paper is defined over a class of mixed-integer programs, the so-called mixed-integer bilinear maximum multiplicative programs (MIBL-MMPs). The importance of MIBL-MMPs is highlighted by the fact that they are encountered in applications, such as Nash bargaining, capacity allocation markets, reliability optimization, etc. The mission of the paper is to introduce a novel and effective criterion space branch-and-cut algorithm to solve MIBL-MMPs by solving a finite number of single-objective mixed-integer linear programs. Starting with an initial set of primal and dual bounds, our proposed approach explores the efficient set of the multiobjective problem counterpart of the MIBL-MMP through a criterion space–based branch-and-cut paradigm and iteratively improves the bounds using a branch-and-bound scheme. The bounds are obtained using novel operations developed based on Chebyshev distance and piecewise McCormick envelopes. An extensive computational study demonstrates the efficacy of the proposed algorithm. [ABSTRACT FROM AUTHOR]

Fluence map optimization for intensity-modulated radiation therapy planning can be formulated as a large-scale inverse problem with competing objectives and constraints associated with the tumors and organs at risk. Unfortunately, clinically relevant dose–volume constraints are nonconvex, so standard algorithms for convex problems cannot be directly applied. Although prior work focuses on convex approximations for these constraints, we propose a novel relaxation approach to handle nonconvex dose–volume constraints. We develop efficient, provably convergent algorithms based on partial minimization, and show how to adapt them to handle maximum-dose constraints and infeasible problems. We demonstrate our approach using the CORT data set and show that it is easily adaptable to radiation treatment planning with dose–volume constraints for multiple tumors and organs at risk. Summary of Contribution: This paper proposes a novel approach to deal with dose–volume constraints in radiation treatment planning optimization, which is inherently nonconvex, mixed-integer programming. The authors tackle this NP-hard problem using auxiliary variables and continuous optimization while preserving the problem's nonconvexity. Algorithms to efficiently solve the nonconvex optimization problem presented in this paper yield computation speeds suitable for a busy clinical setting. [ABSTRACT FROM AUTHOR]

The sparse portfolio selection problem is one of the most famous and frequently studied problems in the optimization and financial economics literatures. In a universe of risky assets, the goal is to construct a portfolio with maximal expected return and minimum variance, subject to an upper bound on the number of positions, linear inequalities, and minimum investment constraints. Existing certifiably optimal approaches to this problem have not been shown to converge within a practical amount of time at real-world problem sizes with more than 400 securities. In this paper, we propose a more scalable approach. By imposing a ridge regularization term, we reformulate the problem as a convex binary optimization problem, which is solvable via an efficient outer-approximation procedure. We propose various techniques for improving the performance of the procedure, including a heuristic that supplies high-quality warm-starts, and a second heuristic for generating additional cuts that strengthens the root relaxation. We also study the problem's continuous relaxation, establish that it is second-order cone representable, and supply a sufficient condition for its tightness. In numerical experiments, we establish that a conjunction of the imposition of ridge regularization and the use of the outer-approximation procedure gives rise to dramatic speedups for sparse portfolio selection problems. Summary of Contribution: This paper proposes a new decomposition scheme for tackling the problem of sparse portfolio selection: the problem of selecting a limited number of securities in a portfolio. This is a challenging problem to solve in high dimensions, as it belongs to the class of mixed-integer, nonseparable nonlinear optimization problems. We propose a new Benders-type cutting plane method and demonstrate its efficacy on a wide set of both synthetic and real-world problems, including problems with thousands of securities. Our approach also provides insights for other mixed-integer optimization problems with logical constraints. [ABSTRACT FROM AUTHOR]

Distributionally robust optimization (DRO) is a modeling framework in decision making under uncertainty in which the probability distribution of a random parameter is unknown although its partial information (e.g., statistical properties) is available. In this framework, the unknown probability distribution is assumed to lie in an ambiguity set consisting of all distributions that are compatible with the available partial information. Although DRO bridges the gap between stochastic programming and robust optimization, one of its limitations is that its models for large-scale problems can be significantly difficult to solve, especially when the uncertainty is of high dimension. In this paper, we propose computationally efficient inner and outer approximations for DRO problems under a piecewise linear objective function and with a moment-based ambiguity set and a combined ambiguity set including Wasserstein distance and moment information. In these approximations, we split a random vector into smaller pieces, leading to smaller matrix constraints. In addition, we use principal component analysis to shrink uncertainty space dimensionality. We quantify the quality of the developed approximations by deriving theoretical bounds on their optimality gap. We display the practical applicability of the proposed approximations in a production–transportation problem and a multiproduct newsvendor problem. The results demonstrate that these approximations dramatically reduce the computational time while maintaining high solution quality. The approximations also help construct an interval that is tight for most cases and includes the (unknown) optimal value for a large-scale DRO problem, which usually cannot be solved to optimality (or even feasibility in most cases). Summary of Contribution: This paper studies an important type of optimization problem, that is, distributionally robust optimization problems, by developing computationally efficient inner and outer approximations via operations research tools. Specifically, we consider several variants of such problems that are practically important and that admit tractable yet large-scale reformulation. We accordingly utilize random vector partition and principal component analysis to derive efficient approximations with smaller sizes, which, more importantly, provide a theoretical performance guarantee with respect to low optimality gaps. We verify the significant efficiency (i.e., reducing computational time while maintaining high solution quality) of our proposed approximations in solving both production–transportation and multiproduct newsvendor problems via extensive computing experiments. [ABSTRACT FROM AUTHOR]

We study the uncapacitated lot-sizing problem with uncertain demand and costs. The problem is modeled as a multistage stochastic mixed-integer linear program in which the evolution of the uncertain parameters is represented by a scenario tree. To solve this problem, we propose a new extension of the stochastic dual dynamic integer programming algorithm (SDDiP). This extension aims at being more computationally efficient in the management of the expected cost-to-go functions involved in the model, in particular by reducing their number and by exploiting the current knowledge on the polyhedral structure of the stochastic uncapacitated lot-sizing problem. The algorithm is based on a partial decomposition of the problem into a set of stochastic subproblems, each one involving a subset of nodes forming a subtree of the initial scenario tree. We then introduce a cutting plane–generation procedure that iteratively strengthens the linear relaxation of these subproblems and enables the generation of an additional strengthened Benders' cut, which improves the convergence of the method. We carry out extensive computational experiments on randomly generated large-size instances. Our numerical results show that the proposed algorithm significantly outperforms the SDDiP algorithm at providing good-quality solutions within the computation time limit. Summary of Contribution: This paper investigates a combinatorial optimization problem called the uncapacitated lot-sizing problem. This problem has been widely studied in the operations research literature as it appears as a core subproblem in many industrial production planning problems. We consider a stochastic extension in which the input parameters are subject to uncertainty and model the resulting stochastic optimization problem as a multistage stochastic integer program. To solve this stochastic problem, we propose a novel extension of the recently published stochastic dual dynamic integer programming (SDDiP) algorithm. The proposed extension relies on two main ideas: the use of a partial decomposition of the scenario tree and the exploitation of existing knowledge on the polyhedral structure of the stochastic uncapacitated lot-sizing problem. We provide the results of extensive computational experiments carried out on large-size randomly generated instances. These results show that the proposed extended algorithm significantly outperforms the SDDiP at providing good-quality solutions for the stochastic uncapacitated lot-sizing problem. Although the paper focuses on a basic lot-sizing problem, the proposed algorithmic framework may be useful to solve more complex practical production planning problems. [ABSTRACT FROM AUTHOR]

This study generalizes the r-interdiction median (RIM) problem with fortification to simultaneously consider two types of risks: probabilistic exogenous disruptions and endogenous disruptions caused by intentional attacks. We develop a bilevel programming model that includes a lower-level interdiction problem and a higher-level fortification problem to hedge against such risks. We then prove that the interdiction problem is supermodular and subsequently adopt the cuts associated with supermodularity to develop an efficient cutting-plane algorithm to achieve exact solutions. For the fortification problem, we adopt the logic-based Benders decomposition (LBBD) framework to take advantage of the two-level structure and the property that a facility should not be fortified if it is not attacked at the lower level. Numerical experiments show that the cutting-plane algorithm is more efficient than benchmark methods in the literature, especially when the problem size grows. Specifically, with regard to the solution quality, LBBD outperforms the greedy algorithm in the literature with an up-to 13.2% improvement in the total cost, and it is as good as or better than the tree-search implicit enumeration method. Summary of Contribution: This paper studies an r-interdiction median problem with fortification (RIMF) in a supply chain network that simultaneously considers two types of disruption risks: random disruptions that occur probabilistically and disruptions caused by intentional attacks. The problem is to determine the allocation of limited facility fortification resources to an existing network. It is modeled as a bilevel programming model combining a defender's problem and an attacker's problem, which generalizes the r-interdiction median problem with probabilistic fortification. This paper is suitable for IJOC in mainly two aspects: (1) The lower-level attacker's interdiction problem is a challenging high-degree nonlinear model. In the literature, only a total enumeration method has been applied to solve a special case of this problem. By exploring the special structural property of the problem, namely, the supermodularity of the transportation cost function, we developed an exact cutting-plane method to solve the problem to its optimality. Extensive numerical studies were conducted. Hence, this paper fits in the intersection of operations research and computing. (2) We developed an efficient logic-based Benders decomposition algorithm to solve the higher-level defender's fortification problem. Overall, this study generalizes several important problems in the literature, such as RIM, RIMF, and RIMF with probabilistic fortification (RIMF-p). [ABSTRACT FROM AUTHOR]

The problem of fitting continuous piecewise linear (PWL) functions to discrete data has applications in pattern recognition and engineering, amongst many other fields. To find an optimal PWL function, the positioning of the breakpoints connecting adjacent linear segments must not be constrained and should be allowed to be placed freely. Although the univariate PWL fitting problem has often been approached from a global optimisation perspective, recently, two mixed-integer linear programming approaches have been presented that solve for optimal PWL functions. In this paper, we compare the two approaches: the first was presented by Rebennack and Krasko [Rebennack S, Krasko V (2020) Piecewise linear function fitting via mixed-integer linear programming. INFORMS J. Comput. 32(2):507–530] and the second by Kong and Maravelias [Kong L, Maravelias CT (2020) On the derivation of continuous piecewise linear approximating functions. INFORMS J. Comput. 32(3):531–546]. Both formulations are similar in that they use binary variables and logical implications modelled by big- M constructs to ensure the continuity of the PWL function, yet the former model uses fewer binary variables. We present experimental results comparing the time taken to find optimal PWL functions with differing numbers of breakpoints across 10 data sets for three different objective functions. Although neither of the two formulations is superior on all data sets, the presented computational results suggest that the formulation presented by Rebennack and Krasko is faster. This might be explained by the fact that it contains fewer complicating binary variables and sparser constraints. Summary of Contribution: This paper presents a comparison of the mixed-integer linear programming models presented in two recent studies published in the INFORMS Journal on Computing. Because of the similarity of the formulations of the two models, it is not clear which one is preferable. We present a detailed comparison of the two formulations, including a series of comparative experimental results across 10 data sets that appeared across both papers. We hope that our results will allow readers to take an objective view as to which implementation they should use. [ABSTRACT FROM AUTHOR]

Column generation (CG) algorithms are well known to suffer from convergence issues due, mainly, to the degenerate structure of their master problem and the instability associated with the dual variables involved in the process. In the literature, several strategies have been proposed to overcome this issue. These techniques rely either on the modification of the standard CG algorithm or on some prior information about the set of dual optimal solutions. In this paper, we propose a new stabilization framework, which relies on the dynamic generation of aggregated rows from the CG master problem. To evaluate the performance of our method and its flexibility, we consider instances of three different problems, namely, vehicle routing with time windows (VRPTW), bin packing with conflicts (BPPC), and multiperson pose estimation (MPPEP). When solving the VRPTW, the proposed stabilized CG method yields significant improvements in terms of CPU time and number of iterations with respect to a standard CG algorithm. Huge reductions in CPU time are also achieved when solving the BPPC and the MPPEP. For the latter, our method has shown to be competitive when compared with a tailored method. Summary of Contribution: Column generation (CG) algorithms are among the most important and studied solution methods in operations research. CG algorithms are suitable to cope with large-scale problems arising from several real-life applications. The present paper proposes a generic stabilization framework to address two of the main issues found in a CG method: degeneracy in the master problem and massive instability of the dual variables. The newly devised method, called dynamic separation of aggregated rows (dyn-SAR), relies on an extended master problem that contains redundant constraints obtained by aggregating constraints from the original master problem formulation. This new formulation is solved in a column/row generation fashion. The efficacy of the proposed method is tested through an extensive experimental campaign, where we solve three different problems that differ considerably in terms of their constraints and objective function. Despite being a generic framework, dyn-SAR requires the embedded CG algorithm to be tailored to the application at hand. [ABSTRACT FROM AUTHOR]

In the context of the maximum stable set problem, rank inequalities impose that the cardinality of any set of vertices contained in a stable set be, at most, as large as the stability number of the subgraph induced by such a set. Rank inequalities are very general, as they subsume many classical inequalities such as clique, hole, antihole, web, and antiweb inequalities. In spite of their generality, the exact separation of rank inequalities has never been addressed without the introduction of topological restrictions on the induced subgraph and the tightness of their closure has never been investigated systematically. In this work, we propose a methodology for optimizing over the closure of all rank inequalities with a right-hand side no larger than a small constant without imposing any restrictions on the topology of the induced subgraph. Our method relies on the exact separation of a relaxation of rank inequalities, which we call relaxed k-rank inequalities, whose closure is as tight. We investigate the corresponding separation problem, a bilevel programming problem asking for a subgraph of maximum weight with a bound on its stability number, whose study could be of independent interest. We first prove that the problem is Σ 2 P -hard and provide some insights on its polyhedral structure. We then propose two exact methods for its solution: a branch-and-cut algorithm (which relies on a family of faced-defining inequalities which we introduce in this paper) and a purely combinatorial branch-and-bound algorithm. Our computational results show that the closure of rank inequalities with a right-hand side no larger than a small constant can yield a bound that is stronger, in some cases, than Lovász's Theta function, and substantially stronger than bounds obtained with standard inequalities that are valid for the stable set problem, including odd-cycle inequalities and wheel inequalities. Summary of Contribution: This paper proposes two original methods for solving a challenging cut-separation problem (of bilevel type) for a large class of inequalities valid for one of the key operations research problems, namely, the max stable set problem. An extensive set of experimental results validates the proposed methods. All the source code and data sets are available online on GitHub. [ABSTRACT FROM AUTHOR]

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. [ABSTRACT FROM AUTHOR]

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. [ABSTRACT FROM AUTHOR]

The minimum connected dominating set (MCDS) problem consists of selecting a minimum set of vertices from an undirected graph, such that each vertex not in this set is adjacent to at least one of the vertices in it, and the subgraph induced by this vertex set is connected. This paper presents a fast vertex weighting (FVW) algorithm for solving the MCDS problem, which integrates several distinguishing features, such as a vertex weighting-based local search with tabu and perturbation strategies to help the search to jump out of the local optima, as well as a search space reduction strategy to improve the search efficiency. Computational experiments on four sets of 112 commonly used public benchmark instances, as well as 15 newly introduced sparse instances, show that FVW is highly competitive compared with the state-of-the-art algorithms in the literature despite its simplicity. FVW improves the previous best-known results for 20 large public benchmark instances while matching the best-known results for all but 2 of the remaining ones. Several ingredients of FVW are investigated to demonstrate the importance of the proposed ideas and techniques. Summary of Contribution: As a challenging classical NP-hard problem, the minimum connected dominating set (MCDS) problem has been studied for decades in the areas of both operations research and computer science, although there does not exist an exact polynomial algorithm for solving it. Thus, the new breakthrough on this classical NP-hard problem in terms of the computational results on classical benchmark instances is significant. This paper presents a new fast vertex weighting local search for solving the MCDS problem. Computational experiments on four sets of 112 commonly used public benchmark instances show that fast vertex weighting (FVW) is able to improve the previous best-known results for 20 large instances while matching the best-known results for all but 2 of the remaining instances. Several ingredients of FVW are also investigated to demonstrate the importance of the proposed ideas and techniques. [ABSTRACT FROM AUTHOR]

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. [ABSTRACT FROM AUTHOR]

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. [ABSTRACT FROM AUTHOR]

This paper is devoted to the management of advance admission requests for obstetric care. Pregnant women in China select one hospital and request admission for both antenatal and postnatal care after nine weeks of pregnancy. Schedulers must make the admission decision instantly based on the availability of the most critical resource, that is, hospital beds for postnatal care. The random delay between admission requests and postnatal care has created a distinct advance admission control problem. To address this issue, we propose a basic model that assumes a unit bed requirement for one day. Each admission generates a unit of revenue and each unit of overcapacity use incurs an overcapacity cost. With the objective of maximizing the expected net revenue, we establish an optimal policy for unlimited requests, that is, an expected arrival time quota (EATQ) policy that accepts a fixed quota of advance admission requests with the same expected date of confinement. We then propose an extended model for general capacity requirements. Using the Poisson approximation, we establish the optimality of the EATQ policy, which is shown to be solvable by a simple linear programming model. We compare the numerical results from the different policies and conduct a sensitivity analysis. The EATQ policy is demonstrated to be the best option in all test instances and notably outperforms the current admission rules used in hospitals, which usually accept admission requests according to some empirical monthly quota of the expected delivery month. The Poisson approximation is shown to be effective for determining the optimal EATQ policy for both stationary and nonstationary arrivals. Summary of Contribution: First, this paper investigates the advance admission control problem for obstetric care. Pregnant women in China choose one hospital and request admission for both antenatal and postnatal care after nine weeks of pregnancy but the most critical resource is hospitalization beds needed for postnatal care. The random delay between admission request and postnatal care makes the problem unique and challenging to solve. It belongs to the scope of computing and operations research. Second, this paper formulates a dynamic programming model, analyzes the structural properties of the optimal control policy, and finally proposes a mathematical programming model to determine the optimal quota. Numerical experiments show the validity of the proposed approach. It covers the research contents of theories on dynamic stochastic control, mathematic programming model, and experiments. Moreover, this paper is motivated by the practical problem (advance admission control) in obstetric units of Shanghai. Using these optimality properties, solution approaches, and numerical results, this paper provides guidance on how to manage advance obstetric admission requests. [ABSTRACT FROM AUTHOR]

This paper provides a novel framework for solving multiobjective discrete optimization problems with an arbitrary number of objectives. Our framework represents these problems as network models, in that enumerating the Pareto frontier amounts to solving a multicriteria shortest-path problem in an auxiliary network. We design techniques for exploiting network models in order to accelerate the identification of the Pareto frontier, most notably a number of operations to simplify the network by removing nodes and arcs while preserving the set of nondominated solutions. We show that the proposed framework yields orders-of-magnitude performance improvements over existing state-of-the-art algorithms on five problem classes containing both linear and nonlinear objective functions. Summary of Contribution: Multiobjective optimization has a long history of research with applications in several domains. Our paper provides an alternative modeling and solution approach for multiobjective discrete optimization problems by leveraging graphical structures. Specifically, we encode the decision space of a problem as a layered network and propose graph reduction operators to preserve only solutions whose image are part of the Pareto frontier. The nondominated solutions can then be extracted through shortest-path algorithms on such a network. Numerical results comparing our method with state-of-the-art approaches on several problem classes, including the knapsack, set covering, and the traveling salesperson problem (TSP), suggest orders-of-magnitude runtime speed-ups for exactly enumerating the Pareto frontier, especially when the number of objective functions grows. [ABSTRACT FROM AUTHOR]

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. [ABSTRACT FROM AUTHOR]

Business research practice is witnessing a surge in the integration of predictive modeling and prescriptive analysis. We describe a modeling framework JANOS that seamlessly integrates the two streams of analytics, allowing researchers and practitioners to embed machine learning models in an end-to-end optimization framework. JANOS allows for specifying a prescriptive model using standard optimization modeling elements such as constraints and variables. The key novelty lies in providing modeling constructs that enable the specification of commonly used predictive models within an optimization model, have the features of the predictive model as variables in the optimization model, and incorporate the output of the predictive models as part of the objective. The framework considers two sets of decision variables: regular and predicted. The relationship between the regular and the predicted variables is specified by the user as pretrained predictive models. JANOS currently supports linear regression, logistic regression, and neural network with rectified linear activation functions. In this paper, we demonstrate the flexibility of the framework through an example on scholarship allocation in a student enrollment problem and provide a numeric performance evaluation. Summary of Contribution. This paper describes a new software tool, JANOS, that integrates predictive modeling and discrete optimization to assist decision making. Specifically, the proposed solver takes as input user-specified pretrained predictive models and formulates optimization models directly over those predictive models by embedding them within an optimization model through linear transformations. [ABSTRACT FROM AUTHOR]

In this short paper, we argue that the standard approach adopted by modern mixed-integer linear programming solvers of using very little cutting plane generation in the branch-and-bound tree can be too conservative and lead to the loss of significant opportunities. Our observation is motivated by some relatively simple computational investigation on a couple of instances in the MIPlib 2010 collection for which the benefit of generating globally valid cuts in the tree is significant. History: This "Challenge" paper was invited by the Editor-in-Chief and based on the topics raised by the author at his plenary address at the 2022 INFORMS Computing Society Conference in Tampa, Florida. [ABSTRACT FROM AUTHOR]

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. [ABSTRACT FROM AUTHOR]

The maximum k-colorable subgraph (MkCS) problem is to find an induced k-colorable subgraph with maximum cardinality in a given graph. This paper is an in-depth analysis of the MkCS problem that considers various semidefinite programming relaxations, including their theoretical and numerical comparisons. To simplify these relaxations, we exploit the symmetry arising from permuting the colors, as well as the symmetry of the given graphs when applicable. We also show how to exploit invariance under permutations of the subsets for other partition problems and how to use the MkCS problem to derive bounds on the chromatic number of a graph. Our numerical results verify that the proposed relaxations provide strong bounds for the MkCS problem and that those outperform existing bounds for most of the test instances. Summary of Contribution: The maximum k-colorable subgraph (MkCS) problem is to find an induced k-colorable subgraph with maximum cardinality in a given graph. The MkCS problem has a number of applications, such as channel assignment in spectrum sharing networks (e.g., Wi-Fi or cellular), very-large-scale integration design, human genetic research, and so on. The MkCS problem is also related to several other optimization problems, including the graph partition problem and the max-k-cut problem. The two mentioned problems have applications in parallel computing, network partitioning, floor planning, and so on. This paper is an in-depth analysis of the MkCS problem that considers various semidefinite programming relaxations, including their theoretical and numerical comparisons. Further, our analysis relates the MkCS results with the stable set and the chromatic number problems. We provide extended numerical results that verify that the proposed bounding approaches provide strong bounds for the MkCS problem and that those outperform existing bounds for most of the test instances. Moreover, our lower bounds on the chromatic number of a graph are competitive with existing bounds in the literature. [ABSTRACT FROM AUTHOR]

This paper studies the reliable uncapacitated facility location problem in which facilities are subject to uncertain disruptions. A two-stage distributionally robust model is formulated, which optimizes the facility location decisions so as to minimize the fixed facility location cost and the expected transportation cost of serving customers under the worst-case disruption distribution. The model is formulated in a general form, where the uncertain joint distribution of disruptions is partially characterized and is allowed to have any prespecified dependency structure. This model extends several related models in the literature, including the stochastic one with explicitly given disruption distribution and the robust one with moment information on disruptions. An efficient cutting plane algorithm is proposed to solve this model, where the separation problem is solved respectively by a polynomial-time algorithm in the stochastic case and by a column generation approach in the robust case. Extensive numerical study shows that the proposed cutting plane algorithm not only outperforms the best-known algorithm in the literature for the stochastic problem under independent disruptions but also efficiently solves the robust problem under correlated disruptions. The practical performance of the robust models is verified in a simulation based on historical typhoon data in China. The numerical results further indicate that the robust model with even a small amount of information on disruption correlation can mitigate the conservativeness and improve the location decision significantly. Summary of Contribution: In this paper, we study the reliable uncapacitated facility location problem under uncertain facility disruptions. The problem is formulated as a two-stage distributionally robust model, which generalizes several related models in the literature, including the stochastic one with explicitly given disruption distribution and the robust one with moment information on disruptions. To solve this generalized model, we propose a cutting plane algorithm, where the separation problem is solved respectively by a polynomial-time algorithm in the stochastic case and by a column generation approach in the robust case. The efficiency and effectiveness of the proposed algorithm are validated through extensive numerical experiments. We also conduct a data-driven simulation based on historical typhoon data in China to verify the practical performance of the proposed robust model. The numerical results further reveal insights into the value of information on disruption correlation in improving the robust location decisions. [ABSTRACT FROM AUTHOR]

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. [ABSTRACT FROM AUTHOR]

This paper studies the team orienteering problem, where the arrival time and service time affect the collection of profits. Such interactions result in a nonconcave profit function. This problem integrates the aspect of time scheduling into the routing decision, which can be applied in humanitarian search and rescue operations where the survival rate declines rapidly. Rescue teams are needed to help trapped people in multiple affected sites, whereas the number of people who could be saved depends as well on how long a rescue team spends at each site. Efficient allocation and scheduling of rescue teams is critical to ensure a high survival rate. To solve the problem, we formulate a mixed-integer nonconcave programming model and propose a Benders branch-and-cut algorithm, along with valid inequalities for tightening the upper bound. To solve it more effectively, we introduce a hybrid heuristic that integrates a modified coordinate search (MCS) into an iterated local search. Computational results show that valid inequalities significantly reduce the optimality gap, and the proposed exact method is capable of solving instances where the mixed-integer nonlinear programming solver SCIP fails in finding an optimal solution. In addition, the proposed MCS algorithm is highly efficient compared with other benchmark approaches, whereas the hybrid heuristic is proven to be effective in finding high-quality solutions within short computing times. We also demonstrate the performance of the heuristic with the MCS using instances with up to 100 customers. Summary of Contribution: Motivated by search and rescue (SAR) operations, we consider a generalization of the well-known team orienteering problem (TOP) to incorporate a nonlinear time-varying profit function in conjunction with routing and scheduling decisions. This paper expands the envelope of operations research and computing in several ways. To address the scalability issue of this highly complex combinatorial problem in an exact manner, we propose a Benders branch-and-cut (BBC) algorithm, which allows us to efficiently deal with the nonconcave component. This BBC algorithm is computationally enhanced through valid inequalities used to strengthen the bounds of the BBC. In addition, we propose a highly efficient hybrid heuristic that integrates a modified coordinate search into an iterated local search. It can quickly produce high-quality solutions to this complex problem. The performance of our solution algorithms is demonstrated through a series of computational experiments. [ABSTRACT FROM AUTHOR]

This paper proposes an exact algorithm to solve the one-to-one multiobjective shortest path problem. The solution involves determining a set of nondominated paths between two given nodes in a graph that minimizes several objective functions. This study is motivated by the application of this solution method to determine cycling itineraries. The proposed algorithm improves upon a label-correcting algorithm to rapidly solve the problem on large graphs (i.e., up to millions of nodes and edges). To verify the performance of the proposed algorithm, we use computational experiments to compare it with the best-known methods in the literature. The numerical results confirm the efficiency of the proposed algorithm. Summary of Contribution: The paper deals with a classic operations research problem (the one-to-one multiobjective shortest path problem) and is motivated by a real application for cycling itineraries. An efficient method is proposed and is based on a label-correcting algorithm into which several additional improvement techniques are integrated. Computational experiments compare this algorithm with the best-known methods in the literature to validate the performance on large-size graphs (Center for Discrete Mathematics and Theoretical Computer Science (DIMACS) instances from the ninth DIMACS challenge). New instances from the context of cycling itineraries are also proposed. [ABSTRACT FROM AUTHOR]

Kriging or Gaussian process models are popular metamodels (surrogate models or emulators) of simulation models; these metamodels give predictors for input combinations that are not simulated. To validate these metamodels for computationally expensive simulation models, the analysts often apply computationally efficient cross-validation. In this paper, we derive new statistical tests for so-called leave-one-out cross-validation. Graphically, we present these tests as scatterplots augmented with confidence intervals that use the estimated variances of the Kriging predictors. To estimate the true variances of these predictors, we might use bootstrapping. Like other statistical tests, our tests—with or without bootstrapping—have type I and type II error probabilities; to estimate these probabilities, we use Monte Carlo experiments. We also use such experiments to investigate statistical convergence. To illustrate the application of our tests, we use (i) an example with two inputs and (ii) the popular borehole example with eight inputs. Summary of Contribution: Simulation models are very popular in operations research (OR) and are also known as computer simulations or computer experiments. A popular topic is design and analysis of computer experiments. This paper focuses on Kriging methods and cross-validation methods applied to simulation models; these methods and models are often applied in OR. More specifically, the paper provides the following; (1) the basic variant of a new statistical test for leave-one–out cross-validation; (2) a bootstrap method for the estimation of the true variance of the Kriging predictor; and (3) Monte Carlo experiments for the evaluation of the consistency of the Kriging predictor, the convergence of the Studentized prediction error to the standard normal variable, and the convergence of the expected experimentwise type I error rate to the prespecified nominal value. The new statistical test is illustrated through examples, including the popular borehole model. [ABSTRACT FROM AUTHOR]

Quantum annealing (QA) can be used to quickly obtain near-optimal solutions for quadratic unconstrained binary optimization (QUBO) problems. In QA hardware, each decision variable of a QUBO should be mapped to one or more adjacent qubits in such a way that pairs of variables defining a quadratic term in the objective function are mapped to some pair of adjacent qubits. However, qubits have limited connectivity in existing QA hardware. This has spurred work on preprocessing algorithms for embedding the graph representing problem variables with quadratic terms into the hardware graph representing qubits adjacencies, such as the Chimera graph in hardware produced by D-Wave Systems. In this paper, we use integer linear programming to search for an embedding of the problem graph into certain classes of minors of the Chimera graph, which we call template embeddings. One of these classes corresponds to complete bipartite graphs, for which we show the limitation of the existing approach based on minimum odd cycle transversals (OCTs). One of the formulations presented is exact and thus can be used to certify the absence of a minor embedding using that template. On an extensive test set consisting of random graphs from five different classes of varying size and sparsity, we can embed more graphs than a state-of-the-art OCT-based approach, our approach scales better with the hardware size, and the runtime is generally orders of magnitude smaller. Summary of Contribution: Our work combines classical and quantum computing for operations research by showing that integer linear programming can be successfully used as a preprocessing step for adiabatic quantum optimization. We use it to determine how a quadratic unconstrained binary optimization problem can be solved by a quantum annealer in which the qubits are coupled as in a Chimera graph, such as in the quantum annealers currently produced by D-Wave Systems. The paper also provides a timely introduction to adiabatic quantum computing and related work on minor embeddings. [ABSTRACT FROM AUTHOR]

We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. Our results provide extensions to known results from the literature. We also consider hard quadratic constraints: those that are convex in uncertain matrix-valued parameters. For the robust counterpart of such constraints, we derive inner and outer tractable approximations. As an application, we show how to construct a natural uncertainty set based on a statistical confidence set around a sample mean vector and covariance matrix and use this to provide a tractable reformulation of the robust counterpart of an uncertain portfolio optimization problem. We also apply the results of this paper to norm approximation problems. Summary of Contribution: This paper develops new theoretical results and algorithms that extend the scope of a robust quadratic optimization problem. More specifically, we derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We also consider hard quadratic constraints: those that are convex in uncertain matrix-valued parameters. For the robust counterpart of such constraints, we derive inner and outer tractable approximations. [ABSTRACT FROM AUTHOR]

In this paper, we consider uncertain second-order cone (SOC) and semidefinite programming (SDP) constraints with polyhedral uncertainty, which are in general computationally intractable. We propose to reformulate an uncertain SOC or SDP constraint as a set of adjustable robust linear optimization constraints with an ellipsoidal or semidefinite representable uncertainty set, respectively. The resulting adjustable problem can then (approximately) be solved by using adjustable robust linear optimization techniques. For example, we show that if linear decision rules are used, then the final robust counterpart consists of SOC or SDP constraints, respectively, which have the same computational complexity as the nominal version of the original constraints. We propose an efficient method to obtain good lower bounds. Moreover, we extend our approach to other classes of robust optimization problems, such as nonlinear problems that contain wait-and-see variables, linear problems that contain bilinear uncertainty, and general conic constraints. Numerically, we apply our approach to reformulate the problem on finding the minimum volume circumscribing ellipsoid of a polytope and solve the resulting reformulation with linear and quadratic decision rules as well as Fourier-Motzkin elimination. We demonstrate the effectiveness and efficiency of the proposed approach by comparing it with the state-of-the-art copositive approach. Moreover, we apply the proposed approach to a robust regression problem and a robust sensor network problem and use linear decision rules to solve the resulting adjustable robust linear optimization problems, which solve the problem to (near) optimality. Summary of Contribution: Computing robust solutions for nonlinear optimization problems with uncertain second-order cone and semidefinite programming constraints are of much interest in real-life applications, yet they are in general computationally intractable. This paper proposes a computationally tractable approximation for such problems. Extensive computational experiments on (i) computing the minimum volume circumscribing ellipsoid of a polytope, (ii) robust regressions, and (iii) robust sensor networks are conducted to demonstrate the effectiveness and efficiency of the proposed approach. [ABSTRACT FROM AUTHOR]

We present alfonso, an open-source Matlab package for solving conic optimization problems over nonsymmetric convex cones. The implementation is based on the authors' corrected analysis of a method of Skajaa and Ye. It enables optimization over any convex cone as long as a logarithmically homogeneous self-concordant barrier is available for the cone or its dual. This includes many nonsymmetric cones, for example, hyperbolicity cones and their duals (such as sum-of-squares cones), semidefinite and second-order cone representable cones, power cones, and the exponential cone. Besides enabling the solution of problems that cannot be cast as optimization problems over a symmetric cone, algorithms for nonsymmetric conic optimization also offer performance advantages for problems whose symmetric cone programming representation requires a large number of auxiliary variables or has a special structure that can be exploited in the barrier computation. The worst-case iteration complexity of alfonso is the best known for nonsymmetric cone optimization: O (ν log ⁡ (1 / ε)) iterations to reach an ε-optimal solution, where ν is the barrier parameter of the barrier function used in the optimization. Alfonso can be interfaced with a Matlab function (supplied by the user) that computes the Hessian of a barrier function for the cone. A simplified interface is also available to optimize over the direct product of cones for which a barrier function has already been built into the software. This interface can be easily extended to include new cones. Both interfaces are illustrated by solving linear programs. The oracle interface and the efficiency of alfonso are also demonstrated using an optimal design of experiments problem in which the tailored barrier computation greatly decreases the solution time compared with using state-of-the-art, off-the-shelf conic optimization software. Summary of Contribution: The paper describes an open-source Matlab package for optimization over nonsymmetric cones. A particularly important feature of this software is that, unlike other conic optimization software, it enables optimization over any convex cone as long as a suitable barrier function is available for the cone or its dual, not limiting the user to a small number of specific cones. Nonsymmetric cones for which such barriers are already known include, for example, hyperbolicity cones and their duals (such as sum-of-squares cones), semidefinite and second-order cone representable cones, power cones, and the exponential cone. Thus, the scope of this software is far larger than most current conic optimization software. This does not come at the price of efficiency, as the worst-case iteration complexity of our algorithm matches the iteration complexity of the most successful interior-point methods for symmetric cones. Besides enabling the solution of problems that cannot be cast as optimization problems over a symmetric cone, our software can also offer performance advantages for problems whose symmetric cone programming representation requires a large number of auxiliary variables or has a special structure that can be exploited in the barrier computation. This is also demonstrated in this paper via an example in which our code significantly outperforms Mosek 9 and SCS 2. [ABSTRACT FROM AUTHOR]

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. [ABSTRACT FROM AUTHOR]

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 ∈ -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. [ABSTRACT FROM AUTHOR]

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. [ABSTRACT FROM AUTHOR]

Suppose a target is hidden in one of the vertices of an edge-weighted graph according to a known probability distribution. Starting from a fixed root node, an expanding search visits the vertices sequentially until it finds the target, where the next vertex can be reached from any of the previously visited vertices. That is, the time to reach the next vertex equals the shortest-path distance from the set of all previously visited vertices. The expanding search problem then asks for a sequence of the nodes, so as to minimize the expected time to finding the target. This problem has numerous applications, such as searching for hidden explosives, mining coal, and disaster relief. In this paper, we develop exact algorithms and heuristics, including a branch-and-cut procedure, a greedy algorithm with a constant-factor approximation guarantee, and a local search procedure based on a spanning-tree neighborhood. Computational experiments show that our branch-and-cut procedure outperforms existing methods for instances with nonuniform probability distributions and that both our heuristics compute near-optimal solutions with little computational effort. Summary of Contribution: This paper studies new algorithms for the expanding search problem, which asks to search a graph for a target hidden in one of the nodes according to a known probability distribution. This problem has applications such as searching for hidden explosives, mining coal, and disaster relief. We propose several new algorithms, including a branch-and-cut procedure, a greedy algorithm, and a local search procedure; and we analyze their performance both experimentally and theoretically. Our analysis shows that the algorithms improve on the performance of existing methods and establishes the first constant-factor approximation guarantee for this problem. [ABSTRACT FROM AUTHOR]

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. [ABSTRACT FROM AUTHOR]

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. [ABSTRACT FROM AUTHOR]

Comments on the Cathy McGeoch's paper 'Toward an Experimental Method for Algorithm Simulation.' Types of research within the computational testing literature; Information on algorithmic simulation as a tool to study the properties of algorithms; Treatment algorithms by McGeoch; Relation of central processing unit time to the basic aspects of an algorithm.

"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 τ 0 is one example of virtual performance. In this paper, we describe a k -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 k -nearest-neighbor estimator. We implement leave-one-replication-out cross-validation for tuning a single parameter k to use for any time (or times) of interest and evaluate the prediction performance of the k -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. [ABSTRACT FROM AUTHOR]

Surgery planning decisions include which operating rooms (ORs) to open, allocation of surgeries to ORs, sequence, and time to start each surgery. They are often made under uncertain surgery durations with limited data that lead to unknown distributional information. Moreover, cost parameters for criteria such as overtime and surgery delays are often difficult or impossible to estimate in practice. In this paper, we formulate distributionally robust (DR) chance constraints on surgery waiting and OR overtime, which recognize practical limitations on data availability and cost parameter accuracy. We use ϕ -divergence measures to build an ambiguity set of possible distributions of random surgery durations, and derive a branch-and-cut algorithm for optimizing a mixed-integer linear programming reformulation based on finite samples of the random surgery durations. We test instances generated from real hospital-based surgery data. The results show computational efficacy of our approaches, and provide insights for DR surgery planning. [ABSTRACT FROM AUTHOR]