4OR

https://link.springer.com/journal/10288

List of Papers (Total 44)

Is the best–worst method path dependent? Evidence from an empirical study

The Best–Worst method (BWM) is one of the latest contributions to pairwise comparisons methods. As its name suggests, it is based on pairwise comparisons of all criteria (or possibly other objects, such as alternatives, sub-criteria, etc.) with respect to the best (most important) and the worst (least important) criterion. The main aim of this study is to investigate the path and...

Derivative-free separable quadratic modeling and cubic regularization for unconstrained optimization

We present a derivative-free separable quadratic modeling and cubic regularization technique for solving smooth unconstrained minimization problems. The derivative-free approach is mainly concerned with building a quadratic model that could be generated by numerical interpolation or using a minimum Frobenius norm approach, when the number of points available does not allow to...

Bridging the user equilibrium and the system optimum in static traffic assignment: a review

Solving the road congestion problem is one of the most pressing issues in modern cities since it causes time wasting, pollution, higher industrial costs and huge road maintenance costs. Advances in ITS technologies and the advent of autonomous vehicles are changing mobility dramatically. They enable the implementation of a coordination mechanism, called coordinated traffic...

Inductive linearization for binary quadratic programs with linear constraints: a computational study

The computational utility of inductive linearizations for binary quadratic programs when combined with a mixed-integer programming solver is investigated for several combinatorial optimization problems and established benchmark instances.

A two-objective optimization of ship itineraries for a cruise company

This paper deals with the problem of cruise itinerary planning which plays a central role in worldwide cruise ship tourism. In particular, the Day-by-day Cruise Itinerary Optimization (DCIO) problem is considered. Assuming that a cruise has been planned in terms of homeports and journey duration, the DCIO problem consists in determining the daily schedule of each itinerary so...

Critical node/edge detection problems on trees

We consider the problem of removing a limited subset of nodes and/or edges from a graph in order to minimize the so-called pairwise connectivity of the residual graph, which is defined as the total cost of the pairs of nodes still connected by a path. This is a well-studied version of a family of problems known as critical node or edge detection problems. However, while most of...

Matheuristics: using mathematics for heuristic design

Matheuristics are heuristic algorithms based on mathematical tools such as the ones provided by mathematical programming, that are structurally general enough to be applied to different problems with little adaptations to their abstract structure. The result can be metaheuristic hybrids having components derived from the mathematical model of the problems of interest, but the...

A note on the complexity of the bilevel bottleneck assignment problem

We establish the NP-completeness of the variant of the bilevel assignment problem, where the leader and the follower both have bottleneck objective functions and were the follower behaves according to the optimistic rule. This result settles a problem that has been left open by Klinz & Gassner [4OR 7:379–394, 2009].

Frank–Wolfe and friends: a journey into projection-free first-order optimization methods

Invented some 65 years ago in a seminal paper by Marguerite Straus-Frank and Philip Wolfe, the Frank–Wolfe method recently enjoys a remarkable revival, fuelled by the need of fast and reliable first-order optimization methods in Data Science and other relevant application areas. This review tries to explain the success of this approach by illustrating versatility and...

Teaching OR: automatic evaluation for linear programming modelling

Learning how to model a problem described in natural language as a linear program requires students to practice using various and numerous exercises. Moreover, immediate feedback on the validity of their solutions helps a better and faster understanding. In this paper, we present an idea on how students and teachers can automatically evaluate linear programming models. We also...

Partition-based distributionally robust optimization via optimal transport with order cone constraints

In this paper we wish to tackle stochastic programs affected by ambiguity about the probability law that governs their uncertain parameters. Using optimal transport theory, we construct an ambiguity set that exploits the knowledge about the distribution of the uncertain parameters, which is provided by: (1) sample data and (2) a-priori information on the order among the...

Correction to: Exact distributional analysis of online algorithms with lookahead

A Correction to this paper has beed published: 10.1007/s10288-020-00442-1

Optimality conditions and Mond–Weir duality for a class of differentiable semi-infinite multiobjective programming problems with vanishing constraints

In this paper, the class of differentiable semi-infinite multiobjective programming problems with vanishing constraints is considered. Both Karush–Kuhn–Tucker necessary optimality conditions and, under appropriate invexity hypotheses, sufficient optimality conditions are proved for such nonconvex smooth vector optimization problems. Further, vector duals in the sense of Mond–Weir...

The trouble with the second quantifier

We survey optimization problems that allow natural simple formulations with one existential and one universal quantifier. We summarize the theoretical background from computational complexity theory, and we present a multitude of illustrating examples. We discuss the connections to robust optimization and to bilevel optimization, and we explain the reasons why the operational...

4OR comes of age

This is the traditional triennial note used by the Editors to give the readers of 4OR information on the state of the journal and its future. In the three years that have passed since the last editorial note, three volumes (each containing four issues) of the journal have been published: vol. 16 (2018), vol. 17 (2019), and vol. 18 (2020).

On the stochastic vehicle routing problem with time windows, correlated travel times, and time dependency

Most state-of-the-art algorithms for the Vehicle Routing Problem, such as Branch-and-Price algorithms or meta heuristics, rely on a fast feasibility test for a given route. We devise the first approach to approximately check feasibility in the Stochastic Vehicle Routing Problem with time windows, where travel times are correlated and depend on the time of the day. Assuming...

A note on the integrality gap of cutting and skiving stock instances

In this paper, we consider the (additive integrality) gap of the cutting stock problem (CSP) and the skiving stock problem (SSP). Formally, the gap is defined as the difference between the optimal values of the ILP and its LP relaxation. For both, the CSP and the SSP, this gap is known to be bounded by 2 if, for a given instance, the bin size is an integer multiple of any item...

Scanning integer points with lex-inequalities: a finite cutting plane algorithm for integer programming with linear objective

We consider the integer points in a unimodular cone K ordered by a lexicographic rule defined by a lattice basis. To each integer point x in K we associate a family of inequalities (lex-inequalities) that define the convex hull of the integer points in K that are not lexicographically smaller than x. The family of lex-inequalities contains the Chvátal–Gomory cuts, but does not...

Inductive linearization for binary quadratic programs with linear constraints

A linearization technique for binary quadratic programs (BQPs) that comprise linear constraints is presented. The technique, called “inductive linearization”, extends concepts for BQPs with particular equation constraints, that have been referred to as “compact linearization” before, to the general case. Quadratic terms may occur in the objective function, in the set of...

Improving ADMMs for solving doubly nonnegative programs through dual factorization

Alternating direction methods of multipliers (ADMMs) are popular approaches to handle large scale semidefinite programs that gained attention during the past decade. In this paper, we focus on solving doubly nonnegative programs (DNN), which are semidefinite programs where the elements of the matrix variable are constrained to be nonnegative. Starting from two algorithms already...

On efficient testing of capacity constraints in pickup-and-delivery problems with trailers

Efficient feasibility tests are important in many heuristics for routing problems. This paper considers several variants of pickup-and-delivery problems with trailers. Its contribution consists in the description of constant-time procedures for testing observance of capacity constraints when inserting tasks into routes. It is demonstrated that the presence of vehicles with...