Operations Research

最新文章

• Dynamic Double Auctions: Toward First Best AI翻译
  作者：Balseiro, Santiago R.; Mirrokni, Vahab; Leme, Renato Paes; Zuo, Song
  作者单位：Columbia University; Alphabet Inc.; Google Incorporated
  摘要：We study the problem of designing dynamic double auctions for two-sided markets in which a platform intermediates the trade between one seller offering independent items to multiple buyers, repeatedly over a finite horizon, when agents have private values. Motivated by online platforms for advertising, ride-sharing, and freelancing markets, we seek to design mechanisms satisfying the following properties: no positive transfers, that is, the platform never asks the seller to make payments nor a...
• Persuasion in Networks: Public Signals and Cores AI翻译
  作者：Candogan, Ozan
  作者单位：University of Chicago
  摘要：We consider a setting where agents in a social network take binary actions that exhibit local strategic complementarities. Their payoffs are affine and increasing in an underlying real-valued state of the world. An information designer commits to a signaling mechanism that publicly reveals a signal that is potentially informative about the state. She wants to maximize the expected number of agents who take action 1. We study the structure and design of optimal public signaling mechanisms. The ...
• A Classifier to Decide on the Linearization of Mixed-Integer Quadratic Problems in CPLEX AI翻译
  作者：Bonami, Pierre; Lodi, Andrea; Zarpellon, Giulia
  作者单位：Universite de Montreal; Polytechnique Montreal; Vector Institute for Artificial Intelligence
  摘要：With the aim of fully embedding learned predictions in the algorithmic design of a mixed-integer quadratic programming (MIQP) solver, we translate the algorithmic question of whether to linearize convex MIQPs into a classification task and use machine learning (ML) techniques to tackle it. We represent MIQPs and the linearization decision by careful target and feature engineering. Computational experiments and evaluation metrics are designed to further incorporate the optimization knowledge in...
• A Simultaneous Magnanti-Wong Method to Accelerate Benders Decomposition for the Metropolitan Container Transportation Problem AI翻译
  作者：Perrykkad, Andrew; Ernst, Andreas T.; Krishnamoorthy, Mohan
  作者单位：Monash University; University of Queensland
  摘要：In most Australian cities, container ports are located close to the city, with transportation to and from the port facilitated by trucks. Recently, with a view to reducing container-truck induced city congestion and pollution, state and federal governments have begun championing a modal switch to short-haul rail for these transportation tasks. In this paper, we describe a metropolitan container transportation problem arising from this context that seeks to effectively leverage both modes of tr...
• Network Revenue Management Under a Spiked Multinomial Logit Choice Model AI翻译
  作者：Cao, Yufeng; Kleywegt, Anton J.; Wang, He
  作者单位：Shanghai Jiao Tong University; University System of Georgia; Georgia Institute of Technology
  摘要：Airline booking data have shown that the fraction of customers who choose the cheapest available fare class often is much greater than that predicted by the multinomial logit choice model calibrated with the data. For example, the fraction of customers who choose the cheapest available fare class is much greater than the fraction of customers who choose the next cheapest available one, even if the price difference is small. To model this spike in demand for the cheapest available fare class, a...
• Spatial Price Integration in Commodity Markets with Capacitated Transportation Networks AI翻译
  作者：Birge, John R.; Chan, Timothy C. Y.; Pavlin, J. Michael; Zhu, Ian Yihang
  作者单位：University of Chicago; University of Toronto; Wilfrid Laurier University
  摘要：Spatial price integration is extensively studied in commodity markets as a means of examining the degree of integration between regions of a geographically diverse market. Many commodity markets that are commonly studied are supported by stable and well-defined transportation networks. In this paper, we analyze the relationship between spatial price integration, that is, the distribution of prices across geographically distinct locations in the market and the features of the underlying transpo...
• Bifurcating Constraints to Improve Approximation Ratios for Network Revenue Management with Reusable Resources AI翻译
  作者：Baek, Jackie; Ma, Will
  作者单位：Massachusetts Institute of Technology (MIT); Columbia University
  摘要：Network revenue management (NRM) describes a general online allocation problem in which combinations of capacity-constrained resources are sold to a stream of arriving customers. Existing papers propose one-size-fits-all methods for controlling the resource capacities over time. In this paper, we study how different methods can be used to control different resource constraints based on the network structure of each instance. Specifically, we propose a heuristic that bifurcates the resources of...
• Learning in Structured MDPs with Convex Cost Functions: Improved Regret Bounds for Inventory Management AI翻译
  作者：Agrawal, Shipra; Jia, Randy
  作者单位：Columbia University
  摘要：We consider a stochastic inventory control problem under censored demand, lost sales, and positive lead times. This is a fundamental problem in inventory management, with significant literature establishing near optimality of a simple class of policies called base-stock policies as well as the convexity of long-run average cost under those policies. We consider a relatively less studied problem of designing a learning algorithm for this problem when the underlying demand distribution is unknow...
• High-Dimensional Learning Under Approximate Sparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks AI翻译
  作者：Liu, Hongcheng; Ye, Yinyu; Lee, Hung Yi
  作者单位：State University System of Florida; University of Florida; Stanford University
  摘要：High-dimensional statistical learning (HDSL) has wide applications in data analysis, operations research, and decision making. Despite the availability of multiple theoretical frameworks, most existing HDSL schemes stipulate the following two conditions: (a) the sparsity and (b) restricted strong convexity (RSC). This paper generalizes both conditions via the use of the folded concave penalty (FCP). More specifically, we consider an M-estimation problem where (i) (conventional) sparsity is rel...
• On Solving a Class of Continuous Traffic Equilibrium Problems and Planning Facility Location Under Congestion AI翻译
  作者：Wang, Zhaodong; Ouyang, Yanfeng; She, Ruifeng
  作者单位：Netflix, Inc.; University of Illinois System; University of Illinois Urbana-Champaign
  摘要：This paper presents methods to obtain analytical solutions to a class of continuous traffic equilibrium problems, where continuously distributed customers from a bounded two-dimensional service region seek service from one of several discretely located facilities via the least congested travel path. We show that under certain conditions, the traffic flux at equilibrium, which is governed by a set of partial differential equations, can be decomposed with respect to each facility and solved anal...