Mathematics of Operations Research

最新文章

• Bounds on the Optimal Radius When Covering a Set with Minimum Radius Identical Disks AI翻译
  作者：Birgin, Ernesto G.; Gardenghi, John L.; Laurain, Antoine
  作者单位：Universidade de Sao Paulo; Universidade de Brasilia; University of Duisburg Essen
  摘要：The problem of covering a two-dimensional bounded set with a fixed number of minimum-radius identical disks is studied in the present work. Bounds on the optimal radius are obtained for a certain class of nonsmooth domains, and an asymptotic expansion of the bounds as the number of disks goes to infinity is provided. The proof is based on the approximation of the set to be covered by hexagonal honeycombs and on the thinnest covering property of the regular hexagonal lattice arrangement in the ...
• Dissolving Constraints for Riemannian Optimization AI翻译
  作者：Xiao, Nachuan; Liu, Xin; Toh, Kim-Chuan
  作者单位：National University of Singapore; Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; Chinese Academy of Sciences; University of Chinese Academy of Sciences, CAS; National University of Singapore
  摘要：In this paper, we consider optimization problems over closed embedded submanifolds of Rn, which are defined by the constraints c(x) = 0. We propose a class of constraint-dissolving approaches for these Riemannian optimization problems. In these proposed approaches, solving a Riemannian optimization problem is transferred into the unconstrained minimization of a constraint-dissolving function (CDF). Different from existing exact penalty functions, the exact gradient and Hessian of CDF are easy ...
• On Average Optimality for Non-Stationary Markov Decision Processes in Borel Spaces AI翻译
  作者：Guo, Xin; Huang, Yonghui; Zhang, Yi
  作者单位：Sun Yat Sen University; Sun Yat Sen University; University of Birmingham
  摘要：This paper studies Borel models of nonstationary Markov decision processes (MDPs) with average criteria. We establish a suitable fixed point theorem, which is used to show the existence of solutions to the average optimality equation (AOE), without using contractions. The existence of optimal policies follows from the obtained solutions to the AOE. Furthermore, we show that versions of the rolling horizon algorithm can be used to produce an optimal policy or an epsilon-optimal policy. Finally,...
• Quickest Detection Problems for Ornstein-Uhlenbeck Processes AI翻译
  作者：Glover, Kristoffer; Peskir, Goran
  作者单位：University of Technology Sydney; University of Manchester
  摘要：Consider an Ornstein-Uhlenbeck process that initially reverts to zero at a known mean-reversion rate beta 0, and then after some random/unobservable time, this meanreversion rate is changed to beta 1. Assuming that the process is observed in real time, the problem is to detect when exactly this change occurs as accurately as possible. We solve this problem in the most uncertain scenario when the random/unobservable time is (i) exponentially distributed and (ii) independent from the process pri...
• A Unified Analysis of a Class of Proximal Bundle Methods for Solving Hybrid Convex Composite Optimization Problems br AI翻译
  作者：Liang, Jiaming; Monteiro, Renato D. C.
  作者单位：Yale University; University System of Georgia; Georgia Institute of Technology
  摘要：This paper presents a proximal bundle (PB) framework based on a generic bun-dle update scheme for solving the hybrid convex composite optimization (HCCO) problem and establishes a common iteration-complexity bound for any variant belonging to it. As a consequence, iteration-complexity bounds for three PB variants based on different bundle update schemes are obtained in the HCCO context for the first time and in a unified man-ner. Although two of the PB variants are universal (i.e., their imple...
• A Class of Dissimilarity Semimetrics for Preference Relations AI翻译
  作者：Nishimura, Hiroki; Ok, Efe A.
  作者单位：University of California System; University of California Riverside; New York University; New York University
  摘要：We propose a class of semimetrics for acyclic preference relations, any one of which is an alternative to the classical Kemeny-Snell-Bogart metric. These semimetrics are based solely on the implications of preferences for choice behavior and thus appear more suitable in economic contexts and choice experiments. We obtain a fairly simple axiomatic characterization for the class we propose. The apparently most important member of this class, which we dub the top-difference semimetric, is charact...
• A Perturbation Framework for Convex Minimization and Monotone Inclusion Problems with Nonlinear Compositions AI翻译
  作者：Briceno-Arias, Luis M.; Combettes, Patrick L.
  作者单位：Universidad Tecnica Federico Santa Maria; North Carolina State University
  摘要：We introduce a framework based on Rockafellar's perturbation theory to analyze and solve general nonsmooth convex minimization and monotone inclusion problems involving nonlinearly composed functions as well as linear compositions. Such problems have been investigated only from a primal perspective and only for nonlinear compositions of smooth functions in finite-dimensional spaces in the absence of linear compositions. In the context of Banach spaces, the proposed perturbation analysis serves...
• Constrained Trading Networks AI翻译
  作者：Kizilkale, Can; Vohra, Rakesh
  作者单位：University of California System; University of California Berkeley; United States Department of Energy (DOE); Lawrence Berkeley National Laboratory; University of Pennsylvania; University of Pennsylvania
  摘要：Trades based on bilateral (indivisible) contracts can be represented by a network. Vertices correspond to agents, whereas arcs represent the nonprice elements of a bilateral contract. Given prices for each arc, agents choose the incident arcs that maximize their utility. We enlarge the model to allow for polymatroidal constraints on the set of contracts that may be traded, which can be interpreted as modeling limited one-for-one substitution. We show that, for two-sided markets, there exists a...
• Information Design and Sharing in Supply Chains AI翻译
  作者：Caldentey, Rene; Giloni, Avi; Hurvich, Clifford; Zhang, Yichen
  作者单位：University of Chicago; Yeshiva University; New York University; Purdue University System; Purdue University
  摘要：We study the interplay between inventory replenishment policies and information sharing in the context of a two-tier supply chain with a single supplier and a single retailer serving an independent and identically distributed Gaussian market demand. We investigate how the retailer's inventory policy impacts the supply chain's cumulative expected long-term average inventory costs C in two extreme information-sharing cases: (a) full information sharing and (b) no information sharing. To find the...
• Convergence Rates for Regularized Optimal Transport via Quantization br AI翻译
  作者：Eckstein, Stephan; Nutz, Marcel
  作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich; Columbia University; Columbia University
  摘要：We study the convergence of divergence-regularized optimal transport as the reg-ularization parameter vanishes. Sharp rates for general divergences including relative entropy or Lp regularization, general transport costs, and multimarginal problems are obtained. A novel methodology using quantization and martingale couplings is suitable for noncompact marginals and achieves, in particular, the sharp leading-order term of entropically regularized 2-Wasserstein distance for marginals with a fini...