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    Optimality conditions of weakly semi-E-convex programming
    Xiaofang WANG, Zhian LIANG, Caixia GAO
    Operations Research Transactions    2025, 29 (4): 72-82.   DOI: 10.15960/j.cnki.issn.1007-6093.2025.04.006
    Abstract (561)   HTML (0)    PDF(pc) (554KB)(71)       Save

    In this paper, we introduce a new class of generalized convex functions: weakly semi-$E$-convex functions and establish its corresponding weakly semi-$E$-convex programming. We discuss the properties of solutions of weakly semi-$E$-convex programming and give the optimality conditions of weakly semi-$E$-convex programming.

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    The economics of waiting-area entertainment
    SUN Ke, WANG Jinting, WANG Zhongbin
    Operations Research Transactions    2026, 30 (1): 93-107.   DOI: 10.15960/j.cnki.issn.1007-6093.2026.01.006
    Abstract (428)      PDF(pc) (861KB)(103)       Save
    In order to relieve customers' waiting anxiety when queueing, many service providers provide waiting-area entertainment (WAE) by charging a service fee. This measure can effectively reduce customers' waiting cost and the queueing anxiety of them has been also greatly alleviated. By providing this option, it can not only attract more customers to join the system, but also add additional revenue to service providers. So it is widely favored. This paper establishes a queueing game model by focusing on the popular operation mode of “waiting-area entertainment” in the current service industry, and analyzes the impact of this option on the equilibrium behavior of customers and the revenue of service providers theoretically. The following results are derived in this paper. First, the Nash equilibrium joining strategy of customers is explored under observable and unobservable information cases. Second, the revenue-maximizing information disclosure strategy is derived, and it is optimal to reveal (conceal) queue length information to customers when market size is large (small). The revenue-maximizing service fee increases with the market size. Third, although WAE is provided an additional service option for releasing customers' anxiety for waiting, we find that when the market size is large, this option may hurt consumer surplus.
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    Analysis of M/M/1 production-inventory system with working vacations
    Wenye LIU, Dequan YUE
    Operations Research Transactions    2025, 29 (4): 1-13.   DOI: 10.15960/j.cnki.issn.1007-6093.2025.04.001
    Abstract (353)   HTML (11)    PDF(pc) (662KB)(98)       Save

    This paper studies the M/M/1 production inventory system with working vacations. The server takes multiple working vacations when there is no customers in the system. Based on the (s, S) inventory strategy, a four-dimensional Markov process of the number of customers in the system, the inventory level, the server state and the production state is established. We obtain the steady-state condition of the system by using quasi-birth-death process theory. Furthermore, we derive the steady-state performance indexes of the system and the system cost function. The effect of various parameters of the system on the performance indexes and inventory strategy is analyzed. Then the optimal inventory strategies and optimal costs with different service rates under working vacation are compared.

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    A survey on research advances in consensus-based optimization algorithm
    WEI Jiazhen, BIAN Wei
    Operations Research Transactions    2026, 30 (1): 1-23.   DOI: 10.15960/j.cnki.issn.1007-6093.2026.01.001
    Abstract (323)      PDF(pc) (811KB)(185)       Save
    Global optimization problems have widespread applications across various fields such as scientific research, engineering, economics, and artificial intelligence. Consensus-based optimization algorithm is a class of multi-agent, meta-heuristic and derivative-free algorithms. It is designed to solve global nonsmooth and nonconvex optimization problems, while also being conducive to theoretical analysis and algorithm implementation. In this paper, we first introduce the fundamental principles and analytical results of the original algorithm. Subsequently, the latest development of the consensus-based optimization algorithms and their variants are discussed in detail. And the applications in fields such as machine learning and image processing are briefly described. Finally, we explore future research directions across three key areas: theoretical innovation, algorithm design, and application expansion.
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    Research on diversification portfolio optimization model and method
    ZHAO Hongxin, KONG Lingchen
    Operations Research Transactions    2026, 30 (1): 75-92.   DOI: 10.15960/j.cnki.issn.1007-6093.2026.01.005
    Abstract (312)      PDF(pc) (706KB)(124)       Save
    Portfolio selection is an important topic in the financial field. Under a series of basic assumptions, economist Markowitz established the mean-variance model in 1952. Then, the study of modern portfolio theory began. Effective diversification is the key to reduce risks and increase returns. This paper starts from mean-variance model and reviews the diversified portfolio strategies. We focus on the portfolio optimization model and solution method under regularization. Finally, we briefly introduce some of our recent work and put forward prospects and ideas based on current research hotspots.
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    A second-order splitting method with its application
    Zilin TAN, Honglin LUO
    Operations Research Transactions    2025, 29 (4): 121-140.   DOI: 10.15960/j.cnki.issn.1007-6093.2025.04.011
    Abstract (308)   HTML (0)    PDF(pc) (853KB)(78)       Save

    Combining cubic regularization and trust region method to solve the subproblem, we propose a second-order splitting algorithm for a class of large scale separable nonconvex optimization problems under inexact Hessian information. The global convergence result is obtained under some mild assumptions. It is proved that the algorithm needs at most $O\left( {{\varepsilon ^{ - 2}}} \right) $ evaluations to produce a $\varepsilon $-approximate stable solution. The algorithm is employed to solve a nonconvex binary classification problem in machine learning with nice numerical experiments results.

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    A D.C. relaxation based branch-and-bound algorithm for sum-of-linear-products programming problems
    Bo ZHANG, Hongyu WANG, Yuelin GAO
    Operations Research Transactions    2025, 29 (4): 159-174.   DOI: 10.15960/j.cnki.issn.1007-6093.2025.04.013
    Abstract (303)   HTML (4)    PDF(pc) (604KB)(86)       Save

    The sum-of-linear-products program has appeared in fields such as engineering practice and management science, and it is a class of NP-Hard problems. In view of the special structure of the objective function of this problem, it is reconstructed as a D.C. (difference of convex functions) programming problem. Based on the convex envelope of concave function, a D.C. relaxation subproblem is constructed and decomposed into two convex optimization problems. Then, by combining the D.C. relaxation with the standard bisection method of hyperrectangle, a new branch and bound algorithm is designed, and its theoretical convergence and computational complexity are analyzed. Finally, the effectiveness of the algorithm is verified by a large number of numerical experiments.

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    An iterative algorithm for the optimal approximation solution of matrix equations AXB + CY D = E with generalized constraints
    Jiawen YANG, Heming SUN
    Operations Research Transactions    2025, 29 (4): 27-47.   DOI: 10.15960/j.cnki.issn.1007-6093.2025.04.003
    Abstract (295)   HTML (1)    PDF(pc) (692KB)(54)       Save

    In this paper, we present an iterative algorithm to calculate the optimal approximation solution pair of the matrix equations $AXB+CYD=E $with constraint conditions $GX=H $and $\ WY=U$. The idea of the algorithm is to first find the gradient of the objective function $F(X, Y)={{\left\| E-AXB-CYD \right\|}^{2}}$ at the matrix $X $and $Y$, and then project the negative gradient to the convex constraint set respectively to obtain ${{g}_{X}}$ and ${{g}_{Y}}$. Finally, according to the idea of conjugate gradient method, the search directions ${{d}_{X}}$ and ${{d}_{Y}}$ are reconstructed on the feasible domain based on ${{g}_{X}}$ and ${{g}_{Y}}$. The theory shows that the algorithm can obtain the minimal norm least squares solution pair of the matrix equation $AXB+CYD=E $under the constraint conditions in finite iterative steps for any special class of initial matrix pair $({{X}^{(1)}}, {{Y}^{(1)}}) $satisfying the constraint conditions. In addition, the optimal approximation solution pair to a given matrix pair $\left( \bar{X}, \, \bar{Y} \right) $can be obtained by finding the minimal norm least squares solution pair of a new matrix equations $A\tilde{X}B+C\tilde{Y}D=\tilde{E}$, where $\tilde{E}=E-A\bar{X}B-C\bar{Y}D$. Numerical examples show that the algorithm can not only solve the optimal approximation solutions of matrix equations under generalized constraints, but also solve the optimal approximation solutions of equations under special constraints.

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    Online scheduling problem of two flow shop with lookahead interval and incompatible job family
    Qian XIA, Xingong ZHANG
    Operations Research Transactions    2025, 29 (4): 103-111.   DOI: 10.15960/j.cnki.issn.1007-6093.2025.04.009
    Abstract (276)   HTML (1)    PDF(pc) (603KB)(42)       Save

    This paper studies on-line scheduling problem on two unit flowshop machines, in which there exist unbounded batch processing of two incompatible job families and lookahead intervals. The unit flowshop is that the processing time of any job is 1 at two machines. The jobs arrive on time. The goal is to minimize the maximum completion time of the jobs. At time $t$, the lookahead interval means on-line algorithm can predict the information of arriving workpieces in the interval $(t, t+\beta]$. Incompatible workpieces family means that workpieces belonging to different workpieces family cannot be arranged in the same batch. For this problem, we provide a best possible online algorithm $A_1(\beta)$ of competitive ratio $1+\alpha$ for $0 \leqslant \beta<1$, where $\alpha$ is the positive root of the equation $3 \alpha^{2}+(\beta+2) \alpha+\beta-2=0$.

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    Cooperative games on a class of flexible flow-shop scheduling problem with due-dates
    Wenjuan SUN, Hua GONG, Ke XU, Aihong SHEN
    Operations Research Transactions    2025, 29 (4): 83-93.   DOI: 10.15960/j.cnki.issn.1007-6093.2025.04.007
    Abstract (272)   HTML (5)    PDF(pc) (660KB)(54)       Save

    A class of flexible flow-shop scheduling problem with due-dates is studied by using cooperative games theory. In this problem, jobs with an initial scheduling order need to be processed successively on multiple processes. There are multiple identical parallel machines at each processing stage. The cost of customer who owns one job is the sum of the job's weighted completion time and tardiness penalty. The scheduling objective is to minimize the sum of customers' costs. Considering that customers can collaborate to form coalitions and reschedule within coalitions to save costs, a cooperative game model is established. In this model, the customers can be seen as the players and the maximum cost savings obtained by rescheduling can be seen as the characteristic function. By analyzing the properties of cooperative games, the reasonable allocations of cost savings are used to reduce the customer's cost. When the jobs have identical processing time on the same processing stage and common due date, it is proved that the corresponding cooperative games are convex. Core allocations can be obtained by the $\beta$ rule and the Shapley value, and the Shapley value can be expressed in a simple form. Examples are given to verify the properties of the cooperative games and rationality of the cost allocation methods.

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    A hybrid distribution recursion and branch and bound algorithm for Petroluem refinery optimization problem
    Xin SUN, Dongdong GE, Desheng FU, Zhiwei WEI, Fenglian DONG, Shichang PAN
    Operations Research Transactions    2025, 29 (4): 141-158.   DOI: 10.15960/j.cnki.issn.1007-6093.2025.04.012
    Abstract (267)   HTML (0)    PDF(pc) (735KB)(75)       Save

    The optimization of refinery operations is a critical issue within the crude oil supply chain, garnering extensive research and application interest across both academic and industrial sectors. Typically, refinery optimization problems are modeled as Mixed Integer Non-Linear Programming (MINLP) problems. The complexity of these problems arises from the vast diversity of crude oil types and their derivative products, coupled with intricate processing procedures. Moreover, specific processing steps involve changes in material properties and rules, introducing non-convex, nonlinear, and integer constraints, which increase the solution-finding difficulty. Currently, academic research primarily focuses on modeling and solving small-scale issues or subsystems of operational processes. Commercial solvers like BARON and DICOPT in GAMS are commonly employed for such tasks. This paper introduces a Hybrid Distribution Recursion and Branch and Bound algorithm (Hybrid-DRBB) for solving MINLP in refinery optimization. This method relaxes and solves nonlinear and integer constraints separately, thereby obtaining near-optimal solutions for the original problem. Through numerical experiments utilizing real-world, large-scale data scenarios, we demonstrate the efficiency of our method in comparison to traditional commercial solvers, highlighting its reduced computational cost and improved solving approach.

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    Convergence analysis of the inexact generalized alternating direction method of multipliers with indefinite proximal term
    Rui SONG, Yiran WANG, Zhongming WU
    Operations Research Transactions    2025, 29 (4): 175-190.   DOI: 10.15960/j.cnki.issn.1007-6093.2025.04.014
    Abstract (258)   HTML (0)    PDF(pc) (1341KB)(73)       Save

    It is well known that alternating direction method of multipliers (ADMM) and its variants are of the popular methods in solving many practical problems. However, the efficiency of ADMM based methods largely relies on the solvability of the involving subproblems. In this paper, we propose an inexact generalized proximal ADMM with optimal indefinite proximal term to solve the separable convex minimization problem with linear constraints. The relative-error criterion with only one constant belonging in [0, 1) is introduced to solve one of subproblems approximately, and the other subproblem is solved by introducing an optimal indefinite proximal term. The proposed method inherits the advantages of both the relative error criterion and the indefinite proximal term. Based on the variational inequality framework, the convergence of the developed method is rigorously conducted. Some numerical experiments on TV-$\ell $2 image restoration problem are conducted to illustrate the efficiency of the new method.

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    LPT algorithm for early work maximization problem
    Ruiqing SUN, Rui ZHANG, Yan LAN, Weidong LI
    Operations Research Transactions    2025, 29 (4): 249-254.   DOI: 10.15960/j.cnki.issn.1007-6093.2025.04.020
    Abstract (254)   HTML (2)    PDF(pc) (505KB)(69)       Save

    For a given set of jobs and a given set of machines, we assign the jobs to the machines without preemption. The early work maximization problem tries to find a schedule such that the total early work of the jobs is maximized, where the early work of a job is the processed time before the common due date. We prove that the worse-case ratio of LPT algorithm is at most 1.207.

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    Blockchain empowering the digital transformation: Study on the coordination strategies of supply chain
    ZHOU Yunxu, YAO Fanjun, GAO Hongwei
    Operations Research Transactions    2026, 30 (1): 61-74.   DOI: 10.15960/j.cnki.issn.1007-6093.2026.01.004
    Abstract (253)      PDF(pc) (724KB)(89)       Save
    We used differential game to study the coordination problem of supply chain, taking the digital transformation of the supply chain as the starting point, in which the knowledge accumulation of blockchain is the state variable. We solved and compared the quality improvement, blockchain technology investment, the trajectory of knowledge accumulation, market demand and supply chain profit in non-cooperative and cost-sharing scenarios. We also explored the blockchain technology in the supply chain from the perspective of game theory. Combined with numerical simulation, the sensitivity analysis of relevant parameters was carried out. The study found that the cooperation between players can improve the retailer's blockchain technology investment level without affecting the supplier's quality improvement strategy, effectively alleviate the “double marginal effect” of the non-cooperative case, achieve Pareto improvement of supply chain performance, and then improve the social welfare.
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    Online scheduling model of batch processing machine considering order types and setup time
    Kaiyuan JIN, Feifeng ZHENG, Ming LIU
    Operations Research Transactions    2025, 29 (4): 231-240.   DOI: 10.15960/j.cnki.issn.1007-6093.2025.04.018
    Abstract (251)   HTML (2)    PDF(pc) (736KB)(57)       Save

    In order to improve the utilization of resources and shorten the delivery time of customer orders, this paper discusses the online scheduling problem of batch processing machine with limited batch capacity. In the scenario of on-time release time of orders, an online scheduling model with different types of orders, only orders of the same type that can be grouped into batches and the processing time of batch which depends on the type of order is studied. Besides, if two consecutive batches belong to different types, there is a fixed setup time between them. Taking the total revenue as the optimization objective, two processing cases are investigated. As for the online model of a single batch processing machine, the lower bound of the problem is proved to be $ 1+w$, in which $ w$ is the largest revenue of a batch. At the same time, an online algorithm which considers setup time is designed, and the competitive ratio of the online algorithm proved by the Worst Case Analysis method is equal to the lower bound, which shows that the algorithm has the optimal competition. For the case of two parallel batch processing machines, an online algorithm with competitive ratio of $ 1+2\sqrt{w}$ is proposed. The results of the paper can be used to guide the design of efficient online scheduling scheme in practice.

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    Multiplayer pursuit-evasion differential game model in border defense
    Ang SU, Lei WANG, Zhiqing DANG, Zhihang YOU, Hongwei GAO
    Operations Research Transactions    2025, 29 (4): 48-60.   DOI: 10.15960/j.cnki.issn.1007-6093.2025.04.004
    Abstract (246)   HTML (0)    PDF(pc) (1706KB)(65)       Save

    Border security has always been a topic sparking intense debate. Moreover, border morphology realities separating countries are quite complex, exacerbating the complexity of border defence issues. As per relevant literature reviews, there is no perfect universal solution to address border defence problems, which makes it a matter of utmost concern. This paper aims to transform the problem into a pursuit-evasion differential game problem by delineating the border defence scenario. The method of differential game is subsequently used to solve the optimal strategy of the players, which ultimately yields a feasible algorithm. Specifically, this paper uses simple motion to describe player movement in the game, utilises the general equation form of the quadratic curve to demarcate the shape of the boundary, and defines the payoff function as the distance from the capture point to the boundary. The problem is studied by the geometric method, and a more concise value function form is yielded in the case of a circular boundary. The optimal strategy of the player in the game is ultimately constructed. A general algorithm for the quadratic curve boundary is further obtained based on the circular boundary. The model is then stretched from the game of degree to the game of kind, from two dimensions to three dimensions, from M-pursuers against a single evader to M-pursuers against N-evaders, and the result and algorithm are validated by using a numerical simulation.

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    A review of intelligent branch and bound algorithms for mixed integer linear programming problems
    ZHANG Xuefeng, PENG Xiao, CHEN Liangyu, YANG Zhengfeng, ZENG Zhenbing
    Operations Research Transactions    2026, 30 (2): 237-270.   DOI: 10.15960/j.cnki.issn.1007-6093.2026.02.019
    Abstract (242)      PDF(pc) (1033KB)(108)       Save
    Mixed integer linear programming problems are spread across various fields in the real world. Solving mixed integer linear programming problems is an NP-hard problem. Current advanced solvers generally use the branch and bound method as the core framework for solving mixed integer linear programming problems. But the inherent exponential nature of branch and bound means that one wrong decision during its execution can double the size of the search tree and fail to improve the search process. Such a complex and data-rich environment, combined with a lack of formal understanding, makes it possible to leverage machine learning techniques to improve branch and bound algorithms. Therefore, combining data-driven machine learning methods with branch and bound algorithms to improve their decision-making processes has received increasing attention. In this article, we first introduce the branch and bound algorithm and analyze the possible decision-making process therein. Afterwards, the research work on integrating machine learning methods into branch and bound algorithms in recent years is mainly analyzed from two aspects: deep learning methods based on behavioral cloning that imitate existing expert strategies and reinforcement learning methods based on the idea of discovering new strategies. Finally, we discuss possible future directions and challenges in combining machine learning with branch and bound algorithms.
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    Single-machine scheduling with operator non-availability periods and deteriorating jobs
    Dawei LI, Ganggang LI
    Operations Research Transactions    2025, 29 (4): 14-26.   DOI: 10.15960/j.cnki.issn.1007-6093.2025.04.002
    Abstract (241)   HTML (6)    PDF(pc) (602KB)(87)       Save

    The scheduling problem with operator non-availability periods and deteriorating jobs on a single machine is studied in this paper. The objective is to minimize the total weighted completion time. Unlike scheduling with machine non-availability constraints, a job can be processed in the operator non-availability time interval but can neither start nor complete in this period. We first show that there exists no polynomial-time approximation algorithm with a constant worst-case bound when the problem has two operator non-availability periods unless P=NP. We then present a pseudo-polynomial time algorithm and a fully polynomial-time approximation scheme (FPTAS) when there exists only one operator non-availability period.

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    The extremal problem of spanning linear forests
    Xue JI, Liying KANG, Yisai XUE
    Operations Research Transactions    2025, 29 (4): 94-102.   DOI: 10.15960/j.cnki.issn.1007-6093.2025.04.008
    Abstract (238)   HTML (2)    PDF(pc) (560KB)(110)       Save

    Let $\mathcal{F}$ be a family of graphs. If $G$ does not contain every graph in $\mathcal{F}$ as a subgraph, then $G$ is said to be $\mathcal{F}$-free. The Turán number $ex(n, \mathcal{F})$ is defined to be the maximum number of edges in a graph on $n$ vertices that is $\mathcal{F}$-free. A linear forest is a graph whose connected components are all paths or isolated vertices. Let $\mathcal{L}_{n, k}'$ be the family of all linear forests of order $n$ with $k$ edges except $P_{k+1}\cup(n-k-1)K_1$. In this paper, we give Turán number of $\mathcal{L}_{n, k}'$ and corresponding extremal graphs. Furthermore, we give the maximum spectral radius of graphs of order $n$ that are $\mathcal{L}_{n, k}'$-free and the corresponding extremal graphs.

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    Weak Nash equilibrium and evolution analysis of population games
    Wei TANG, Chun WANG, Guanghui YANG, Jinxiu PI
    Operations Research Transactions    2025, 29 (4): 112-120.   DOI: 10.15960/j.cnki.issn.1007-6093.2025.04.010
    Abstract (236)   HTML (0)    PDF(pc) (763KB)(52)       Save

    If the cost is generated in switching strategies of games, the best reply strategy of some players can be not maximize their payoffs. In order to improve weak Nash equilibrium, this paper introduces a more general cost function with switching strategies under population games model, and the new weak Nash equilibria contain Nash equilibria. In addition, according to replication dynamics, we obtain the stability of weak Nash equilibrium state in single-population game induced by the \times2$ symmetric matrix game with switching strategy cost. By simulation, it is easy to show that evolutionary stable state also is increased compared without switching strategies cost.

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