2014 Vol.18

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    An  overview of mathematical programming research in China
    The Mathematical Programming Branch of Operations Research Society of China
    Operations Research Transactions    2014, 18 (1): 1-8.  
    Abstract1385)      PDF(pc) (706KB)(1293)       Save
    Mathematical programming or mathematical optimization is an important branch of operations research that studies the problem of minimizing or maximizing a real function of real or integer variables,  subject to constraints on the variables.  It is one of widely used modeling tools and methodologies in operations research and management science and has numerous applications in engineering, economics and finance.  In this chapter,  we first give a brief introduction of mathematical programming problems, its history, applications and main research areas.  We then review the state-of-the-science of mathematical programming study with an overview of the development of mathematical programming in China.  Research perspectives of mathematical programming is also presented.
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    Vector optimization and its developments
    RONG Weidong, YANG Xinmin
    Operations Research Transactions    2014, 18 (1): 9-38.  
    Abstract1796)      PDF(pc) (854KB)(1243)       Save
    Vector optimization is a mathematical model which minimizes or maximizes a vector-valued function. As an important part of mathematical programming, vector optimization is a promising interdisciplinary research field with many significant applications. Since 1950, the structure of the theory of vector optimization has been very complete, as well as some important progresses have been made in the study of methods, furthermore the applications have been flourishing. In this paper, we briefly review the developments of vector optimization, introduce the main characteristics, the basic theory and methods of it, highlight some recent typical progresses achieved by Chinese researchers, and propose some possible research prospects in future.
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    Cited: Baidu(3)
    Recent advances in integer programming
    SUN Xiaoling, LI Duan
    Operations Research Transactions    2014, 18 (1): 39-68.  
    Abstract2344)      PDF(pc) (803KB)(1943)       Save
    Integer programming deals with optimization problems with decision variables being all integer or partly integer. Integer programming has been one of the most active research directions in optimization due to its wide applications in operations research and management science. In this survey paper, we first briefly review the background of integer programming and summarize the fundamental results of linear and nonlinear integer programming. We then focus on some recent progress in several research topics, including semi-definite programming relaxation and randomized methods for 0-1 quadratic programs, optimization problems with cardinality and semi-continuous variables, and co-positive cone program representations and approximations of 0-1 quadratic programs. Finally, we indicate some research perspectives and open problems in integer programming.
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    Cited: Baidu(2)
    Advances in linear and nonlinear programming
    DAI Yuhong, LIU Xinwei
    Operations Research Transactions    2014, 18 (1): 69-92.  
    Abstract2675)      PDF(pc) (782KB)(2215)       Save
    Linear and nonlinear programming is a classical branch in mathematical programming. We introduce some backgrounds on linear and nonlinear programming, and some new methods and new research advances in linear programming, unconstrained and constrained optimization. The alternating direction method of multipliers is very efficient in solving some constrained optimization problems with special structure and has been attracted much attentions in recent years. Global optimization is specially important for applications of optimization. These two topics are also involved.
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    Cited: Baidu(10)
    Some topics in nonlinear positive semi-definite programming
    ZHANG Liwei
    Operations Research Transactions    2014, 18 (1): 93-112.  
    Abstract1371)      PDF(pc) (629KB)(907)       Save
    Four topics in nonlinear positive semi-definite programming are discussed, which include the variational analysis about the cone of positive semi-definite matrices, optimality conditions, perturbation analysis and the augmented Lagrange method for nonlinear positive semi-definite programming.
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    Cited: Baidu(2)
    Several developments of variational inequalities and complementarity problems, bilevel programming and MPEC
    HUANG Zhenghai, LIN Guihua, XIU Naihua
    Operations Research Transactions    2014, 18 (1): 113-133.  
    Abstract1787)      PDF(pc) (681KB)(1729)       Save
    This paper investigates finite-dimensional variational inequalities and complementarity problems, bilevel programming problems and mathematical programs with equilibrium constraints (MPECs).  After a brief introduction to these problems, this paper focuses on several recent rapidly developing aspects in these fields, which include theories and methods for symmetric cone complementarity problems, projection and contraction methods for variational inequality problems, models and methods for stochastic variational inequalities and stochastic complementarity problems, and new methods for bilevel programming problems and MPECs. Finally, several future research directions are proposed in this paper.
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    Cited: Baidu(4)
    Some advances in tensor analysis and polynomial optimization
    LI Zhening, LING Chen, WANG Yiju, YANG Qingzhi
    Operations Research Transactions    2014, 18 (1): 134-148.  
    Abstract2669)      PDF(pc) (610KB)(1299)       Save
     Tensor analysis (also called as numerical multilinear algebra) mainly includes tensor decomposition, tensor eigenvalue theory and relevant algorithms. Polynomial optimization mainly includes theory and algorithms for solving optimization problems with polynomial objects functions under polynomial constrains. This survey covers the most of recent advances  in these two fields. For tensor analysis, we introduce some properties and  algorithms concerning the spectral radius of nonnegative tensors' H-eigenvalue. We also discuss the optimization models and solution methods of nonnegative tensors' largest (smallest) Z-eigenvalue. For polynomial optimization problems, we mainly introduce the optimization of homogeneous polynomial function under the unit spherical constraints or binary constraints and their extended problems, and  semidefinite relaxation methods for solving them approximately. We also look into the further perspective of these research topics.
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    Cited: Baidu(2)
    New perspectives of several fundamental problems in combinatorial optimization
    CHEN Xujin, XU Dachuan, ZHANG Guochuan
    Operations Research Transactions    2014, 18 (1): 149-158.  
    Abstract2006)      PDF(pc) (567KB)(1404)       Save
    Combinatorial optimization, as an interdiscipline of operations research and computer science, has been developing since the mid-20th century. It characters optimization problems with discrete structures, and explores their solution methods. Due to the structural divergence in discrete problems, there has been a wide variety of methodologies and techniques. In this paper, we briefly introduce a number of fundamental problems in combinatorial optimization, and present the recent achievements together with some open problems.
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    Cited: Baidu(1)
    An alternating direction numerical method for a type of inverse quadratic programming problem
    LU Yue, ZHANG Jihong, ZHANG Liwei
    Operations Research Transactions    2014, 18 (2): 1-16.  
    Abstract1114)      PDF(pc) (603KB)(1053)       Save
    An alternating direction numerical method for a type of inverse quadratic programming problem is considered, we first give an explicit formula of the solution to the matrix-variable sub-problem, and provide two algorithms for finding an approximate solution to the vector-variable subproblem. One of these two algorithms is based on the fixed point theorem and the other is a semi-smooth Newton method. Numerical experiments show the efficiency and effectiveness of the proposed algorithm for inverse quadratic programming problems.
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    A primal-dual approximation algorithm for stochastic fault-tolerant facility location problem
    XU Dachuan, WAN Wei, WU Chenchen, XU Wenqing
    Operations Research Transactions    2014, 18 (2): 17-28.  
    Abstract1013)      PDF(pc) (1193KB)(839)       Save
    In this paper, we consider the two-stage stochastic fault-tolerant facility location problem with uniform connectivity requirement where the clients to be served are only revealed at stage two (thus unknown at stage one). The facilities may be opened at either stage, with possibly different opening costs, depending on the stage and the set of clients to be served (called a scenario). Each client to be served in such a scenario has to be connected to r \geq 1 distinct facilities. Given all possible scenarios and the corresponding probabilities, the objective is to determine two subsets of facilities to be opened at the two stages and to connect the clients in the realized scenario to r distinct opened facilities such that the total expected opening and connection cost is minimized. Based on the special structure of the problem, we offer a primal-dual (combinatorial) 3-approximation algorithm.
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    Some properties of the expected value model in stochastic data envelopment analysis
    LAN Yixin, WANG Yingming
    Operations Research Transactions    2014, 18 (2): 29-39.  
    Abstract872)      PDF(pc) (577KB)(885)       Save
    The expected value model in stochastic data envelopment analysis (SDEA) is especially useful for evaluating the efficiency of the decision making units (DMUs) with fixed inputs and stochastic outputs. In this paper, we reinvestigate some properties of this model to extend its potential usage.
    In order to identify the type of the DMUs' efficiency of the expected value model in SDEA, we first propose four types of stochastic efficiencies stochastic expected inefficiency, stochastic expected weak efficiency, stochastic expected efficiency and stochastic expected super-efficiency. We, then, develop three propositions to show the relationship between stochastic efficiency and the expected efficiency. Based on the above research findings, we demonstrate two important properties: (1) The stochastic efficiency is an increase function of the significance level when the expected efficiency remains fixed; (2) The stochastic efficiency is an increase function of the expected efficiency when the significance level remains fixed. Finally, we illustrate the above results by using stochastic simulations and a numerical example.
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    Energy and Hamiltonicity of graphs
    YU Guidong, ZHANG Chao, GONG Qijuan
    Operations Research Transactions    2014, 18 (2): 40-48.  
    Abstract974)      PDF(pc) (495KB)(685)       Save
    Let G be an undirected simple graph and A(G) be the adjacency matrix of G. This paper gives some sufficient conditions for G to have a Hamiltonian path or cycle or to be Hamilton-connected in terms of eigenvalues of the complement of G, and gives a sufficient condition for a bipartite graph to have Hamiltonian cycles in terms of eigenvalues of its quasi-complement. These results improve some known results.
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    A new wide neighborhood infeasible interior-point algorithm for semidefinite programming
    FENG Zengzhe, ZHANG Xixue, LIU Jianbo$, FANG Liang
    Operations Research Transactions    2014, 18 (2): 49-58.  
    Abstract1021)      PDF(pc) (567KB)(690)       Save
    A new infeasible interior-point algorithm for solving semidefinite programming is proposed, based on a new wide neighborhood. Under suitable assumptions, it shows that the algorithm's iterate complexity bound is O(\sqrt{n}L), which is better than the best result O(n\sqrt{n}L) in this class algorithm so far, and is the same as the best known bound of feasible interior point algorithms.
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    Cited: Baidu(21)
    On connected three multiply K_{n}-residual graphs
    DUAN Huiming, ZENG Bo, DOU Zhi
    Operations Research Transactions    2014, 18 (2): 59-68.  
    Abstract1009)      PDF(pc) (1798KB)(599)       Save
    Erd\"{o}s P, Harary F and Klawe M studied $K_{n}$-residual graphs, and came up with some conclusions and assumptions on $m$-$K_{n}$-residual graphs. In this paper, with the method of including excluding principle and set operations, we studied 3-$K_{n}$-residual graphs and got the formula for calculating the minimum order of 3-$K_{n}$-residual graphs and constructed its extremal graph when the minimum degree is $n$. When $n=2$, the minimum order of 3-$K_{2}$-residual graph is 11, and related extremal graph is constructed. When $n=3$, the minimum order is 20, and two non-isomorphic 3-$K_{3}$-residual graphs are obtained, which doesn't meet the conclusions drawn by Erd\"{o}s, et al. When $n=4$, the minimum order of 3-$K_{4}$-residual graph is 22, and related extremal graph is constructed. Besides when $n=8$, two non-isomorphic 3-$K_{8}$-residual graphs are obtained, and they don't meet the conclusions drawn by Erd\"{o}s, et al. At last, when $n=9,10$, the only extremal graph with minimum order of 48 and 52 respectively validates the conclusions by Erd\"{o}s, et al.
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    On the crossing number of products of K_3,3 with S_n
    OUYANG Zhangdong, HUANG Yuanqiu
    Operations Research Transactions    2014, 18 (2): 69-76.  
    Abstract912)      PDF(pc) (980KB)(902)       Save
    Computing the crossing number of a graph is NP-complete. The results of crossing numbers of products of complete bipartite graph with stars are only very scarce up to date. In this paper, the relationship of crossing number for K_{3,3}\square S_n and K_{3,3,n} is established by some new contraction operations. Thus, a new approach to completely determine the crossing number of K_{3,3}\square S_n is provided.
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    Emergency evacuation model and algorithm with the limited number of rescue equipments
    YANG Jianfang, GAO Yan
    Operations Research Transactions    2014, 18 (2): 77-86.  
    Abstract1037)      PDF(pc) (1215KB)(1073)       Save
    In real evacuation mission, there might be fewer rescue equipments than the number of available evacuation paths. When this situation occurs, a mathematical model is given with objective function minimizing evacuation time and a k-limited flow control algorithm is designed based on flow velocity in this paper. First the feasible path sets would be calculated by sending the largest possible number of evacuees on the shortest path to the nearest destination, and k-shortest paths from it is regarded as the initial solution. Then the algorithm can be realized by updating network according to the flow velocity, in the same time, the path set with minimal evacuation time should be preserved in each iteration. Finally, a numerical example is presented to show the effectiveness and feasibility of this algorithm.
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    The research progress of robust portfolio optimization
    LIANG Xikun, XU Chengxian, ZHENG Dong
    Operations Research Transactions    2014, 18 (2): 87-95.  
    Abstract1458)      PDF(pc) (528KB)(1243)       Save
    This paper reviews the  recent progresses and trends of the researches on the robust portfolio optimization. Based on the mean-variance model of portfolio optimization, the history of robust portfolio optimization is looked back. Meanwhile, the research focus of robust portfolio optimization and the present research status at home and abroad are introduced in details. Moreover, some new viewpoints are proposed for future development directions and for some main research contents in the field of robust portfolio optimization so as to provide reference for the related research works in the future.
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    Cited: Baidu(3)
    A ranking method for the assignment problem with mutiple optimal solutions
    XU Yisong, WANG Yingming
    Operations Research Transactions    2014, 18 (2): 96-102.  
    Abstract1505)      PDF(pc) (492KB)(947)       Save
    In some cases, the optimal solution is not unique. Because the player’s payoff in each optimal solution is different, each player would pursue the optimal solution which can maximize his own payoff to the extent. To resolve this problem, we proposed a bargainging model of the cooperative assignment problem and a compensation function in the perspective of individual rationality. With the bargaining model and the compensation function, we proposed a mehtod to ensure the uniqueness of the assignment problem's optimal solution.
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    Stochastic orders and aging properties on record values
    WU Jintang
    Operations Research Transactions    2014, 18 (2): 103-110.  
    Abstract965)      PDF(pc) (488KB)(566)       Save
    This paper studies stochastic orders and aging properties of record values. Any stochastic order on two underlying distributions defined only through the behavior of their distribution functions is proved to be inherited by the usual record values. It is also shown that the expected consecutive increment of usual record values preserves the excess wealth order of the underlying distributions. Aging behaviors of the consecutive increments of a sequence of k-record values are investigated as well.
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     Bicyclic graph with the maximal Estrada indices
    XU Weiwei, WANG Wenhuan
    Operations Research Transactions    2014, 18 (2): 111-118.  
    Abstract1124)      PDF(pc) (855KB)(864)       Save
    Let \mathcal{B}^+_{n} be the set of bipartite bicyclic graphs with n vertices. In \mathcal{B}^+_{n}, ordering the graphs in terms of their maximal Estrada indices was considered. With the aid of a relationship between the Estrada index and the largest eigenvalue of the bipartite graphs, we deduce the graphs with the largest and the second largest Estrada indices in \mathcal{B}^+_{n} for n\geq 8.
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    On axiomatizations of the \tau value for bicooperative  quasibalanced games
    WU Meirong, SUN Hao, CHEN Hui
    Operations Research Transactions    2014, 18 (2): 119-125.  
    Abstract958)      PDF(pc) (486KB)(769)       Save
    There are three options for each participant in bicooperative games which can depict real life accurately. We study the \tau value on the basis of this research, then complete the axiomatizations of the \tau value for bicooperative  quasibalanced games. The \tau value is based on the construction of upper bound, gap function and concession vector for bicooperative games.
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    On the linear convergence of the general alternating proximal gradient method for convex minimization
    WAN Rui, XU Zi
    Operations Research Transactions    2014, 18 (3): 1-12.  
    Abstract1278)      PDF(pc) (668KB)(1005)       Save
    In this paper, we propose a general alternating proximal gradient method for linear constrained convex optimization problems with the objective containing two separable functions. Our method is based on the framework of alternating direction method of multipliers. The global and linear convergence of the proposed method is established under certain conditions. Numerical experiments show that the algorithm has good numerical performance.
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    Tricyclic graphs  with exactly two Q-main eigenvalues
    CHEN Lin, HUANG Qiongxiang
    Operations Research Transactions    2014, 18 (3): 13-32.  
    Abstract795)      PDF(pc) (1637KB)(761)       Save
    The signless Laplacian matrix of a graph G is defined to be the sum of its adjacency matrix and degree diagonal matrix, and its eigenvalues are called Q-eigenvalues of G.  A Q-eigenvalue of a graph G is called a  Q-main eigenvalue if it has an eigenvector the sum of whose entries is not equal to zero. In this work, all tricyclic graphs with exactly two Q-main eigenvalues are determined.
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    An inexact parallel splitting method for separable convex optimization problem
    YANG Yun, PENG Zheng
    Operations Research Transactions    2014, 18 (3): 33-46.  
    Abstract1083)      PDF(pc) (526KB)(573)       Save
    In this paper, an inexact parallel splitting method is proposed for a class of separable convex optimization problem. The proposed method makes full use of the separability of the problem under consideration, and all sub-problems are solved inexactly. Under some suitable conditions, the convergence of the proposed method is proved. Some primary numerical results indicate the validity of the proposed method.
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    Determining optimal routes for transit vehicles in no-notice emergency evacuation
    HE Shengxue
    Operations Research Transactions    2014, 18 (3): 47-59.  
    Abstract1155)      PDF(pc) (526KB)(639)       Save
    To determine the optimal routes for transit vehicles during no-notice emergency evacuation, a mixed integer nonlinear programming model is proposed. During the formulation of the model, the capacitated multi-shelters are considered and transit vehicles with different carrying capacities are also analyzed. By adding some virtual links and nodes to form a time-space network, the minimum total evacuation time and the minimum fatal casualties in the objective function can be realized at the same time. An effective method to produce feasible solution of the model is presented through analyzing the implementation process of actual transit evacuation. Through combining the classical Genetic Algorithm and a time-rolling flow uploading pattern, a practical solution method for the model is given. At last, the effectiveness and efficiency of the model and its solution method are verified by numerical experiment.
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    Cited: Baidu(7)
    Newton methods for inverse problems of quadratic programming
    CHENG Cong, ZHANG Liwei
    Operations Research Transactions    2014, 18 (3): 60-70.  
    Abstract1007)      PDF(pc) (535KB)(783)       Save
    This paper is devoted to the study of the inverse quadratic programming. The problem can be formulated as a cone constrained optimization problem with a complementary constrain. Based on the theory of duality, we reformulate this problem as a linear complementarity constrained nonsmooth optimization problem with fewer variables than the original one. We introduce a perturbation approach to solve the reformulated problem and demonstrate the global convergence. An inexact Newton method is constructed to solve the perturbation problem and its global convergence and local quadratic rate can be obtained. In the end, our numerical experiment results show the feasibility of this method.
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    Cited: Baidu(3)
    The bounded simplex method to solve the 0-1 linear integer programming problem
    ZHANG Huizhen, WEI Xin, MA Liang
    Operations Research Transactions    2014, 18 (3): 71-78.  
    Abstract1150)      PDF(pc) (611KB)(833)       Save
    In this paper, a bounded simplex method to solve the 0-1 linear integer programming problem is proposed. Not only is the reasonability of this method proved from the point of mathematical theory, which establishes its theoretic foundation, but also is its feasibility validated from the point of numerical experiments by solving the un-capacitated facility location problem. Furthermore, the further improvement approach and techniques are discussed to overcome the shortcoming of this simplex method.
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     Solving Chan-Vese model for image segmentation via BB algorithm
    PENG Yaxin, CHEN Sasa, SHEN Chaomin, YING Shihui
    Operations Research Transactions    2014, 18 (3): 79-87.  
    Abstract1031)      PDF(pc) (1452KB)(719)       Save
    This paper proposed a new approach for image segmentation-----BB algorithm. The advantage of this algorithm was using the current and last points' information to determine the step-size at each step. Firstly, the paper transformed the CV model into optimization problem through a variational level set method. Secondly, BB algorithm was introduced to solve the optimization problem. Then, the paper analyzed the convergence of BB algorithm, which provided a theoretical basis for the application of the algorithm in the CV model. At last, the proposed algorithm was compared with the conventional steepest descent method and conjugate descent method on several real data. The results validated that the proposed BB algorithm was faster with comparable accuracy.
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    Optimal consumption-portfolio and bequest with insurance and retirement under Knighting uncertainty
    LIU Hongjian, FEI Weiyin, ZHU Yongwang$, ZHENG Anman
    Operations Research Transactions    2014, 18 (3): 88-98.  
    Abstract836)      PDF(pc) (822KB)(721)       Save
    This paper studies an optimal consumption and portfolio problem with an investor's heritage and insurance under Knighting uncertainty and three different borrowing constraints. The optimal consumption-investment and bequest of an investor have been solved explicitly by using of the backward stochastic differential equations (BSDE) theory. Finally, numerical results show that both ambiguity and ambiguity attitude affect the optimal consumption and portfolio choices.
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    Cited: Baidu(2)
    An optimal algorithm for the two-order multiple problem
    WAN Long
    Operations Research Transactions    2014, 18 (3): 99-103.  
    Abstract748)      PDF(pc) (773KB)(526)       Save
    In this paper,  we present a new and interesting combination optimization problem called two-order multiple problem. The problem is stated as follows. There are $n\geq 2$ integers $a_1$, $a_2$, $\cdots$, $a_n$, let $\pi$ be a permutation of $\{1,2,\cdots,n\}$ which also shows a solution to the problem. We must try to find the optimal permutation $\pi$ so that the value of $\sum^n_{i=1}a_{\pi_{i}}a_{\pi_{i+1}}$ is minimal, where $\pi_{n+1}=\pi_1$. We provide a polynomial-time algorithm with the complexity of $O(n\log{n})$ for it.
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    The Alcuin number of a hypergraph and its connections to the transversal number
    SHAN Erfang, KONG Lu
    Operations Research Transactions    2014, 18 (3): 104-110.  
    Abstract823)      PDF(pc) (537KB)(866)       Save
    More than 1000 years ago, Alcuin proposed a classical puzzle involving a wolf, a goat and a bunch of cabbages. Recently, Prisner and Csorba et al. considered this transportation planning problem that generalizes Alcuin's river crossing problem to arbitrary conflict graphs $G$. In this paper we generalize this problem to arbitrary hypergraphs $H=(V,\mathcal{E})$. Now the man has to transport a set $V$ of items/vertices across the river. Some items of $V$ formed  a hyperedge in $\mathcal{E}$ iff they are conflicting and thus cannot be left together without human supervision. The Alcuin number of a conflict hypergraph is the smallest capacity of a boat for which the hypergraph possesses a feasible schedule. In this paper we give the Alcuin numbers of complete bipartite $r$-uniform hypergraphs and their adjoint hypergraphs, $r$-uniform hypergraphs. We also prove that it's NP-hard to decide whether a given $r$-uniform hypergraph is a small boat hypergraph.
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    A note on regularity condition in multiobjective optimization
    ZHAO Kequan, YANG Xinmin
    Operations Research Transactions    2014, 18 (3): 111-115.  
    Abstract833)      PDF(pc) (413KB)(579)       Save
    In this paper, an example is given on regularity condition for a class of nonsmooth multiobjective optimization problems with inequality constraints. This example implies that the regularity condition proposed by Burachik and Rizvi for differentiable multiobjective optimization by the linearizing cone could not be generalized to the nonsmooth case in terms of Clarke derivative.
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    The properly colored paths and cycles for the triangle-free graphs
    DING Lushun, WANG Guanghui, YAN Jin
    Operations Research Transactions    2014, 18 (3): 116-120.  
    Abstract990)      PDF(pc) (460KB)(578)       Save
    Let $G$ be an edge colored graph, $v$ be a vertex in $G$. $d^c(v)$ denotes the color degree of a vertex $v$, i.e. the number of edges with distinct colors incident to $v$. At the same time, $\delta^c(G)$ denotes the minimum color degree of $G$, i.e. $\delta^c(G)={\rm min}\{d^c(v):v\in G\}$. Let $G$ be an edge colored triangle-free graph  such that $\delta^c(G)\geq 2$. We prove that $G$ contains a properly colored path of length $4d-2$ or a properly colored cycle of length at least $2d-2$.
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    Scheduling on single machine and identical machines with rejection
    GAO Qiang, LU Xiwen
    Operations Research Transactions    2014, 18 (4): 1-10.  
    Abstract807)      PDF(pc) (510KB)(1091)       Save
    We consider scheduling problems with rejection for both single machine and identical machines in this paper. For the single machine problems, each job has penalty \alpha times of its processing time. If jobs have release dates, the problem of minimizing the sum of makespan and total penalty can be solved in polynomial time. If all jobs arrive at time zero, the problem of minimizing the sum of total completion time and total penalty also can be solved in polynomial time. For the identical machines problems, jobs arrive over time at two different time points. The objective is to minimize the sum of makespan and total penalty. We design on-line approximation algorithms with competitive ratios 2 or 4-2/m for the two cases when the number of machines is two or m, respectively.
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    Cited: Baidu(3)
    Self-concordant exponential kernel function based interior point algorithm for second-order cone optimization
    ZHANG Jing, BAI Yanqin
    Operations Research Transactions    2014, 18 (4): 11-24.  
    Abstract883)      PDF(pc) (591KB)(615)       Save
    This paper presents a primal-dual interior point algorithm for second-order cone optimization based on a new self-concordant (SC) exponential kernel function. By the special relationship between the second derivative and the third derivative of SC exponential kernel function, we use Newton direction to replace the negative gradient direction in solving the central path. Since the SC exponential kernel function does not satisfy the ``Eligible'' property, we use the technique of Newton method minimizing the unconstraint problem with SC object function  in analyzing the complexity bound of algorithm. We estimate the decrease of proximity function which is defined by SC exponential kernel function during the inner iteration. We obtain the complexity bound for large-update methods, which is O(2N \frac{\log 2N}{\varepsilon}), where N is the number of the second-order cones. This result coincides with the complexity bound in the case of linear optimization. Finally, we give some numerical examples to show the efficiency of algorithm.
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    Local strategic interaction with heterogeneous link costs in the endogenous network
    SUN Liping, GAO Hongwei, VASIN Alexander, SONG Li, LI Ru, WANG Lei
    Operations Research Transactions    2014, 18 (4): 25-35.  
    Abstract761)      PDF(pc) (535KB)(570)       Save
    In the context of endogenous network formation, players can only play coordination game with their direct neighbors. In the network formation process, the cost of link formation is heterogeneous (with two levels), and players would bear high-level costs when establishing links with players who choose an efficient action, and would bear low-level costs when establishing links with players who choose a risk-dominated action. In the case of heterogeneous link costs, the paper firstly gives an explicit description of the nature of network structure and players' choices in the equilibrium outcomes, and has analytically studied how the cost of link formation affecting the equilibrium outcomes.
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    Satisfaction optimization transportation problem
    HU Xunfeng, LI Dengfeng
    Operations Research Transactions    2014, 18 (4): 36-44.  
    Abstract802)      PDF(pc) (589KB)(1167)       Save
    Traditional transportation problem only considers the efficiency of the distribution scheme rather than the members' satisfaction. After introducing the notion of member's satisfaction to the distribution scheme, this paper introduces the satisfaction optimization transportation problem, and proposes the satisfaction optimization transportation model aiming at maximizing the relative equalities among the members. Some further results are given, including: (1) If the feasible domain of the transportation problem is not empty, so does the solution set of the new model; (2) From the perspective of satisfaction, the model has a unique solution. Additionally, this paper gives a calculation method for the new model. Research results further enrich types of transportation problems, and can be taken as reference to solve other types of transportation problems.
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    Cited: Baidu(4)
    Supply chain coordination contract with manufacturing cost screening and sales effort incentives
    HUANG Meiping, WANG Xianyu, ZHANG Huan
    Operations Research Transactions    2014, 18 (4): 45-57.  
    Abstract752)      PDF(pc) (967KB)(780)       Save
    To solve the low efficiency caused by hiding of the manufacturer's cost and retailer's efforts in a two-echelon supply chain, a virtual-third party was introduced as a selfless principal based on principal agent theory. Firstly, a supply chain coordination model under adverse selection and moral hazard was developed to screen the manufacturer's true cost and make retailer work hard. Secondly, the relationship among the coordination contract parameters was obtained. Finally, main results revealed that the coordination contract could incent the manufacturer to tell the truth, and the retailer cooperated with the low-cost manufacturers to carry out the optimal efforts. Furthermore, a numerical example was used to verify the conclusions.
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    Cited: Baidu(1)
    Nonlinear scalarization characterizations for \varepsilon-properly efficient solutions in vector optimization
    XIA Yuanmei, ZHAO Kequan
    Operations Research Transactions    2014, 18 (4): 58-64.  
    Abstract1043)      PDF(pc) (435KB)(708)       Save
    In this paper, a nonlinear scalarization characterization of  \varepsilon-properly efficient solutions is given by means of a kind of nonlinear scalarization function proposed by G\"{o}pfert et al. for vector optimization problems. And several examples are proposed to illustrate the main results.
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    The t/k-diagnosability and diagnosis algorithm of Pancake networks
    SONG Sulin, LIN Limei, ZHOU Shuming
    Operations Research Transactions    2014, 18 (4): 65-77.  
    Abstract962)      PDF(pc) (1434KB)(633)       Save
    Fault tolerance is especially important for multiprocessor system since the growing size of the multiprocessor system increases its vulnerability to component failures. The t/k-diagnosis is a kind of diagnostic strategy at system level that can significantly enhance the multiprocessor system's self-diagnosing capability. It can detect up to t faulty processors (or nodes, units) which might include at most k misdiagnosed processors. This paper first explores the fault tolerance of Pancake networks P_n (n\geq 5), and then proves that P_n is ((k+1)n-3k-1)/k-diagnosable under the PMC model, 1\leq k\leq 3 Finally it proposes a quick  diagnosis algorithm with complexity O(NlogN) to identify all the faulty nodes.
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