2022 Vol.26

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    Operations Research Transactions    2022, 26 (1): 0-0.  
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    Mini-batch stochastic block coordinate descent algorithm
    Jia HU, Tiande GUO, Congying HAN
    Operations Research Transactions    2022, 26 (1): 1-22.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.01.001
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    We study the mini-batch stochastic block coordinate descent algorithm (mSBD) for a class of problems, i.e., structured stochastic optimization problems (where "structured" means that feasible region of the problem has a block structure and the nonsmooth regularized part of the objective function is separable across the variable blocks), widely used in machine learning. We give the basic mSBD and its variant according to solving non-composite and composite problems respectively. For the noncomposite problem, we analyze the convergence properties of the algorithm without the assumption of uniformly bounded gradient variance. For the composite problem, we obtain the convergence of the algorithm without the usual Lipschitz gradient continuity assumption. Finally, we verify the effectiveness of mSBD by numerical experiments.

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    Four-party evolutionary game for e-commerce ecosystem
    Xinxin WANG, Yukun CHENG, Xiaoming TIAN, Zhiqi XU, Jinmian CHEN
    Operations Research Transactions    2022, 26 (1): 23-42.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.01.002
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    Inspired by the frequent exposure of consumer rights protection issues in recent years, this paper aims to explore the impact of consumer behaviors on the strategic choices of other groups in the e-commerce ecosystem. For this purpose, we construct a four-party evolutionary game model, involving the government, e-commerce platforms, businesses and consumers. The evolutionary stable strategies under different conditions of the four-party evolutionary game are explored and the effect from different factors on the decision-makings of participants for the e-commerce ecosystem are also analyzed. Numerical analysis results show that consumers' complaint behaviors are conducive to promoting strict government supervision, strict management of e-commerce platforms and honest operation of merchants. Our work enriches an understanding of the governance for the the e-commerce ecosystem, and provides theoretical support for the related participants to make proper decisions in the e-commerce ecosystem.

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    An equivalence condition for sparse optimization problem with non-negative constraints
    Yaxing LYU, Meijia HAN, Zilin HUANG, Wenxing ZHU
    Operations Research Transactions    2022, 26 (1): 43-59.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.01.003
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    Weighted l1 minimization is one of the mainstream methods for sparse optimization. Since the l0 minimization problem is NP-hard, this paper studies the relationship between solutions of the l0 minimization problem and the weighted l1 minimization problem with non-negative constraints, and gives the definition of "s-weighted goodness" for the constraint matrix and the coefficient of the objective function. Through this definition, a sufficient condition is provided for a solution of the weighted l1 minimization problem to be a solution of the l0 minimization problem with non-negative constraints. Some results and proofs are provided from the perspective of monotonicity and robust stability. Further, this paper gives a sufficient condition for "s-weighted goodness", and shows lower and upper bounds of the sufficient condition, which are easy to check. Moreover, this paper also conducts an error analysis of the solution of the weighted l1 minimization problem.

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    The constrained multi-sources eccentricity augmentation problems
    Jianping LI, Lijian CAI, Junran LICHEN, Pengxiang PAN
    Operations Research Transactions    2022, 26 (1): 60-68.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.01.004
    Abstract2187)   HTML14)    PDF(pc) (797KB)(177)       Save

    Given a weighted graph $G=(V, E; w, c)$ and a spanning subgraph $G_{1}=(V, E_{1})$ of $G$, where a set $S=\{s_{1}, s_{2}, \cdots, s_{k}\}$ of $k$ sources in $V$, a weight function $w: E\rightarrow \mathbb{R}^{+}$, a cost function $c: E\setminus E_{1}\rightarrow \mathbb{Z}^{+}$, and a positive integer $B$, we consider two kinds of the constrained multi-sources eccentricity augmentation problems as follows. (1) The constrained multi-sources minimum eccentricity augmentation problem (the CMS-Min-EA problem, for short) is asked to find a subset $E_{2}\subseteq E\setminus E_{1}$ with a constraint $c(E_{2})\leq B$, the objective is to minimize the minimum of the eccentricities of vertices of $S$ in the graph $G_{1}\cup E_{2}$, and (2) The constrained multi-sources maximum eccentricity augmentation problem (the CMS-Max-EA problem, for short) is asked to find a subset $E_{2}\subseteq E\setminus E_{1}$ with a constraint $c(E_{2})\leq B$, the objective is to minimize the maximum of the eccentricities of vertices of $S$ in the graph $G_{1}\cup E_{2}$. For the two problems mentioned-above, we design two fixed parameter tractable (FPT) constant-approximation algorithms to solve them, respectively.

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    A survey on approximation algorithms for one dimensional bin packing
    Hua CHEN, Guochuan ZHANG
    Operations Research Transactions    2022, 26 (1): 69-84.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.01.005
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    With the emergence of computational complexity theory, the study of approximation algorithms has gradually become an important field in combinatorial optimization since the 1970s. As one of the classic combinatorial optimization problems, bin packing has attracted great attention. It can be widely found in various resource allocation problems with capacity constraints. Its more and more important applications including logistics loading and material cutting aside, any theoretical breakthrough of bin packing algorithms is related to the development of the whole combinatorial optimization. At present, the research on approximation algorithms of bin packing is still popular. This paper briefly introduces the process of some classic Fit algorithms, analyzes the main ideas of approximation schemes based on linear programming relaxation, reviews the state of the art, and provides some suggestions for future research.

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    Streaming algorithms for the maximization of submodular+supermodular functions with a cardinality constraint
    Yuefang LIAN, Zhenning ZHANG, Zhongrui ZHAO, Dingzhu DU
    Operations Research Transactions    2022, 26 (1): 85-98.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.01.006
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    In this paper, wepropose streaming algorithms for the maximization ofsubmodular+supermodular functions with cardinality constraint, whichhas wide applications in data processing, machine learning andartificial intelligence. By means of the diminishing return ratioof the objective function, we design a one-pass sieve-streamingalgorithm and get the approximate ratio $\min\left\{\frac{(1-\varepsilon)\gamma}{2^{\gamma}}, 1-\frac{\gamma}{2^{\gamma}(1-\kappa^{g})^{2}}\right\}$. Numerical experiments show that the sieve-streaming algorithm is effective forthe BP-maximization problem and can guarantee the same result asthe greedy algorithm with less time if submodular function andsupermodular are in the same order of magnitude.

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    The seeding algorithm for $\mu$-similar Bregman divergences $k$-means problem with penalties
    Wenjie LIU, Dongmei ZHANG, Peng ZHANG, Juan ZOU
    Operations Research Transactions    2022, 26 (1): 99-112.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.01.007
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    The $k$-means problem is a classic NP-hard problem in clustering analysis. If somedata points are allowed not to be clustered but to pay some penalty, the $k$-means problem with penalty is induced. In this paper, weextend the $k$-means problem with penalty from Euclidean distance tothe more general $\mu $-similar Bregman divergences, and study theinitialization algorithm for the $\mu $-similar Bregman divergences $k$-means problem with penalty. The seeding algorithm is given wherethe approximation ratio is only related to $\mu $ and the ratio ofthe maximum value to the minimum value of the data point penalty.

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    A local search analysis for the uniform capacitated $k$-means problem with penalty
    Jiachen JU, Qian LIU, Zhao ZHANG, Yang ZHOU
    Operations Research Transactions    2022, 26 (1): 113-124.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.01.008
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    The classical $k$-means problem has numerous application in the real world. Given a set of data points $D$ in ${\mathbb R}^d$ and an integer $k$, the aim is to select $k$ points in ${\mathbb R}^d$ as a central set $S$, such that the sum of the square of the distance between each point and its closest center in $S$ is minimized. It is a NP-hard problem and has many generalizations, one of which is the uniform capacitated $k$-means problem with penalty. Compared with the classical $k$-means problem, the penalty implies that each data point has a penalty cost, when the distance from some data points to their nearest center is greater than the penalty cost, they contribute the penalty cost. As for the uniform capacity, it suggests that each center is connected at most $U$ times. For this variant problem, we design a local search algorithm which selects at most $(3+\alpha)k$ centers and reaches $\beta$-approximate, where $\alpha>34$, $\beta>\frac{\alpha+34}{\alpha-34}$.

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    Online single machine scheduling problem with transportation
    Yinling WANG, Xin HAN, Xinxin SHAO
    Operations Research Transactions    2022, 26 (1): 125-133.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.01.009
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    This paper studies the single machine online scheduling problem with transporters. The problem assumes that the jobs arrive online over time, and there is only a single transporter in the system, which transports up to $k$ jobs each time. Each job needs to be processed on a single machine, and then transported to the destination by the transporter. The objective of the problem is to minimize the makespan, that is, the shortest time for all jobs to be processed and transported to the destination. For this problem, this paper studies the agreeable model, and proposes an online algorithm with the competitive ratio of $\frac{\sqrt{5}+1}{2}$ based on the greedy strategy, in the end, the algorithm is proved to be the optimal online algorithm.

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    Online scheduling on single batch machine with variable lookahead interval
    Libo WANG, Wenhua LI, Dan YU
    Operations Research Transactions    2022, 26 (1): 134-140.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.01.010
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    This paper investigates the online scheduling on an unbounded parallel-batch machine with variable lookahead interval to minimize makespan. Online means that jobs arrive over time. At any time $t$, an online algorithm can foresee the information of the jobs arriving in $(t, t+\Delta(t)]$, where $\Delta(t)=\beta p_{\max}(t)$ is the length of the lookahead interval which is not invariable, $p_{\max}(t)$ is the maximum processing time of the jobs arriving at or before $t$ and $\beta\in(0, 1)$ is a constant. On the general case of processing time, we give an online algorithm which is the best possible for 0<β≤1/6. When the processing times of all jobs are restricted in an interval, we give the best possible online algorithm for 0<β<1.

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    Equilibrium analysis in the retrial queue with an unreliable server
    Yu ZHANG, Jinting WANG
    Operations Research Transactions    2022, 26 (2): 1-15.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.02.001
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    This paper studies customers' equilibrium joining strategy in an M/M/1 constant retrial queue with an unreliable server, where the server may break down under the busy and idle states. In this system, there is no waiting space in front of the server. If a customer finds the server idle upon arrival, he occupies the server immediately. Otherwise, if the server is found busy, the customer can choose to leave a message so that the server can search for customers in the retrial orbit who have left messages before in order to serve them when it is free. Once the server breaks down, the customer being served will be squeezed out of the system and new customers are not allowed to join again. According to the different information provided for customers, this paper investigates the system characteristics at steady state and customers' equilibrium joining strategies based on a reward-cost function. Further, the server's revenue and social welfare functions are established. Through comparisons, it is found revealing the queue length may not bring a greater revenue for the server or a larger social welfare.

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    A stochastic Bregman ADMM with its application in training sparse structure SVMs
    Jiahao LYU, Honglin LUO, Zehua YANG, Jianwen PENG
    Operations Research Transactions    2022, 26 (2): 16-30.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.02.002
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    A new stochastic Bregman multiplier alternating direction method (S-B-ADMM) is proposed for non-convex optimization problems with multiple separable blocks. It is shown that the sequence produced by the S-B-ADMM under the periodic update rule converges asymptotically to a stationary solution of the Lagrangian function of the original problem. Under the random update rule, we prove the almost surely convergence of the sequence produced by the S-B-ADMM. Numerical experiments results illustrate the feasibility of the S-B-ADMM for training sparse structural support vector machines.

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    An SAA approach for a class of second-order cone stochastic inverse quadratic programming problem
    Bo WANG, Li CHU, Liwei ZHANG, Hongwei ZHANG
    Operations Research Transactions    2022, 26 (2): 31-44.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.02.003
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    In this paper, we consider a class of stochastic inverse quadratic second-order cone programming problem. This stochastic model contains complementarity constraints, and is more proper to model some class of real world problems. By employing the techniques of stochastic sampling and smoothing, we construct auxiliary approximate sub-problems to solve the original model. In addition, we proved that if the solutions of the approximate sub-problems converge, then with probability one the limit is the C-stationary point of the original problem. If strict complementarity condition and the second order necessary condition hold, then with probability one the limit is an M-stationary point. A simple numerical test verified the applicability of our approach.

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    A Shapley solution for bipartite rationing problems and its application to museum pass problems
    Doudou GONG, Genjiu XU, Dongshuang HOU
    Operations Research Transactions    2022, 26 (2): 45-54.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.02.004
    Abstract2683)   HTML17)    PDF(pc) (816KB)(265)       Save

    Bipartite rationing problem was studied to divide a short supply between resource and sink nodes in a bipartite graph. It had been used to deal with numerous issues in the real world, such as, the allocations of aid relief during natural disasters, utilities like electricity and natural gas, and talents of different types to universities, etc. From the view of marginal contribution of coalitions, this paper proposed the Shapley solution of bipartite rationing problems calculated by linear programming, and characterized it by cooperative game and axiomatization. First, we defined the cooperative game of bipartite rationing problems, called the bipartite rationing game, and proved that the Shapley value of the corresponding cooperative game coincides with the solution we propose. Then, we showed that the Shapley solution is the unique feasible allocation satisfying priority-consistency. Finally, we considered the application of the Shapley solution to museum pass problems, and discussed the allocations of the revenue of single tickets and pass tickets of each participating museum.

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    Research on the single-machine online schedule in which the jobs' release times and processing times are agreeable
    Wenjie LI, Yujing LI, Hailing LIU
    Operations Research Transactions    2022, 26 (2): 55-63.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.02.005
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    There are $n$ jobs $J_1, J_2, \cdots, J_n$ to be scheduled on the single machine. Each job $J_{j}$ has a nonnegative arriving time $r_{j}$, a positive processing time $p_{j}$, and a nonnegative weight $w_{j}$. We consider one restricted model: the jobs have agreeable release times and processing times (i.e., if $r_{i}\geq r_{j}$, then $p_{i}\geq p_{j}$). Under this restricted model, we study the single-machine online schedule to minimize the maximum weighted completion time of jobs or the total weighted completion times of jobs. We present two best possible online algorithms with the competitive ratio of both $\frac{\sqrt{5}+1}{2}$.

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    Modified PRP conjugate gradient method for unconstrained optimization
    Huiling ZHANG, Naoerzai SAI, Xiaoyun WU
    Operations Research Transactions    2022, 26 (2): 64-72.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.02.006
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    Based on the PRP conjugate gradient method, we propose an efficient modified PRP conjugate gradient method for solving large-scaled unconstrained optimization problems by using the structure of the CG_DESCENT conjugate gradient method. The proposed method generates a sufficient descent direction at each iteration, which is independent of any line search. Its global convergence and linear convergence rate are established under standard Wolfe line search. The numerical results show that the proposed methods is effective for the given test problems.

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    Approximation algorithm for uniform parallel machine scheduling with release dates and job rejection
    Chunyan BI, Long WAN, Wenchang LUO
    Operations Research Transactions    2022, 26 (2): 73-82.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.02.007
    Abstract2594)   HTML12)    PDF(pc) (861KB)(207)       Save

    In this paper, we consider the uniform parallel machine scheduling problem with release dates and job rejection. In this problem, given a set of jobs to be arranged subject to the job release dates, each job is either accepted to process on one of $m$ uniform parallel machines or rejected by paying its rejection penalty. The goal is to minimize the sum of the makespan of accepted jobs and the total rejection penalty of rejected jobs. When $m$ is a fixed constant, we provide a pseudo-polynomial time dynamic programming exact algorithm. When $m$ is arbitrary, we derive an approximation algorithm. If the number of accepted jobs is no less than $(m-1)$, then the derived approximation algorithm achieves the performance ratio of 3; otherwise, the derived approximation algorithm achieves the performance ratio of $(2+\rho)$, where $\rho$ is the ratio of the maximum machine processing speed to the minimum machine processing speed. In the end, by a numerical experiment, we illustrate the running way for the derived approximation algorithm.

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    An adaptive global optimization algorithm for solving quadratically constrained quadratic programming problems
    Xiaoli HUANG, Yuelin GAO, Bo ZHANG, Xia LIU
    Operations Research Transactions    2022, 26 (2): 83-100.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.02.008
    Abstract2734)   HTML14)    PDF(pc) (871KB)(293)       Save

    In order to better solve the quadratically constrained quadratic programming problem(QCQP), an adaptive linearized relaxation technique based on the framework of the branch and bound algorithm is proposed in this paper, which theoretically proved that this new delimitation technique is considerable for solving (QCQP). The branch operation in this paper adopts the conditional dichotomy to facilitate effective division of the rectangle; the reduction technique is used to delete some regions that do not contain the global optimal solution to speed up the convergence of the algorithm. Finally, the numerical results show that the proposed algorithm in this paper is effective and feasible.

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    Population monotonic allocation schemes for shortest path games
    Zerong CHEN, Han XIAO
    Operations Research Transactions    2022, 26 (2): 101-110.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.02.009
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    Population monotonic allocation schemes (PMAS-es for short) are allocation schemes for cooperative games. PMAS-es provide a core allocation for each subgame in a cross monotonic way and hence ensure the dynamic stability of the grand coalition. This paper investigates PMAS-es for cooperative cost games arising from the shortest path problem. We provide a dual-based combinatorial characterization for PMAS-es of shortest path games. Inspired by Maschler scheme for computing the nucleolus, we show that a PMAS can be determined by solving a linear program of exponential size. Moreover, we manage to solve the linear program and derive the same PMAS as the combinatorial method earlier for shortest path games.

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    Strong edge-coloring of planar graphs
    Yuehua BU, Heng ZHANG
    Operations Research Transactions    2022, 26 (2): 111-127.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.02.010
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    A strong edge coloring of graph $G$ is on the basis of the proper edge coloring and requiring any two edges at distance at most 2 receive distinct colors, the smallest integer of strong edge coloring called a figure of colors used strong edge chromatic number of $G$. In this paper, the configuration of the minimal counter example is given, and then the power transfer method is used to prove that the strong chromatic index of plane graphs with $g(G)\geq5$, $\Delta(G)\geq6$ and $5$-cycle do not intersect is at most $4\Delta(G)-1$.

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    Smoothing Newton method for the tensor stochastic complementarity problem
    Xiquan SHAN, Meixia LI, Jinyu LIU
    Operations Research Transactions    2022, 26 (2): 128-136.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.02.011
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    In recent years, more and more people realize that stochastic complementarity problem plays an important role in economic management. Some scholars have extended the stochastic complementarity problem from matrices to tensors and proposed the stochastic complementarity problem of tensors. In this paper, we introduce a class of smooth functions, propose a smooth Newton algorithm, and prove the global and local convergence of the algorithm. Finally, the effectiveness of the algorithm is verified by numerical experiments.

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    The maximum Laplacian separator of $ k $-cyclic graph
    Guidong YU, Zheng RUAN, Axiu SHU
    Operations Research Transactions    2022, 26 (2): 137-142.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.02.012
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    Let $ G $ be an $ n $-order $ k $-cyclic graph. The $ k $-cyclic graph is a simply connected graph which the number of edges is equal to the number of vertices adding $ k-1 $. Let $ \mu_{1}(G) $ and $ \mu_{2}(G) $ be the largest eigenvalue and the second largest eigenvalue of the Laplacian matrix of $ G $, respectively. The Laplacian separator of graph $ G $ is defined as $ S_{L}(G)=\mu_{1}(G)-\mu_{2}(G) $. In this paper, we study the maximun Laplacian separator of $ k $-cyclic graph with given order, and characterize the according extremal graph. The result generalizes the existing conclusions when $ k=1, 2, 3 $.

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    Operations Research Transactions    2022, 26 (3): 0-0.  
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    A survey of differential privacy algorithms for the $k$-means problem
    Fan YUAN, Dachuan XU, Dongmei ZHANG
    Operations Research Transactions    2022, 26 (3): 1-16.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.03.001
    Abstract7565)   HTML825)    PDF(pc) (993KB)(1109)       Save

    The $k$-means problem is a very important problem in the field of machine learning and combinatorial optimization. It is a classic NP-hard problem, which is widely used in data mining, business production decision-making, image processing, biomedical technology, and more. As people in these fields pay more and more attention to personal privacy protection, which raises a question: In the case that decisions are usually made by artificial intelligence algorithms, how to ensure that as much information as possible is extracted from the data without revealing personal privacy? In the past ten years, experts and scholars have continuously studied and explored the $k$-means problem with privacy protection, and has also obtained many results with theoretical guiding significance and practical application value. In this paper we mainly introduce these differential privacy algorithms of the $k$-means problem for readers.

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    Optimization model and algorithm for Online to Offline dynamic take-out delivery routing problem centered on business districts
    Chenghao ZHOU, Boxuan LYU, Hanyu ZHOU, Haiyan LU
    Operations Research Transactions    2022, 26 (3): 17-30.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.03.002
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    In the take-out food industry, improper path planning by couriers often leads to low delivery efficiency. Most of the existing VRP research focuses on the optimization of express delivery and other industries, and there is a lack of optimization algorithm research for the food delivery with real-time characteristics. Aiming at the Online to Offline (O2O) take-out delivery routing optimization problem, this paper takes a comprehensive consideration of its dynamic delivery requirements, cargo differentiation and other characteristics as well as constraints such as time windows and cargo capacities, and establishes an O2O dynamic route optimization model of the take-out delivery personnel, in which the business districts are regarded as a delivery centre, and the number of delivery personnel and the total travel time by the delivery personnel are taken as the minimization targets. Using the method of periodically processing new orders, the resultant dynamic adjustment problem of the delivery personnel's route is converted into a series of static TSP sub-problems and thereby a phased heuristic real-time delivery routing optimization algorithm framework is designed, and a concrete algorithm and a numerical example are given. A set of test cases centered on business districts is generated on the basis of a number of widely used VRP instances, the algorithm is tested through simulation experiment and compared with other algorithms. The results show that the algorithm proposed in this paper can make full use of the delivery personnel near the location of the new orders to conduct the delivery, optimize the corresponding delivery route, and effectively reduce the number of delivery personnel for delivery and the total travel time by the delivery personnel.

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    A tensor completion method based on tensor train decomposition and its application in image restoration
    Wenhui XIE, Chen LING, Chenjian PAN
    Operations Research Transactions    2022, 26 (3): 31-43.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.03.003
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    Low-rank tensor completion is widely used in data recovery, and the tensor completion model based on tensor train (TT) decomposition works well in color image, video and internet data recovery. This paper proposes a tensor completion model based on the third-order tensor TT decomposition. In this model, the sparse regularization and the spatio-temporal regularization are introduced to characterize the sparsity of the kernel tensor and the inherent block similarity of the data, respectively. According to the structural characteristics of the problem, some auxiliary variables are introduced to convert the original model into a separable form equivalently, and the method of combining proximal alternating minimization (PAM) and alternating direction multiplier method (ADMM) is used to solve the model. Numerical experiments show that the introduction of two regular terms is beneficial to improve the stability and practical effect of data recovery, and the proposed method is superior to other methods. When the sampling rate is low or the image is structurally missing, the presented method is more effective.

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    The bounded inverse optimal value problem on minimum spanning tree under unit infinity norm
    Binwu ZHANG, Xiucui GUAN
    Operations Research Transactions    2022, 26 (3): 44-56.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.03.004
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    We consider the bounded inverse optimal value problem on minimum spanning tree under unit $l_{\infty}$ norm. Given an edge weighted connected undirected network $G=(V, E, w)$, a spanning tree $T^0$, a lower bound vector $\bm{l}$, an upper bound vector $\bm{u}$ and a value $K$, we aim to obtain a new weight vector $\bm{\bar{w}}$ satisfying the lower and upper bounds such that $T^0$ is a minimum spanning tree under the vector $\bm{\bar{w}}$ with weight $K$. The objective is to minimize the modification cost under unit $l_{\infty}$ norm. We present a mathematical model of the problem. After analyzing optimality conditions of the problem, we develop an $O(|V||E|)$ strongly polynomial time algorithm.

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    Maximum matching based approximation algorithms for precedence constrained scheduling problems
    An ZHANG, Yong CHEN, Guangting CHEN, Zhanwen CHEN, Qiaojun SHU, Guohui LIN
    Operations Research Transactions    2022, 26 (3): 57-74.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.03.005
    Abstract2156)   HTML296)    PDF(pc) (902KB)(180)       Save

    We investigate the problem to schedule a set of precedence constrained jobs of unit size on an open-shop or on a flow-shop to minimize the makespan. The precedence constraints among the jobs are presented as a directed acyclic graph called the precedence graph. When the number of machines in the shop is part of the input, both problems are strongly NP-hard on general precedence graphs, but were proven polynomial-time solvable for some special precedence graphs such as intrees. In this paper, we characterize improved lower bounds on the minimum makespan in terms of the number of agreeable pairings among certain jobs and propose approximation algorithms based on a maximum matching among these jobs, so that every agreeable pair of jobs can be processed on different machines simultaneously. For open-shop with an arbitrary precedence graph and for flow-shop with a spine precedence graph, both achieved approximation ratios are $2 - \frac 2m$, where $m$ is the number of machines in the shop.

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    Sharing bicycle relocating with minimum carbon emission
    Bing SU, Wyatt CARLSON, Jiabin FAN, Arthur GAO, Yanjun SHAO, Guohui LIN
    Operations Research Transactions    2022, 26 (3): 75-91.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.03.006
    Abstract2191)   HTML47)    PDF(pc) (1155KB)(298)       Save

    We formulate the sharing bicycle relocating practice as a novel optimization problem, which can be regarded as a variant of the classic TSP problem while its objective function is no longer the length of the Hamiltonian tour but the carbon emission. A well-adopted carbon emission formula that is the product of the load of the vehicle and the travel distance is employed and we propose two heuristic algorithms Greedy and TSP-based, inside both of which we set the priority to reduce the load of the vehicle for minimizing carbon emission. The feasibility of both algorithms is proven and numerical experiments are conducted to validate their performance empirically. The promise of Greedy over TSP-based algorithm is shown to the sharing bicycle companies for their daily dispatching practice.

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    On the worst-case ratio of algorithm SPT for two uniform machines scheduling with minisum criteria
    Mingyang GONG, Zhiyi TAN, Yujie YAN
    Operations Research Transactions    2022, 26 (3): 92-108.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.03.007
    Abstract2103)   HTML13)    PDF(pc) (821KB)(177)       Save

    This paper studies the scheduling problem on two uniform machines with objective of minimizing the total completion time. The parametric worst-case ratio of the algorithm SPT is investigated. The gap between the overall upper bound and lower bound decreases from 0.430 5 to 0.014 7.

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    Tight Price of Anarchy for selfish task scheduling on two selfish machines
    Xiayan CHENG, Yin HE, Congcong ZHAO, Rongheng LI
    Operations Research Transactions    2022, 26 (3): 109-119.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.03.008
    Abstract2007)   HTML13)    PDF(pc) (783KB)(97)       Save

    In this paper, we study selfish task scheduling on two selfish machines with respect to Dual Equilibrium, called Dual Equilibrium Schedule. For any job list $L$, we show that the Price of Anarchy of Dual Equilibrium Schedule is $\frac{8}{7}$. If the job sizes are constrained in $[1, r](r\ge1)$, this research states that the tight PoA(Price of Anarchy) of Dual Equilibrium Schedule is a piecewise linear function of $r$.

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    Manufacturer channel rebate strategies with customer experience under new product supply chain
    Chunming XU, Chenchen WU, Baiyun YUAN
    Operations Research Transactions    2022, 26 (3): 120-132.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.03.009
    Abstract2168)   HTML22)    PDF(pc) (2172KB)(233)       Save

    With the advent of experience economy and the competition of new product, it is important for manufacturers to build channel distribution and brand promotion based on the customer experience. In this paper, considering the customer experience factor and the retailer's investment in the experience, offline and online demand models are firstly developed in the new product supply chain, respectively. The manufacturer-led supply chain with the contracts of the wholesale price and the channel rebate are discussed. Furthermore, the characteristics of the equilibrium solution of each decision-maker in the supply chain are analyzed, and the comparisons of the optimality based on the above models are made. Finally, the effects of the manufacturer's rebate point, the retailer's experience investment level, the customer's experience factor, the travel cost and the willingness-to-pay on the optimal performance of supply chain are explored in the numerical examples.

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    Approximation algorithm for mixed batch scheduling on identical machines for jobs with arbitrary sizes
    Dong WANG, Ganggang LI, Wenchang LUO
    Operations Research Transactions    2022, 26 (3): 133-142.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.03.010
    Abstract2061)   HTML18)    PDF(pc) (840KB)(221)       Save

    In this paper, we consider the mixed batch scheduling problem in which a set of jobs with arbitrary sizes should be processed on identical batch machines with identical capacities. Each job has its processing time and size. Each machine can process a group of jobs as a batch simultaneously, as long as the total size of the jobs in this batch does not exceed the capacity of the machine. For a given batch, its processing time is equal to the weighted sum of the maximum processing time and the total processing time of jobs in the batch. The objective function is to minimize the makespan. The problem includes the one-dimension bin packing problem as its special case, which is strongly NP-hard. For the studied problem, we provide an approximation algorithm with performance ratio of $\left( {2 +2\alpha+\alpha^{2}} \right)$, where $\alpha$ is a given parameter for weight with $0\leq\alpha\leq 1$.

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    Randomized approximation algorithms for a class of one-dimensional online unit clustering problem
    Yubo DAI, Yihong DUAN, Longcheng LIU, Zihao WANG
    Operations Research Transactions    2022, 26 (3): 143-150.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.03.011
    Abstract2037)   HTML10)    PDF(pc) (766KB)(113)       Save

    In a given metric space, the unit clustering problem is to find a minimum number of unit balls to cover all the given points. It is a well known combinatorial optimization problem and the online version is: Given a set of n points in a given metric space, which arrive one by one at any locations, the point should be assigned to a unit cluster at the time of its arrival without any future information, the goal is to minimize the number of used clusters. In this paper, we consider a class of online unit clustering problem in one dimension with the assumption that the distance between any two adjacent clusters in the offline optimal solution is greater than 0.5. We first present two online algorithms with some lemmas, and then present a combined randomized algorithm which run the two online algorithms with a probability 0.5. We show that the expected competitive ratio of the combined randomized algorithm is at most 1.5.

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    LPT heuristic for parallel-machine scheduling of maximizing total early work
    Ping ZHOU, Min JI, Yiwei JIANG
    Operations Research Transactions    2022, 26 (3): 151-156.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.03.012
    Abstract2115)   HTML14)    PDF(pc) (744KB)(182)       Save

    This paper considers the problem of scheduling on three identical machines with a common due date. The preemption is not allowed. The goal is to maximize the total early work of all the jobs, i.e., the total processing time of all the jobs (or part) completed before the common due date. Since the problem is NP-hard, we apply the classical heuristic, namely longest processing time (LPT), to tackle the problem. We show that the worst-case ratio of LPT is at most $\frac{15}{13}$ and the lower bound of the worst-case ratio is at least $\frac{27}{25}$ by providing an instance.

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    Research on Black-Litterman portfolio model based on financial text sentiment mining—Evidence from the posting text of eastmoney stock forum and the A share market
    XU Weijun, HUANG Jinglong, FU Zhineng, ZHANG Weiguo
    Operations Research Transactions    2022, 26 (4): 1-14.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.04.001
    Abstract2752)   HTML101)    PDF(pc) (1076KB)(196)       Save
    In the Internet age, more and more investors are beginning to express their investment opinions in online communities, especially in financial investment communities. The resulting massive financial text data has high research value. How to apply these financial text data has become the current research hotspots in the field of financial investment. This article explores how to convert investor posts in the Eastmoney Stock Forum into corresponding sentiment indicators, and form investor opinions based on this, and builds a portfolio model that considers financial text sentiment information under the framework of the Black-Litterman model. Specifically, we first use web crawlers to crawl the post text data of FTSE China’s A50 constituent stocks from the Eastmoney Stock Forum, and perform data preprocessing. Then, the sentiment indicators of the post text is extracted by using the dictionary method and the Naive Bayes method. Furthermore, three indicators of sentiment index, stock closing price and trading volume are taken as characteristic variables, and the random forest regression algorithm is used to predict the future return rate of stocks. Finally, the predicted future return rate is taken as the investor’s point of view, and is put into the framework of Black-Litterman model to construct a new portfolio model considering the emotional information of financial text. The backtest results show that the financial text sentiment mining portfolio model based on the Naive Bayes method has better performance.
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    Research on the regulation of online car-hailing based on stochastic differential game
    YANG Mingge, SUN Lulu, LIANG Xiaozhen
    Operations Research Transactions    2022, 26 (4): 15-30.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.04.002
    Abstract2693)   HTML14)    PDF(pc) (991KB)(192)       Save
    The local government, online car-hailing platform and driver were regarded as a regulatory system to discuss the regulation of online car-hailing from the perspective of tripartite game. In decentralized decision-making without central government subsidy, decentralized decision-making with central government subsidy, local alliance decision-making and centralized decision-making, stochastic differential game models were built respectively to study the following indicators, such as the optimal degree of regulatory effort for the local government and the online car-hailing platform, the optimal degree of service effort for the online car-hailing driver, the expectation and variance of online car-hailing goodwill, the optimal benefit of the system members and system. Some important results were derived. i) Compared with decentralized decisionmaking without central government subsidy, all the above indicators increase in decentralized decision-making with central government subsidy. ii) Compared with decentralized decision-making with central government subsidy, in local alliance decision-making, the optimal degree of regulatory effort for the local government remains unchanged, while the other indicators all increase. iii) Compared with local alliance decision-making, all the above indicators increase in centralized decision-making.
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    A clustering-based surrogate-assisted evolutionary algorithm for expensive multi-objective optimization
    BAI Fusheng, CHEN Jiaoling
    Operations Research Transactions    2022, 26 (4): 31-42.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.04.003
    Abstract2830)   HTML11)    PDF(pc) (921KB)(180)       Save
    A clustering-based surrogate-assisted evolutionary algorithm is proposed for computationally expensive multi-objective optimization problems. Under the framework of MOEA/D, the population is partitioned into several clusters, and the population subsets are formed via the neighbourhood of the weights. Then the radial basis function surrogate-assisted differential evolution algorithm is used to generate new solution points from the formed subsets, and the population is updated using the generated new solution. Numerical experiments have been undertaken on 7 DTLZ test problems, and the computational results indicate that the proposed evolutionary algorithm has advantages over the newly developed multi-objective neighborhood regression optimization (MONRO) algorithm.
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    Systematic tail beta and hedge of the market crash risk: based on a “safety-first” portfolio selection equilibrium model with the crash risk
    LING Aifan, ZHU Jialei, TANG Le, JIANG Chonghui
    Operations Research Transactions    2022, 26 (4): 43-63.   DOI: 10.15960/j.cnki.issn.1007-6093.2022.04.004
    Abstract2747)   HTML14)    PDF(pc) (1076KB)(168)       Save
    Recently, thousands of shares fell on the same trading date frequently happens in China’s A-share market. How to measure and predict the disaster risk when the market crashes are paid to the close attentions. To answer these problems, we establish the “safety-first” portfolio selection model with the market crash risk constraint, and get a crash capital asset pricing model (CCAPM) under the equilibrium condition. Combining the market beta, we construct a new systematic disaster risk measure, systematic tail beta, β, and study its estimation approach. The empirical results using the daily returns of A-share market between 1995 and 2018 show that the β can effectively capture the tail comovement of the risk asset and the market during the market crash and boom. Especially, β has a significant positive impact on the tail returns of risk assets during the market crash. The H-L portfolios composed of the difference between High and Low β portfolios can obtain the significantly and positively average tail returns when the market crash occurs. These empirical results provide the important foundation to effectively hedge the market crash risk.
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