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Buffered-ranking intervals for virtual profit efficiency analysis

CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH 2023年第4期31卷 1149-1181页

作者： Wang, Yongqiao Ni, He Uryasev, Stan Zhejiang Gongshang Univ Sch Finance Xuezheng St 18 Hangzhou 310018 Zhejiang Peoples R China SUNY Stony Brook Appl Math & Stat B-148 Math Tower New York NY 11794 USA

The efficiency ranking of a decision making units (DMU) measures its relative position among a group of DMUs over sets of feasible virtual prices that characterize preferences for input and output variables. But the efficiency ranking of a DMU conveys no information about the gap between this DMU and those superior and peer DMUs. So we propose an alternative efficiency measure named buffered-ranking for efficiency analysis. The statement that the efficiency buffered-ranking of a DMU is k implies that its efficiency score reaches the average of the top k efficiency scores of all DMUs. The proposed buffered-ranking is monotone with the conventional ranking, and conveys more information about its relation with superior and peer DMUs. When the efficiency score is based on virtual profit, i.e. the difference between virtual revenue and virtual cost, the calculation of the best buffered-ranking is equivalent to a continuous linear program. We also study the worst buffered-ranking that is opposite to the best buffered-ranking. Experiments demonstrate the advantages of buffered-ranking over conventional ranking.

关键词： Buffered-ranking Virtual profit efficiency linear program bPOE

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New Tanino's Additive Consistency Trapezoidal Fuzzy Extension and Optimal Fuzzy Priority Vector Acquisition

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IEEE TRANSACTIONS ON FUZZY SYSTEMS 2023年第10期31卷 3371-3383页

作者： Wang, Zhou-Jing Zhejiang Univ Finance & Econ Sch Informat Hangzhou 310018 Peoples R China

Multiplication and division of fuzzy arithmetic have brought out theoretical drawbacks to fuzzy analytic hierarchy process based decision-making systems. To cope with the drawbacks, trapezoidal fuzzy additive reciprocal preference matrices (TFARPMs) are utilized to characterize preference information and addition and subtraction of fuzzy arithmetic are applied to fuzzy numbers. This article introduces formulas to calculate left and right spread indices and imprecision indices of cores and supports for fuzzy elements in a TFARPM. Based on the addition of fuzzy arithmetic, a transitivity equation system with a parameterized trapezoidal fuzzy vector is built and computational formulas are devised to identify values of parameters from imprecision indices of cores and supports of the trapezoidal fuzzy elements in a TFARPM. A fuzzy addition based nonparametric transitivity equation is then established to define additive consistency of TFARPMs. Properties of additively consistent TFARPMs are proposed and an index formula is brought forward to compute additive inconsistency degrees of TFARPMs. A novel approach is presented to generate additively consistent TFARPMs from fuzzy vectors and a new framework is put forward to normalize [0, 1]-valued trapezoidal fuzzy vectors. An absolute deviation based minimization model is developed and converted equivalently into a linear program to acquire normalized trapezoidal fuzzy priority vectors from TFARPMs. A closed-form solution of the minimization model is found to calculate normalized optimal trapezoidal fuzzy priority vectors of additively consistent TFARPMs. Two illustrating examples including a multicriteria decision-making problem are provided to validate the proposed models.

关键词： Additive consistency closed-form solution imprecision linear program multicriteria decision-making trapezoidal fuzzy additive reciprocal preference matrix (TFARPM)

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Hierarchical multi-criteria decision making with group voting information: New Tanino's additive consistency intuitionistic fuzzy translation and utility vector acquisition

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JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY 2023年第12期74卷 2515-2531页

作者： Wang, Zhou-Jing Tong, Xiayu Zhejiang Univ Finance & Econ Sch Informat Hangzhou Peoples R China Zhejiang Univ Finance & Econ Coll Entrepreneurship Hangzhou Peoples R China Zhejiang Univ Finance & Econ Sch Informat Hangzhou 310018 Zhejiang Peoples R China

The frame of intuitionistic fuzzy preference relations (IFPRs) is an effective tool of representing pairwise preference order based group voting information. However, existing intuitionistic fuzzy translations of Tanino's additive consistency and previous methods of acquiring utility vectors from IFPRs are often unable to achieve a satisfactory solution for hierarchical multi-criteria decision making (HMCDM) with IFPRs. This study analyzes existing notions of additively consistent IFPRs (ACIFPRs) and shows their shortages. A novel intuitionistic fuzzy translation of Tanino's additive consistency is developed and an index computational formula is provided to measure additive inconsistency of IFPRs. A new approach is offered to generate ACIFPRs from vectors with intuitionistic fuzzy elements and a frame is put forward to normalize intuitionistic fuzzy vectors. Subsequently, a closed-form solution based method is presented to secure normalized intuitionistic fuzzy utility vectors from ACIFPRs and a linear program is built to acquire an optimal and normalized intuitionistic fuzzy utility vector from any IFPR. An approach is proposed to tackle HMCDM problems with pairwise preference order based group voting information. The reasonability and performance of the models developed are validated by an illustrative example and a case study about outstanding teacher recommendation based on large-scale group votes on teaching satisfaction.

关键词： Hierarchical multi-criteria decision making intuitionistic fuzzy preference relation additive consistency hesitancy linear program

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The Bruss-Robertson-Steele inequality

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JOURNAL OF APPLIED PROBABILITY 2023年第3期60卷 1112-1114页

作者： Rogers, L. C. G. Univ Cambridge Ctr Math Sci Stat Lab Wilberforce Rd Cambridge CB3 0WB England

The Bruss-Robertson-Steele (BRS) inequality bounds the expected number of items of random size which can be packed into a given suitcase. Remarkably, no independence assumptions are needed on the random sizes, which points to a simple explanation;the inequality is the integrated form of an $\omega$ -by- $\omega$ inequality, as this note proves.

关键词： Bruss-Robertson-Steele inequality linear program pathwise

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Impact of forecasting on energy system optimization

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ADVANCES IN APPLIED ENERGY 2024年 15卷

作者： Peterssen, Florian Schlemminger, Marlon Lohr, Clemens Niepelt, Raphael Hanke-Rauschenbach, Richard Brendel, Rolf Leibniz Univ Hannover Inst Elect Power Syst Appel Str 9a D-30167 Hannover Germany Inst Solar Energy Res Hamelin Am Ohrberg 1 D-31860 Emmerthal Germany Leibniz Univ Hannover Inst Solid State Phys Appel Str 2 Hannover 30167 Germany

linear programs are frequently employed to optimize national energy system models, which are used to find a minimum-cost energy system. For the operation, they assume perfect forecasting of the weather and demands over the whole optimization horizon and can therefore perfectly fit the energy systems' design and operation. Therefore, they will yield lower costs than any real energy system that only has partial forecasting available. We compare linear programming with a priority list, a heuristic operation strategy which uses no forecasting at all, in a model of a climate-neutral German energy system. We find a 28% more expensive energy system under the priority list. Optimizing the same energy system model with both strategies envelopes the cost and design of any energy system that has partial forecasting. We demonstrate this by incorporating some rudimentary forecasting into a modified priority list, which actually reduces the gap to 22%. This is thus an approach to find an upper bound for how much a linear program possibly underestimates the costs of a real energy system in Germany in regard to imperfect forecasting. We also find that the two approaches differ mainly in the dimensioning and operation of energy storage. The priority list yields 63% less batteries, 73% less thermal storage and 54% more hydrogen storage. The use of renewables and other components in the system is very similar.

关键词： Energy system optimization National energy system model Forecasting linear program Priority list

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Stochastic arbitrage with market index options

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JOURNAL OF BANKING & FINANCE 2025年 173卷

作者： Beare, Brendan K. Seo, Juwon Zheng, Zhongxi Univ Sydney Sch Econ Sydney NSW 2006 Australia Natl Univ Singapore Dept Econ Singapore 119077 Singapore

Opportunities for stochastic arbitrage in an options market arise when it is possible to construct a portfolio of options which provides a positive option premium and which, when combined with a direct investment in the underlying asset, generates a payoff which stochastically dominates the payoff from the direct investment in the underlying asset. We provide linear and mixed-integer linear programs for computing the stochastic arbitrage opportunity providing the maximum option premium to an investor. We apply our programs to 18 years of data on monthly put and call options on the Standard & Poors 500 index, finding no evidence that stochastic arbitrage opportunities are systematically present. A skewed specification of the underlying market return distribution with a constant market risk premium and constant multiplicative variance risk premium is broadly consistent with the pricing of market index options at moderate strikes.

关键词： linear program Mixed-integer linear program Option mispricing Portfolio choice Pricing kernel puzzle Stochastic arbitrage Stochastic dominance

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Decision-support tool for global allocation of dairy sire semen based on regional demand, supply constraints, and genetic profiles

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JOURNAL OF DAIRY SCIENCE 2023年第2期106卷 1089-1096页

作者： Gorr, Allison Q. Cabrera, Victor E. Meronek, James Weigel, Kent A. Univ Wisconsin Coll Agr & Life Sci Dept Anim & Dairy Sci Madison WI 53706 USA ABS Global Inc De Forest WI 53532 USA

An artificial insemination (AI) company seeks to allocate semen units globally by balancing perceived demand with uncertain product supply, in what is an arduous subjective process. This study aimed to objectivize this process by providing a user-friendly linear programming model to allocate bulls' semen units to regions for the next trimester sales period based on maximum revenue, and to describe the features and outcomes of this model when applied to a sample bull herd and global demand scenario reflective of a leading AI company. The objective function of maximizing revenue was calculated by summing the product of units allocated by bull and region with purchase prices assigned by bull and region. Constraints considered were regional demand for overall units, regional preferences for specific genetic traits, bulls' production capacity, and percentage of bulls' units allocated to a single region. A sensitivity analysis was performed to identify the effects of variables and constraints on total revenue. Production, sales, and bull demographic data from 2018 to 2021 from a leading AI company were used to establish base values and build a sample herd of 61 bulls and 5 global regions. The case study provided a maximum revenue of $8,287,197 in semen sales per trimester, with 634,700 units allocated. Of the 61 bulls in the case study, 9 were not allocated to any region. The most limiting constraint was regional demand, which resulted in a surplus of 274,564 units not allocated. A sensitivity analysis confirmed this finding, with the largest shadow prices assigned to regional demands, and indicated that a single unit increase in regional demand would add up to $14.84 in total revenue.

关键词： linear program allocation sperm production

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Optimal autonomic management of service-based business processes in the cloud

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SOFT COMPUTING 2022年第15期26卷 7279-7291页

作者： Hadded, Leila Hamrouni, Tarek Univ Tunis El Manar Fac Sci Tunis Comp Sci Dept Tunis Tunisia

Cloud computing is an emerging paradigm that provides hardware, platform and software resources as services based on pay-as-you-go model. It is being increasingly used for hosting and executing service-based business processes. However, business processes are subject to dynamic evolution during their life-cycle due to the highly dynamic evolution of the cloud environment. Therefore, to efficiently manage them according to the autonomic computing paradigm, service-based business processes can be associated with autonomic managers. Autonomic managers monitor these processes, analyze monitoring data, plan configuration actions, and execute these actions on these processes. The main objective of cloud computing is to improve the performance level while minimizing operating costs. Thus, due to the diversity of business processes requirements and the heterogeneity of cloud resources, discovering the optimal management cost of a business process in the cloud becomes a highly challenging problem. For this purpose, we propose an approach based on an Integer linear program to find out the optimal allocation of cloud resources that meet customers' requirements and resources' constraints. Besides, to validate our approach under realistic conditions and inputs, we propose an extension of the CloudSim simulator to analyze the cloud resources consumed by an autonomic business process. Experiments conducted on two real datasets highlight the effectiveness and performance of our approach.

关键词： Cloud computing Autonomic management Business process Deployment linear program

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Efficient methods for stochastic joint replenishment and delivery problem

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INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH 2022年第4期29卷 2288-2315页

作者： Wang, Sirui Wang, Lin Huazhong Univ Sci & Technol Sch Management Wuhan 430074 Peoples R China

In this paper, we consider the joint replenishment and delivery scheduling of the one-warehouse, n-retailer system with stochastic demand. In this distribution system, items are first jointly replenished and therefore can share a major ordering cost. Then a coordinated delivery scheduling is adopted to arrange the delivery plan. The problem is formulated as a mixed integer nonlinear program. Subsequently, we introduce two algorithms to handle this complex problem: a Lipschitz optimization method and a modified RAND heuristic. Numerical experiments show that the proposed methods are quite efficient. Sensitivity analysis also shows some interesting findings in terms of management.

关键词： joint replenishment mixed integer non‐ linear program Lipschitz optimization heuristic algorithm

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Storage and Communication Tradeoff for Wireless Coded Blockchains

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IEEE SYSTEMS JOURNAL 2022年第2期16卷 2911-2922页

作者： Yang, Changlin Wang, Xiaodong Ashikhmin, Alexei Zhongyuan Univ Technol Sch Comp Sci Zhengzhou 450007 Peoples R China Columbia Univ Elect Engn Dept New York NY 10027 USA Nokia Bell Labs Commun & Stat Sci Res Dept Murray Hill NJ 07974 USA

Recently, coded blockchain systems have been proposed to encode blockchain into coded fragments and distributively store them. These fragments can be collected and decoded to obtain the original blockchain only when needed. This reduces the storage requirement of blockchains and makes it possible to incorporate blockchain in wireless Internet-of-Things (IoT) systems. However, transmitting such coded fragments consumes nonnegligible resource in wireless networks. Hence, this article studies the storage and transmission tradeoff for coded blockchains, and formulates the coded fragments assignment using an integer linear program (ILP). In particular, a $Q$-hop localization property is proposed to ensure that any device is able to collect sufficient coded fragments for decoding within $Q$-hop neighbors. This article then proposes an efficient heuristic algorithm that is built upon the solution to the relaxed ILP. Apart from these, this article studies regrowing blockchains, where nodes dynamically join and leave the networks, and proposes an algorithm to adjust the coded fragments assignments. Simulation results show that the performance of the proposed heuristic algorithm is close to that of the ILP, and only a small portion of nodes need to recalculate their assignments when using the proposed adjustment algorithm in the regrowing blockchains.

关键词： Blockchain Wireless communication Decoding Heuristic algorithms Encoding Location awareness Communication system security Coded blockchain error correction codes integer program linear program wireless Internet-of-Things (IoT) network

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