arXiv subjects

Adam N. Letchford

Publications and source records attributed to Adam N. Letchford.

7 recordsLinked to original sources

arXiv2023

Operational Research: Methods and Applications

Throughout its history, Operational Research has evolved to include a variety of methods, models and algorithms that have been applied to a diverse and wide range of contexts. This encyclopedic article consists of two main sections: methods and applications. The first aims to summarise the up-to-date knowledge and provide an overview of the state-of-the-art methods and key developments in the various subdomains of the field. The second offers a wide-ranging list of areas where Operational Research has been applied. The article is meant to be read in a nonlinear fashion. It should be used as a point of reference or first-port-of-call for a diverse pool of readers: academics, researchers, students, and practitioners. The entries within the methods and applications sections are presented in alphabetical order. The authors dedicate this paper to the 2023 Turkey/Syria earthquake victims. We sincerely hope that advances in OR will play a role towards minimising the pain and suffering caused by this and future catastrophes.

math.OC↗

arXiv2022

Naive Newsvendor Adjustments: Are They Always Detrimental?

Newsvendor problems are an important and much-studied topic in stochastic inventory control. One strand of the literature on newsvendor problems is concerned with the fact that practitioners often make judgemental adjustments to the theoretically "optimal" order quantities. Although judgemental adjustment is sometimes beneficial, two specific kinds of adjustment are normally considered to be particularly naive: demand chasing and pull-to-centre. We discuss how these adjustments work in practice and what they imply in a variety of settings. We argue that even such naive adjustments can be useful under certain conditions. This is confirmed by experiments on simulated data. Finally, we propose a heuristic algorithm for "tuning" the adjustment parameters in practice.

math.OC↗

arXiv2019

Adaptive Policies for Perimeter Surveillance Problems

Maximising the detection of intrusions is a fundamental and often critical aim of perimeter surveillance. Commonly, this requires a decision-maker to optimally allocate multiple searchers to segments of the perimeter. We consider a scenario where the decision-maker may sequentially update the searchers' allocation, learning from the observed data to improve decisions over time. In this work we propose a formal model and solution methods for this sequential perimeter surveillance problem. Our model is a combinatorial multi-armed bandit (CMAB) with Poisson rewards and a novel filtered feedback mechanism - arising from the failure to detect certain intrusions. Our solution method is an upper confidence bound approach and we derive upper and lower bounds on its expected performance. We prove that the gap between these bounds is of constant order, and demonstrate empirically that our approach is more reliable in simulated problems than competing algorithms.

cs.LG↗

arXiv2014

Iterated Chvatal-Gomory Cuts and the Geometry of Numbers

Chvatal-Gomory cutting planes (CG-cuts for short) are a fundamental tool in Integer Programming. Given any single CG-cut, one can derive an entire family of CG-cuts, by `iterating' its multiplier vector modulo one. This leads naturally to two questions: first, which iterates correspond to the strongest cuts, and, second, can we find such strong cuts efficiently? We answer the first question empirically, by showing that one specific approach for selecting the iterate tends to perform much better than several others. The approach essentially consists in solving a nonlinear optimization problem over a special lattice associated with the CG-cut. We then provide a partial answer to the second question, by presenting a polynomial-time algorithm that yields an iterate that is strong in a certain well-defined sense. The algorithm is based on results from the algorithmic geometry of numbers.

math.OC↗

arXiv2012

Compact Formulations of the Steiner Traveling Salesman Problem and Related Problems

The Steiner Traveling Salesman Problem (STSP) is a variant of the Traveling Salesman Problem (TSP) that is particularly suitable when dealing with sparse networks, such as road networks. The standard integer programming formulation of the STSP has an exponential number of constraints, just like the standard formulation of the TSP. On the other hand, there exist several known {\em compact} formulations of the TSP, i.e., formulations with a polynomial number of both variables and constraints. In this paper, we show that some of these compact formulations can be adapted to the STSP. We also briefly discuss the adaptation of our formulations to some closely-related problems.

math.OC↗

arXiv2011

On a class of metrics related to graph layout problems

We examine the metrics that arise when a finite set of points is embedded in the real line, in such a way that the distance between each pair of points is at least 1. These metrics are closely related to some other known metrics in the literature, and also to a class of combinatorial optimization problems known as graph layout problems. We prove several results about the structure of these metrics. In particular, it is shown that their convex hull is not closed in general. We then show that certain linear inequalities define facets of the closure of the convex hull. Finally, we characterise the unbounded edges of the convex hull and of its closure.

math.CO↗

arXiv2006

Odd minimum cut sets and b-matchings revisited

The famous Padberg-Rao separation algorithm for b-matching polyhedra can be implemented to run in O(n^2m log(n^2/m)) time in the uncapacitated case, and in O(nm^2 log(n^2/m)) time in the capacitated case (where n is the number of vertices and m is the number of edges of the underlying graph). We give a new and simple algorithm for the capacitated case which can be implemented to run in O(n^2m log(n^2/m)) time.

math.OC↗