arXiv subjects

Nursen Aydin

Publications and source records attributed to Nursen Aydin.

5 recordsLinked to original sources

arXiv2026

Reinforcement Learning in Operational Research: A Technical Review and Practical Roadmap

The growing demand for real-time, data-driven decision-making in complex and dynamic systems is placing increasing pressure on traditional Operational Research (OR) methodologies. Reinforcement learning (RL) has emerged as a complementary approach, offering strong learning and computational capabilities for sequential decision-making in dynamic and uncertain environments. Recent research shows an increasing interest in integrating RL with OR to address dynamic decision-making problems, enhance heuristic and exact methods for combinatorial optimization, and support the development of digital replicas of operational systems. The overarching goal across these efforts is to leverage the learning capabilities of RL to strengthen traditional OR algorithms, improving solution quality, computational efficiency, and robustness. Given the diversity of integration approaches and application settings, there is a clear need for a systematic and technically detailed review of how RL empowers OR methods. To address this gap, this paper presents a structured review of three key roles that RL plays in empowering OR: (i) solving sequential decision-making problems in dynamic environments, (ii) serving as an end-to-end solution method or as a component integrated within heuristic and exact OR methods for combinatorial optimization problems, and (iii) facilitating extended reality analysis through integration with digital twin systems. We critically synthesize recent advances across these roles, highlighting their advantages, implementation requirements, limitations, and challenges. Finally, based on these insights, we outline a roadmap for future research to further advance the methodological and practical integration of RL and OR.

math.OC↗

arXiv2024

Bayesian Optimization of Bilevel Problems

Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics, engineering, and machine learning. This paper focuses on bilevel optimization where both upper-level and lower-level functions are black boxes and expensive to evaluate. We propose a Bayesian Optimization framework that models the upper and lower-level functions as Gaussian processes over the combined space of upper and lower-level decisions, allowing us to exploit knowledge transfer between different sub-problems. Additionally, we propose a novel acquisition function for this model. Our experimental results demonstrate that the proposed algorithm is highly sample-efficient and outperforms existing methods in finding high-quality solutions.

cs.LG↗

arXiv2024

Differentially Private Linear Optimization for Multi-Party Resource Sharing

This study examines a resource-sharing problem involving multiple parties that agree to use a set of capacities together. We start with modeling the whole problem as a mathematical program, where all parties are required to exchange information to obtain the optimal objective function value. This information bears private data from each party in terms of coefficients used in the mathematical program. Moreover, the parties also consider the individual optimal solutions as private. In this setting, the concern for the parties is the privacy of their data and their optimal allocations. We propose a two-step approach to meet the privacy requirements of the parties. In the first step, we obtain a reformulated model that is amenable to a decomposition scheme. Although this scheme eliminates almost all data exchanges, it does not provide a formal privacy guarantee. In the second step, we provide this guarantee with a locally differentially private algorithm, which does not need a trusted aggregator, at the expense of deviating slightly from the optimality. We provide bounds on this deviation and discuss the consequences of these theoretical results. We also propose a novel modification to increase the efficiency of the algorithm in terms of reducing the theoretical optimality gap. The study ends with a numerical experiment on a planning problem that demonstrates an application of the proposed approach. As we work with a general linear optimization model, our analysis and discussion can be used in different application areas including production planning, logistics, and revenue management.

math.OC↗

arXiv2021

Masking Primal and Dual Models for Data Privacy in Network Revenue Management

We study a collaborative revenue management problem where multiple decentralized parties agree to share some of their capacities. This collaboration is performed by constructing a large mathematical programming model available to all parties. The parties then use the solution of this model in their own capacity control systems. In this setting, however, the major concern for the parties is the privacy of their input data along with their individual optimal solutions. We first reformulate a general linear programming model that can be used for a wide-range of network revenue management problems. Then, we address the data-privacy concern of the reformulated model and propose an approach based on solving an equivalent data-private model constructed with input masking via random transformations. Our main result shows that after solving the data-private model, each party can safely access only its own optimal capacity control decisions. We also discuss the security of the transformed problem in the considered multi-party setting. We conduct simulation experiments to support our results and evaluate the computational efficiency of the proposed data-private model. Our work provides an analytical approach and insights on how to manage shared resources in a network problem while ensuring data privacy. Constructing and solving the collaborative network problem requires information exchange between parties which may not be possible in practice. Including data-privacy in decentralized collaborative network revenue management problems with capacity sharing is new to the literature and relevant to practice.

math.OC↗

arXiv2011

Energy-Optimal Scheduling in Low Duty Cycle Sensor Networks

Energy consumption of a wireless sensor node mainly depends on the amount of time the node spends in each of the high power active (e.g., transmit, receive) and low power sleep modes. It has been well established that in order to prolong node's lifetime the duty-cycle of the node should be low. However, low power sleep modes usually have low current draw but high energy cost while switching to the active mode with a higher current draw. In this work, we investigate a MaxWeightlike opportunistic sleep-active scheduling algorithm that takes into account time- varying channel and traffic conditions. We show that our algorithm is energy optimal in the sense that the proposed ESS algorithm can achieve an energy consumption which is arbitrarily close to the global minimum solution. Simulation studies are provided to confirm the theoretical results.

cs.NI↗