作者：陈宇文（牛津大学在读博士） 翁欣（清华大学在读博士）
Simple Bayesian Algorithms for Best-Arm Identification
In “Simple Bayesian Algorithms for Best-Arm Identification,” Russo considers the optimal adaptive allocation of measurement effort for identifying the best among a finite set of options or designs. An experimenter sequentially chooses designs to measure and observes noisy signals of their quality with the goal of confidently identifying the best design after a small number of measurements. Just as the multiarmed bandit problem crystallizes the tradeoff between exploration and exploitation, this “pure exploration” variant crystallizes the challenge of rapidly gathering information before committing to a final decision. The author proposes several simple Bayesian algorithms for allocating measurement effort and, by characterizing fundamental asymptotic limits on the performance of any algorithm, formalizes a sense in which these seemingly naive algorithms are the best possible.
01 找寻最佳臂的简单贝叶斯算法
作者：Daniel Russo
原文：
https://pubsonline.informs.org/doi/10.1287/opre.2019.1911
本文中，作者考虑了在有限的选项或设计方案中的最优自适应分配的测量工作。实验者按顺序选择设计来测量和观察噪声信号的质量，并且确保在少许样本的测量后就能给出准确的最佳设计。正如多臂老虎机问题需要权衡探索与开发的选择，这种“纯粹的探索”变体算法需要能够在做出最终决定之前解决快速收集信息的挑战。作者提出了几种简单的贝叶斯算法分配测量工作量，并通过描述任意算法性能的基本渐近极限特征，说明了这些看似简单的算法实际上是最好的选择。
Reducing Delay in Retrial Queues by Simultaneously Differentiating Service and Retrial Rates
Customer retrials commonly occur in many service systems, such as healthcare, call centers, mobile networks, computer systems, and inventory systems. However, because of their complex nature, retrial queues are often more difficult to analyze than queues without retrials. In “Reducing Delay in Retrial Queues by Simultaneously Differentiating Service and Retrial Rates,” J. Wang, Z. Wang, and Liu develop a service grade differentiation policy for queueing models with customer retrials. They show that the average waiting time can be reduced through strategically allocating the rates of service and retrial times without
needing additional service capacity. Counter to the intuition that higher service variability usually yields a larger delay, the authors show that the benefits of this simultaneous service-and-retrial differentiation (SSRD) policy outweigh the impact of the increased service variability. To validate the effectiveness of the new SSRD policy, the authors provide (i) conditions under which SSRD is more beneficial, (ii) closed-form expressions of the optimal policy, (iii) asymptotic reduction of customer delays when the system is in heavy traffic, and (iv) insightful observations/discussions and numerical results.
02 通过同时进行服务和重试率差异化来减少重试排队的延迟
作者：Jinting Wang, Zhongbin Wang, Yunan Liu
原文：
https://pubsonline.informs.org/doi/10.1287/opre.2019.1933
客户重试通常发生在许多服务系统中，例如医疗保健，呼叫中心，移动网络，计算机系统和库存系统。但是由于其复杂性，重试排队通常比没有重试的排队问题更难分析。本文中，作者提出了一种服务等级区分策略，用于具有客户重试的排队模型。作者们展示了可以通过战略性地分配服务费率和重试时间来减少平均等待时间，并且无需增加额外的服务能力。作者同时表明，与直觉上更高的服务可变性通常会产生更大的延迟相反，这种同时进行的服务和重试差异（SSRD）策略的好处大于服务可变性增加带来的影响。为了验证新的SSRD策略的有效性，作者提供 (i) 使用SSRD更有利的条件，(ii) 最优策略的显式表达，(iii) 系统繁忙时客户延迟的渐近减少特性；以及 (iv) 有洞察力的观察/讨论和数值结果。
Technical Note—On the Optimality of Reflection Control
The so-called reflection control is easy to implement and widely applied in many applications such as inventory management and financial systems. To apply reflection control in a production-inventory system, for example, production will stop when the finished-goods inventory reaches a certain level. What is the best level for this control? In what sense is it optimal? In “Technical Note—On the Optimality of Reflection
Control,” Yang, Yao, and Ye have established the optimality of reflection control under an exponential holding cost in three settings—namely, a Brownian motion model, a single-server system, and a birth–death queue model. The study provides a thorough understanding of the control and extends significantly its domain of applications.
03 反射控制的最优性质分析
作者：Jiankui Yang, David D. Yao, Heng-Qing Ye
原文：
https://pubsonline.informs.org/doi/10.1287/opre.2019.1935
反射控制由于其易于实现的特性被广泛应用于诸如库存管理和财务系统等应用中。例如，当在生产库存系统中应用反射控制时，成品库存达到一定水平时生产将停止。那么这种控制策略的最佳级别是多少？从什么意义上说它是最优的？对于以下三种模型（布朗运动模型，单服务台系统和生灭排队模型），作者们建立了在指数持有成本函数下反射控制的最优性理论。本研究详细阐述了反射控制策略，并且极大地扩展了对应的应用领域。
Optimistic Monte Carlo Tree Search with Sampled Information Relaxation Dual Bounds
In “Optimistic Monte Carlo Tree Search with Sampled Information Relaxation Dual Bounds,” Jiang, Al-Kanj, and Powell propose an extension to Monte Carlo tree search that uses the idea of “sampling the future” to produce noisy upper bounds on nodes in the decision tree. These upper bounds can help guide the tree expansion process and produce decision trees that are deeper rather than wider, in effect concentrating computation toward more useful parts of the state space. The algorithm’s effectiveness is illustrated in a ride-sharing setting, where a driver/vehicle needs to make dynamic decisions regarding trip acceptance and relocations.
04 具有采样信息对偶松弛的乐观蒙特卡洛树搜索
作者：Daniel R. Jiang, Lina Al-Kanj, Warren Powell
原文：
https://pubsonline.informs.org/doi/10.1287/opre.2019.1939
作者在本文中提出了一种蒙特卡罗树搜索的扩展方法：在决策树中基于“对未来进行采样”的思想生成在节点上噪声的上限。这些上限可以帮助指导扩展树的过程并生成更深而不是更宽的决策树，而这样能够将计算集中在状态空间的更多有用部分。该算法的有效性在共享乘车问题中得到了验证，驾驶员/车辆需要做出关于订单接受和重新分配的动态决策。
Information and Memory in Dynamic Resource Allocation
In “Information and Memory in Dynamic Resource Allocation,” Xu and Zhong propose a general framework, dubbed stochastic processing under imperfect information (SPII), to study the impact of information constraints and memories on dynamic resource allocation. The framework involves a stochastic processing network (SPN) scheduling problem inwhich the scheduler may access the system state only through a noisy channel, and resource allocation decisions must be carried out through the interaction between an encoding policy (that observes the state) and an allocation policy (that chooses the allocation). Applications in the management of large-scale data centers and human-in-the-loop service systems are among our chief motivations. The authors quantify the degree to which information constraints reduce the size of the capacity region in general SPNs and how such reduction depends on the amount of memories available to the encoding and allocation policies. Using a novel metric, capacity factor, their main theorem characterizes the reduction in capacity region (under “optimal” policies) for all nondegenerate channels and across almost all combinations of memory sizes. Notably, the theorem demonstrates, in substantial generality, that (1) the presence of a noisy channel always reduces capacity, (2) more memory for the allocation policy always improves capacity, and (3) more memory for the encoding policy has little to no effect on capacity. Finally, the authors positive (achievability) results are established through constructive, implementable policies.
05 动态资源分配中的信息与内存
作者：Kuang Xu, Yuan Zhong
原文：
https://pubsonline.informs.org/doi/10.1287/opre.2019.1940
作者在本文中提出了一个通用框架用于研究信息约束和存储对动态资源分配的影响，我们称之为不完全信息（SPII）下的随机处理。该框架涉及一个随机处理网络（SPN）调度问题：在该问题中，调度程序只能通过嘈杂的信道访问系统状态，并且必须通过编码策略与分配策略之间的交互来执行资源分配。该研究的应用背景是大型数据中心和人机闭环（human-in-the-loop）服务系统。对于一般SPN问题中，作者量化了在信息约束下的容量区域大小的减少程度，并且阐述了减少量如何取决于编码和分配策略可用的内存量。通过定义一种新型的度量——容量因数，作者给出了（在“最佳”策略下）在所有未退化通道以及几乎所有内存大小组合下，有关容量区域减少量的定理。值得一提的是，该定理证明了：（1）噪声信道的存在总是会降低容量；（2）分配策略中，更多的内存一定能够带来容量的提升；（3）编码策略中，分配更多内存对容量几乎没有影响。最后，作者通过建设性的、可实施的策略给出（可实现的）有效结果。
Technical Note—There’s No Free Lunch: On the Hardness of Choosing a Correct Big-M in Bilevel Optimization
Linear bilevel problems are often reformulated as single level problems by using the KKT optimality conditions of the lower level. The resulting KKT complementarity conditions are usually linearized by the classical big-M approach. However, this approach requires to bound the lower-level dual variables to obtain a correct single-level reformulation of the original bilevel problem. If the big-M value is not large enough, this yields to a reformulation admitting wrong solutions w.r.t. the original problem. In “Technical Note—There’s No Free Lunch: On the Hardness of Choosing a Correct Big-M in Bilevel Optimization,” Kleinert,
Labbé, Plein, and Schmidt show that verifying that a big-M does not lead to cutting off any feasible vertex of the lower-level dual polyhedron cannot be done in polynomial time unless P = NP. Moreover, we prove that verifying that a big-M does not lead to cutting off any optimal point of the lower-level dual problem is as hard as solving the original bilevel problem.
06 双层规划中选择正确的Big-M的难点
作者：Thomas Kleinert, Martine Labbé, Frank Plein, Martin Schmidt
原文：
https://pubsonline.informs.org/doi/10.1287/opre.2019.1944
双层线性规划问题通常通过使用较低层问题的KKT最优性条件将原问题重新表述为单层的规划问题。所得的KKT互补条件通常通过经典的big-M方法线性化。但是，此方法需要限制较低层的对偶变量，以获取原始双层问题正确的重新表述（单层规划）。如果big-M值不够大，会导致重新表述的单层规划问题的结果在原问题中不成立。本文中，作者表明，除非P = NP，否则在多项式时间内无法完成验证使用big-M法不会导致切除较低层问题对偶多面体的任何可行顶点。此外，作者还证明，验证big-M法不会导致切除较低层对偶问题的最优点与解决原始的双层规划问题一样困难。
Diffusion in Random Networks: Impact of Degree Distribution
Motivated by viral marketing in social networks, “Diffusion in Random Networks: Impact of Degree Distribution,” by Manshadi,Misra, and Rodilitz studies the diffusion process of a new product on a network where each agent is connected to a random subset of others. The firm chooses a fixed number of agents to seed, knowing only the degree of each agent, and incurs a fixed cost per contact. Under such a setting, the authors exactly characterize the entire diffusion trajectory in the limit of network size without resorting to approximation methods. Using their limit results, the authors uncover a trade-off between cost-efficiency and fast growth. Further, the authors study the impact of degree distribution on optimal seeding strategies. Somewhat surprisingly, they show that to minimize cost, it is optimal to seed low-degree agents. Even if the objective is to minimize time, for certain regimes, the optimal seeding strategy is a mixture of low- and high-degree agents.
07 随机网络中的扩散: 度分布的影响
作者：Vahideh Manshadi, Sidhant Misra, Scott Rodilitz
原文：
https://pubsonline.informs.org/doi/10.1287/opre.2019.1945
基于社交网络中的病毒式营销，作者研究了一种新产品在网络上的传播过程，该网络中的每个个体都与其他个体的一个随机子集相连通。该公司在只知道每个个体的度的情况下选择固定数量的个体进行播种，并且每次信息传递产生固定的费用。在这种情况下，作者无需借助近似方法就可以在网络中个体数量趋向于无穷下准确地描述整个扩散轨迹。根据实验的极限结果，作者发现了成本效益与快速增长之间的权衡关系。此外，作者研究了度分布对最佳播种策略的影响。出乎意料的是，作者发现从度数低的个体开始进行播种是降低成本的最佳选择。在某些特定情况下，即使任务目标是减少收敛所需时间，最佳播种策略仍然是低度数和高度数个体的组合。
Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization
In “Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization,” Lei and Shanbhag consider a class of convex stochastic Nash games, possibly corrupted by parametric misspecification and characterized by a possibly nonconvex potential function. The authors present an asynchronous inexact proximal best-response (BR) scheme in which, at any step, a randomly selected player computes an inexact BR step (via stochastic approximation) and other players keep their strategies invariant. Misspecification is addressed by a simultaneous learning process reliant on an increasing batch size of sampled gradients. Almost-sure convergence guarantees are provided to the set of Nash equilibria, and such claims can be extended to delay-afflicted regimes, generalized potential games (with coupled strategy sets), and weighted potential games. In fact, equilibria of this potential game are stationary points of the potential function and asynchronous inexact BR schemes are, in essence, randomized block-coordinate schemes for a subclass of stochastic nonconvex optimization problems.
08 用于随机和包含错误信息的势博弈和非凸优化的异步方案
作者：Jinlong Lei, Uday V. Shanbhag
原文：
https://pubsonline.informs.org/doi/10.1287/opre.2019.1946
作者在本文中考虑了一类凸随机纳什博弈，该博弈可能受到参数错误指定的干扰，并且可能具有非凸势函数。作者提出了一种异步的，不精确的近端最佳响应（BR）方案：在任意步骤中，随机选择的某个参与者都会计算出不精确的BR步骤（通过随机逼近），而其他参与者则保持策略不变。本文指出，同步学习过程（依赖元素不断增加的采样梯度批量）解决了参数错误指定的问题。同时，纳什均衡集被证明能够几乎处处收敛，并且这个理论结果可以扩展到受延迟影响的情形，如具有耦合策略集合的广义势博弈和加权势博弈。实际上，这种势博弈的均衡点是势函数的静态平衡点，并且异步非精确BR方案实际上就是针对随机非凸优化问题子类的随机块坐标梯度下降法。
Network-Based Approximate Linear Programming for Discrete Optimization
Several prescriptive tasks in business and engineering as well as prediction in machine learning entail the solution of challenging discrete optimization problems. In “Network-Based Approximate Linear Programming for Discrete Optimization,” Nadarajah and Cire recast the typical optimization formulation of these problems as high-dimensional dynamic programs and approach their approximation via linear programming. They develop tractable approximate linear programs with supporting theory by bringing together tools from state-space aggregations, networks, and perfect graphs (i.e., graph completions). The authors embed these models in a simple branch-and-bound scheme to solve applications in marketing analytics and the maintenance of energy or city-owned assets. They find that the resulting technique substantially outperforms a state-of-the-art commercial solver as well as aggregation-heuristics in terms of both solution quality and time. Their results motivate further consideration of networks and graph theory in approximate linear programming for solving deterministic and stochastic discrete optimization problems.
09 使用基于网络结构的近似线性规划求解离散优化问题
作者：Selvaprabu Nadarajah, Andre A. Cire
原文：
https://pubsonline.informs.org/doi/abs/10.1287/opre.2019.1953
一些商业和工程以及机器学习预测中的任务本质上就是要解决具有挑战性的离散优化问题。本文中，作者将这些问题的典型优化模型重构为高维动态规划，并通过线性规划进行近似处理。他们通过将来自状态空间聚合、网络和完美图(即图补全)的工具结合在一起，开发出具有支持理论的易于处理的近似线性程序。作者将这些模型嵌入到一个简单的分支定界方案中，以解决在营销分析、能源/城市资产维护中的应用。他们发现，无论是在解的质量还是问题求解时间方面，本文方法的结果都明显优于最先进的商业求解器和聚合启发式算法。同时，本文的结果也说明了，使用近似线性规划解决确定性和随机性离散优化问题时，利用网络和图论的知识值得进一步的研究与探索。
Algorithms for Online Matching, Assortment, and Pricing with Tight Weight-Dependent Competitive Ratios
Motivated by collaborations with airline carriers and hotel chains, Ma and Simchi-Levi analyze in “Algorithms for Online Matching, Assortment, and Pricing with Tight Weight-Dependent Competitive Ratios” a general online resource-allocation problem using competitive analysis, where the sequence of demands is completely unknown. They allow for resources to be sold at multiple feasible prices, and establish tight competitive ratios that are dependent on the given feasible prices, generalizing the well-known online matching and Adwords settings. The algorithms derived are simple and intuitive, based on a class of universal value functions that integrate the resource selection and pricing decisions. Finally, the authors run simulations on publicly available data, and consider how a hotel could have managed its room resources through controlling the room packages offered on its website. The authors find that revenues are maximized when their algorithms (which do not assume anything about the sequence of visitors) are applied as a hybrid with existing algorithms that attempt to forecast and learn the sequence of visitors.
10 带有紧依赖权重竞争比率的在线匹配、分类和定价算法
作者：Will Ma, David Simchi-Levi
原文：
https://pubsonline.informs.org/doi/abs/10.1287/opre.2019.1957
基于与航空公司和连锁酒店合作，本文作者分析了一个需求顺序完全未知的通用在线资源分配问题。他们允许资源以多种可行价格出售，并根据给定的可行价格建立严格的竞争比率，泛化了广为人知的在线匹配和关键词广告设置。基于一类综合资源选择和定价决策的通用价值函数，作者推导出了一套简单而直观的算法。最后，作者使用公开数据进行了模拟，并考虑了酒店如何通过控制其网站上提供的客房套餐来管理其客房资源。作者发现，当他们的算法（不假设任何关于顾客序列的信息）与现有的试图预测和了解顾客序列的算法混合使用时，收入达到最大化。
Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls
Financial services firms are subject to various types of risks. In particular, operational risk is difficult to assess and can be devastating, although it is often perceived by a firm's management as being more controllable than the cost of managing other types of risks. Understanding the management problems associated with operational risk is crucial to the performance of the firm. In “Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls,” Xu, Zhu, and Pinedo introduce a general modeling framework for operational risk management for financial firms. They propose two types of controls and characterize the optimal control policies. The authors apply their model to a data set from a commercial bank, and through a proper investment strategy, one can achieve a significant performance improvement.
11 运营风险管理：带有预防和纠正控制的随机控制框架
作者：Yuqian Xu, Lingjiong Zhu, Michael Pinedo
原文：
https://pubsonline.informs.org/doi/abs/10.1287/opre.2019.1960
金融服务公司受各种风险的影响。具体来说，运营风险很难评估且可能是破坏性的，尽管公司的管理部门往往认为管理运营风险比其他类型风险的成本更加可控。理解与运营风险相关的管理问题对公司的业绩至关重要。本文中，作者介绍了金融公司管理运营风险的一套通用建模框架。他们提出了两种类型的控制，并描述了最优控制策略的特征。作者将该模型应用于某商业银行的一组数据集，通过适当的投资策略，可以实现业绩的显著改善。
Efficient Solution of Maximum-Entropy Sampling Problems
Maximum-entropy sampling is a difficult nonlinear discrete optimization problem that arises in spatial statistics, for example, in the design of weather-monitoring networks. An exact algorithm for maximum-entropy sampling was first described in 1995, and subsequent papers have devised a variety of methods that obtain bounds and, in some cases, exact solutions. In “Efficient Solution of Maximum-Entropy Sampling Problems,” Anstreicher describes a new bound for the maximum-entropy sampling problem that is superior to all previously known bounds and is also efficiently computable. A branch-and-bound algorithm that incorporates the new bound solves challenging benchmark instances to optimality for the first time
12 最大熵抽样问题的有效解法
作者：Kurt M. Anstreicher
原文：
https://pubsonline.informs.org/doi/abs/10.1287/opre.2019.1962
最大熵抽样是空间统计学中出现的一个困难的非线性离散优化问题，如天气监测网的设计。在1995年首次有学者提出一种最大熵抽样的精确算法之后，随后的论文设计了各种方法以获得边界或（某些特定场景）精确解。本文中，作者描述了最大熵抽样问题的一个新边界，它优于所有已知的界，而且是可以高效计算的。这是一种融合了新边界的分支定界算法，第一次得到了某些具有挑战性的基准实例优化问题的最优解。
Input Efficiency Measures: A Generalized, Encompassing Formulation
In “Input Efficiency Measures: A Generalized, Encompassing Formulation” Briec, Cavaignac, and Kerstens develop a generalized, encompassing formulation unifying four traditional input efficiency measures: radial, Färe-Lovell, asymmetric Färe, and multiplicative Färe-Lovell. This is basically motivated by the fact that observations on production need not be situated near the efficient subset, but could also be positioned close to the isoquant or even the boundary of the technology. This new generalized Färe-Lovell input efficiency measure shares its axiomatic properties with the original Färe-Lovell input efficiency measure. In addition, the authors can derive new dual interpretations for this generalized Färe-Lovell input efficiency measure. Finally, they derive mathematical programming formulations, with a special focus on cases where linear programming applies.
13 投入效率测度：一个广义、包含性的公式
作者：Walter Briec, Laurent Cavaignac, Kristiaan Kerstens
原文：
https://pubsonline.informs.org/doi/abs/10.1287/opre.2019.1963
本文中，作者提出了一个广义、包含的公式，将以下四种传统的投入效率测度统一起来：径向效率测度、Färe-Lovell效率测度、不对称Färe效率测度和乘法Färe-Lovell效率测度。这主要是由于对生产的观测不必位于有效子集附近，但也可以放置在接近等量值甚至技术边界的位置。这种新的广义Färe-Lovell投入效率测度与传统Färe-Lovell投入效率测度具有相同的公理化性质。此外，作者还对广义Färe-Lovell投入效率测度推导出了新的对偶解释。最后，作者推导了对应的数学规划公式（主要关注具有线性规划形式的情况）。
Parallel Bayesian Global Optimization of Expensive Functions
Bayesian optimization is a machine-learning-based method for optimizing time-consuming-to-evaluate black-box objective functions without derivatives. It is most widely used for optimizing deep learning models, tuning systems through A/B testing, aircraft designing, and developing new materials and drugs. Bayesian optimization relies on optimizing a fast-to-evaluate function, called the acquisition function, to decide where to evaluate the time-consuming objective. This is easy for single-threaded objective function evaluations but is much harder when we want to evaluate the time-consuming objective in parallel. In “Parallel Bayesian Global Optimization of Expensive Functions,” Wang, Clark, Liu, and Frazier provide a more efficient approach to optimizing the parallel version of the most widely used acquisition function for Bayesian optimization, expected improvement. This enables practical large-scale Bayesian optimization. Numerical experiments demonstrate this new approach scales to at least 128 parallel function evaluations. This new approach was a core component of the widely used open-source Bayesian optimization codebase, the Metrics Optimization Engine (MOE), and was also implemented within Facebook’s Bayesian optimization codebase, BoTorch.
14 大规模并行贝叶斯优化
作者：Jialei Wang, Scott C. Clark, Eric Liu, Peter I. Frazier
原文：
https://pubsonline.informs.org/doi/abs/10.1287/opre.2019.1966
贝叶斯优化是一种基于机器学习的方法，用于优化不可微的、评估耗时的黑箱目标函数。它被广泛用于优化深度学习模型、通过A/B测试调整系统、飞行器设计，以及开发新材料和药物。贝叶斯优化依赖于优化一个能够进行快速评估的函数（我们称之为获取函数），以决定在何处进行耗时的目标评估。这对于单线程的目标函数计算来说很容易，但是当我们想要并行地计算耗时的目标评估时就困难得多。本文中，作者提供了一种更有效的方法来优化贝叶斯优化最广泛使用的获取函数的并行版本。这使得实际的大规模贝叶斯优化成为可能。数值实验表明，该方法至少可进行128个并行函数评估。这种新方法是广泛使用的开源贝叶斯优化代码库Metrics Optimization Engine(MOE)的核心组件，也在Facebook的贝叶斯优化代码库BoTorch中使用。
Why Is Maximum Clique Often Easy in Practice?
“Why Is Maximum Clique Often Easy in Practice?,” by Walteros and Buchanan focuses on providing a rigorous, worst-case explanation for why the maximum clique problem is apparently so easy in naturally occurring graphs, despite its intractability in the worst case. To this day, there exist unsolved benchmark instances with just 1,000 vertices. In contrast, real-life instances appear to be much easier. Indeed, relatively simple algorithms can solve instances with millions of vertices in just a few seconds. However, these algorithms lack any worst-case guarantees on their running time. Exactly why these real-life instances are so easy has been somewhat of a puzzle. The authors show that maximum clique can be solved in time polynomial in the size of the graph, but exponential in a graph invariant that we denote by g. Typically, g is very small for real-life graphs, being 0, 1 or 2 in over half of the instances coming from commonly used testbeds. In these and other cases where g can be thought of as a small constant, their algorithm runs in time.
15 为什么在实践中最大团问题通常很容易?
作者：Jose L. Walteros, Austin Buchanan
原文：
https://pubsonline.informs.org/doi/abs/10.1287/opre.2019.1970
本文中，作者专注于提供一个关于最大团问题的严格的、最坏情况的解释：尽管最大团问题在最坏情况下是棘手的，但是它在自然发生的图中却如此容易解决。到目前为止，仍然存在只有1000个顶点的未解决的基准测试实例，但是相比之下，解决“现实生活”中的实例似乎容易得多。事实上，相对简单的算法可以在几秒钟内解决数百万个顶点的实例。然而，这些算法缺乏对其运行时间的最坏情况保证。为什么这些现实生活中的例子如此容易，这一直是一个谜。作者证明了最大团的求解时间是随图的大小多项式变化的，但随一个图的不变量（我们记为g）指数变化。通常，g对于现实生活中的图来说非常小，在常用的测试试验中超过一半的实例的g为0、1或2。在这些情况和其他g可以被认为是一个小常数的情况下，它们的算法运行时间为。
Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling
Fitting a stochastic model to output data provides a mechanism to calibrate the model without the availability of direct input data and demonstrably improves output prediction accuracy. This idea is analogous to supervised learning built from black-box models but with casual stochastic structure. In “Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling,” Peng, Fu, Heidergott, and Lam propose a simulation-based optimization approach that can efficiently fit various forms of causal stochastic models to the output data via maximum likelihood estimation. In a sense, this work brings “light” to the black box.
16 使用蒙特卡罗模拟的最大似然估计方法：面向数据驱动的随机建模
作者：Yijie Peng, Michael C. Fu, Bernd Heidergott, Henry Lam
原文：
https://pubsonline.informs.org/doi/abs/10.1287/opre.2019.1978
作者将随机模型与输出数据拟合，提供了一种在没有直接输入数据的情况下对模型进行校准的机制，并显著提高了输出的预测精度。这种思想类似于由黑盒模型构建的监督学习，但具有随机结构。本文中，作者提出了一种基于模拟的优化方法，可以通过最大似然估计有效地将各种形式的因果随机模型拟合到输出数据上。
On the Consistent Path Problem
In “On the Consistent Path Problem,” Lozano, Bergman, and Smith study a novel decomposition scheme, utilizing decision diagrams for modeling elements of a problem where typical linear relaxations fail to provide sufficiently tight bounds. Given a collection of decision diagrams, each representing a portion of the problem, together with linear inequalities modeling other portions of the problem, how can one efficiently optimize over such a representation? The authors model the problem as a consistent path problem, where a path in each diagram has to be identified, all of which agree on the value assignments to variables. They establish complexity results and propose a branch-and-cut framework for solving the decomposition. Through application to binary cubic optimization and a variant of the market split problem, the authors show that the decomposition approach provides significant improvement gains over standard linear models.
17 一致路径问题：使用决策图对复杂优化问题进行分解
作者：Leonardo Lozano, David Bergman, J. Cole Smith
原文：
https://pubsonline.informs.org/doi/abs/10.1287/opre.2020.1979
对于在典型的线性松弛不能提供足够紧的界限的某类问题，本文作者研究了一种新的分解方案：利用决策图为问题建模。假设给定一组决策图（其中每个图代表问题的一部分）以及对问题其他部分建模的线性不等式，我们该如何对这样的模型进行有效地优化？作者将这个问题建模为一个一致路径问题，其中每个图中的路径都必须被确定，所有的路径都对变量赋值达成一致。作者讨论了分解算法的复杂度，并提出用于此方法的分支剪界框架。通过对二元三次优化和一个市场分割问题变体的实验，证明了该分解方法相较于标准线性模型得到了显著的改进效果。
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