Robust optimization provides a mathematical framework for modeling and solving decision-making problems under worst-case uncertainty. This work addresses two-stage robust optimization (2RO) problems (also called adjustable robust optimization), wherein first-stage and second-stage decisions are made before and after uncertainty is realized, respectively. This results in a nested min-max-min optimization problem which is extremely challenging computationally, especially when the decisions are discrete. We propose Neur2RO, an efficient machine learning-driven instantiation of column-and-constraint generation (CCG), a classical iterative algorithm for 2RO. Specifically, we learn to estimate the value function of the second-stage problem via a novel neural network architecture that is easy to optimize over by design. Embedding our neural network into CCG yields high-quality solutions quickly as evidenced by experiments on two 2RO benchmarks, knapsack and capital budgeting. For knapsack, Neur2RO finds solutions that are within roughly $2\%$ of the best-known values in a few seconds compared to the three hours of the state-of-the-art exact branch-and-price algorithm; for larger and more complex instances, Neur2RO finds even better solutions. For capital budgeting, Neur2RO outperforms three variants of the $k$-adaptability algorithm, particularly on the largest instances, with a 5 to 10-fold reduction in solution time. Our code and data are available at https://github.com/khalil-research/Neur2RO.

pdf/neur2ro-neural-two-stage-robust-optimization-1nm93h2my5.pdf

Neur2RO: Neural Two-Stage Robust Optimization

Half a century of Omega – The International Journal of Management Science: A bibliometric analysis

Abstract There is a research gap on understanding gender equality issues in the OR discipline, and on the role of gender in OR participation and career progression. We apply a gender lens to the literature on the history of OR, reflecting on the origins of OR, the OR community, and the theory, methods and practice of OR. A gender lens aims to uncover hidden gender dimensions to bring gender issues into sharper focus. The review shows that women are largely invisible in the recorded history of OR. We use a survey instrument to capture the current OR community and extract insights on their careers by gender. Using a decision tree to understand factors that affect participation in OR, our findings are consistent with other studies: women perceive barriers to their participation and career progression, but the barriers are not as apparent to their male peers. Our paper offers novel contributions including a reflection on the history of OR through a gender lens, insights on the role of gender in OR careers, and a critical discussion of our findings. We aim to stimulate a conversation and encourage a discussion on the next steps toward innovative and cross-disciplinary research and applications at the gender/OR nexus.

Gender equality: opportunities and challenges for the OR community

Finding robustly fair solutions in resource allocation

With the rapid expansion of internet usage in Indonesia, comprehending the competition within the internet service provider sector has become imperative. This study investigates the competitive dynamics between Indihome and Biznet in the Salatiga internet market, examining various strategic dimensions such as pricing strategies, network quality, promotions, payment models, customer service, accessibility, product portfolios, and data security. Employing game theory methodology, the research discerns optimal strategies for each provider, utilizing maximin and minimax strategies to minimize potential losses and maximize potential gains. Validity and reliability testing ensures the integrity of the analysis, confirming the validity and reliability of all variables. Results reveal that Indihome employs strategy X5 (Customer Service) to attain a maximum profit of 36, while Biznet adopts the same Y5 strategy to minimize a loss of 36. This study provides valuable insights for both service providers to adeptly navigate the competitive landscape. 

pdf/game-theory-analysis-of-indihome-and-biznet-in-the-salatiga-3t0jl357lx.pdf

Game Theory Analysis of Indihome and Biznet in the Salatiga Internet Market

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.

Operational Research: Methods and Applications

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Operational Research: Methods and Applications