Showing posts with label Operations Research. Show all posts
Showing posts with label Operations Research. Show all posts

Thursday, April 16, 2026

Frederick Hillier (1936-2026)

 I never took a course from Fred Hillier when I was a PhD student in the Department of Operations Research at Stanford from 1971-73, but as an assistant professor at the University of Illinois from 1974 I taught undergraduate OR from the introductory OR textbook by Hillier and Lieberman.

Here's his Stanford obituary:

Influential textbook author Frederick S. Hillier dies at 89
Hillier’s work shaped operations research theory and practice at Stanford and beyond, with his textbooks introducing the field to generations of learners worldwide.

"Frederick S. Hillier, professor emeritus of operations research in Stanford Engineering’s Department of Management Science and Engineering, passed away on Jan. 9, 2026. He was 89.
...
"Hillier was best known for co-authoring Introduction to Operations Research, first published in 1967. “His textbook played a major role in defining what operations research is,” said Peter W. Glynn, professor of management science and engineering at Stanford. “It helped people in adjacent fields understand what the field is and how it works.” 

...

"When he arrived at Stanford, Hillier was assigned Gerald J. Lieberman as his freshman adviser. Lieberman introduced Hillier to the emerging field of operations research and became Hillier’s undergraduate mentor, doctoral advisor, department chair, and eventually his co-author.

...

"Following Lieberman’s encouragement, Hillier stayed at Stanford for graduate school. He earned an MS in statistics in 1959 and a PhD in operations research in 1961. He joined the Stanford faculty as an assistant professor in the Department of Industrial Engineering that same year.

...

"Hillier retired in 1996 and continued revising his textbooks into his late 80s. The 11th edition of Introduction to Operations Research was published in 2020, and he completed the manuscript for the 12th edition in 2023." 

Wednesday, March 25, 2026

Kidney exchange now has a broad literature across multiple disciplines

 One pleasure of following an area of research for a long time is getting to see how its academic literature becomes both deeper and broader.  That's certainly been the case with kidney exchange, which now has (of course) a big medical literature, but has also spurred research in the economics and operations research communities.  Here's a recent survey of the OR literature:

Barkel, M., Colley, R., Delorme, M., Manlove, D., & Pettersson, W. (2025). Operational research approaches and mathematical models for kidney exchange: A literature survey and empirical evaluation. European Journal of Operational Research. 

Abstract: "Kidney exchange is a transplant modality that has provided new opportunities for living kidney donation in many countries around the world since 1991. It has been extensively studied from an Operational Research (OR) perspective since 2004. This article provides a comprehensive literature survey on OR approaches to fundamental computational problems associated with kidney exchange over the last two decades. We also summarise the key integer linear programming (ILP) models for kidney exchange, showing how to model optimisation problems involving only cycles and chains separately. This allows new combined ILP models, not previously presented, to be obtained by amalgamating cycle and chain models. We present a comprehensive empirical evaluation involving all combined models from this paper in addition to bespoke software packages from the literature involving advanced techniques. This focuses primarily on computation times for 49 methods applied to 4320 problem instances of varying sizes that reflect the characteristics of real kidney exchange datasets, corresponding to over 200,000 algorithm executions. We have made our implementations of all cycle and chain models described in this paper, together with all instances used for the experiments, and a web application to visualise our experimental results, publicly available. "

 

"The first papers to study algorithms or mechanisms for KE-Opt were the landmark papers of Roth et al., 2004, Roth et al., 2005. When the objective is to maximise the number of transplants, KE-Opt is 
-hard in general (Abraham et al., 2007).

... 

 

"The main contributions of this survey paper are as follows:
 

•A detailed literature survey (with over 210 references) of OR approaches to KE-Opt, covering the following topics: algorithms and complexity for KE-Opt; hierarchical optimisation in KE-Opt; enabling equal access to transplantation; dynamic KEPs; uncertainty and robustness in KEPs; multi-hospital and international KEPs; recipients’ preferences; dataset generators and software tools; emerging topics; and other related surveys.
•A systematic exposition of all the key existing ILP approaches for KE-Opt, describing separately models for representing optimal solutions comprising only cycles from those comprising only chains. As a consequence, combined ILP models for KE-Opt can be obtained by mixing a cycle model with a chain model. We also use a running example (appearing in the Supplementary Material) to illustrate all models for the benefit of the reader. 


•A comprehensive empirical evaluation of all combined ILP models for KE-Opt that are described in this paper, together with “off-the-shelf” approaches involving advanced techniques such as column generation and branch-and-price, where we have been able to obtain and execute the third-party software. The main aim is to compare execution times of the different approaches considered on randomly generated datasets that reflect the characteristics of real data from the UK’s KEP. In particular, we tested 49 methods on 4320 instances, corresponding to over 200,000 algorithm executions, and amounting to over 10 years of computational processing time in total, across multiple cores running in parallel.
•An interactive tool to allow the reader to analyse the data resulting from our experiments that is publicly available at https://optimalmatching.com/kep-survey-2025, allowing custom heatmaps to be created by varying instance sets, models to be considered and measures of performance.
•All of the implementations of the combined cycle and chain ILP models presented in this paper are available for the reader to access at https://doi.org/10.5281/zenodo.14905243, and the benchmark instances used for the experiments are available for download at https://doi.org/10.5525/gla.researchdata.1878." 

Tuesday, February 24, 2026

50th Anniversary of Mathematics of Operations Research (and 50 papers, one for each year)

 MOR is a journal that published its first issue only two years after I finished my Ph.D., and Bob Aumann was the first editor of its Game Theory section. The 50 papers selected to mark its 50th anniversary, one for each year, are something of a history of operations research since 1976.

 The 1981 paper is Roger Myerson's famous paper on auctions.

I submitted my 1982 paper to MOR only after it was rejected by Chicago's Journal of Political Economy, with a letter from the editor, George Stigler, saying that the only economics in the paper was in the title. (He meant that market clearing in the model wasn't achieved by price adjustment.)  Matching markets have become a significant part of economics since then...

Editor’s Comments on the 50th Anniversary of Mathematics of Operations Research
Katya Scheinberg
Published Online:28 Jan 2026https://doi.org/10.1287/moor.2026.50th.v51.n1
 

"As we proudly celebrate the 50th anniversary of the journal Mathematics of Operations Research (MOR), we look back at its history and how it reflects the evolution of the field itself.

"The senior editors have prepared a list of 50 papers—one for each year—to represent this history. These papers are but a very small selection from an outstanding collection of contributions published by the journal over the past five decades. "

Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming

RT Rockafellar

Mathematics of Operations Research 1976 1(2):97–116

New Finite Pivoting Rules for the Simplex Method

RG Bland

Mathematics of Operations Research 1977 2(2):103–107

Best Algorithms for Approximating the Maximum of a Submodular Set Function

GL Nemhauser, LA Wolsey

Mathematics of Operations Research 1978 3(3):177–188

Mathematical Properties of the Banzhaf Power Index

P Dubey, LS Shapley

Mathematics of Operations Research 1979 4(2):99–131

Some Useful Functions for Functional Limit Theorems

W Whitt

Mathematics of Operations Research 1980 5(1):67–85

Optimal Auction Design

RB Myerson

Mathematics of Operations Research 1981 6(1):58–73

The Economics of Matching: Stability and Incentives

AE Roth

Mathematics of Operations Research 1982 7(4):617–628

Integer Programming with a Fixed Number of Variables

HW Lenstra Jr

Mathematics of Operations Research 1983 8(4):538–548

Lipschitz Behavior of Solutions to Convex Minimization Problems

J-P Aubin

Mathematics of Operations Research 1984 9(1):87–111

Distributional Strategies for Games with Incomplete Information

PR Milgrom, RJ Weber

Mathematics of Operations Research 1985 10(4):619–632

Clique Tree Inequalities and the Symmetric Travelling Salesman Problem

M Grötschel, WR Pulleyblank

Mathematics of Operations Research 1986 11(4):537–569

Minkowski’s Convex Body Theorem and Integer Programming

R Kannan

Mathematics of Operations Research 1987 12(3):415–440

Cooling Schedules for Optimal Annealing

B Hajek

Mathematics of Operations Research 1988 13(2):311–329

Markov Chains with Rare Transitions and Simulated Annealing

JN Tsitsiklis

Mathematics of Operations Research 1989 14(1):70–90

Newton’s Method for B-Differentiable Equations

J-S Pang

Mathematics of Operations Research 1990 15(2):311–341

Scenarios and Policy Aggregation in Optimization Under Uncertainty

RT Rockafellar, RJ-B Wets

Mathematics of Operations Research 1991 16(1):119–147

The Generalized Basis Reduction Algorithm

L Lovász, HE Scarf

Mathematics of Operations Research 1992 17(3):751–764

On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming

S Mizuno, MJ Todd, Y Ye

Mathematics of Operations Research 1993 18(4):964–981

A Polynomial Time Algorithm for Counting Integral Points in Polyhedra When the Dimension Is Fixed

AI Barvinok

Mathematics of Operations Research 1994 19(4):769–779

Fast Approximation Algorithms for Fractional Packing and Covering Problems

SA Plotkin, DB Shmoys, É Tardos

Mathematics of Operations Research 1995 20(2):257–301

Rounding of Polytopes in the Real Number Model of Computation

LG Khachiyan

Mathematics of Operations Research 1996 21(2):307–320

Self-Scaled Barriers and Interior-Point Methods for Convex Programming

YE Nesterov, MJ Todd

Mathematics of Operations Research 1997 22(1):1–42

Robust Convex Optimization

A Ben-Tal, A Nemirovski

Mathematics of Operations Research 1998 23(4):769–805

The Flatness Theorem for Nonsymmetric Convex Bodies via the Local Theory of Banach Spaces

W Banaszczyk, AE Litvak, A Pajor, SJ Szarek

Mathematics of Operations Research 1999 24(3):728–750

Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity

H Scheel, S Scholtes

Mathematics of Operations Research 2000 25(1):1–22

A Weak-to-Strong Convergence Principle for Fejér-Monotone Methods in Hilbert Spaces

HH Bauschke, PL Combettes

Mathematics of Operations Research 2001 26(2):248–264

The Complexity of Decentralized Control of Markov Decision Processes

DS Bernstein, R Givan, N Immerman, S Zilberstein

Mathematics of Operations Research 2002 27(4):819–840

A Comparison of the Sherali-Adams, Lovász-Schrijver, and Lasserre Relaxations for 0–1 Programming

M Laurent

Mathematics of Operations Research 2003 28(3):470–496

Selfish Routing in Capacitated Networks

JR Correa, AS Schulz, NE Stier-Moses

Mathematics of Operations Research 2004 29(4):961–976

Robust Dynamic Programming

GN Iyengar

Mathematics of Operations Research 2005 30(2):257–280

Integer Polynomial Optimization in Fixed Dimension

JA De Loera, R Hemmecke, M Köppe, R Weismantel

Mathematics of Operations Research 2006 31(1):147–153

Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling

P Dupuis, H Wang

Mathematics of Operations Research 2007 32(3):723–757

Facets of Two-Dimensional Infinite Group Problems

SS Dey, J-P Richard

Mathematics of Operations Research 2008 33(1):140–166

Minimal Valid Inequalities for Integer Constraints

V Borozan, G Cornuéjols

Mathematics of Operations Research 2009 34(3):538–546

Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality

H Attouch, J Bolte, P Redont, A Soubeyran

Mathematics of Operations Research 2010 35(2):438–457

The Simplex and Policy-Iteration Methods Are Strongly Polynomial for the Markov Decision Problem with a Fixed Discount Rate

Y Ye

Mathematics of Operations Research 2011 36(4):593–603

Online Stochastic Matching: Online Actions Based on Offline Statistics

VH Manshadi, S Oveis Gharan, A Saberi

Mathematics of Operations Research 2012 37(4):559–573

Robust Markov Decision Processes

W Wiesemann, D Kuhn, B Rustem

Mathematics of Operations Research 2013 38(1):153–183

Learning to Optimize via Posterior Sampling

D Russo, B Van Roy

Mathematics of Operations Research 2014 39(4):1221–1243

On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs

P Girardeau, V Leclere, AB Philpott

Mathematics of Operations Research 2015 40(1):130–145

Learning in Games via Reinforcement and Regularization

P Mertikopoulos, WH Sandholm

Mathematics of Operations Research 2016 41(4):1297–1324

A Descent Lemma Beyond Lipschitz Gradient Continuity: First-Order Methods Revisited and Applications

HH Bauschke, J Bolte, M Teboulle

Mathematics of Operations Research 2017 42(2):330–348

Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods

D Drusvyatskiy, AS Lewis

Mathematics of Operations Research 2018 43(3):919–948

Quantifying Distributional Model Risk via Optimal Transport

J Blanchet, K Murthy

Mathematics of Operations Research 2019 44(2):565–600

Characterization, Robustness, and Aggregation of Signed Choquet Integrals

RD Wang, YR Wei, GE Willmot

Mathematics of Operations Research 2020 45(3):993–1015

Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach

JC Duchi, PW Glynn, H Namkoong

Mathematics of Operations Research 2021 46(3):946–969

Entropy Regularization for Mean Field Games with Learning

X Guo, R Xu, T Zariphopoulou

Mathematics of Operations Research 2022 47(4):3239–3260

Distributionally Robust Stochastic Optimization with Wasserstein Distance

R Gao, A Kleywegt

Mathematics of Operations Research 2023 48(2):603–655

A Stochastic Sequential Quadratic Optimization Algorithm for Nonlinear-Equality-Constrained Optimization with Rank-Deficient Jacobians

AS Berahas, FE Curtis, MJ O’Neill, DP Robinson

Mathematics of Operations Research 2024 49(4):2212–2248

Stationary Points of a Shallow Neural Network with Quadratic Activations and the Global Optimality of the Gradient Descent Algorithm

D Gamarnik, EC Kizildag, I Zadik

Mathematics of Operations Research 2025 50(1):209–251

 

HT Itai Ashlagi 

Friday, October 31, 2025

Market Design Impact Award to Hassidim, Romm, and Shorrer

 The Hebrew University breaks the news with this congratulatory message:

"Congratulations to our very own Assaf Romm  and coauthors! 🎉Assaf, along with Avinatan Hassidim and Ran Shorrer , has been awarded the inaugural INFORMS Auctions and Market Design (AMD) Market Design Impact Award- recognizing major contributions in market design over the past 15 years.
Their groundbreaking work has transformed both theory and practice, from redesigning Israel’s Psychology Master’s admissions and Pre-Military Academy programs to improving the medical internship match, impacting thousands of lives. Beyond implementation, their research revealed how real-world behavior can differ from theoretical predictions, helping to pioneer the field of behavioral market design.
Through innovative design, rigorous theory, and a deep understanding of human behavior, Assaf and his coauthors have shown how market design can address pressing social needs while advancing the field.
👏 Remarkable achievement! "

 

Two men in suits stand side by side holding framed award plaques with text reading INFORMS AMD Market Design Impact Award for Ran Shorrer and Assaf Romm in front of a large blue and green INFORMS logo on a gray background with colorful geometric squares 

 

I expect that a full(er) account will soon be given on the INFORMS  Market Design Impact Award  page