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Main Authors: He, Taotao, Zhang, Yating, Zheng, Huan
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2408.10967
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author He, Taotao
Zhang, Yating
Zheng, Huan
author_facet He, Taotao
Zhang, Yating
Zheng, Huan
contents This paper examines how to plan multi-period assortments when customer utility depends on historical assortments. We formulate this problem as a nonlinear integer programming model and show it is NP-hard in the presence of a negative history-dependent effect (such as a satiation effect). We build solution methodologies for obtaining global optimal solutions under a general setting that the history-dependent effects could be a mixture of positive and negative. We propose using a lifting-based framework to reformulate the problem as a mixed-integer exponential cone program that state-of-the-art solvers can solve. We also design a sequential revenue-ordered policy and show that it solves our problem to optimality in polynomial time when historical assortments positively affect customer utility (such as an addiction effect). Additionally, we identify an optimal cyclic policy for an asymptotic regime, and we also relate its length to the customer's memory length. Finally, we present a case study using a catering service dataset, showing that our model demonstrates good fitness and can effectively balance variety and revenue.
format Preprint
id arxiv_https___arxiv_org_abs_2408_10967
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Assortment Optimization Under History-Dependent Effects
He, Taotao
Zhang, Yating
Zheng, Huan
Optimization and Control
This paper examines how to plan multi-period assortments when customer utility depends on historical assortments. We formulate this problem as a nonlinear integer programming model and show it is NP-hard in the presence of a negative history-dependent effect (such as a satiation effect). We build solution methodologies for obtaining global optimal solutions under a general setting that the history-dependent effects could be a mixture of positive and negative. We propose using a lifting-based framework to reformulate the problem as a mixed-integer exponential cone program that state-of-the-art solvers can solve. We also design a sequential revenue-ordered policy and show that it solves our problem to optimality in polynomial time when historical assortments positively affect customer utility (such as an addiction effect). Additionally, we identify an optimal cyclic policy for an asymptotic regime, and we also relate its length to the customer's memory length. Finally, we present a case study using a catering service dataset, showing that our model demonstrates good fitness and can effectively balance variety and revenue.
title Assortment Optimization Under History-Dependent Effects
topic Optimization and Control
url https://arxiv.org/abs/2408.10967