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In the era of big data, one of the key challenges is the development of novel optimization algorithms that can accommodate vast amounts of data while at the same time satisfying constraints and limitations of the problem under study. The…

Optimization and Control · Mathematics 2019-09-27 Nicolas Loizou

We introduce several generalizations of classical computer science problems obtained by replacing simpler objective functions with general submodular functions. The new problems include submodular load balancing, which generalizes load…

Data Structures and Algorithms · Computer Science 2010-06-02 Zoya Svitkina , Lisa Fleischer

We consider a robust version of the revenue maximization problem, where a single seller wishes to sell $n$ items to a single unit-demand buyer. In this robust version, the seller knows the buyer's marginal value distribution for each item…

Computer Science and Game Theory · Computer Science 2020-08-27 Moshe Babaioff , Michal Feldman , Yannai A. Gonczarowski , Brendan Lucier , Inbal Talgam-Cohen

In this work, we state a general conjecture on the solvability of optimization problems via algorithms with linear convergence guarantees. We make a first step towards examining its correctness by fully characterizing the problems that are…

Optimization and Control · Mathematics 2024-06-27 Foivos Alimisis

Targeted marketing policies target different customers with different marketing actions. While most research has focused on training targeting policies without managerial constraints, in practice, many firms face managerial constraints when…

Optimization and Control · Mathematics 2023-12-20 Haihao Lu , Duncan Simester , Yuting Zhu

We study stochastic optimization problems with objective function given by the expectation of the maximum of two linear functions defined on the component random variables of a multivariate Gaussian distribution. We consider random…

Optimization and Control · Mathematics 2021-12-15 David Bergman , Carlos Cardonha , Jason Imbrogno , Leonardo Lozano

We analyze combinatorial optimization problems with ordinal, i.e., non-additive, objective functions that assign categories (like good, medium and bad) rather than cost coefficients to the elements of feasible solutions. We review different…

Optimization and Control · Mathematics 2022-04-06 Kathrin Klamroth , Michael Stiglmayr , Julia Sudhoff

This paper deals with the scenario approach to robust optimization. This relies on a random sampling of the possibly infinite number of constraints induced by uncertainties in the parameters of an optimization problem. Solving the resulting…

Optimization and Control · Mathematics 2023-03-08 Fabien Lauer

We describe a class of combinatorial design problems which typically occur in professional sailing league competitions. We discuss connections to resolvable block designs and equitable coverings and to scheduling problems in operations…

Optimization and Control · Mathematics 2025-10-01 Robert Schüler , Achill Schürmann

The development, assessment, and comparison of randomized search algorithms heavily rely on benchmarking. Regarding the domain of constrained optimization, the number of currently available benchmark environments bears no relation to the…

Neural and Evolutionary Computing · Computer Science 2018-07-27 Michael Hellwig , Hans-Georg Beyer

The $p$-center problem (pCP) is a fundamental problem in location science, where we are given customer demand points and possible facility locations, and we want to choose $p$ of these locations to open a facility such that the maximum…

Optimization and Control · Mathematics 2022-03-15 Elisabeth Gaar , Markus Sinnl

We study the optimization version of the set partition problem (where the difference between the partition sums are minimized), which has numerous applications in decision theory literature. While the set partitioning problem is NP-hard and…

Data Structures and Algorithms · Computer Science 2021-09-13 Kaan Gokcesu , Hakan Gokcesu

We study the non-uniform capacitated multi-item lot-sizing (\lotsizing) problem. In this problem, there is a set of demands over a planning horizon of $T$ time periods and all demands must be satisfied on time. We can place an order at the…

Data Structures and Algorithms · Computer Science 2016-10-10 Shi Li

In this paper we consider multidimensional mechanism design problem for selling discrete substitutable items to a group of buyers. Previous work on this problem mostly focus on stochastic description of valuations used by the seller.…

Computer Science and Game Theory · Computer Science 2017-01-05 Maciej Drwal

This paper addresses the problem of sequential submodular maximization: selecting and ranking items in a sequence to optimize some composite submodular function. In contrast to most of the previous works, which assume access to the utility…

Machine Learning · Computer Science 2024-09-10 Jing Yuan , Shaojie Tang

Many probabilistic inference tasks involve summations over exponentially large sets. Recently, it has been shown that these problems can be reduced to solving a polynomial number of MAP inference queries for a model augmented with randomly…

Artificial Intelligence · Computer Science 2013-09-27 Stefano Ermon , Carla P. Gomes , Ashish Sabharwal , Bart Selman

We present an algorithm to approximate the solutions to variational problems where set of admissible functions consists of convex functions. The main motivator behind this numerical method is estimating solutions to Adverse Selection…

Optimization and Control · Mathematics 2008-03-07 Ivar Ekeland , Santiago Moreno

Algorithmic pricing is the computational problem that sellers (e.g., in supermarkets) face when trying to set prices for their items to maximize their profit in the presence of a known demand. Guruswami et al. (2005) propose this problem…

Computer Science and Game Theory · Computer Science 2008-08-13 Shuchi Chawla , Jason Hartline , Robert Kleinberg

Real world combinatorial optimization problems such as scheduling are typically too complex to solve with exact methods. Additionally, the problems often have to observe vaguely specified constraints of different importance, the available…

Artificial Intelligence · Computer Science 2007-05-23 Andreas Raggl , Wolfgang Slany

In this paper we consider the open shop scheduling problem where the jobs have delivery times. The minimization criterion is the maximum lateness of the jobs. This problem is known to be NP-hard, even restricted to only 2 machines. We…

Data Structures and Algorithms · Computer Science 2017-06-08 Imed Kacem , Christophe Rapine