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Several different ways exist for approaching hard optimization problems. Mathematical programming techniques, including (integer) linear programming-based methods and metaheuristic approaches, are two highly successful streams for…

Optimization and Control · Mathematics 2022-02-08 Hengameh Fakhravar

For decision making under uncertainty, min-max regret has been established as a popular methodology to find robust solutions. In this approach, we compare the performance of our solution against the best possible performance had we known…

Optimization and Control · Mathematics 2021-11-25 Marc Goerigk , Michael Hartisch

Multi-objective combinatorial optimization seeks Pareto-optimal solutions over exponentially large discrete spaces, yet existing methods sacrifice generality, scalability, or theoretical guarantees. We reformulate it as an online learning…

Machine Learning · Computer Science 2026-02-13 Esha Singh , Dongxia Wu , Chien-Yi Yang , Tajana Rosing , Rose Yu , Yi-An Ma

Optimization networks are a new methodology for holistically solving interrelated problems that have been developed with combinatorial optimization problems in mind. In this contribution we revisit the core principles of optimization…

We introduce and study the combinatorial optimization problem with interaction costs (COPIC). COPIC is the problem of finding two combinatorial structures, one from each of two given families, such that the sum of their independent linear…

Optimization and Control · Mathematics 2017-07-11 Stefan Lendl , Ante Ćustić , Abraham P. Punnen

Quadratic assignment problem is one of the great challenges in combinatorial optimization. It has many applications in Operations research and Computer Science. In this paper, the author extends the most-used rounding approach to a…

Computational Complexity · Computer Science 2011-05-11 Wajeb Gharibi , Yong Xia

A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…

Computational Finance · Quantitative Finance 2021-01-11 Thomas Deschatre , Joseph Mikael

We address an optimization problem where the cost function is the expectation of a random mapping. To tackle the problem two approaches based on the approximation of the objective function by consensus-based particle optimization methods on…

Optimization and Control · Mathematics 2025-11-24 Sabrina Bonandin , Michael Herty

The paper focuses on some versions of connected dominating set problems: basic problems and multicriteria problems. A literature survey on basic problem formulations and solving approaches is presented. The basic connected dominating set…

Data Structures and Algorithms · Computer Science 2020-09-22 Mark Sh. Levin

Our goal here is to discuss the pricing problem of European and American options in discrete time using elementary calculus so as to be an easy reference for first year undergraduate students. Using the binomial model we compute the fair…

Mathematical Finance · Quantitative Finance 2016-04-07 Nikolaos Halidias

We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…

Machine Learning · Computer Science 2020-04-21 Yongqiang Cai , Qianxiao Li , Zuowei Shen

Decision-making problems can be modeled as combinatorial optimization problems with Constraint Programming formalisms such as Constrained Optimization Problems. However, few Constraint Programming formalisms can deal with both optimization…

Artificial Intelligence · Computer Science 2022-05-24 Valentin Antuori , Florian Richoux

Cutting and packing problems are present in many, at first glance unconnected, areas, therefore it's beneficial to have a good understanding of their underlying structure, to select proper techniques for finding solutions. Cutting and…

Optimization and Control · Mathematics 2023-11-14 Szymon Wróbel

Inspired by real-world applications such as the assignment of pupils to schools or the allocation of social housing, the one-sided matching problem studies how a set of agents can be assigned to a set of objects when the agents have…

Data Structures and Algorithms · Computer Science 2023-06-26 Tom Demeulemeester , Dries Goossens , Ben Hermans , Roel Leus

We propose a new approach to competitive analysis in online scheduling by introducing the novel concept of competitive-ratio approximation schemes. Such a scheme algorithmically constructs an online algorithm with a competitive ratio…

Data Structures and Algorithms · Computer Science 2012-11-01 Elisabeth Günther , Olaf Maurer , Nicole Megow , Andreas Wiese

Bilevel learning refers to machine learning problems that can be formulated as bilevel optimization models, where decisions are organized in a hierarchical structure. This paradigm has recently gained considerable attention in machine…

Optimization and Control · Mathematics 2026-05-05 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo , Alain Zemkoho

We propose a mechanism design framework that incorporates both soft information, which can be freely manipulated, and semi-hard information, which entails a cost for falsification. The framework captures various contexts such as school…

Theoretical Economics · Economics 2024-03-14 Eduardo Perez-Richet , Vasiliki Skreta

The topic of learning to solve optimization problems has received interest from both the operations research and machine learning communities. In this work, we combine techniques from both fields to address the problem of learning to…

Machine Learning · Computer Science 2022-04-25 Aaron Babier , Timothy C. Y. Chan , Adam Diamant , Rafid Mahmood

In this paper a class of combinatorial optimization problems is discussed. It is assumed that a solution can be constructed in two stages. The current first-stage costs are precisely known, while the future second-stage costs are only known…

Data Structures and Algorithms · Computer Science 2018-12-20 Marc Goerigk , Adam Kasperski , Pawel Zielinski

This paper focuses on managing the cost of deliberation before action. In many problems, the overall quality of the solution reflects costs incurred and resources consumed in deliberation as well as the cost and benefit of execution, when…

Artificial Intelligence · Computer Science 2013-04-05 David Einav , Michael R. Fehling