Related papers: The debts' clearing problem: a new approach
Financial networks are characterized by complex structures of mutual obligations. These obligations are fulfilled entirely or in part (when defaults occur) via a mechanism called clearing, which determines a set of payments that settle the…
Data is inherently dirty and there has been a sustained effort to come up with different approaches to clean it. A large class of data repair algorithms rely on data-quality rules and integrity constraints to detect and repair the data. A…
This paper studies the problem of optimally allocating a cash injection into a financial system in distress. Given a one-period borrower-lender network in which all debts are due at the same time and have the same seniority, we address the…
The problem of market clearing is to set a price for an item such that quantity demanded equals quantity supplied. In this work, we cast the problem of predicting clearing prices into a learning framework and use the resulting models to…
Financial institutions obtain enormous amounts of data about user transactions and money transfers, which can be considered as a large graph dynamically changing in time. In this work, we focus on the task of predicting new interactions in…
Partitioning an input graph over a set of workers is a complex operation. Objectives are twofold: split the work evenly, so that every worker gets an equal share, and minimize edge cut to achieve a good work locality (i.e. workers can work…
A hypergraph is a set V of vertices and a set of non-empty subsets of V, called hyperedges. Unlike graphs, hypergraphs can capture higher-order interactions in social and communication networks that go beyond a simple union of pairwise…
An abundance of real-world problems manifest as covering edges and/or vertices of a graph with cliques that are optimized for some objectives. We consider different structural parameters of graph, and design fixed-parameter tractable…
We consider a general formulation of the Principal-Agent problem with a lump-sum payment on a finite horizon, providing a systematic method for solving such problems. Our approach is the following: we first find the contract that is optimal…
We consider a generalized version of the correlation clustering problem, defined as follows. Given a complete graph $G$ whose edges are labeled with $+$ or $-$, we wish to partition the graph into clusters while trying to avoid errors: $+$…
We consider a class of fixed-charge transportation problems over graphs. We show that this problem is strongly NP-hard, but solvable in pseudo-polynomial time over trees using dynamic programming. We also show that the LP formulation…
We introduce in a general setting a dynamic programming method for solving reconfiguration problems. Our method is based on contracted solution graphs, which are obtained from solution graphs by performing an appropriate series of edge…
A novel approach to complex problems has been previously applied to graph classification and the graph equivalence problem. Here we apply it to the NP complete problem of finding the largest perfect clique within a graph $G$.
Can we efficiently compute optimal solutions to instances of a hard problem from optimal solutions to neighboring (i.e., locally modified) instances? For example, can we efficiently compute an optimal coloring for a graph from optimal…
We analyze the computational complexity of the following computational problems called Bounded-Density Edge Deletion and Bounded-Density Vertex Deletion: Given a graph $G$, a budget $k$ and a target density $\tau_\rho$, are there $k$ edges…
We study the classical Node-Disjoint Paths (NDP) problem: given an $n$-vertex graph $G$ and a collection $M=\{(s_1,t_1),\ldots,(s_k,t_k)\}$ of pairs of vertices of $G$ called demand pairs, find a maximum-cardinality set of node-disjoint…
Graphs are a natural representation of data from various contexts, such as social connections, the web, road networks, and many more. In the last decades, many of these networks have become enormous, requiring efficient algorithms to cut…
We consider the problem of tensor completion with graphs serving as side information to represent interrelationships among variables. Existing approaches suffer from several limitations: (1) they are often task-specific and lack generality…
In the last decade, the power of the state-of-the-art SAT and Integer Programming solvers has dramatically increased. They implement many new techniques and heuristics and since any NP problem can be converted to SAT or ILP instance, we…
The graph matching problem is a significant special case of the Quadratic Assignment Problem, with extensive applications in pattern recognition, computer vision, protein alignments and related fields. As the problem is NP-hard, relaxation…