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Portfolio optimization is a critical area in finance, aiming to maximize returns while minimizing risk. Metaheuristic algorithms were shown to solve complex optimization problems efficiently, with Genetic Algorithms and Particle Swarm…

Portfolio Management · Quantitative Finance 2025-03-21 Hang Kin Poon

We propose an efficient probabilistic method to solve a deterministic problem -- we present a randomized optimization approach that drastically reduces the enormous computational cost of optimizing designs under many load cases for both…

Optimization and Control · Mathematics 2017-10-11 Xiaojia Zhang , Eric de Sturler , Glaucio H. Paulino

This paper presents two stochastic optimization approaches for simultaneous project scheduling and personnel planning, extending a deterministic model previously developed by Heimerl and Kolisch. For the problem of assigning work packages…

Optimization and Control · Mathematics 2018-12-04 Thomas Felberbauer , Walter Gutjahr , Karl Doerner

Spectral clustering techniques are valuable tools in signal processing and machine learning for partitioning complex data sets. The effectiveness of spectral clustering stems from constructing a non-linear embedding based on creating a…

Machine Learning · Computer Science 2021-02-02 Farhad Pourkamali-Anaraki

Current-day data centers and high-volume cloud services employ a broad set of heterogeneous servers. In such settings, client requests typically arrive at multiple entry points, and dispatching them to servers is an urgent distributed…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-27 Guy Goren , Shay Vargaftik , Yoram Moses

The article proposes a heuristic approximation approach to the bin packing problem under multiple objectives. In addition to the traditional objective of minimizing the number of bins, the heterogeneousness of the elements in each bin is…

Artificial Intelligence · Computer Science 2008-09-05 Martin Josef Geiger

Bundling, the practice of jointly selling two or more products at a discount, is a widely used strategy in industry and a well examined concept in academia. Historically, the focus has been on theoretical studies in the context of…

Machine Learning · Computer Science 2020-02-04 Madhav Kumar , Dean Eckles , Sinan Aral

In imitation learning for planning, parameters of heuristic functions are optimized against a set of solved problem instances. This work revisits the necessary and sufficient conditions of strictly optimally efficient heuristics for forward…

Artificial Intelligence · Computer Science 2023-10-31 Leah Chrestien , Tomás Pevný , Stefan Edelkamp , Antonín Komenda

Clustering is one of the most common unsupervised learning tasks in machine learning and data mining. Clustering algorithms have been used in a plethora of applications across several scientific fields. However, there has been limited…

Machine Learning · Computer Science 2017-02-09 Quang N. Tran , Ba-Ngu Vo , Dinh Phung , Ba-Tuong Vo

In scheduling problems, deterministic task durations are often assumed. This usually does not capture reality and may lead to schedules that are not robust to (small) changes to these task lengths. The use of stochastic task durations…

Optimization and Control · Mathematics 2026-05-25 Philip de Bruin , Bram Elderhorst , Marjan van den Akker , Han Hoogeveen

Efficient exact algorithms for Discrete Optimization (DO) rely heavily on strong primal and dual bounds. Relaxed Decision Diagrams (DDs) provide a versatile mechanism for deriving such dual bounds by compactly over-approximating the…

Artificial Intelligence · Computer Science 2025-12-18 Mohsen Nafar , Michael Römer , Lin Xie

A novel formulation of the clustering problem is introduced in which the task is expressed as an estimation problem, where the object to be estimated is a function which maps a point to its distribution of cluster membership. Unlike…

Machine Learning · Computer Science 2025-10-14 David P. Hofmeyr

The paper presents an approach to solving the Robust Energy Capacitated Vehicle Routing Problem (RECVRP), focusing on electric vehicles and their limited battery capacity. A finite number of customers, each with their own demand, have to be…

Systems and Control · Electrical Eng. & Systems 2024-03-22 Mark Pustilnik , Francesco Borrelli

The applicability of agglomerative clustering, for inferring both hierarchical and flat clustering, is limited by its scalability. Existing scalable hierarchical clustering methods sacrifice quality for speed and often lead to over-merging…

We study the problem of clustering sequences of unlabeled point sets taken from a common metric space. Such scenarios arise naturally in applications where a system or process is observed in distinct time intervals, such as biological…

Data Structures and Algorithms · Computer Science 2017-10-17 Tamal K. Dey , Alfred Rossi , Anastasios Sidiropoulos

Fair algorithm evaluation is conditioned on the existence of high-quality benchmark datasets that are non-redundant and are representative of typical optimization scenarios. In this paper, we evaluate three heuristics for selecting diverse…

Neural and Evolutionary Computing · Computer Science 2022-04-26 Gjorgjina Cenikj , Ryan Dieter Lang , Andries Petrus Engelbrecht , Carola Doerr , Peter Korošec , Tome Eftimov

Cluster-wise linear regression (CLR), a clustering problem intertwined with regression, is to find clusters of entities such that the overall sum of squared errors from regressions performed over these clusters is minimized, where each…

Machine Learning · Statistics 2017-08-22 Young Woong Park , Yan Jiang , Diego Klabjan , Loren Williams

Data clustering is an instrumental tool in the area of energy resource management. One problem with conventional clustering is that it does not take the final use of the clustered data into account, which may lead to a very suboptimal use…

Machine Learning · Computer Science 2021-06-03 Chao Zhang , Samson Lasaulce , Martin Hennebel , Lucas Saludjian , Patrick Panciatici , H. Vincent Poor

Matching demand with supply in crowdsourcing logistics platforms must contend with uncertain worker participation. Motivated by this challenge, we study a two-stage "recommend-to-match" problem under stochastic supplier rejections, where…

Optimization and Control · Mathematics 2026-04-01 Haoyue Liu , Sheng Liu , Mingyao Qi

The Container Relocation Problem (CRP) is concerned with finding a sequence of moves of containers that minimizes the number of relocations needed to retrieve all containers, while respecting a given order of retrieval. However, the…

Data Structures and Algorithms · Computer Science 2017-10-13 Virgile Galle , Setareh Borjian Boroujeni , Vahideh H. Manshadi , Cynthia Barnhart , Patrick Jaillet
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