Related papers: The Discrete Sell or Hold Problem with Constraints…

We give a complexity dichotomy theorem for the counting Constraint Satisfaction Problem (#CSP in short) with complex weights. To this end, we give three conditions for its tractability. Let F be any finite set of complex-valued functions,…

The Promise Constraint Satisfaction Problem (PCSP for short) is a generalization of the well-studied Constraint Satisfaction Problem (CSP). The PCSP has its roots in such classic problems as the Approximate Graph Coloring and the…

Learning-based hashing algorithms are ``hot topics" because they can greatly increase the scale at which existing methods operate. In this paper, we propose a new learning-based hashing method called ``fast supervised discrete hashing"…

The recently developed dynamic discretization discovery (DDD) is a powerful method that allows many time-dependent problems to become more tractable. While DDD has been applied to a variety of problems, one particular challenge has been to…

We consider an investor facing a classical portfolio problem of optimal investment in a log-Brownian stock and a fixed-interest bond, but constrained to choose portfolio and consumption strategies that reduce a dynamic shortfall risk…

We study the unique solvability of the discretized Helmholtz problem with Robin boundary conditions using a conforming Galerkin $hp$-finite element method. Well-posedness of the discrete equations is typically investigated by applying a…

An unconstrained nonlinear binary optimization problem of selecting a maximum expected value subset of items is considered. Each item is associated with a profit and probability. Each of the items succeeds or fails independently with the…

This paper presents a novel deep learning framework for solving multiple optimal stopping problems in high dimensions. While deep learning has recently shown promise for single stopping problems, the multiple exercise case involves complex…

In this paper we consider the discounted 0-1 knapsack problem (DKP), which is an extension of the classical knapsack problem where a set of items is decomposed into groups of three items. At most one item can be chosen from each group and…

We address the extreme value problem of a one-dimensional dynamical system approaching a fixed target while constrained to avoid a fixed set which can be thought of as a small hole. The presence of the latter influences the extremal index…

We prove a complexity dichotomy theorem for all non-negative weighted counting Constraint Satisfaction Problems (CSP). This caps a long series of important results on counting problems including unweighted and weighted graph homomorphisms…

Computing more than one eigenvalue for (large sparse) one-parameter polynomial and general nonlinear eigenproblems, as well as for multiparameter linear and nonlinear eigenproblems, is a much harder task than for standard eigenvalue…

The NP-hard Distinct Vectors problem asks to delete as many columns as possible from a matrix such that all rows in the resulting matrix are still pairwise distinct. Our main result is that, for binary matrices, there is a complexity…

This paper studies an open question in the warehouse problem where a merchant trading a commodity tries to find an optimal inventory-trading policy to decide on purchase and sale quantities during a fixed time horizon in order to maximize…

An explicit formula is derived for the value of weak information in a discrete time model that works for a wide range of utility functions including the logarithmic and power utility. We assume a complete market with a finite number of…

In this work, we give a new technique for analyzing individualized privacy accounting via the following simple observation: if an algorithm is one-sided add-DP, then its subsampled variant satisfies two-sided DP. From this, we obtain…

In this paper we present a Hashed-Path Traveling Salesperson Problem (HPTSP), a new type of problem which has the interesting property of having no polynomial time solutions. Next we show that HPTSP is in the class NP by demonstrating that…

We explore a multiple-stage variant of the min-max robust selection problem with budgeted uncertainty that includes queries. First, one queries a subset of items and gets the exact values of their uncertain parameters. Given this…

In this paper we investigate discrete time trading under integer constraints, that is, we assume that the offered goods or shares are traded in integer quantities instead of the usual real quantity assumption. For finite probability spaces…

We study the problem of differentially private optimization with linear constraints when the right-hand-side of the constraints depends on private data. This type of problem appears in many applications, especially resource allocation.…