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We consider a wide class of the discrete optimization problems with interval objective function. We give a generalization of the greedy algorithm for the problems. Using the algorithm, we obtain the set of all possible greedy solutions and…

Data Structures and Algorithms · Computer Science 2020-09-29 Alexander Prolubnikov

We propose a general solution approach for min-max-robust counterparts of combinatorial optimization problems with uncertain linear objectives. We focus on the discrete scenario case, but our approach can be extended to other types of…

Optimization and Control · Mathematics 2022-01-05 Enrico Bettiol , Christoph Buchheim , Marianna De Santis , Francesco Rinaldi

We present a simple and at the same time fficient algorithm to compute all nondominated extreme points in the outcome set of multi-objective mixed integer linear programmes in any dimension. The method generalizes the well-known dichotomic…

Optimization and Control · Mathematics 2019-11-21 Anthony Przybylski , Kathrin Klamroth , Renaud Lacour

With dramatic improvements in optimization software, the solution of large-scale problems that seemed intractable decades ago are now a routine task. This puts even more real-world applications into the reach of optimizers. At the same…

Optimization and Control · Mathematics 2023-03-07 Marc Goerigk , Michael Hartisch

We introduce the convex combinatorial optimization problem, a far reaching generalization of the standard linear combinatorial optimization problem. We show that it is strongly polynomial time solvable over any edge-guaranteed family, and…

Combinatorics · Mathematics 2007-05-23 Shmuel Onn , Uriel G. Rothblum

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

Optimization and Control · Mathematics 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny

In a multiobjective optimization problem a solution is called Pareto-optimal if no criterion can be improved without deteriorating at least one of the other criteria. Computing the set of all Pareto-optimal solutions is a common task in…

Data Structures and Algorithms · Computer Science 2020-10-22 Heiko Röglin

Due to the increasing demand for high performance and cost reduction within the framework of complex system design, numerical optimization of computationally costly problems is an increasingly popular topic in most engineering fields. In…

Optimization and Control · Mathematics 2018-06-12 Julien Pelamatti , Loïc Brevault , Mathieu Balesdent , El-Ghazali Talbi , Yannick Guerin

Simulation Optimization (SO) refers to the optimization of an objective function subject to constraints, both of which can be evaluated through a stochastic simulation. To address specific features of a particular simulation---discrete or…

Data Structures and Algorithms · Computer Science 2017-06-28 Satyajith Amaran , Nikolaos V. Sahinidis , Bikram Sharda , Scott J. Bury

We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…

Optimization and Control · Mathematics 2019-06-12 Danylo Malyuta , Behcet Acikmese

We consider the problem of estimating the expected outcomes of Monte Carlo processes whose outputs are described by multidimensional random variables. We tightly characterize the quantum query complexity of this problem for various choices…

Quantum Physics · Physics 2021-07-09 Arjan Cornelissen , Sofiene Jerbi

Maximizing a single submodular set function subject to a cardinality constraint is a well-studied and central topic in combinatorial optimization. However, finding a set that maximizes multiple functions at the same time is much less…

Data Structures and Algorithms · Computer Science 2025-05-16 Fabian Spaeh , Atsushi Miyauchi

We present a quantum algorithmic routine that extends the realm of Grover-based heuristics for tackling combinatorial optimization problems with arbitrary efficiently computable objective and constraint functions. Building on previously…

Quantum Physics · Physics 2025-12-10 Sören Wilkening

Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…

Optimization and Control · Mathematics 2022-08-10 Johannes O. Royset

We consider robust combinatorial optimization problems where the decision maker can react to a scenario by choosing from a finite set of $k$ solutions. This approach is appropriate for decision problems under uncertainty where the…

Optimization and Control · Mathematics 2019-03-28 André Chassein , Marc Goerigk , Jannis Kurtz , Michael Poss

This article addresses the problem of derivative-free (single- or multi-objective) optimization subject to multiple inequality constraints. Both the objective and constraint functions are assumed to be smooth, non-linear and expensive to…

Computation · Statistics 2017-07-28 Paul Feliot , Julien Bect , Emmanuel Vazquez

This paper considers the problem of maximizing multiple linear functions over the probability simplex. A classification of feasible points is indicated. A necessary and sufficient condition for a member of each class to be an efficient…

Optimization and Control · Mathematics 2024-12-30 Anas Mifrani

The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for…

Optimization and Control · Mathematics 2016-05-23 Zeyuan Allen-Zhu , Elad Hazan

A large-scale complex system comprising many, often spatially distributed, dynamical subsystems with partial autonomy and complex interactions are called system of systems. This paper describes an efficient algorithm for model predictive…

Optimization and Control · Mathematics 2019-04-25 Branimir Novoselnik , Vedrana Spudić , Mato Baotić

The question if a given partial solution to a problem can be extended reasonably occurs in many algorithmic approaches for optimization problems. For instance, when enumerating minimal dominating sets of a graph $G=(V,E)$, one usually…

Computational Complexity · Computer Science 2018-10-11 Katrin Casel , Henning Fernau , Mehdi Khosravian Ghadikolaei , Jérôme Monnot , Florian Sikora
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