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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

The growth of autonomous vehicles, ridesharing systems, and self driving technology will bring a shift in the way ride hailing platforms plan out their services. However, these advances in technology coupled with road congestion,…

Machine Learning · Computer Science 2019-10-31 Ashutosh Singh , Abubakr Alabbasi , Vaneet Aggarwal

We consider a multi-source relaying system where independent sources randomly generate status update packets which are sent to the destination with the aid of a relay through unreliable links. We develop transmission scheduling policies to…

Signal Processing · Electrical Eng. & Systems 2023-01-10 Abolfazl Zakeri , Mohammad Moltafet , Markus Leinonen , Marian Codreanu

Recently, there is growing interest and need for dynamic pricing algorithms, especially, in the field of online marketplaces by offering smart pricing options for big online stores. We present an approach to adjust prices based on the…

Optimization and Control · Mathematics 2021-01-13 David Müller , Yurii Nesterov , Vladimir Shikhman

The shift from private vehicles to public and shared transport is crucial to reducing emissions and meeting climate targets. Consequently, there is an urgent need to develop a multimodal transport trip planning approach that integrates…

Optimization and Control · Mathematics 2025-02-21 Yimeng Zhang , Oded Cats , Shadi Sharif Azadeh

Ride-hailing marketplaces like Uber and Lyft use dynamic pricing, often called surge, to balance the supply of available drivers with the demand for rides. We study driver-side payment mechanisms for such marketplaces, presenting the…

Computer Science and Game Theory · Computer Science 2021-03-09 Nikhil Garg , Hamid Nazerzadeh

The Dynamic Pickup and Delivery Problem (DPDP) is aimed at dynamically scheduling vehicles among multiple sites in order to minimize the cost when delivery orders are not known a priori. Although DPDP plays an important role in modern…

Artificial Intelligence · Computer Science 2021-05-28 Xijun Li , Weilin Luo , Mingxuan Yuan , Jun Wang , Jiawen Lu , Jie Wang , Jinhu Lu , Jia Zeng

We propose an optimal solution to a deterministic dynamic assignment problem by leveraging connections to the theory of discrete optimal transport to convert the combinatorial assignment problem into a tractable linear program. We seek to…

Multiagent Systems · Computer Science 2019-10-25 Koray G. Kachar , Alex A. Gorodetsky

The Multiple Depot Ring-Star Problem (MDRSP) is an important combinatorial optimization problem that arises in the context of optical fiber network design, and in applications pertaining to collecting data using stationary sensing devices…

Data Structures and Algorithms · Computer Science 2021-04-27 Kaarthik Sundar , Sivakumar Rathinam

Optimal transport is a framework that facilitates the most efficient allocation of a limited amount of resources. However, the most efficient allocation scheme does not necessarily preserve the most fairness. In this paper, we establish a…

Optimization and Control · Mathematics 2021-04-01 Jason Hughes , Juntao Chen

The Rank Pricing Problem (RPP) is a challenging bilevel optimization problem with binary variables whose objective is to determine the optimal pricing strategy for a set of products to maximize the total benefit, given that customer…

Optimization and Control · Mathematics 2025-02-27 Asunción Jiménez-Cordero , Salvador Pineda , Juan Miguel Morales

Over the past few years, unmanned aerial vehicles (UAV), also known as drones, have been adopted as part of a new logistic method in the commercial sector called "last-mile delivery". In this novel approach, they are deployed alongside…

Artificial Intelligence · Computer Science 2018-01-03 Quang Minh Ha , Yves Deville , Quang Dung Pham , Minh Hoàng Hà

This paper analyzes a service system modeled as a single-server queue, in which the service provider aims to dynamically maximize the expected revenue per unit of time. This is achieved by constructing a stochastic gradient descent…

Optimization and Control · Mathematics 2026-03-05 Shreehari Anand Bodas , Harsha Honnappa , Michel Mandjes , Liron Ravner

We introduce a new framework for optimal routing and arbitrage in AMM driven markets. This framework improves on the original best-practice convex optimization by restricting the search to the boundary of the optimal space. We can…

Mathematical Finance · Quantitative Finance 2025-02-13 Stefan Loesch , Mark Bentley Richardson

In this paper, we propose a novel, computational efficient, dynamic ridesharing algorithm. The beneficial computational properties of the algorithm arise from casting the ridesharing problem as a linear assignment problem between fleet…

Optimization and Control · Mathematics 2021-01-05 Andrea Simonetto , Julien Monteil , Claudio Gambella

This paper investigates the multi-compartment vehicle routing problem with multiple time windows (MCVRPMTW), an extension of the classical vehicle routing problem with time windows that considers vehicles equipped with multiple compartments…

Optimization and Control · Mathematics 2026-01-23 El Mehdi Er Raqabi , Kevin Dalmeijer , Pascal Van Hentenryck

Plug-in Electric Vehicles (PEVs) play a pivotal role in transportation electrification. The flexible nature of PEVs' charging demand can be utilized for reducing charging cost as well as optimizing the operating cost of power and…

Systems and Control · Computer Science 2018-07-02 M. Hadi Amini , Javad Mohammadi , Soummya Kar

This paper studies two fundamental problems in power systems: the economic dispatch problem (EDP) and load shedding. For the EDP, an extension of the problem considering the transmission losses is presented. Because the optimization problem…

Systems and Control · Electrical Eng. & Systems 2021-08-31 Ismi Rosyiana Fitri , Jung-Su Kim

Optimal transport is a fundamental topic that has attracted a great amount of attention from the optimization community in the past decades. In this paper, we consider an interesting discrete dynamic optimal transport problem: can we…

Data Structures and Algorithms · Computer Science 2024-01-30 Xiaoyang Xu , Hu Ding

In this paper we investigate real-time, dynamic traffic optimization in railway systems. In order to enable practical solution times, we operate the optimizer in a receding horizon fashion and with optimization horizons that are shorter…

Optimization and Control · Mathematics 2021-05-11 Robin Vujanic , Andrew Hill