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Convex duality for two two different super--replication problems in a continuous time financial market with proportional transaction cost is proved. In this market, static hedging in a finite number of options, in addition to usual dynamic…

Mathematical Finance · Quantitative Finance 2015-10-20 Yan Dolinsky , H. Mete Soner

We study 4 problems in string matching, namely, regular expression matching, approximate regular expression matching, string edit distance, and subsequence indexing, on a standard word RAM model of computation that allows logarithmic-sized…

Data Structures and Algorithms · Computer Science 2008-09-22 Philip Bille , Martin Farach-Colton

This chapter presents some numerical methods to solve problems in the fractional calculus of variations and fractional optimal control. Although there are plenty of methods available in the literature, we concentrate mainly on approximating…

Optimization and Control · Mathematics 2014-05-19 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

Data in the form of graphs, or networks, arise naturally in a number of contexts; examples include social networks and biological networks. We are often faced with the availability of multiple graphs on a single set of nodes. In this…

Methodology · Statistics 2018-11-30 Agnes Martine Nielsen , Daniela Witten

A {\it fractional matching} of a graph $G$ is a function $f$ giving each edge a number in $[0,1]$ so that $\sum_{e\in \Gamma(v)}f(e)\leq 1$ for each $v\in V(G)$, where $\Gamma(v)$ is the set of edges incident to $v$. The {\it fractional…

Combinatorics · Mathematics 2018-05-23 Ruifang Liu , Yu Lu

We analyze the asymptotic properties of a Euclidean optimization problem on the plane. Specifically, we consider a network with three bins and $n$ objects spatially uniformly distributed, each object being allocated to a bin at a cost…

Probability · Mathematics 2010-12-22 Charles Bordenave , Giovanni Luca Torrisi

In this paper we propose a global optimization-based approach to jointly matching a set of images. The estimated correspondences simultaneously maximize pairwise feature affinities and cycle consistency across multiple images. Unlike…

Computer Vision and Pattern Recognition · Computer Science 2015-12-03 Xiaowei Zhou , Menglong Zhu , Kostas Daniilidis

We consider the line planning problem in public transport in the Parametric City, an idealized model that captures typical scenarios by a (small) number of parameters. The Parametric City is rotation symmetric, but optimal line plans are…

Optimization and Control · Mathematics 2022-01-25 Berenike Masing , Niels Lindner , Ralf Borndörfer

The (constrained) minimization of a ratio of set functions is a problem frequently occurring in clustering and community detection. As these optimization problems are typically NP-hard, one uses convex or spectral relaxations in practice.…

Machine Learning · Statistics 2013-06-17 Thomas Bühler , Syama Sundar Rangapuram , Simon Setzer , Matthias Hein

We consider a discrete time financial market with proportional transaction cost under model uncertainty, and study a super-replication problem. We recover the duality results that are well known in the classical dominated context. Our key…

Probability · Mathematics 2017-07-31 Bruno Bouchard , Shuoqing Deng , Xiaolu Tan

This work studies fundamental limits for recovering the underlying correspondence among multiple correlated graphs. In the setting of inhomogeneous random graphs, we present and analyze a matching algorithm: first partially match the graphs…

Data Structures and Algorithms · Computer Science 2025-07-01 Taha Ameen , Bruce Hajek

Random embeddings project high-dimensional spaces to low-dimensional ones; they are careful constructions which allow the approximate preservation of key properties, such as the pair-wise distances between points. Often in the field of…

Optimization and Control · Mathematics 2022-06-08 Zhen Shao

We address in this paper the problem of modifying both profits and costs of a fractional knapsack problem optimally such that a prespecified solution becomes an optimal solution with prespect to new parameters. This problem is called the…

Optimization and Control · Mathematics 2017-04-04 Kien Trung Nguyen , Huynh Duc Quoc

A fractional matching of a graph $G$ is a function $f:E(G) \to [0,1]$ such that for any $v\in V(G)$, $\sum_{e\in E_G(v)}f(e)\leq 1$ where $E_G(v) = \{e \in E(G): e$ is incident with $v$ in $G\}$. The fractional matching number of $G$ is…

Combinatorics · Mathematics 2020-02-04 Ruifang Liu , Hong-Jian Lai , Litao Guo , Jie Xue

The fractional knapsack problem is one of the classical problems in combinatorial optimization, which is well understood in the offline setting. However, the corresponding online setting has been handled only briefly in the theoretical…

Data Structures and Algorithms · Computer Science 2022-01-31 Jeff Giliberti , Andreas Karrenbauer

Interdiction problems are leader-follower games in which the leader is allowed to delete a certain number of edges from the graph in order to maximally impede the follower, who is trying to solve an optimization problem on the impeded…

Data Structures and Algorithms · Computer Science 2013-10-02 Feng Pan , Aaron Schild

Second order asymptotics of fixed-length source coding and intrinsic randomness is discussed with a constant error constraint. There was a difference between optimal rates of fixed-length source coding and intrinsic randomness, which never…

Information Theory · Computer Science 2010-01-23 Masahito Hayashi

The problem of link prediction, predicting if two nodes in a network have a connection between them, is a theoretical problem with numerous field-agnostic real-world applications. This paper investigates the efficacy of three classes of…

Social and Information Networks · Computer Science 2023-06-23 Vivian Feng

We study frequency allocation in wireless networks. A wireless network is modeled by an undirected graph, with vertices corresponding to cells. In each vertex we have a certain number of requests, and each of those requests must be assigned…

Data Structures and Algorithms · Computer Science 2011-02-17 Marek Chrobak , Łukasz Jeż , Jiří Sgall

In this work we study approximation algorithms for the \textit{Bounded Color Matching} problem (a.k.a. Restricted Matching problem) which is defined as follows: given a graph in which each edge $e$ has a color $c_e$ and a profit $p_e \in…

Data Structures and Algorithms · Computer Science 2013-11-22 Monaldo Mastrolilli , Georgios Stamoulis
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