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Learning effective pricing strategies is crucial in digital marketplaces, especially when buyers' valuations are unknown and must be inferred through interaction. We study the online contextual pricing problem, where a seller observes a…

Computer Science and Game Theory · Computer Science 2026-02-18 Joon Suk Huh , Kirthevasan Kandasamy

Branch-and-bound algorithms (B&B) and polynomial-time approximation schemes (PTAS) are two seemingly distant areas of combinatorial optimization. We intend to (partially) bridge the gap between them while expanding the boundary of…

Data Structures and Algorithms · Computer Science 2026-04-03 Koppány István Encz , Monaldo Mastrolilli , Eleonora Vercesi

In this paper, we investigate optimization problems with nonnegative and orthogonal constraints, where any feasible matrix of size $n \times p$ exhibits a sparsity pattern such that each row accommodates at most one nonzero entry. Our…

Optimization and Control · Mathematics 2025-11-06 Lei Wang , Xin Liu , Xiaojun Chen

We present a unified framework for designing deterministic monotone polynomial time approximation schemes (PTAS's) for a wide class of scheduling problems on uniformly related machines. This class includes (among others) minimizing the…

Data Structures and Algorithms · Computer Science 2015-03-20 Leah Epstein , Asaf Levin , Rob van Stee

Bayesian persuasion is a model for understanding strategic information revelation: an agent with an informational advantage, called a sender, strategically discloses information by sending signals to another agent, called a receiver. In…

Computer Science and Game Theory · Computer Science 2021-12-14 Kaito Fujii , Shinsaku Sakaue

This paper is concerned with personalized pricing models aimed at maximizing the expected revenues or profits for a single item. While it is essential for personalized pricing to predict the purchase probabilities for each consumer, these…

Optimization and Control · Mathematics 2024-07-23 Shunnosuke Ikeda , Naoki Nishimura , Noriyoshi Sukegawa , Yuichi Takano

The Knapsack Problem is a classic problem in combinatorial optimisation. Solving these problems may be computationally expensive. Recent years have seen a growing interest in the use of deep learning methods to approximate the solutions to…

Machine Learning · Computer Science 2023-12-07 Mitchell Keegan , Mahdi Abolghasemi

This paper studies an online selection problem, where a seller seeks to sequentially sell multiple copies of an item to arriving buyers. We consider an adversarial setting, making no modeling assumptions about buyers' valuations for the…

Computer Science and Game Theory · Computer Science 2024-10-11 Bo Sun , Hossein Nekouyan Jazi , Xiaoqi Tan , Raouf Boutaba

This paper discusses the revenue management (RM) problem to maximize revenue by pricing items or services. One challenge in this problem is that the demand distribution is unknown and varies over time in real applications such as airline…

Machine Learning · Computer Science 2024-05-09 Kazuma Shimizu , Junya Honda , Shinji Ito , Shinji Nakadai

We study the assortment optimization problem under general linear constraints, where the customer choice behavior is captured by the Cross-Nested Logit model. In this problem, there is a set of products organized into multiple subsets (or…

Optimization and Control · Mathematics 2023-04-19 Cuong Le , Tien Mai

In a matroid secretary problem, one is presented with a sequence of objects of various weights in a random order, and must choose irrevocably to accept or reject each item. There is a further constraint that the set of items selected must…

Computer Science and Game Theory · Computer Science 2013-01-22 David Harris , Manish Purohit

In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…

Numerical Analysis · Mathematics 2021-01-18 Luca Bergamaschi , Jacek Gondzio , Ángeles Martínez , John W. Pearson , Spyridon Pougkakiotis

The classical linear ordering problem seeks a single ranking representing a given preference matrix. While suitable for homogeneous populations, it fails when observed preferences arise from several latent groups with distinct ranking…

Optimization and Control · Mathematics 2026-05-15 Juan A. Aledo , Concepción Domínguez , Juan de Dios Jaime-Alcántara , Mercedes Landete

We study the following problem: Given a variable of interest, we would like to find a best linear predictor for it by choosing a subset of $k$ relevant variables obeying a matroid constraint. This problem is a natural generalization of…

Data Structures and Algorithms · Computer Science 2023-01-19 Theophile Thiery , Justin Ward

In order for an e-commerce platform to maximize its revenue, it must recommend customers items they are most likely to purchase. However, the company often has business constraints on these items, such as the number of each item in stock.…

Optimization and Control · Mathematics 2019-11-19 Andrea Boskovic , Qinyi Chen , Dominik Kufel , Zijie Zhou

We consider a natural generalization of classical scheduling problems in which using a time unit for processing a job causes some time-dependent cost which must be paid in addition to the standard scheduling cost. We study the scheduling…

Data Structures and Algorithms · Computer Science 2018-12-03 Lin Chen , Nicole Megow , Roman Rischke , Leen Stougie , José Verschae

In this paper, we introduce the problem of Matroid-Constrained Vertex Cover: given a graph with weights on the edges and a matroid imposed on the vertices, our problem is to choose a subset of vertices that is independent in the matroid,…

Data Structures and Algorithms · Computer Science 2023-06-08 Chien-Chung Huang , François Sellier

This paper presents an algorithmic study of a class of covering mixed-integer linear programming problems which encompasses classic cover problems, including multidimensional knapsack, facility location and supplier selection problems. We…

Data Structures and Algorithms · Computer Science 2026-02-12 Kobe Grobben , Phablo F. S. Moura , Hande Yaman

In a widely-studied class of multi-parametric optimization problems, the objective value of each solution is an affine function of real-valued parameters. Then, the goal is to provide an optimal solution set, i.e., a set containing an…

Optimization and Control · Mathematics 2021-12-14 Stephan Helfrich , Arne Herzel , Stefan Ruzika , Clemens Thielen

We study the matroid secretary problems with submodular valuation functions. In these problems, the elements arrive in random order. When one element arrives, we have to make an immediate and irrevocable decision on whether to accept it or…

Data Structures and Algorithms · Computer Science 2013-02-27 Tengyu Ma , Bo Tang , Yajun Wang