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In this paper we consider multidimensional mechanism design problem for selling discrete substitutable items to a group of buyers. Previous work on this problem mostly focus on stochastic description of valuations used by the seller.…

Computer Science and Game Theory · Computer Science 2017-01-05 Maciej Drwal

Recoverable robust optimization is a multi-stage approach, where it is possible to adjust a first-stage solution after the uncertain cost scenario is revealed. We analyze this approach for a class of selection problems. The aim is to choose…

Optimization and Control · Mathematics 2021-02-22 Marc Goerigk , Stefan Lendl , Lasse Wulf

In robust optimization, we would like to find a solution that is immunized against all scenarios that are modeled in an uncertainty set. Which scenarios to include in such a set is therefore of central importance for the tractability of the…

Optimization and Control · Mathematics 2024-10-14 Jamie Fairbrother , Marc Goerigk , Mohammad Khosravi

In real world, our datasets often contain outliers. Moreover, the outliers can seriously affect the final machine learning result. Most existing algorithms for handling outliers take high time complexities (e.g. quadratic or cubic…

Computational Geometry · Computer Science 2020-02-28 Hu Ding , Zixiu Wang

We consider several combinatorial optimization problems which combine the classic shop scheduling problems, namely open shop scheduling or job shop scheduling, and the shortest path problem. The objective of the obtained problem is to…

Data Structures and Algorithms · Computer Science 2013-09-03 Kameng Nip , Zhenbo Wang , Wenxun Xing

A popular approach in combinatorial optimization is to model problems as integer linear programs. Ideally, the relaxed linear program would have only integer solutions, which happens for instance when the constraint matrix is totally…

Data Structures and Algorithms · Computer Science 2009-09-29 Christoph Durr , Mathilde Hurand

Randomized search algorithms for hard combinatorial problems exhibit a large variability of performances. We study the different types of rare events which occur in such out-of-equilibrium stochastic processes and we show how they cooperate…

Statistical Mechanics · Physics 2009-11-07 Andrea Montanari , Riccardo Zecchina

The existence of adversarial attacks (or adversarial examples) brings huge concern about the machine learning (ML) model's safety issues. For many safety-critical ML tasks, such as financial forecasting, fraudulent detection, and anomaly…

Machine Learning · Computer Science 2022-10-19 Han Xu , Menghai Pan , Zhimeng Jiang , Huiyuan Chen , Xiaoting Li , Mahashweta Das , Hao Yang

Combinatorial optimization can be described as the problem of finding a feasible subset that maximizes a objective function. The paper discusses combinatorial optimization problems, where for each dimension the set of feasible subsets is…

Computational Complexity · Computer Science 2024-11-27 Nimrod Megiddo

Generating challenging instances is crucial for the evaluation and advancement of combinatorial optimization solvers. In this work, we introduce EALG (Evolutionary Adversarial Generation of Language Model-Guided Generators), a novel…

Artificial Intelligence · Computer Science 2025-06-04 Ruibo Duan , Yuxin Liu , Xinyao Dong , Chenglin Fan

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

A common challenge faced in practical supervised learning, such as medical image processing and robotic interactions, is that there are plenty of tasks but each task cannot afford to collect enough labeled examples to be learned in…

Machine Learning · Computer Science 2020-06-22 Weihao Kong , Raghav Somani , Sham Kakade , Sewoong Oh

As most robust combinatorial min-max and min-max regret problems with discrete uncertainty sets are NP-hard, research into approximation algorithm and approximability bounds has been a fruitful area of recent work. A simple and well-known…

Data Structures and Algorithms · Computer Science 2016-11-30 Marc Goerigk , André Chassein

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

Combinatorial optimisation problems are ubiquitous in artificial intelligence. Designing the underlying models, however, requires substantial expertise, which is a limiting factor in practice. The models typically consist of hard and soft…

Artificial Intelligence · Computer Science 2022-02-09 Mohit Kumar , Samuel Kolb , Stefano Teso , Luc De Raedt

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…

Optimization and Control · Mathematics 2023-03-07 Mohammadreza Chamanbaz , Roland Bouffanais

Training a classification model on a dataset where the instances of one class outnumber those of the other class is a challenging problem. Such imbalanced datasets are standard in real-world situations such as fraud detection, medical…

Machine Learning · Computer Science 2020-09-04 Anubha Kabra , Ayush Chopra , Nikaash Puri , Pinkesh Badjatiya , Sukriti Verma , Piyush Gupta , Balaji K

Combinatorial Optimization underpins many real-world applications and yet, designing performant algorithms to solve these complex, typically NP-hard, problems remains a significant research challenge. Reinforcement Learning (RL) provides a…

The scenario-based optimization approach (`scenario approach') provides an intuitive way of approximating the solution to chance-constrained optimization programs, based on finding the optimal solution under a finite number of sampled…

Optimization and Control · Mathematics 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Manfred Morari