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Given a set of assets and an investment capital, the classical portfolio selection problem consists in determining the amount of capital to be invested in each asset in order to build the most profitable portfolio. The portfolio…

Portfolio Management · Quantitative Finance 2019-07-17 Justo Puerto , Moises Rodríguez-Madrena , Andrea Scozzari

The widespread diffusion of distributed energy resources, especially those based on renewable energy, and energy storage devices has deeply modified power systems. As a consequence, demand response, the ability of customers to respond to…

Systems and Control · Electrical Eng. & Systems 2021-04-21 Francesco Conte , Matteo Saviozzi , Samuele Grillo

Resource allocation under uncertainty is a classical problem in city-scale cyber-physical systems. Consider emergency response as an example; urban planners and first responders optimize the location of ambulances to minimize expected…

Multiagent Systems · Computer Science 2021-12-22 Geoffrey Pettet , Ayan Mukhopadhyay , Mykel J. Kochenderfer , Abhishek Dubey

Bin packing is a well studied problem involved in many applications. The classical bin packing problem is about minimising the number of bins and ignores how the bins are utilised. We focus in this paper, on a variant of bin packing that is…

Data Structures and Algorithms · Computer Science 2015-09-23 Hadrien Cambazard , Deepak Mehta , Barry O'Sullivan , Helmut Simonis

We consider integer and linear programming problems for which the linear constraints exhibit a (recursive) block-structure: The problem decomposes into independent and efficiently solvable sub-problems if a small number of constraints is…

Computational Complexity · Computer Science 2020-08-04 Jana Cslovjecsek , Friedrich Eisenbrand , Christoph Hunkenschröder , Lars Rohwedder , Robert Weismantel

Load management is being recognized as an important option for active user participation in the energy market. Traditional load management methods usually require a centralized powerful control center and a two-way communication network…

Signal Processing · Electrical Eng. & Systems 2018-05-09 Wei Zhang , Yinliang Xu , Sisi Li , MengChu Zhou , Wenxin Liu , Ying Xu

This paper introduces a general modeling framework for a multi-type maximal covering location problem in which the position of facilities in different metric spaces are simultaneously decided to maximize the demand generated by a set of…

Optimization and Control · Mathematics 2021-11-30 Víctor Blanco , Ricardo Gázquez , Francisco Saldanha-da-Gama

In this paper we propose a general methodology for solving a broad class of continuous, multifacility location problems, in any dimension and with $\ell_\tau$-norms proposing two different methodologies: 1) by a new second order cone mixed…

Optimization and Control · Mathematics 2014-10-21 Víctor Blanco , Justo Puerto , Safae El-Haj Ben-Ali

Software-defined networks (SDNs) are a huge evolution in simplifying implementation and network operation which have reduced costs and made the network programmable. Although SDNs are a suitable option for solving some of the previous…

Networking and Internet Architecture · Computer Science 2019-10-03 Mahdi Sarbazi , Mehdi SadeghZadeh , seyyed Javad Mir Abedini

We propose a hierarchical architecture for efficiently computing high-quality solutions to structured mixed-integer programs (MIPs). To reduce computational effort, our approach decouples the original problem into a higher level problem and…

Optimization and Control · Mathematics 2025-12-04 Stefan Clarke , Bartolomeo Stellato

This paper proposes a joint decomposition method that combines La- grangian decomposition and generalized Benders decomposition, to efficiently solve multiscenario nonconvex mixed-integer nonlinear programming (MINLP) problems to global…

Optimization and Control · Mathematics 2018-02-22 Emmanuel Ogbe , Xiang Li

This paper addresses the problem of managing rotational load shedding schedules for a power distribution network with multiple load zones. An integer optimization problem is formulated to find the optimal number and duration of planned…

Optimization and Control · Mathematics 2018-10-23 Atif Maqsood , Yu Zhang , Keith Corzine

We propose an exact polynomial algorithm for a resource allocation problem with convex costs and constraints on partial sums of resource consumptions, in the presence of either continuous or integer variables. No assumption of strict…

Data Structures and Algorithms · Computer Science 2014-04-29 Thibaut Vidal , Patrick Jaillet , Nelson Maculan

We consider the problem of allocating multiple heterogeneous resources geographically and over time to meet demands that require some subset of the available resource types simultaneously at a specified time, location, and duration. The…

Optimization and Control · Mathematics 2022-06-15 Arden Baxter , Pinar Keskinocak , Mohit Singh

Large multi-tenant production clusters often have to handle a variety of jobs and applications with a variety of complex resource usage characteristics. It is non-trivial and non-optimal to manually create placement rules for scheduling…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-31 Subrata Mitra , Shanka Subhra Mondal , Nikhil Sheoran , Neeraj Dhake , Ravinder Nehra , Ramanuja Simha

Pandemic measures such as social distancing and contact tracing can be enhanced by rapidly integrating dynamic location data and demographic data. Projecting billions of longitude and latitude locations onto hundreds of thousands of highly…

Given a network, allocating resources at clusters level, rather than at each node, enhances efficiency in resource allocation and usage. In this paper, we study the problem of finding fully connected disjoint clusters to minimize the…

Machine Learning · Computer Science 2024-02-16 Benedikt Schesch , Marco Caserta

Scheduling query execution plans is a particularly complex problem in shared-nothing parallel systems, where each site consists of a collection of local time-shared (e.g., CPU(s) or disk(s)) and space-shared (e.g., memory) resources and…

Databases · Computer Science 2014-04-01 Minos Garofalakis , Yannis Ioannidis

This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…

Optimization and Control · Mathematics 2018-09-24 Gerardo L. Febres

Mixed Integer Linear Programs (MILPs) are essential tools for solving planning and scheduling problems across critical industries such as construction, manufacturing, and logistics. However, their widespread adoption is limited by long…

Machine Learning · Computer Science 2025-06-10 Xiaoke Wang , Batuhan Altundas , Zhaoxin Li , Aaron Zhao , Matthew Gombolay