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We present an algorithm to approximate the solutions to variational problems where set of admissible functions consists of convex functions. The main motivator behind this numerical method is estimating solutions to Adverse Selection…

Optimization and Control · Mathematics 2008-03-07 Ivar Ekeland , Santiago Moreno

Finding the optimal product prices and product assortment are two fundamental problems in revenue management. Usually, a seller needs to jointly determine the prices and assortment while managing a network of resources with limited…

Optimization and Control · Mathematics 2022-04-12 Anton J. Kleywegt , Hongzhang Shao

Two general algorithms based on opportunity costs are given for approximating a revenue-maximizing set of bids an auctioneer should accept, in a combinatorial auction in which each bidder offers a price for some subset of the available…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Karhan Akcoglu , James Aspnes , Bhaskar DasGupta , Ming-Yang Kao

In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…

Optimization and Control · Mathematics 2023-08-07 Abhishek Roy , Geelon So , Yi-An Ma

We consider robust combinatorial optimization problems where the decision maker can react to a scenario by choosing from a finite set of $k$ solutions. This approach is appropriate for decision problems under uncertainty where the…

Optimization and Control · Mathematics 2019-03-28 André Chassein , Marc Goerigk , Jannis Kurtz , Michael Poss

This paper addresses two classes of different, yet interrelated optimization problems. The first class of problems involves a robot that must locate a hidden target in an environment that consists of a set of concurrent rays. The second…

Artificial Intelligence · Computer Science 2015-04-28 Spyros Angelopoulos

The paper focuses on some versions of connected dominating set problems: basic problems and multicriteria problems. A literature survey on basic problem formulations and solving approaches is presented. The basic connected dominating set…

Data Structures and Algorithms · Computer Science 2020-09-22 Mark Sh. Levin

This paper develops algorithms to solve strong-substitutes product-mix auctions. That is, it finds competitive equilibrium prices and quantities for agents who use this auction's bidding language to truthfully express their…

Computer Science and Game Theory · Computer Science 2023-07-11 Elizabeth Baldwin , Paul W. Goldberg , Paul Klemperer , Edwin Lock

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

This paper studies online optimization under inventory (budget) constraints. While online optimization is a well-studied topic, versions with inventory constraints have proven difficult. We consider a formulation of inventory-constrained…

Performance · Computer Science 2024-12-20 Qiulin Lin , Hanling Yi , John Pang , Minghua Chen , Adam Wierman , Michael Honig , Yuanzhang Xiao

In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…

Systems and Control · Computer Science 2018-04-25 Ivano Notarnicola , Giuseppe Notarstefano

In this work, we study a novel class of projection-based algorithms for linearly constrained problems (LCPs) which have a lot of applications in statistics, optimization, and machine learning. Conventional primal gradient-based methods for…

Optimization and Control · Mathematics 2021-01-06 Xiang Li , Zhihua Zhang

Stable marriage of a two-sided market with unit demand is a classic problem that arises in many real-world scenarios. In addition, a unique stable marriage in this market simplifies a host of downstream desiderata. In this paper, we explore…

Computer Science and Game Theory · Computer Science 2024-08-05 Kartik Gokhale , Amit Kumar Mallik , Ankit Kumar Misra , Swaprava Nath

This paper presents a high-order deferred correction algorithm combined with penalty iteration for solving free and moving boundary problems, using a fourth-order finite difference method. Typically, when free boundary problems are solved…

Numerical Analysis · Mathematics 2023-01-20 Dawei Wang , Kirill Serkh , Christina Christara

A fertile area of recent research has demonstrated concrete polynomial time lower bounds for solving natural hard problems on restricted computational models. Among these problems are Satisfiability, Vertex Cover, Hamilton Path, Mod6-SAT,…

Computational Complexity · Computer Science 2010-02-03 Ryan Williams

In this brief, we consider the constrained optimization problem underpinning model predictive control (MPC). We show that this problem can be decomposed into an unconstrained optimization problem with the same cost function as the original…

Optimization and Control · Mathematics 2020-08-18 Uroš Kalabić , Ilya Kolmanovsky

Decision-making problems can be modeled as combinatorial optimization problems with Constraint Programming formalisms such as Constrained Optimization Problems. However, few Constraint Programming formalisms can deal with both optimization…

Artificial Intelligence · Computer Science 2022-05-24 Valentin Antuori , Florian Richoux

In distributed model predictive control (DMPC), where a centralized optimization problem is solved in distributed fashion using dual decomposition, it is important to keep the number of iterations in the solution algorithm, i.e. the amount…

Optimization and Control · Mathematics 2013-07-11 Pontus Giselsson , Anders Rantzer

What is the minimal information that a robot must retain to achieve its task? To design economical robots, the literature dealing with reduction of combinatorial filters approaches this problem algorithmically. As lossless state compression…

Robotics · Computer Science 2024-10-15 Yulin Zhang , Dylan A. Shell

In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial…

Optimization and Control · Mathematics 2023-02-21 Haiming Song , Jiachuan Zhang , Yongle Hao
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