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We consider the chance-constrained binary knapsack problem (CKP), where the item weights are independent and normally distributed. We introduce a continuous relaxation for the CKP, represented as a non-convex optimization problem, which we…
We investigate two new optimization problems -- minimizing a submodular function subject to a submodular lower bound constraint (submodular cover) and maximizing a submodular function subject to a submodular upper bound constraint…
We consider the maximization problem of monotone submodular functions under an uncertain knapsack constraint. Specifically, the problem is discussed in the situation that the knapsack capacity is not given explicitly and can be accessed…
We consider a discounted infinite horizon optimal stopping problem. If the underlying distribution is known a priori, the solution of this problem is obtained via dynamic programming (DP) and is given by a well known threshold rule. When…
The 0-1 knapsack problem is a well-known combinatorial optimisation problem. Approximation algorithms have been designed for solving it and they return provably good solutions within polynomial time. On the other hand, genetic algorithms…
An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…
The considered problem is how to optimally allocate a set of jobs to technicians of different skills such that the number of technicians of each skill does not exceed the number of persons with that skill designation. The key motivation is…
In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…
A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…
Recent advances in quantum computers are demonstrating the ability to solve problems at a scale beyond brute force classical simulation. As such, a widespread interest in quantum algorithms has developed in many areas, with optimization…
We consider chance-constrained binary knapsack problems, where the weights of items are independent random variables with the means and standard deviations known. The chance constraint can be reformulated as a second-order cone constraint…
Quantum computing provides a powerful framework for tackling computational problems that are classically intractable. The goal of this paper is to explore the use of quantum computers for solving relevant problems in systems and control…
We present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems, and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set…
We develop circuit implementations for digital-level quantum Hamiltonian dynamics simulation algorithms suitable for implementation on a reconfigurable quantum computer, such as trapped ions. Our focus is on the co-design of a problem, its…
The k-defensive domination problem is a powerful modeling tool for strategic decision-making in network security and disaster/emergency management, where multiple nodes may be simultaneously under attack. Despite its practical relevance,…
We propose a method for finding approximate solutions to multiple-choice knapsack problems. To this aim we transform the multiple-choice knapsack problem into a bi-objective optimization problem whose solution set contains solutions of the…
This paper studies the problem of maximizing a monotone submodular function under an unknown knapsack constraint. A solution to this problem is a policy that decides which item to pack next based on the past packing history. The robustness…
This study systematically benchmarks several non-fault-tolerant quantum computing algorithms across four distinct optimization problems: max-cut, number partitioning, knapsack, and quantum spin glass. Our benchmark includes noisy…
We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…
We consider the product knapsack problem, which is the variant of the classical 0-1 knapsack problem where the objective consists of maximizing the product of the profits of the selected items. These profits are allowed to be positive or…