Related papers: An Integral Formulation and Convex Hull Pricing fo…

Price promotion optimization is a computationally challenging problem central to supermarket operations, requiring simultaneous pricing decisions across multiple products and periods. This paper introduces a novel formulation for…

In this paper we deal with the feasibility-seeking problem for unions of convex sets (UCS) sets and propose an iterative process for its solution. Renewed interest in this problem stems from the fact that it was recently discovered to serve…

Myerson derived a simple and elegant solution to the single-parameter revenue-maximization problem in his seminal work on optimal auction design assuming the usual model of quasi-linear utilities. In this paper, we consider a slight…

Federated learning protects users' data privacy through sharing users' local model parameters (instead of raw data) with a server. However, when massive users train a large machine learning model through federated learning, the dynamically…

In this paper, we analyze in depth a simplicial decomposition like algorithmic framework for large scale convex quadratic programming. In particular, we first propose two tailored strategies for handling the master problem. Then, we…

The problem of determining the European-style option price in the incomplete market has been examined within the framework of stochastic optimization. An analytic method based on the discrete dynamic programming equation (Bellman equation)…

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we…

We address the problem of uplink co-operative reception with constraints on both backhaul bandwidth and the receiver aperture, or number of antenna signals that can be processed. The problem is cast as a network utility (weighted sum rate)…

Online convex optimization with switching cost is considered under the frugal information setting where at time $t$, before action $x_t$ is taken, only a single function evaluation and a single gradient is available at the previously chosen…

We investigate the problem of Min-cost Perfect Matching with Delays (MPMD) in which requests are pairwise matched in an online fashion with the objective to minimize the sum of space cost and time cost. Though linear-MPMD (i.e., time cost…

In this paper we consider a general problem set-up for a wide class of convex and robust distributed optimization problems in peer-to-peer networks. In this set-up convex constraint sets are distributed to the network processors who have to…

Nonconvexities in markets with discrete decisions and nonlinear constraints make efficient pricing challenging, often necessitating subsidies. A prime example is the unit commitment (UC) problem in electricity markets, where costly…

An instance of the tollbooth problem consists of an undirected network and a collection of single-minded customers, each of which is interested in purchasing a fixed path subject to an individual budget constraint. The objective is to…

This paper proposes a mixed-integer nonlinear programming approach for joint scheduling of long-term maintenance decisions and short-term production for groups of complex machines with multiple interacting components. We introduce an…

This paper presents an alternate choice of computing the convex hulls (CHs) for planar point sets. We firstly discard the interior points and then sort the remaining vertices by x- / y- coordinates separately, and later create a group…

We present a new fully dynamic algorithm for maintaining convex hulls under insertions and deletions while supporting geometric queries. Our approach combines the logarithmic method with a deletion-only convex hull data structure, achieving…

We study a natural extension to the well-known convex hull problem by introducing multiplicity: if we are given a set of convex polygons, and we are allowed to partition the set into multiple components and take the convex hull of each…

Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…

We consider an outsourcing problem where a software agent procures multiple services from providers with uncertain reliabilities to complete a computational task before a strict deadline. The service consumer requires a procurement strategy…

Unit commitment (UC) are essential tools to transmission system operators for finding the most economical and feasible generation schedules and dispatch signals. Constraint screening has been receiving attention as it holds the promise for…