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Stable Marriage is a fundamental problem to both computer science and economics. Four well-known NP-hard optimization versions of this problem are the Sex-Equal Stable Marriage (SESM), Balanced Stable Marriage (BSM), max-Stable Marriage…
Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…
We study the weighted token swapping problem, in which we are given a graph on $n$ vertices, $n$ weighted tokens, an initial assignment of one token to each vertex, and a final assignment of one token to each vertex. The goal is to find a…
We consider the minimum spanning tree problem in a setting where the edge weights are stochastic from unknown distributions, and the only available information is a single sample of each edge's weight distribution. In this setting, we…
Weighted model integration (WMI) is a very appealing framework for probabilistic inference: it allows to express the complex dependencies of real-world hybrid scenarios where variables are heterogeneous in nature (both continuous and…
We consider the population Wasserstein barycenter problem for random probability measures supported on a finite set of points and generated by an online stream of data. This leads to a complicated stochastic optimization problem where the…
The Markowitz problem consists of finding in a financial market a self-financing trading strategy whose final wealth has maximal mean and minimal variance. We study this in continuous time in a general semimartingale model and under cone…
In this paper, we study the weighted stochastic matching problem. Let $G=(V, E)$ be a given edge-weighted graph and let its realization $\mathcal{G}$ be a random subgraph of $G$ that includes each edge $e\in E$ independently with a known…
In this paper we consider the problem of finding a maximum weight set subject to a $k$-extendible constraint in the data stream model. The only non-trivial algorithm known for this problem to date---to the best of our knowledge---is a…
Finding a low-weight multiple (LWPM) of a given polynomial is very useful in the cryptanalysis of stream ciphers and arithmetic in finite fields. There is no known deterministic polynomial time complexity algorithm for solving this problem,…
Community identification in a network is an important problem in fields such as social science, neuroscience, and genetics. Over the past decade, stochastic block models (SBMs) have emerged as a popular statistical framework for this…
We consider a discrete time stochastic queueing system where a controller makes a 2-stage decision every slot. The decision at the first stage reveals a hidden source of randomness with a control-dependent (but unknown) probability…
The paper investigates the weighted sum-rate maximization (WSRM) problem with latent interfering sources outside the known network, whose power allocation policy is hidden from and uncontrollable to optimization. The paper extends the…
The article presents a study of rather simple local search heuristics for the single machine total weighted tardiness problem (SMTWTP), namely hillclimbing and Variable Neighborhood Search. In particular, we revisit these approaches for the…
We consider the optimal scaling problem for high-dimensional random walk Metropolis (RWM) algorithms where the target distribution has a discontinuous probability density function. Almost all previous analysis has focused upon continuous…
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…
The Partitioning Min-Max Weighted Matching (PMMWM) problem is an NP-hard problem that combines the problem of partitioning a group of vertices of a bipartite graph into disjoint subsets with limited size and the classical Min-Max Weighted…
Chance constraints are frequently used to limit the probability of constraint violations in real-world optimization problems where the constraints involve stochastic components. We study chance-constrained submodular optimization problems,…
A number of researchers have independently introduced topologies on the set of laws of stochastic processes that extend the usual weak topology. Depending on the respective scientific background this was motivated by applications and…
Given a weighted bipartite graph $G = (L, R, E, w)$, the maximum weight matching (MWM) problem seeks to find a matching $M \subseteq E$ that maximizes the total weight $\sum_{e \in M} w(e)$. This paper presents a novel algorithm with a time…