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We present a new approach for studying the problem of optimal hedging of a European option in a finite and complete discrete-time market model. We consider partial hedging strategies that maximize the success probability or minimize the…

Pricing of Securities · Quantitative Finance 2009-10-28 Peter G. Lindberg

The automaton constrained tree knapsack problem is a variant of the knapsack problem in which the items are associated with the vertices of the tree, and we can select a subset of items that is accepted by a top-down tree automaton. If the…

Data Structures and Algorithms · Computer Science 2018-09-18 Soh Kumabe , Takanori Maehara , Ryoma Sin'ya

The Time-Invariant Incremental Knapsack problem (IIK) is a generalization of Maximum Knapsack to a discrete multi-period setting. At each time, capacity increases and items can be added, but not removed from the knapsack. The goal is to…

Data Structures and Algorithms · Computer Science 2018-01-31 Yuri Faenza , Igor Malinovic

Knapsack problems are classic models that can formulate a wide range of applications. In this work, we deal with the Budgeted Maximum Coverage Problem (BMCP), which is a generalized 0-1 knapsack problem. Given a set of items with…

Artificial Intelligence · Computer Science 2020-07-14 Liwen Li , Zequn Wei , Jin-Kao Hao , Kun He

We study a robust extensible bin packing problem with budgeted uncertainty, under a budgeted uncertainty model where item sizes are defined to lie in the intersection of a box with a one-norm ball. We propose a scenario generation algorithm…

Discrete Mathematics · Computer Science 2025-10-29 Noam Goldberg , Michael Poss , Yariv Marmor

Optimization problems are ubiquitous in various industrial settings, and multi-knapsack optimization is one recurrent task faced daily by several industries. The advent of quantum computing has opened a new paradigm for computationally…

The Travelling Thief Problem (TTP) is a challenging combinatorial optimization problem that attracts many scholars. The TTP interconnects two well-known NP-hard problems: the Travelling Salesman Problem (TSP) and the 0-1 Knapsack Problem…

Artificial Intelligence · Computer Science 2020-12-17 Lei Yang , Zitong Zhang , Xiaotian Jia , Peipei Kang , Wensheng Zhang , Dongya Wang

The Knapsack Problem is a classic problem in combinatorial optimisation. Solving these problems may be computationally expensive. Recent years have seen a growing interest in the use of deep learning methods to approximate the solutions to…

Machine Learning · Computer Science 2023-12-07 Mitchell Keegan , Mahdi Abolghasemi

We study the d-dimensional hypercube knapsack problem where we are given a set of d-dimensional hypercubes with associated profits, and a knapsack which is a unit d-dimensional hypercube. The goal is to find an axis-aligned non-overlapping…

Data Structures and Algorithms · Computer Science 2022-04-27 Klaus Jansen , Arindam Khan , Marvin Lira , K. V. N. Sreenivas

The online knapsack problem is a classic problem in the field of online algorithms. Its canonical version asks how to pack items of different values and weights arriving online into a capacity-limited knapsack so as to maximize the total…

Machine Learning · Computer Science 2024-04-18 Adam Lechowicz , Rik Sengupta , Bo Sun , Shahin Kamali , Mohammad Hajiesmaili

Benchmark instances for the unbounded knapsack problem are typically generated according to specific criteria within a given constant range $R$, and these instances can be referred to as the unbounded knapsack problem with bounded…

Data Structures and Algorithms · Computer Science 2024-03-19 Yang Yang

An instance of the multiperiod binary knapsack problem (MPBKP) is given by a horizon length $T$, a non-decreasing vector of knapsack sizes $(c_1, \ldots, c_T)$ where $c_t$ denotes the cumulative size for periods $1,\ldots,t$, and a list of…

Data Structures and Algorithms · Computer Science 2021-04-02 Zuguang Gao , John R. Birge , Varun Gupta

Given a graph, the general problem to cover the maximum number of vertices by a collection of vertex-disjoint long paths seemingly escapes from the literature. A path containing at least $k$ vertices is considered long. When $k \le 3$, the…

Data Structures and Algorithms · Computer Science 2022-08-08 Mingyang Gong , Brett Edgar , Jing Fan , Guohui Lin , Eiji Miyano

Constrained submodular maximization problems encompass a wide variety of applications, including personalized recommendation, team formation, and revenue maximization via viral marketing. The massive instances occurring in modern day…

Data Structures and Algorithms · Computer Science 2024-02-20 Georgios Amanatidis , Federico Fusco , Philip Lazos , Stefano Leonardi , Rebecca Reiffenhäuser

Rollout algorithms have demonstrated excellent performance on a variety of dynamic and discrete optimization problems. Interpreted as an approximate dynamic programming algorithm, a rollout algorithm estimates the value-to-go at each…

Data Structures and Algorithms · Computer Science 2013-11-27 Andrew Mastin , Patrick Jaillet

This paper examines knapsack auctions as a method to solve the knapsack problem with incomplete information, where object values are private and sizes are public. We analyze three auction types-uniform price (UP), discriminatory price (DP),…

Computer Science and Game Theory · Computer Science 2024-05-02 Peyman Khezr , Vijay Mohan , Lionel Page

Column-sparse packing problems arise in several contexts in both deterministic and stochastic discrete optimization. We present two unifying ideas, (non-uniform) attenuation and multiple-chance algorithms, to obtain improved approximation…

Data Structures and Algorithms · Computer Science 2019-08-07 Brian Brubach , Karthik Abinav Sankararaman , Aravind Srinivasan , Pan Xu

We consider a bilevel continuous knapsack problem where the leader controls the capacity of the knapsack, while the follower chooses a feasible packing maximizing his own profit. The leader's aim is to optimize a linear objective function…

Data Structures and Algorithms · Computer Science 2022-07-19 Christoph Buchheim , Dorothee Henke , Jannik Irmai

We revisit the knapsack-secretary problem (Babaioff et al.; APPROX 2007), a generalization of the classic secretary problem in which items have different sizes and multiple items may be selected if their total size does not exceed the…

Data Structures and Algorithms · Computer Science 2022-08-11 Andreas Abels , Leon Ladewig , Kevin Schewior , Moritz Stinzendörfer

In this paper, we study the following knapsack problem: Given a list of squares with profits, we are requested to pack a sublist of them into a rectangular bin (not a unit square bin) to make profits in the bin as large as possible. We…

Data Structures and Algorithms · Computer Science 2008-12-18 Xin Han , Kazuo Iwama , Guochuan Zhang
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