Related papers: Contextual Reserve Price Optimization in Auctions …
A numerical method is developed to solve linear semi-infinite programming problem (LSIP) in which the iterates produced by the algorithm are feasible for the original problem. This is achieved by constructing a sequence of standard linear…
We consider a dynamic pricing problem for repeated contextual second-price auctions with multiple strategic buyers who aim to maximize their long-term time discounted utility. The seller has limited information on buyers' overall demand…
In this work, we study spectrum auction problem where each request from secondary users has spatial, temporal, and spectral features. With the requests of secondary users and the reserve price of the primary user, our goal is to design…
This paper describes the computational challenge developed for a computational competition held in 2023 for the $20^{\textrm{th}}$ anniversary of the Mixed Integer Programming Workshop. The topic of this competition was reoptimization, also…
In project scheduling under processing times uncertainty, the Anchor-Robust Project Scheduling Problem is to find a baseline schedule of bounded makespan and a max-weight subset of jobs whose starting times are guaranteed. The problem was…
One of the central problems in auction design is developing an incentive-compatible mechanism that maximizes the auctioneer's expected revenue. While theoretical approaches have encountered bottlenecks in multi-item auctions, recently,…
This paper deals with a distributed Mixed-Integer Linear Programming (MILP) set-up arising in several control applications. Agents of a network aim to minimize the sum of local linear cost functions subject to both individual constraints…
Auctions are widely used in exchanges to match buy and sell requests. Once the buyers and sellers place their requests, the exchange determines how these requests are to be matched. The two most popular objectives used while determining the…
We consider the NP-hard problem of MAP-inference for undirected discrete graphical models. We propose a polynomial time and practically efficient algorithm for finding a part of its optimal solution. Specifically, our algorithm marks some…
This paper discusses the revenue management (RM) problem to maximize revenue by pricing items or services. One challenge in this problem is that the demand distribution is unknown and varies over time in real applications such as airline…
The floor layout problem (FLP) tasks a designer with positioning a collection of rectangular boxes on a fixed floor in such a way that minimizes total communication costs between the components. While several mixed integer programming (MIP)…
We study revenue optimization pricing algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation. We show that, in the case when both the seller and the buyer…
The max-min fair allocation problem seeks an allocation of resources to players that maximizes the minimum total value obtained by any player. Each player $p$ has a non-negative value $v_{pr}$ on resource $r$. In the restricted case, we…
Mixed-integer linear programs (MILPs) are widely used in artificial intelligence and operations research to model complex decision problems like scheduling and routing. Designing such programs however requires both domain and modelling…
We consider the problem of learning optimal binary classification trees. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in…
In this paper, we study the problem of learning to bid in repeated first-price auctions with budget constraints. In each period, the decision maker needs to submit a bid to win the auction and maximize the total collected reward, subject to…
In this paper, we investigate the constraint typology of mixed-integer linear programming MILP formulations. MILP is a commonly used mathematical programming technique for modelling and solving real-life scheduling, routing, planning,…
Online linear programming (OLP) has gained significant attention from both researchers and practitioners due to its extensive applications, such as online auction, network revenue management, order fulfillment and advertising. Existing OLP…
We propose a novel solution framework for inverse mixed-integer optimization based on analytic center concepts from interior point methods. We characterize the optimality gap of a given solution, provide structural results, and propose…
A large fraction of online advertisement is sold via repeated second price auctions. In these auctions, the reserve price is the main tool for the auctioneer to boost revenues. In this work, we investigate the following question: Can…