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Sparse portfolio optimization is a fundamental yet challenging problem in quantitative finance, since traditional approaches heavily relying on historical return statistics and static objectives can hardly adapt to dynamic market regimes.…

Portfolio Management · Quantitative Finance 2025-07-24 Haochen Luo , Yuan Zhang , Chen Liu

We consider the classic facility location problem in fully dynamic data streams, where elements can be both inserted and deleted. In this problem, one is interested in maintaining a stable and high quality solution throughout the data…

Data Structures and Algorithms · Computer Science 2022-10-26 Sayan Bhattacharya , Silvio Lattanzi , Nikos Parotsidis

Combinatorial optimization problems are traditionally tackled with handcrafted heuristic algorithms, which demand extensive domain expertise and significant implementation effort. Recent progress has highlighted the potential of automatic…

Artificial Intelligence · Computer Science 2025-10-01 Yihong Liu , Junyi Li , Wayne Xin Zhao , Hongyu Lu , Ji-Rong Wen

The placement scheme of virtual machines (VMs) to physical servers (PSs) is crucial to lowering operational cost for cloud providers. Evolutionary algorithms (EAs) have been performed promising-solving on virtual machine placement (VMP)…

Neural and Evolutionary Computing · Computer Science 2020-06-26 Zhengping Liang , Jian Zhang , Liang Feng , Zexuan Zhu

We study a general class of quadratic capacitated $p$-location problems facility location problems with single assignment where a non-separable, non-convex, quadratic term is introduced in the objective function to account for the…

Optimization and Control · Mathematics 2021-07-22 C. A. Zetina , I. Contreras , S. Jayaswal

This paper introduces the Bilevel Tree-of-Hubs Location Problem with Prices (BTHLPwP). The BTHLPwP is a multiple-allocation hub location problem in which, in addition to determining the nodes and links of a tree-shaped hub backbone network,…

Optimization and Control · Mathematics 2025-03-04 Víctor Blanco , José-Fernando Camacho-Vallejo , Carlos Corpus

The soft capacitated facility location problem (SCFLP) is a classic combinatorial optimization problem, with its variants widely applied in the fields of operations research and computer science. In the SCFLP, given a set $\mathcal{F}$ of…

Data Structures and Algorithms · Computer Science 2025-02-18 Hanyin Xiao , Jiaming Zhang , Zhikang Zhang , Weidong Li

This paper presents a new complex optimization problem in the field of automatic design of advanced industrial systems and proposes a hybrid optimization approach to solve the problem. The problem is multi-objective as it aims at finding…

Neural and Evolutionary Computing · Computer Science 2025-05-29 Václav Jirkovský , Jiří Kubalík , Petr Kadera , Arnd Schirrmann , Andreas Mitschke , Andreas Zindel

The growth of e-commerce has created increasing complexity in logistics services. To remain competitive, logistics and e-commerce companies are exploring new modes as supplements to traditional home delivery, one of which is the…

Optimization and Control · Mathematics 2021-08-27 Yun Hui Lin , Yuan Wang , Loo Hay Lee , Ek Peng Chew

Metaheuristics are known to be strong in solving large-scale instances of computationally hard problems. However, their efficiency still needs exploration in the context of instance structure, scale and numerical properties for many of…

Computational Engineering, Finance, and Science · Computer Science 2018-01-11 David Chalupa , Peter Nielsen

We consider Online Facility Location in the framework of learning-augmented online algorithms. In Online Facility Location (OFL), demands arrive one-by-one in a metric space and must be (irrevocably) assigned to an open facility upon…

Data Structures and Algorithms · Computer Science 2024-08-20 Dimitris Fotakis , Evangelia Gergatsouli , Themis Gouleakis , Nikolas Patris , Thanos Tolias

We introduce an evolutionary stochastic-local-search (SLS) algorithm for addressing a generalized version of the so-called 1/V/D/R cutting-stock problem. Cutting-stock problems are encountered often in industrial environments and the…

Neural and Evolutionary Computing · Computer Science 2017-07-28 Georgios C. Chasparis , Michael Rossbory , Verena Haunschmid

Federated Learning (FL) is a privacy-preserving machine learning technique that allows decentralized collaborative model training across a set of distributed clients, by avoiding raw data exchange. A fundamental component of FL is the…

Machine Learning · Computer Science 2025-05-20 Sara Alosaime , Arshad Jhumka

The bilevel facility location problem (BO-FLP) is one of the core optimization problems behind the design of many decentralized industrial systems, e.g., supply chain systems where a supplier constructs some critical facilities and then…

Optimization and Control · Mathematics 2026-03-24 Haitao Hu , Jing Li , Jiafu Tang , Bo Zeng

This paper addresses the single-assignment, uncapacitated, multi-level facility location (MFL) problem, a strategic decision-making process critical to the design of long-term supply chain networks. Specifically, we examine four- and…

Optimization and Control · Mathematics 2026-03-23 Haibo Wang , Bahram Alidaee

We develop a probability-based multi-path location model for an optimal deployment of alternative fueling stations (AFSs) on a transportation network. Distinct from prior research efforts in AFS problems, in which all demands are deemed as…

Optimization and Control · Mathematics 2018-05-17 Shengyin Li , Yongxi Huang

Hybrid optimization algorithms have gained popularity as it has become apparent there cannot be a universal optimization strategy which is globally more beneficial than any other. Despite their popularity, hybridization frameworks require…

Neural and Evolutionary Computing · Computer Science 2013-03-15 Hassan A. Bashir , Richard S. Neville

Multi-objective optimization problems (MOPs) are ubiquitous in real-world applications, presenting a complex challenge of balancing multiple conflicting objectives. Traditional evolutionary algorithms (EAs), though effective, often rely on…

Neural and Evolutionary Computing · Computer Science 2024-07-29 Yuxiao Huang , Shenghao Wu , Wenjie Zhang , Jibin Wu , Liang Feng , Kay Chen Tan

We present a randomized distributed approximation algorithm for the metric uncapacitated facility location problem. The algorithm is executed on a bipartite graph in the Congest model yielding a (1.861 + epsilon) approximation factor, where…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-05-09 Patrick Briest , Bastian Degener , Barbara Kempkes , Peter Kling , Peter Pietrzyk

Molecular discovery, when formulated as an optimization problem, presents significant computational challenges because optimization objectives can be non-differentiable. Evolutionary Algorithms (EAs), often used to optimize black-box…