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We give the first local algorithm for computing multi-commodity flow and apply it to obtain a $(1+\epsilon)$-approximate algorithm for computing a $k$-commodity flow on an expander with $m$ edges in $(m+\epsilon^{-3}k^3D)n^{o(1)}$ time,…

Data Structures and Algorithms · Computer Science 2025-02-10 Jason Li , Thatchaphol Saranurak

We introduce capital flow constraints, loss of good will and loan to the lot sizing problem. Capital flow constraint is different from traditional capacity constraints: when a manufacturer launches production, its present capital should not…

Computational Engineering, Finance, and Science · Computer Science 2019-12-18 Zhen Chen , Ren-qian Zhang

This paper focuses on the problem of supplying the workstations of assembly lines with components during the production process. For that specific problem, this paper presents a Mixed Integer Linear Program (MILP) that aims at minimizing…

We interpret multi-product supply chains (SCs) as coordinated markets; under this interpretation, a SC optimization problem is a market clearing problem that allocates resources and associated economic values (prices) to different…

Optimization and Control · Mathematics 2020-07-03 Philip A. Tominac , Victor M. Zavala

We propose a dynamical theory of market liquidity that predicts that the average supply/demand profile is V-shaped and {\it vanishes} around the current price. This result is generic, and only relies on mild assumptions about the order flow…

Trading and Market Microstructure · Quantitative Finance 2011-11-02 Bence Toth , Yves Lemperiere , Cyril Deremble , Joachim de Lataillade , Julien Kockelkoren , Jean-Philippe Bouchaud

Flows over time are used to model many real-world logistic and routing problems. The networks underlying such problems -- streets, tracks, etc. -- are inherently undirected and directions are only imposed on them to reduce the danger of…

Data Structures and Algorithms · Computer Science 2014-10-03 Ashwin Arulselvan , Martin Groß , Martin Skutella

Let $G = (VG, AG)$ be a directed graph with a set $S \subseteq VG$ of terminals and nonnegative integer arc capacities $c$. A feasible multiflow is a nonnegative real function $F(P)$ of "flows" on paths $P$ connecting distinct terminals…

Combinatorics · Mathematics 2012-12-04 Maxim A. Babenko , Alexander V. Karzanov

We give a short overview of advantages and drawbacks of the classical formulation of minimum cost network flow problems and solution techniques, to motivate a reformulation of classical static minimum cost network flow problems as optimal…

Optimization and Control · Mathematics 2023-03-24 Onur Tanil Doganay , Kathrin Klamroth , Bruno Lang , Michael Stiglmayr , Claudia Totzeck

Opportunistic mobile networks consisting of intermittently connected mobile devices have been exploited for various applications, such as computational offloading and mitigating cellular traffic load. In contrast to existing work, in this…

Networking and Internet Architecture · Computer Science 2017-03-28 Zongqing Lu , Xiao Sun , Thomas La Porta

We present novel oblivious routing algorithms for both splittable and unsplittable multicommodity flow. Our algorithm for minimizing congestion for \emph{unsplittable} multicommodity flow is the first oblivious routing algorithm for this…

Data Structures and Algorithms · Computer Science 2017-12-07 Michael Schapira , Gal Shahaf

We propose a method to infer lead-lag networks of traders from the observation of their trade record as well as to reconstruct their state of supply and demand when they do not trade. The method relies on the Kinetic Ising model to describe…

Trading and Market Microstructure · Quantitative Finance 2022-04-20 Carlo Campajola , Fabrizio Lillo , Daniele Tantari

The literature on master production scheduling for product mix problems under the Theory of Constraints (TOC) was considered by many previous studies. Most studies assume a static resources availability. In this study, the raw materials…

Computational Engineering, Finance, and Science · Computer Science 2024-02-20 Ayman R. Mohammed , Ahmad Abu Sleem , Mohammad A. M. Abdel-Aal

In this paper, we present a general framework for efficiently computing diverse solutions to combinatorial optimization problems. Given a problem instance, the goal is to find $k$ solutions that maximize a specified diversity measure; the…

Data Structures and Algorithms · Computer Science 2025-04-25 Yuni Iwamasa , Tomoki Matsuda , Shunya Morihira , Hanna Sumita

Modern communication networks are increasingly equipped with in-network computational capabilities and services. Routing in such networks is significantly more complicated than the traditional routing. A legitimate route for a flow not only…

Networking and Internet Architecture · Computer Science 2023-06-07 Lifan Mei , Jinrui Gou , Jingrui Yang , Yujin Cai , Yong Liu

This paper addresses the two-stocking locations single item non-stationary stochastic lot-sizing problem. The inventory level at each location is reviewed periodically. Items can be reordered and received from a common central warehouse and…

Optimization and Control · Mathematics 2022-03-31 Xiyuan Ma , Roberto Rossi , Thomas Archibald

For the efficient compensation of fiber nonlinearity, one of the guiding principles appears to be: fewer steps are better and more efficient. We challenge this assumption and show that carefully designed multi-step approaches can lead to…

Signal Processing · Electrical Eng. & Systems 2019-04-23 Christian Häger , Henry D. Pfister , Rick M. Bütler , Gabriele Liga , Alex Alvarado

Hand orientation is an essential feature required to understand hand behaviors and subsequently support human activities. In this paper, we present a new method for estimating hand orientation in probability density form. It can solve the…

Computer Vision and Pattern Recognition · Computer Science 2019-06-13 Kazuaki Kondo , Daisuke Deguchi , Atsushi Shimada

Compared to other transportation modes, road, railroad and vessel, multiproduct pipelines are the safest and most economical way of conveying petroleum products over long distances day and night. During the last two decades, the operational…

Differential Geometry · Mathematics 2022-03-30 Amir Baghban , Majid Yousefikhoshbakht

We present an open-source solution for the operational control of drinking water distribution networks which accounts for the inherent uncertainty in water demand and electricity prices in the day-ahead market of a volatile deregulated…

Optimization and Control · Mathematics 2019-04-25 Pantelis Sopasakis , Ajay K. Sampathirao , Alberto Bemporad , Panagiotis Patrinos

We propose an ML-based model that automates and expedites the solution of MIPs by predicting the values of variables. Our approach is motivated by the observation that many problem instances share salient features and solution structures…

Optimization and Control · Mathematics 2023-02-24 Konstantinos Benidis , Ugo Rosolia , Syama Rangapuram , George Iosifidis , Georgios Paschos