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We introduce an efficient computational framework for solving a class of multi-marginal martingale optimal transport problems, which includes many robust pricing problems of large financial interest. Such problems are typically…

Computational Finance · Quantitative Finance 2025-03-21 Linn Engström , Sigrid Källblad , Johan Karlsson

Entropic regularization is quickly emerging as a new standard in optimal transport (OT). It enables to cast the OT computation as a differentiable and unconstrained convex optimization problem, which can be efficiently solved using the…

Machine Learning · Statistics 2018-02-21 Mathieu Blondel , Vivien Seguy , Antoine Rolet

Encoding constraints into neural networks is attractive. This paper studies how to introduce the popular positive linear satisfiability to neural networks. We propose the first differentiable satisfiability layer based on an extension of…

Artificial Intelligence · Computer Science 2024-07-22 Runzhong Wang , Yunhao Zhang , Ziao Guo , Tianyi Chen , Xiaokang Yang , Junchi Yan

Autonomous navigation requires robots to generate trajectories for collision avoidance efficiently. Although plenty of previous works have proven successful in generating smooth and spatially collision-free trajectories, their solutions…

Robotics · Computer Science 2023-09-18 Zhefan Xu , Kenji Shimada

The use of optimal transport (OT) distances, and in particular entropic-regularised OT distances, is an increasingly popular evaluation metric in many areas of machine learning and data science. Their use has largely been driven by the…

Machine Learning · Computer Science 2023-10-10 Fengpei Wang , Clarice Poon , Tony Shardlow

The $k$-opt algorithm is one of the simplest and most widely used heuristics for solving the traveling salesman problem. Starting from an arbitrary tour, the $k$-opt algorithm improves the current tour in each iteration by exchanging up to…

Data Structures and Algorithms · Computer Science 2025-07-17 Sophia Heimann , Hung P. Hoang , Stefan Hougardy

The celebrated result of Kabanets and Impagliazzo (Computational Complexity, 2004) showed that PIT algorithms imply circuit lower bounds, and vice versa. Since then it has been a major challenge to understand the precise connections between…

Computational Complexity · Computer Science 2025-08-19 Robert Andrews , Deepanshu Kush , Roei Tell

We consider a class of pattern matching problems where a normalising transformation is applied at every alignment. Normalised pattern matching plays a key role in fields as diverse as image processing and musical information processing…

Data Structures and Algorithms · Computer Science 2015-03-19 Ayelet Butman , Peter Clifford , Raphael Clifford , Markus Jalsenius , Noa Lewenstein , Benny Porat , Ely Porat , Benjamin Sach

Recently increasing penetration of renewable energy generation brings challenges for power system operators to perform efficient power generation daily scheduling, due to the intermittent nature of the renewable generation and discrete…

Optimization and Control · Mathematics 2019-10-22 Yongpei Guan , Kai Pan , Kezhuo Zhou

We provide faster strongly polynomial time algorithms solving maximum flow in structured $n$-node $m$-arc networks. Our results imply an $n^{\omega + o(1)}$-time strongly polynomial time algorithms for computing a maximum bipartite…

Data Structures and Algorithms · Computer Science 2025-10-24 Daniel Dadush , James B. Orlin , Aaron Sidford , László A. Végh

We study the problem of motion planning for a collection of $n$ labeled unit disc robots in a polygonal environment. We assume that the robots have revolving areas around their start and final positions: that each start and each final is…

Robotics · Computer Science 2023-06-16 Pankaj K. Agarwal , Tzvika Geft , Dan Halperin , Erin Taylor

We consider the problem of computing a Steiner tree of minimum cost under a hop constraint which requires the depth of the tree to be at most $k$. Our main result is an exact algorithm for metrics induced by graphs with bounded treewidth…

Data Structures and Algorithms · Computer Science 2022-10-12 Martin Böhm , Ruben Hoeksma , Nicole Megow , Lukas Nölke , Bertrand Simon

Matrix scaling and matrix balancing are two basic linear-algebraic problems with a wide variety of applications, such as approximating the permanent, and pre-conditioning linear systems to make them more numerically stable. We study the…

The maximum common subtree isomorphism problem asks for the largest possible isomorphism between subtrees of two given input trees. This problem is a natural restriction of the maximum common subgraph problem, which is ${\sf NP}$-hard in…

Data Structures and Algorithms · Computer Science 2016-08-23 Andre Droschinsky , Nils M. Kriege , Petra Mutzel

Here we study the NP-complete $K$-SAT problem. Although the worst-case complexity of NP-complete problems is conjectured to be exponential, there exist parametrized random ensembles of problems where solutions can typically be found in…

Disordered Systems and Neural Networks · Physics 2019-07-11 Hendrik Schawe , Roman Bleim , Alexander K. Hartmann

The matrix scaling problem, particularly the Sinkhorn-Knopp algorithm, has been studied for over 60 years. In practice, the algorithm often yields high-quality approximations within just a few iterations. Theoretically, however, the…

Data Structures and Algorithms · Computer Science 2025-08-12 Kun He

Optimal Transport, a theory for optimal allocation of resources, is widely used in various fields such as astrophysics, machine learning, and imaging science. However, many applications impose elementwise constraints on the transport plan…

Optimization and Control · Mathematics 2022-06-28 Zixuan Cang , Qing Nie , Yanxiang Zhao

We present a pseudopolynomial-time algorithm for the Knapsack problem that has running time $\widetilde{O}(n + t\sqrt{p_{\max}})$, where $n$ is the number of items, $t$ is the knapsack capacity, and $p_{\max}$ is the maximum item profit.…

Data Structures and Algorithms · Computer Science 2024-07-02 Karl Bringmann , Anita Dürr , Adam Polak

This paper presents a new extension of the classical Heron problem, termed the generalized $(k,m)$-Heron problem, which seeks an optimal configuration among $k$ feasible and $m$ target non-empty closed convex sets in $\mathbb{R}^n$. The…

Optimization and Control · Mathematics 2026-01-21 Triloki Nath , Manohar Choudhary , Ram K. Pandey

This paper addresses the problem of enumerating all supported efficient solutions for a linear multi-objective integer minimum cost flow problem (MOIMCF). It derives an output-polynomial time algorithm to determine all supported efficient…

Optimization and Control · Mathematics 2025-06-02 David Könen , Michael Stiglmayr
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