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We show how to restrict the analysis of a class of online problems that includes the $k$-server problem in finite metrics such that we only have to consider finite sequences of request. When applying the restrictions, both the optimal…

Data Structures and Algorithms · Computer Science 2013-03-13 Tobias Mömke

We study two canonical online optimization problems under capacity/budget constraints: the fractional one-way trading problem (OTP) and the integral online knapsack problem (OKP) under an infinitesimal assumption. Under the competitive…

Data Structures and Algorithms · Computer Science 2020-09-23 Ying Cao , Bo Sun , Danny H. K. Tsang

This paper is concerned with the convergence rates of subsonic flows for airfoil problem and infinite long largely-open nozzle problem, which is an improvement of [7,11,15,20]. The maximum principle is applied to estimate the potential…

Analysis of PDEs · Mathematics 2023-04-10 Lei Ma , Tian-Yi Wang

In this paper we provide an algorithm for maintaining a $(1-\epsilon)$-approximate maximum flow in a dynamic, capacitated graph undergoing edge additions. Over a sequence of $m$-additions to an $n$-node graph where every edge has capacity…

Data Structures and Algorithms · Computer Science 2022-12-14 Jan van den Brand , Yang P. Liu , Aaron Sidford

A drawdown constraint forces the current wealth to remain above a given function of its maximum to date. We consider the portfolio optimisation problem of maximising the long-term growth rate of the expected utility of wealth subject to a…

Portfolio Management · Quantitative Finance 2013-04-23 Vladimir Cherny , Jan Obloj

This paper studies chance-constrained stochastic optimization problems with finite support. It presents an iterative method that solves reduced-size chance-constrained models obtained by partitioning the scenario set. Each reduced problem…

Optimization and Control · Mathematics 2024-11-26 Marius Roland , Alexandre Forel , Thibaut Vidal

We study the problem of maximizing a monotone increasing submodular function over a set of weighted elements subject to a knapsack constraint. Although this problem is NP-hard, many applications require exact solutions, as approximate…

Data Structures and Algorithms · Computer Science 2025-10-21 Sabine Münch , Stephen Raach

Chance constraints are frequently used to limit the probability of constraint violations in real-world optimization problems where the constraints involve stochastic components. We study chance-constrained submodular optimization problems,…

Optimization and Control · Mathematics 2023-09-27 Xiankun Yan , Anh Viet Do , Feng Shi , Xiaoyu Qin , Frank Neumann

This study introduces an optimal mechanism in a dynamic stochastic knapsack environment. The model features a single seller who has a fixed quantity of a perfectly divisible item. Impatient buyers with a piece-wise linear utility function…

Computer Science and Game Theory · Computer Science 2024-02-23 Jihyeok Jung , Chan-Oi Song , Deok-Joo Lee , Kiho Yoon

We study the framework of a dynamic decision-making scenario with resource constraints. In this framework, an agent, whose target is to maximize the total reward under the initial inventory, selects an action in each round upon observing a…

Machine Learning · Computer Science 2024-12-19 Zhaohua Chen , Rui Ai , Mingwei Yang , Yuqi Pan , Chang Wang , Xiaotie Deng

In this paper we propose a new iterative algorithm to solve the fair PCA (FPCA) problem. We start with the max-min fair PCA formulation originally proposed in [1] and derive a simple and efficient iterative algorithm which is based on the…

Machine Learning · Statistics 2023-05-11 Prabhu Babu , Petre Stoica

We develop a least-squares method for computing the analytic capacity of compact plane sets with piecewise-analytic boundary. The method furnishes rigorous upper and lower bounds which converge to the true value of the capacity. Several…

Complex Variables · Mathematics 2015-12-17 Malik Younsi , Thomas Ransford

We address the classical knapsack problem and a variant in which an upper bound is imposed on the number of items that can be selected. We show that appropriate combinations of rounding techniques yield novel and powerful ways of rounding.…

Computational Complexity · Computer Science 2007-05-23 Monaldo Mastrolilli , Marcus Hutter

We present an $\tilde{O}\left(m^{\frac{10}{7}}U^{\frac{1}{7}}\right)$-time algorithm for the maximum $s$-$t$ flow problem and the minimum $s$-$t$ cut problem in directed graphs with $m$ arcs and largest integer capacity $U$. This matches…

Data Structures and Algorithms · Computer Science 2016-08-23 Aleksander Madry

An improved fully polynomial-time approximation scheme and a greedy heuristic for the fractional length-bounded maximum multicommodity flow problem with unit edge-lengths are proposed. Computational experiments are carried out on benchmark…

Data Structures and Algorithms · Computer Science 2017-08-03 Pavel Borisovsky , Anton Eremeev , Sergei Hrushev , Vadim Teplyakov , Mikhail Vorozhtsov

This work presents an empirical analysis of exact algorithms for the unbounded knapsack problem, which includes seven algorithms from the literature, two commercial solvers, and more than ten thousand instances. The terminating step-off, a…

Data Structures and Algorithms · Computer Science 2019-03-22 Henrique Becker , Luciana S. Buriol

In this paper, we show a tight approximation guarantee for budget-feasible mechanisms with an additive buyer. We propose a new simple randomized mechanism with approximation ratio of $2$, improving the previous best known result of $3$. Our…

Computer Science and Game Theory · Computer Science 2020-07-22 Nick Gravin , Yaonan Jin , Pinyan Lu , Chenhao Zhang

In the max-min allocation problem a set $P$ of players are to be allocated disjoint subsets of a set $R$ of indivisible resources, such that the minimum utility among all players is maximized. We study the restricted variant, also known as…

Data Structures and Algorithms · Computer Science 2025-01-28 Penny Haxell , Tibor Szabó

We study the stochastic versions of a broad class of combinatorial problems where the weights of the elements in the input dataset are uncertain. The class of problems that we study includes shortest paths, minimum weight spanning trees,…

Data Structures and Algorithms · Computer Science 2016-11-18 Jian Li , Amol Deshpande

For many optimization problems in machine learning, finding an optimal solution is computationally intractable and we seek algorithms that perform well in practice. Since computational intractability often results from pathological…

Machine Learning · Computer Science 2021-02-25 Eric Balkanski , Sharon Qian , Yaron Singer