Related papers: Linear lexicographic optimization and preferential…
Under some mild Markov assumptions it is shown that the problem of designing optimal sequential tests for two simple hypotheses can be formulated as a linear program. The result is derived by investigating the Lagrangian dual of the…
Given an Eulerian graph G, in the Maximum Eulerian Cycle Decomposition problem, we are interested in finding a collection of edge-disjoint cycles {E_1, E_2, ..., E_k} in G such that all edges of G are in exactly one cycle and k is maximum.…
This paper addresses the efficient computation of Jacobian matrices for programs composed of sequential differentiable subprograms. By representing the overall Jacobian as a chain product of the Jacobians of these subprograms, we reduce the…
The aim of this paper is to solve linear semidefinite programs arising from higher-order Lasserre relaxations of unconstrained binary quadratic optimization problems. For this we use an interior point method with a preconditioned conjugate…
Large language models show great potential in generating and optimizing code. Widely used sampling methods such as Nucleus Sampling increase the diversity of generation but often produce repeated samples for low temperatures and incoherent…
We consider a distribution logistics scenario where a shipping operator, managing a limited amount of resources, receives a stream of collection requests, issued by a set of customers along a booking time-horizon, that are referred to a…
We consider a class of optimization problems that involve determining the maximum value that a function in a particular class can attain subject to a collection of difference constraints. We show that a particular linear programming…
The crew rostering problem (CRP) for pilots is a complex crew scheduling task assigning pairings, or sequences of flights starting and ending at the same airport, to pilots to create a monthly schedule. In this paper, we propose an…
We consider the problem of the optimization of bidding strategies in prior-dependent revenue-maximizing auctions, when the seller fixes the reserve prices based on the bid distributions. Our study is done in the setting where one bidder is…
Tiering is an essential technique for building large-scale information retrieval systems. While the selection of documents for high priority tiers critically impacts the efficiency of tiering, past work focuses on optimizing it with respect…
In this work, we revisit a classical incremental implementation of the primal-descent dual-ascent gradient method used for the solution of equality constrained optimization problems. We provide a short proof that establishes the linear…
Bilevel programming can be used to formulate many problems in the field of power systems, such as strategic bidding. However, common reformulations of bilevel problems to mixed-integer linear programs make solving such problems hard, which…
Operations research practitioners frequently want to model complicated functions that are are difficult to encode in their underlying optimisation framework. A common approach is to solve an approximate model, and to use a simulation to…
The paper proposes a linesearch for a primal-dual method. Each iteration of the linesearch requires to update only the dual (or primal) variable. For many problems, in particular for regularized least squares, the linesearch does not…
This paper focuses on linearisation techniques for a class of mixed singular/continuous control problems and ensuing algorithms. The motivation comes from (re)insurance problems with reserve-dependent premiums with Cram{\'e}r-Lundberg…
A Bayesian optimization algorithm for the nurse scheduling problem is presented, which involves choosing a suitable scheduling rule from a set for each nurses assignment. Unlike our previous work that used Gas to implement implicit…
Freighter airlines need to recover both aircraft and cargo schedules when disruptions happen. This process is usually divided into three sequential decisions to recovery flights, aircraft, and cargoes. This study focuses on the integrated…
This paper investigates the capabilities of large language models (LLMs) in formulating and solving decision-making problems using mathematical programming. We first conduct a systematic review and meta-analysis of recent literature to…
This paper develops an exact solution framework for the choice-based time slot management problem under mixed logit demand in attended home delivery systems. The problem jointly optimizes delivery slot offerings, price discounts, and…
An important yet challenging problem in numerical linear algebra is finding a principal submatrix with maximum determinant from a given symmetric positive semidefinite matrix. This problem arises in experimental design, statistics, and…