Related papers: Optimal Routing for Constant Function Market Maker…

Portfolio optimization is an important process in finance that consists in finding the optimal asset allocation that maximizes expected returns while minimizing risk. When assets are allocated in discrete units, this is a combinatorial…

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…

Optimal transport on a graph focuses on finding the most efficient way to transfer resources from one distribution to another while considering the graph's structure. This paper introduces a new distributed algorithm that solves the optimal…

This paper addresses the challenges of decision-making for autonomous vehicles under faults during a transport mission. A real-time decision-making problem of vehicle routing planning considering maintenance management is formulated as an…

Optimal transport is a framework that facilitates the most efficient allocation of a limited amount of resources. However, the most efficient allocation scheme does not necessarily preserve the most fairness. In this paper, we establish a…

We consider the traffic assignment problem in nonatomic routing games where the players' cost functions may be subject to random fluctuations (e.g., weather disturbances, perturbations in the underlying network, etc.). We tackle this…

We consider a two-way trading problem, where investors buy and sell a stock whose price moves within a certain range. Naturally they want to maximize their profit. Investors can perform up to $k$ trades, where each trade must involve the…

Consider the problem of optimally matching two measures on the circle, or equivalently two periodic measures on the real line, and suppose the cost of matching two points satisfies the Monge condition. We introduce a notion of locally…

Finding the optimal product prices and product assortment are two fundamental problems in revenue management. Usually, a seller needs to jointly determine the prices and assortment while managing a network of resources with limited…

Energy saving is becoming an important issue in the design and use of computer networks. In this work we propose a problem that considers the use of rate adaptation as the energy saving strategy in networks. The problem is modeled as an…

We consider a multiple depot, multiple vehicle routing problem with fuel constraints. We are given a set of targets, a set of depots and a set of homogeneous vehicles, one for each depot. The depots are also allowed to act as refueling…

The optimal pricing problem is a fundamental problem that arises in combinatorial auctions. Suppose that there is one seller who has indivisible items and multiple buyers who want to purchase a combination of the items. The seller wants to…

We study problems arising in real-time auction markets, common in e-commerce and computational advertising, where bidders face the problem of calculating optimal bids. We focus upon a contract management problem where a demand aggregator is…

In this paper, we focus on an asynchronous distributed optimization problem. In our problem, each node is endowed with a convex local cost function, and is able to communicate with its neighbors over a directed communication network.…

Optimizing asset exchanges on blockchain-driven platforms poses a novel and challenging graph query optimization problem. In this model, assets represent vertices and exchanges form edges, recasting the graph query task as a routing problem…

In this paper, we use composite optimization algorithms to solve sigmoid networks. We equivalently transfer the sigmoid networks to a convex composite optimization and propose the composite optimization algorithms based on the linearized…

We introduce an alternative approach for constrained mathematical programming problems. It rests on two main aspects: an efficient way to compute optimal solutions for unconstrained problems, and multipliers regarded as variables for a…

In this paper we address several constrained transportation optimization problems (e.g. vehicle routing, shortest Hamiltonian path), for which we present novel algorithmic solutions and extensions, considering several optimization…

We develop a rigorous framework for global non-convex optimization by reformulating the minimization problem as a discounted infinite-horizon optimal control problem. For non-convex, continuous, and possibly non-smooth objective functions…

Internet traffic continues to grow relentlessly, driven largely by increasingly high resolution video content. Although studies have shown that the majority of packets processed by Internet routers are pass-through traffic, they nonetheless…