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Federated Learning (FL) has opened the opportunity for collaboratively training machine learning models on heterogeneous mobile or Edge devices while keeping local data private.With an increase in its adoption, a growing concern is related…

Machine Learning · Computer Science 2022-09-15 Laércio Lima Pilla

Motivated by the current global high inflation scenario, we aim to discover a dynamic multi-period allocation strategy to optimally outperform a passive benchmark while adhering to a bounded leverage limit. To this end, we formulate an…

Portfolio Management · Quantitative Finance 2023-05-26 Chendi Ni , Yuying Li , Peter A. Forsyth

Nowadays hybrid evolutionary algorithms, i.e, heuristic search algorithms combining several mutation operators some of which are meant to implement stochastically a well known technique designed for the specific problem in question while…

Neural and Evolutionary Computing · Computer Science 2014-04-23 Boris Mitavskiy , Jun He

In the past decade, many parameterized algorithms were developed for packing problems. Our goal is to obtain tradeoffs that improve the running times of these algorithms at the cost of computing approximate solutions. Consider a packing…

Data Structures and Algorithms · Computer Science 2015-05-05 Meirav Zehavi

In this paper we show how to implement in a simple way some complex real-life constraints on the portfolio optimization problem, so that it becomes amenable to quantum optimization algorithms. Specifically, first we explain how to obtain…

Portfolio Management · Quantitative Finance 2021-08-23 Samuel Palmer , Serkan Sahin , Rodrigo Hernandez , Samuel Mugel , Roman Orus

In a fixed budget ranking and Selection (R&S) problem, one aims to identify the best design among a finite number of candidates by efficiently allocating the given computing budget to evaluate design performance. Classical methods for R&S…

Optimization and Control · Mathematics 2024-07-11 Yuhao Wang , Enlu Zhou

This paper derives polynomial-time approximation schemes for several NP-hard stochastic optimization problems from the algorithmic mechanism design and operations research literatures. The problems we consider involve a principal or seller…

Computer Science and Game Theory · Computer Science 2025-09-18 Robin Bowers , Marius Garbea , Emmanouil Pountourakis , Samuel Taggart

In this paper, an exact algorithm in polynomial time is developed to solve unrestricted binary quadratic programs. The computational complexity is $O\left( n^{\frac{15}{2}}\right) $, although very conservative, it is sufficient to prove…

Data Structures and Algorithms · Computer Science 2021-02-02 Juan Ignacio Mulero-Martínez

This paper studies line planning for urban bus networks that face multiple resource limits such as budget, labor, and emission caps while using heterogeneous fleets. The objective is to maximize total reward from serving passengers by…

Optimization and Control · Mathematics 2026-04-07 Hongyi Jiang , Igor Averbakh , Samitha Samaranayake

We analyze the run-time complexity of computing allocations that are both fair and maximize the utilitarian social welfare, defined as the sum of agents' utilities. We focus on two tractable fairness concepts: envy-freeness up to one item…

Computer Science and Game Theory · Computer Science 2024-09-23 Haris Aziz , Xin Huang , Nicholas Mattei , Erel Segal-Halevi

Financial portfolio optimization is a widely studied problem in mathematics, statistics, financial and computational literature. It adheres to determining an optimal combination of weights associated with financial assets held in a…

Portfolio Management · Quantitative Finance 2013-01-21 Ankit Dangi

In this paper, we present a polynomial-time algorithm for the maximum clique problem, which implies P = NP. Our algorithm is based on a continuous game-theoretic representation of this problem and at its heart lies a discrete-time dynamical…

Computer Science and Game Theory · Computer Science 2021-11-05 Ioannis Avramopoulos

In the problem of online portfolio selection as formulated by Cover (1991), the trader repeatedly distributes her capital over $ d $ assets in each of $ T > 1 $ rounds, with the goal of maximizing the total return. Cover proposed an…

Optimization and Control · Mathematics 2025-03-11 Rémi Jézéquel , Dmitrii M. Ostrovskii , Pierre Gaillard

Scalable real-time assortment optimization has become essential in e-commerce operations due to the need for personalization and the availability of a large variety of items. While this can be done when there are simplistic assortment…

Artificial Intelligence · Computer Science 2021-03-03 Theja Tulabandhula , Deeksha Sinha , Saketh Karra

Running machine learning algorithms on large and rapidly growing volumes of data is often computationally expensive, one common trick to reduce the size of a data set, and thus reduce the computational cost of machine learning algorithms,…

Machine Learning · Computer Science 2022-01-25 Shaojie Tang , Jing Yuan

In many applications such as rationing medical care and supplies, university admissions, and the assignment of public housing, the decision of who receives an allocation can be justified by various normative criteria. Such settings have…

Computer Science and Game Theory · Computer Science 2023-05-30 Siddhartha Banerjee , Matthew Eichhorn , David Kempe

The portfolio optimization problem in which the variances of the return rates of assets are not identical is analyzed in this paper using the methodology of statistical mechanical informatics, specifically, replica analysis. We define two…

Portfolio Management · Quantitative Finance 2016-12-15 Takashi Shinzato

Constrained submodular set function maximization problems often appear in multi-agent decision-making problems with a discrete feasible set. A prominent example is the problem of multi-agent mobile sensor placement over a discrete domain.…

Optimization and Control · Mathematics 2020-12-01 Navid Rezazadeh , Solmaz S. Kia

We consider the optimization problem of a multi-resource, multi-unit VCG auction that produces an optimal, i.e., non-approximated, social welfare. We present an algorithm that solves this optimization problem with pseudo-polynomial…

Computer Science and Game Theory · Computer Science 2019-05-23 Liran Funaro , Orna Agmon Ben-Yehuda , Assaf Schuster

I settle the computational complexity of student-project-resource matching-allocation problems, in which students and resources are assigned to projects \citep{pc2017}. A project's capacity for students is endogenously determined by the…

Computer Science and Game Theory · Computer Science 2019-02-13 Anisse Ismaili
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