Related papers: Dynamic unsplittable flows with path-change penalt…
Network flow formulations are among the most successful tools to solve optimization problems. Such formulations correspond to determining an optimal flow in a network. One particular class of network flow formulations is the arc flow, where…
This paper considers the problem of designing a dynamical system to solve constrained optimization problems in a distributed way and in an anytime fashion (i.e., such that the feasible set is forward invariant). For problems with separable…
The precise description of quantum nuclear fluctuations in atomistic modelling is possible by employing path integral techniques, which involve a considerable computational overhead due to the need of simulating multiple replicas of the…
In its simplest form, the traffic flow prediction problem is restricted to predicting a single time-step into the future. Multi-step traffic flow prediction extends this set-up to the case where predicting multiple time-steps into the…
A dynamical systems approach to turbulence envisions the flow as a trajectory through a high-dimensional state space transiently visiting the neighbourhoods of unstable simple invariant solutions (E. Hopf, Commun. Appl. Maths 1, 303, 1948).…
Path marginal cost (PMC) is a crucial component in solving path-based system-optimal dynamic traffic assignment (SO-DTA), dynamic origin-destination demand estimation (DODE), and network resilience analysis. However, accurately evaluating…
In this paper, we study the single-item economic lot-sizing problem with production cost functions that are piecewise linear. The lot-sizing problem stands as a foundational cornerstone within the domain of lot-sizing problems. It is also…
Stable flows generalize the well-known concept of stable matchings to markets in which transactions may involve several agents, forwarding flow from one to another. An instance of the problem consists of a capacitated directed network, in…
Numerical simulations for flow and transport in subsurface porous media often prove computationally prohibitive due to property data availability at multiple spatial scales that can vary by orders of magnitude. A number of model order…
On the basis of additive schemes (splitting schemes) we construct efficient numerical algorithms to solve approximately the initial-boundary value problems for systems of time-dependent partial differential equations (PDEs). In many applied…
In this paper, we are concerned with the sign-changing solutions of variational inequality problems. In order to give the existence results of the sign-changing solutions for variational inequality problems, we first construct a suitable…
We propose a new approach to solving dynamic decision problems with unbounded rewards based on the transformations used in Q-learning. In our case, the objective of the transform is to convert an unbounded dynamic program into a bounded…
We introduce capital flow constraints, loss of good will and loan to the lot sizing problem. Capital flow constraint is different from traditional capacity constraints: when a manufacturer launches production, its present capital should not…
We consider the problem of online scheduling on a single machine in order to minimize weighted flow time. The existing algorithms for this problem (STOC '01, SODA '03, FOCS '18) all require exact knowledge of the processing time of each…
A series of novel filters for probabilistic inference that propose an alternative way of performing Bayesian updates, called particle flow filters, have been attracting recent interest. These filters provide approximate solutions to…
In a wide range of applications it is desirable to optimally control a dynamical system with respect to concurrent, potentially competing goals. This gives rise to a multiobjective optimal control problem where, instead of computing a…
We propose a new algorithm to obtain max flow for the multicommodity flow. This algorithm utilizes the max-flow min-cut theorem and the well known labeling algorithm due to Ford and Fulkerson [1]. We proceed as follows: We select one…
We consider an optimal control problem for an abstract nonlinear dissipative evolution equation. The differential constraint is penalized by augmenting the target functional by a nonnegative global-in-time functional which is null-minimized…
In this paper we study a variant of the branched transportation problem, that we call multi-material transport problem. This is a transportation problem, where distinct commodities are transported simultaneously along a network. The cost of…
We propose an optimal algorithm for solving the longest path problem in undirected weighted graphs. By using graph partitioning and dynamic programming, we obtain an algorithm that is significantly faster than other state-of-the-art…