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A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…

Computational Finance · Quantitative Finance 2021-01-11 Thomas Deschatre , Joseph Mikael

We introduce Stochastic Probing with Prices (SPP), a variant of the Stochastic Probing (SP) model in which we must pay a price to probe an element. A SPP problem involves two set systems $(N,\mathcal{I}_{in})$ and $(N,\mathcal{I}_{out})$…

Data Structures and Algorithms · Computer Science 2019-01-09 Ben Chugg , Takanori Maehara

Coverage path planning (CPP) is a critical problem in robotics, where the goal is to find an efficient path that covers every point in an area of interest. This work addresses the power-constrained CPP problem with recharge for…

Robotics · Computer Science 2024-10-28 Mirco Theile , Harald Bayerlein , Marco Caccamo , Alberto L. Sangiovanni-Vincentelli

The paper focuses on a new class of combinatorial problems which consists in restructuring of solutions (as sets/structures) in combinatorial optimization. Two main features of the restructuring process are examined: (i) a cost of the…

Artificial Intelligence · Computer Science 2015-12-22 Mark Sh. Levin

Decision-making problems can be modeled as combinatorial optimization problems with Constraint Programming formalisms such as Constrained Optimization Problems. However, few Constraint Programming formalisms can deal with both optimization…

Artificial Intelligence · Computer Science 2022-05-24 Valentin Antuori , Florian Richoux

Packing rings into a minimum number of rectangles is an optimization problem which appears naturally in the logistics operations of the tube industry. It encompasses two major difficulties, namely the positioning of rings in rectangles and…

Optimization and Control · Mathematics 2019-01-07 Ambros Gleixner , Stephen Maher , Benjamin Müller , João Pedro Pedroso

In the context of continual learning, prototypes-as representative class embeddings-offer advantages in memory conservation and the mitigation of catastrophic forgetting. However, challenges related to semantic drift and prototype…

Machine Learning · Computer Science 2023-11-14 Zhuowei Li , Long Zhao , Zizhao Zhang , Han Zhang , Di Liu , Ting Liu , Dimitris N. Metaxas

Deep neural networks based on reinforcement learning (RL) for solving combinatorial optimization (CO) problems are developing rapidly and have shown a tendency to approach or even outperform traditional solvers. However, existing methods…

Machine Learning · Computer Science 2024-05-24 Chaoyang Wang , Pengzhi Cheng , Jingze Li , Weiwei Sun

The length-constrained cycle partition problem (LCCP) is a graph optimization problem in which a set of nodes must be partitioned into a minimum number of cycles. Every node is associated with a critical time and the length of every cycle…

Optimization and Control · Mathematics 2024-02-05 Mohammed Ghannam , Gioni Mexi , Edward Lam , Ambros Gleixner

Current methods for end-to-end constructive neural combinatorial optimization usually train a policy using behavior cloning from expert solutions or policy gradient methods from reinforcement learning. While behavior cloning is…

Machine Learning · Computer Science 2024-11-05 Jonathan Pirnay , Dominik G. Grimm

Many discrete optimization problems are amenable to constrained shortest-path reformulations in an extended network space, a technique that has been key in convexification, bound strengthening, and search. In this paper, we propose a…

Optimization and Control · Mathematics 2024-07-09 Leonardo Lozano , David Bergman , Andre A. Cire

Reinforcement Learning (RL) has emerged as a powerful tool for neural combinatorial optimization, enabling models to learn heuristics that solve complex problems without requiring expert knowledge. Despite significant progress, existing RL…

Machine Learning · Computer Science 2025-05-14 Mingjun Pan , Guanquan Lin , You-Wei Luo , Bin Zhu , Zhien Dai , Lijun Sun , Chun Yuan

We consider the profit-maximization problem solved by an electricity retailer who aims at designing a menu of contracts. This is an extension of the unit-demand envy-free pricing problem: customers aim to choose a contract maximizing their…

Optimization and Control · Mathematics 2023-04-04 Quentin Jacquet , Wim van Ackooij , Clémence Alasseur , Stéphane Gaubert

Combinatorial optimization problems, such as scheduling and route planning, are crucial in various industries but are computationally intractable due to their NP-hard nature. Neural Combinatorial Optimization methods leverage machine…

Machine Learning · Computer Science 2025-02-14 Imanol Echeverria , Maialen Murua , Roberto Santana

The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems…

Pricing of Securities · Quantitative Finance 2008-12-02 Grace Lin , Yingdong Lu , David Yao

Many combinatorial optimization problems entail a number of hierarchically dependent optimization problems. An often used solution is to associate a suitably large cost with each individual optimization problem, such that the solution of…

Logic in Computer Science · Computer Science 2009-04-02 Josep Argelich , Ines Lynce , Joao Marques-Silva

Column generation is an iterative method used to solve a variety of optimization problems. It decomposes the problem into two parts: a master problem, and one or more pricing problems (PP). The total computing time taken by the method is…

Optimization and Control · Mathematics 2022-01-10 Mouad Morabit , Guy Desaulniers , Andrea Lodi

This paper considers the application of Model Predictive Control (MPC) to a weighted coverage path planning (WCPP) problem. The problem appears in a wide range of practical applications, including search and rescue (SAR) missions. The basic…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Kilian Schweppe , Ludmila Moshagen , Georg Schildbach

In this article, we introduce and study the Quadratic Bin Packing Problem (QBPP), which generalizes the classical bin packing problem by introducing a fixed cost for each used bin and a pairwise cost (or profit) incurred whenever two items…

Optimization and Control · Mathematics 2026-04-06 Vítor Gomes Chagas , Alberto Locatelli , Flávio Keidi Miyazawa , Manuel Iori

This paper presents a unified optimization-based path planning approach to efficiently compute locally optimal solutions to advanced path planning problems. The approach is motivated by first showing that a lattice-based path planner can be…

Optimization and Control · Mathematics 2019-03-26 Kristoffer Bergman , Oskar Ljungqvist , Daniel Axehill