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We present a general method for obtaining strong bounds for discrete optimization problems that is based on a concept of branching duality. It can be applied when no useful integer programming model is available, and we illustrate this with…

Data Structures and Algorithms · Computer Science 2019-08-22 J. G. Benade , J. N. Hooker

We propose a new approach for solving combinatorial optimization problem by utilizing the mechanism of chases and escapes, which has a long history in mathematics. In addition to the well-used steepest descent and neighboring search, we…

Artificial Intelligence · Computer Science 2018-04-25 Toru Ohira

Deep reinforcement learning excels in numerous large-scale practical applications. However, existing performance analyses ignores the unique characteristics of continuous-time control problems, is unable to directly estimate the…

Machine Learning · Computer Science 2024-03-08 Shuyu Yin , Qixuan Zhou , Fei Wen , Tao Luo

We show strong uniform convergence of monotone P1 finite element methods to the viscosity solution of isotropic parabolic Hamilton-Jacobi-Bellman equations with mixed boundary conditions on unstructured meshes and for possibly degenerate…

Numerical Analysis · Mathematics 2021-05-21 Bartosz Jaroszkowski , Max Jensen

In this article, by using several new crucial {\it a priori} estimates which are still absent in the literature, we provide a comprehensive resolution of the first order generic mean field type control problems and also establish the…

Optimization and Control · Mathematics 2023-09-18 Alain Bensoussan , Tak Kwong Wong , Sheung Chi Phillip Yam , Hongwei Yuan

It is well known that mean-variance portfolio selection is a time-inconsistent optimal control problem in the sense that it does not satisfy Bellman's optimality principle and therefore the usual dynamic programming approach fails. We…

Portfolio Management · Quantitative Finance 2012-05-23 Christoph Czichowsky

We describe a framework for reformulating and solving optimization problems that generalizes the well-known framework originally introduced by Benders. We discuss details of the application of the procedures to several classes of…

Optimization and Control · Mathematics 2023-07-14 Suresh Bolusani , Ted K. Ralphs

We describe a convex relaxation for the Gilbert-Steiner problem both in $R^d$ and on manifolds, extending the framework proposed in [9], and we discuss its sharpness by means of calibration type arguments. The minimization of the resulting…

Optimization and Control · Mathematics 2018-10-15 Mauro Bonafini , Édouard Oudet

In this paper, we introduce the notion of Cartesian Forest, which generalizes Cartesian Trees, in order to deal with partially ordered sequences. We show that algorithms that solve both exact and approximate Cartesian Tree Matching can be…

Data Structures and Algorithms · Computer Science 2025-10-20 Bastien Auvray , Julien David , Richard Groult , Thierry Lecroq

We give a constant factor approximation algorithm for the asymmetric traveling salesman problem when the support graph of the solution of the Held-Karp linear programming relaxation has bounded orientable genus.

Data Structures and Algorithms · Computer Science 2011-01-17 Shayan Oveis Gharan , Amin Saberi

The generalized traveling salesman problem (GTSP) is an extension of the well-known traveling salesman problem. In GTSP, we are given a partition of cities into groups and we are required to find a minimum length tour that includes exactly…

Data Structures and Algorithms · Computer Science 2010-03-30 Gregory Gutin , Daniel Karapetyan

We describe an algorithm to solve Bellman optimization that replaces a sum over paths determining the optimal cost-to-go by an analytic method localized in state space. Our approach follows from the established relation between stochastic…

Optimization and Control · Mathematics 2022-12-02 Michael D. Schneider , Caleb Miller , George F. Chapline , Jane Pratt , Dan Merl

We aim to enable a mobile robot to navigate through environments with dense crowds, e.g., shopping malls, canteens, train stations, or airport terminals. In these challenging environments, existing approaches suffer from two common…

Robotics · Computer Science 2018-10-02 Tingxiang Fan , Xinjing Cheng , Jia Pan , Pinxin Long , Wenxi Liu , Ruigang Yang , Dinesh Manocha

In the Traveling Salesman Problem (TSP), a list of cities and the distances between them are given. The goal is to find the shortest possible route that visits each city exactly once and returns to the original city. The TSP has a wide…

Optimization and Control · Mathematics 2019-06-17 Johnny Seay , Edwin Gonzalez , Stephen Lowe , Jesse Crawford , Bryant Wyatt

We consider a finite-time stochastic drift control problem with the assumption that the control is bounded and the system is controlled until the state process leaves the half-line. Assuming general conditions, it is proved that the…

Optimization and Control · Mathematics 2025-12-10 Dariusz Zawisza

We present a self-learning approach that combines deep reinforcement learning and Monte Carlo tree search to solve the traveling salesman problem. The proposed approach has two advantages. First, it adopts deep reinforcement learning to…

Machine Learning · Computer Science 2020-05-15 Zhihao Xing , Shikui Tu , Lei Xu

We concern the problem of modifying the edge lengths of a tree in minimum total cost so that the prespecified $p$ vertices become the $p$-maxian with respect to the new edge lengths. This problem is called the inverse $p$-maxian problem on…

Optimization and Control · Mathematics 2015-05-20 Kien Trung Nguyen

We consider algorithms and lower bounds for various problems over forest languages; as input models we allow forest algebras, deterministic forest automata and nondeterministic forest automata. For the equivalence problem, we give an…

Formal Languages and Automata Theory · Computer Science 2021-06-07 Marcial Gaißert , Manfred Kufleitner

Many problems in machine learning involve calculating correspondences between sets of objects, such as point clouds or images. Discrete optimal transport provides a natural and successful approach to such tasks whenever the two sets of…

Machine Learning · Statistics 2019-02-28 David Alvarez-Melis , Stefanie Jegelka , Tommi S. Jaakkola

In this paper we present a new population based metaheuristic called the fixed set search (FSS). The proposed approach represents a method of adding a learning mechanism to the greedy randomized adaptive search procedure (GRASP). The basic…

Artificial Intelligence · Computer Science 2018-09-14 Raka Jovanovic , Milan Tuba , Stefan Voss