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Constrained submodular maximization problems encompass a wide variety of applications, including personalized recommendation, team formation, and revenue maximization via viral marketing. The massive instances occurring in modern day…

Data Structures and Algorithms · Computer Science 2024-02-20 Georgios Amanatidis , Federico Fusco , Philip Lazos , Stefano Leonardi , Rebecca Reiffenhäuser

We consider the revenue maximization problem with sharp multi-demand, in which $m$ indivisible items have to be sold to $n$ potential buyers. Each buyer $i$ is interested in getting exactly $d_i$ items, and each item $j$ gives a benefit…

Computer Science and Game Theory · Computer Science 2013-12-16 Vittorio Bilò , Michele Flammini , Gianpiero Monaco

Obtaining strong linear relaxations of capacitated covering problems constitute a major technical challenge even for simple settings. For one of the most basic cases, the Knapsack-Cover (Min-Knapsack) problem, the relaxation based on…

Data Structures and Algorithms · Computer Science 2019-12-30 Andrés Fielbaum , Ignacio Morales , José Verschae

In many online advertisement (ad) exchanges, ad slots are each sold via a separate second-price auction. This paper considers the bidder's problem of maximizing the value of ads they purchase in these auctions, subject to budget…

Computer Science and Game Theory · Computer Science 2020-03-16 Jonathan Amar , Nicholas Renegar

Addressing a complex real-world optimization problem is a challenging task. The chance-constrained knapsack problem with correlated uniform weights plays an important role in the case where dependent stochastic components are considered. We…

Data Structures and Algorithms · Computer Science 2021-02-12 Yue Xie , Aneta Neumann , Frank Neumann , Andrew M. Sutton

The chance-constrained knapsack problem is a variant of the classical knapsack problem where each item has a weight distribution instead of a deterministic weight. The objective is to maximize the total profit of the selected items under…

Neural and Evolutionary Computing · Computer Science 2020-04-09 Yue Xie , Aneta Neumann , Frank Neumann

We study online capacitated resource allocation, a natural generalization of online stochastic max-weight bipartite matching. This problem is motivated by ride-sharing and Internet advertising applications, where online arrivals may have…

Data Structures and Algorithms · Computer Science 2024-06-13 Alexander Braun , Thomas Kesselheim , Tristan Pollner , Amin Saberi

We present a new approach for studying the problem of optimal hedging of a European option in a finite and complete discrete-time market model. We consider partial hedging strategies that maximize the success probability or minimize the…

Pricing of Securities · Quantitative Finance 2009-10-28 Peter G. Lindberg

We consider the linear contextual bandit problem with resource consumption, in addition to reward generation. In each round, the outcome of pulling an arm is a reward as well as a vector of resource consumptions. The expected values of…

Machine Learning · Computer Science 2016-07-12 Shipra Agrawal , Nikhil R. Devanur

The disjunctively constrained knapsack problem consists in packing a subset of pairwisely compatible items in a capacity-constrained knapsack such that the total profit of the selected items is maximized while satisfying the knapsack…

Neural and Evolutionary Computing · Computer Science 2021-01-14 Zequn Wei , Jin-Kao Hao

In the unsplittable flow problem on a path, we are given a capacitated path $P$ and $n$ tasks, each task having a demand, a profit, and start and end vertices. The goal is to compute a maximum profit set of tasks, such that for each edge…

Data Structures and Algorithms · Computer Science 2015-03-19 Paul Bonsma , Jens Schulz , Andreas Wiese

The \Problem{knapsack} problem is a fundamental problem in combinatorial optimization. It has been studied extensively from theoretical as well as practical perspectives as it is one of the most well-known NP-hard problems. The goal is to…

Computer Science and Game Theory · Computer Science 2018-12-03 MohammadHossein Bateni , MohammadTaghi Hajiaghayi , Saeed Seddighin , Cliff Stein

Uncertainty arises naturally inmany application domains due to, e.g., data entry errors and ambiguity in data cleaning. Prior work in incomplete and probabilistic databases has investigated the semantics and efficient evaluation of ranking…

Databases · Computer Science 2023-05-04 Su Feng , Boris Glavic , Oliver Kennedy

Mine planning is a complex task that involves many uncertainties. During early stage feasibility, available mineral resources can only be estimated based on limited sampling of ore grades from sparse drilling, leading to large uncertainty…

Neural and Evolutionary Computing · Computer Science 2023-05-30 Michael Stimson , William Reid , Aneta Neumann , Simon Ratcliffe , Frank Neumann

This study introduces an optimal mechanism in a dynamic stochastic knapsack environment. The model features a single seller who has a fixed quantity of a perfectly divisible item. Impatient buyers with a piece-wise linear utility function…

Computer Science and Game Theory · Computer Science 2024-02-23 Jihyeok Jung , Chan-Oi Song , Deok-Joo Lee , Kiho Yoon

We formulate and analyze a generic sequential resource access problem arising in a variety of engineering fields, where a user disposes a number of heterogeneous computing, communication, or storage resources, each characterized by the…

Networking and Internet Architecture · Computer Science 2020-12-08 Lin Chen , Anastasios Giovanidis , Wei Wang , Lin Shan

A central problem in business concerns the optimal allocation of limited resources to a set of available tasks, where the payoff of these tasks is inherently uncertain. In credit card fraud detection, for instance, a bank can only assign a…

Machine Learning · Computer Science 2022-02-10 Toon Vanderschueren , Bart Baesens , Tim Verdonck , Wouter Verbeke

We consider the problem of learning and using predictions for warm start algorithms with predictions. In this setting, an algorithm is given an instance of a problem, and a prediction of the solution. The runtime of the algorithm is bounded…

Data Structures and Algorithms · Computer Science 2024-05-07 Vaidehi Srinivas , Avrim Blum

Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…

Machine Learning · Computer Science 2026-04-13 Gerdus Benadè , Rathish Das , Thomas Lavastida

We initiate a systematic study of utilizing predictions to improve over approximation guarantees of classic algorithms, without increasing the running time. We propose a systematic method for a wide class of optimization problems that ask…

Data Structures and Algorithms · Computer Science 2024-11-26 Antonios Antoniadis , Marek Eliáš , Adam Polak , Moritz Venzin