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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

The well-known influence maximization problem aims at maximizing the influence of one information cascade in a social network by selecting appropriate seed users prior to the diffusion process. In its adaptive version, additional seed users…

Social and Information Networks · Computer Science 2020-03-30 Guangmo Tong , Ruiqi Wang , Zheng Dong , Xiang Li

Integer Linear Programming (ILP) can be seen as the archetypical problem for NP-complete optimization problems, and a wide range of problems in artificial intelligence are solved in practice via a translation to ILP. Despite its huge range…

Data Structures and Algorithms · Computer Science 2018-09-05 Robert Ganian , Sebastian Ordyniak

This work introduces the category of Power System Transition Planning optimization problem. It aims to shift power systems to emissions-free networks efficiently. Unlike comparable work, the framework presented here broadly applies to the…

Systems and Control · Electrical Eng. & Systems 2025-05-05 Ahmed Al-Shafei , Nima Amjady , Hamidreza Zareipour , Yankai Cao

We propose a framework for modeling and solving low-rank optimization problems to certifiable optimality. We introduce symmetric projection matrices that satisfy $Y^2=Y$, the matrix analog of binary variables that satisfy $z^2=z$, to model…

Optimization and Control · Mathematics 2021-12-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

Income inequality and redistribution policies are modeled with a minimal, endogenous model of a simple foraging economy. Significant income inequalities emerge from the model for populations of equally capable individuals presented with…

Physics and Society · Physics 2024-11-21 John C. Stevenson

The paper focuses on a multidimensional optimization problem, which is formulated in terms of tropical mathematics and consists in minimizing a nonlinear objective function subject to linear inequality constraints. To solve the problem, we…

Optimization and Control · Mathematics 2014-05-15 Nikolai Krivulin

We consider the problem of synthesizing optimal linear feedback policies subject to arbitrary convex constraints on the feedback matrix. This is known to be a hard problem in the usual formulations ($\Htwo,\Hinf,\LQR$) and previous works…

Systems and Control · Computer Science 2013-10-28 Krishnamurthy Dvijotham , Emanuel Todorov , Maryam Fazel

When a distributed algorithm must be executed by strategic agents with misaligned interests, a social leader needs to introduce an appropriate tax/subsidy mechanism to incentivize agents to faithfully implement the intended algorithm so…

Computer Science and Game Theory · Computer Science 2016-11-17 Takashi Tanaka , Farhad Farokhi , Cédric Langbort

Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…

Robotics · Computer Science 2021-03-05 Ashwin Khadke , Hartmut Geyer

Equipping approximate dynamic programming (ADP) with inputconstraints has a tremendous significance. This enables ADP to be applied tothe systems with actuator limitations, which is quite common for dynamicalsystems. In a conventional…

Optimization and Control · Mathematics 2018-05-24 Xuefeng Bao , Zhi-Hong Mao , Nitin Sharma

Marginalization -- summing a function over all assignments to a subset of its inputs -- is a fundamental computational problem with applications from probabilistic inference to formal verification. Despite its computational hardness in…

Computational Complexity · Computer Science 2025-07-16 Oliver Broadrick , Sanyam Agarwal , Guy Van den Broeck , Markus Bläser

Search-optimization problems are plentiful in scientific and engineering domains. Artificial intelligence has long contributed to the development of search algorithms and declarative programming languages geared towards solving and modeling…

Artificial Intelligence · Computer Science 2022-06-17 Yuliya Lierler

Fast, gradient-based structural optimization has long been limited to a highly restricted subset of problems -- namely, density-based compliance minimization -- for which gradients can be analytically derived. For other objective functions,…

Computational Engineering, Finance, and Science · Computer Science 2024-09-17 Keith J. Lee , Yijiang Huang , Caitlin T. Mueller

Decision makers routinely use constrained optimization technology to plan and operate complex systems like global supply chains or power grids. In this context, practitioners must assess how close a computed solution is to optimality in…

Machine Learning · Statistics 2026-03-24 Miao Li , Michael Klamkin , Russell Bent , Pascal Van Hentenryck

In this work we use an inelastic scattering process of particles to propose a model able to reproduce the salient features of the wealth distribution in an economy by including taxes to each trading process and redistributing that collected…

General Finance · Quantitative Finance 2008-12-02 Sebastian D. Guala

A decision maker typically (i) incorporates training data to learn about the relative effectiveness of treatments, and (ii) chooses an implementation mechanism that implies an ``optimal'' predicted outcome distribution according to some…

Econometrics · Economics 2025-05-29 Anders Bredahl Kock , David Preinerstorfer

Scheduling is a critical part of practical computer systems, and scheduling has also been extensively studied from a theoretical perspective. Unfortunately, there is a gap between theory and practice, as the optimal scheduling policies…

Performance · Computer Science 2021-10-25 Ziv Scully , Mor Harchol-Balter

Knowledge refactoring compresses a logic program by introducing new rules. Current approaches struggle to scale to large programs. To overcome this limitation, we introduce a constrained optimisation refactoring approach. Our first key idea…

Logic in Computer Science · Computer Science 2025-06-23 Minghao Liu , David M. Cerna , Filipe Gouveia , Andrew Cropper

Tackling real-world socio-economic challenges requires designing and testing economic policies. However, this is hard in practice, due to a lack of appropriate (micro-level) economic data and limited opportunity to experiment. In this work,…

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