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In this article, we address a class of non convex, integer, non linear mathematical programs using dynamic programming. The mathematical program considered, whose properties are studied in this article, may be used to model the optimal…

Discrete Mathematics · Computer Science 2021-12-28 David Nizard , Nicolas Dupin , Dominique Quadri

In this paper, we analyze dynamic programming as a novel approach to solve the problem of maximizing the profits of a bank. The mathematical model of the problem and the description of a bank's work is described in this paper. The problem…

General Finance · Quantitative Finance 2016-11-04 Oleg Malafeyev , Achal Awasthi

Even though it is well known that for most relevant computational problems different algorithms may perform better on different classes of problem instances, most researchers still focus on determining a single best algorithmic…

Capacity sharing networks are typical heterogeneous communication networks widely applied in information and communications technology (ICT) field. In such networks, resources like bandwidth, spectrum, computation and storage are shared…

Optimization and Control · Mathematics 2024-12-03 Kaixiang Hu , Feilong Huang , Caixia Kou

The energy transition is expected to significantly increase the share of renewable energy sources whose production is intermittent in the electricity mix. Apart from key benefits, this development has the major drawback of generating a…

Trading and Market Microstructure · Quantitative Finance 2023-01-30 Thibaut Théate , Antonio Sutera , Damien Ernst

Over the last few decades, researchers have made considerable efforts to make decision support more accessible for small and medium enterprises by reducing the cost of designing, developing and maintaining automated decision support…

Software Engineering · Computer Science 2025-04-07 Daniel Karapetyan

We apply column generation to approximating complex structured objects via a set of primitive structured objects under either the cross entropy or L2 loss. We use L1 regularization to encourage the use of few structured primitive objects.…

Machine Learning · Computer Science 2016-02-16 Julian Yarkony , Kamalika Chaudhuri

This work is motivated by our collaboration with a large consumer packaged goods (CPG) company. We have found that while the company appreciates the advantages of dynamic pricing, they deem it operationally much easier to plan out a static…

Data Structures and Algorithms · Computer Science 2020-11-24 Will Ma , David Simchi-Levi , Jinglong Zhao

For combinatorial optimization problems, model-based approaches such as mixed-integer programming (MIP) and constraint programming (CP) aim to decouple modeling and solving a problem: the 'holy grail' of declarative problem solving. We…

Artificial Intelligence · Computer Science 2024-01-26 Ryo Kuroiwa , J. Christopher Beck

This paper studies the joint optimization of edge node activation and resource pricing in edge computing, where an edge computing platform provides heterogeneous resources to accommodate multiple services with diverse preferences. We cast…

Optimization and Control · Mathematics 2025-07-15 Duong Thuy Anh Nguyen , Tarannum Nisha , Ni Trieu , Duong Tung Nguyen

In this paper, we consider a network of agents that has to self-assign a set of tasks while respecting resource constraints. One possible formulation is the Generalized Assignment Problem, where the goal is to find a maximum payoff while…

Optimization and Control · Mathematics 2021-10-12 Andrea Testa , Giuseppe Notarstefano

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

Molecule generation is central to a variety of applications. Current attention has been paid to approaching the generation task as subgraph prediction and assembling. Nevertheless, these methods usually rely on hand-crafted or external…

Machine Learning · Computer Science 2022-12-20 Xiangzhe Kong , Wenbing Huang , Zhixing Tan , Yang Liu

Complex networks theory has commonly been used for modelling and understanding the interactions taking place between the elements composing complex systems. More recently, the use of generative models has gained momentum, as they allow…

Physics and Society · Physics 2016-05-19 Massimiliano Zanin , Marco Correia , Pedro A. C. Sousa , Jorge Cruz

We consider dynamic pricing algorithms as applied to the online set cover problem. In the dynamic pricing framework, we assume the standard client server model with the additional constraint that the server can only place prices over the…

Data Structures and Algorithms · Computer Science 2024-09-24 Max Bender , Aum Desai , Jialin He , Oliver Thompson , Pramithas Upreti

Freighter airlines need to recover both aircraft and cargo schedules when disruptions happen. This process is usually divided into three sequential decisions to recovery flights, aircraft, and cargoes. This study focuses on the integrated…

Optimization and Control · Mathematics 2022-09-29 Lei Huang , Fan Xiao , Zhe Liang

Minimizing the peak power consumption and matching demand to supply, under fixed threshold polices, are two key requirements for the success of the future electricity market. In this work, we consider dynamic pricing methods to minimize the…

Optimization and Control · Mathematics 2016-10-26 Zaid Almahmoud , Jacob Crandall , Khaled Elbassioni , Trung Thanh Nguyen , Mardavij Roozbehani

In recent years, information relaxation and duality in dynamic programs have been studied extensively, and the resulted primal-dual approach has become a powerful procedure in solving dynamic programs by providing lower-upper bounds on the…

Optimization and Control · Mathematics 2016-10-26 Helin Zhu , Fan Ye , Enlu Zhou

We consider the problem of dynamic pricing with limited supply. A seller has $k$ identical items for sale and is facing $n$ potential buyers ("agents") that are arriving sequentially. Each agent is interested in buying one item. Each…

Computer Science and Game Theory · Computer Science 2013-11-27 Moshe Babaioff , Shaddin Dughmi , Robert Kleinberg , Aleksandrs Slivkins

Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…

Machine Learning · Statistics 2023-11-06 Sanjeeb Dash , Soumyadip Ghosh , Joao Goncalves , Mark S. Squillante
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