Related papers: Constrained Assortment and Price Optimization unde…
We consider a dynamic assortment selection problem where a seller has a fixed inventory of $N$ substitutable products and faces an unknown demand that arrives sequentially over $T$ periods. In each period, the seller needs to decide on the…
In this paper, we propose a machine learning (ML) method to learn how to solve a generic constrained continuous optimization problem. To the best of our knowledge, the generic methods that learn to optimize, focus on unconstrained…
A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…
We study logit-based multi-purchase choice models and develop an exact solution methodology for the resulting assortment optimization problems, which we show are NP-hard to approximate. We introduce a hypergraph representation that captures…
The minimum cost multicut problem is the NP-hard/APX-hard combinatorial optimization problem of partitioning a real-valued edge-weighted graph such as to minimize the total cost of the partition. While graph convolutional neural networks…
We introduce a bandit framework for stochastic matching under the multinomial logit (MNL) choice model. In our setting, $N$ agents on one side are assigned to $K$ arms on the other side, where each arm stochastically selects an agent from…
This work focuses on a class of general decentralized constraint-coupled optimization problems. We propose a novel nested primal-dual gradient algorithm (NPGA), which can achieve linear convergence under the weakest known condition, and its…
We consider dynamic multi-product pricing and assortment problems under an unknown demand over T periods, where in each period, the seller decides on the price for each product or the assortment of products to offer to a customer who…
The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…
Efficient job allocation in complex scheduling problems poses significant challenges in real-world applications. In this report, we propose a novel approach that leverages the power of Reinforcement Learning (RL) and Graph Neural Networks…
Join ordering is the NP-hard problem of selecting the most efficient order in which to evaluate joins (conjunctive, binary operators) in a database query. Because query execution performance critically depends on this choice, join ordering…
Optimization problems with discrete-continuous decisions are traditionally modeled in algebraic form via (non)linear mixed-integer programming. A more systematic approach to modeling such systems is to use Generalized Disjunctive…
We study the dynamic joint assortment selection and positioning problem, where the attraction of each product depends on both its intrinsic appeal and its display position under a Multinomial Logit (MNL) choice framework. Our study ranges…
We consider a dynamic assortment selection problem, where in every round the retailer offers a subset (assortment) of $N$ substitutable products to a consumer, who selects one of these products according to a multinomial logit (MNL) choice…
One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…
We consider the problem of choosing prices of a set of products so as to maximize profit, taking into account self-elasticity and cross-elasticity, subject to constraints on the prices. We show that this problem can be formulated as…
In this paper, we consider the contextual variant of the MNL-Bandit problem. More specifically, we consider a dynamic set optimization problem, where a decision-maker offers a subset (assortment) of products to a consumer and observes the…
Bundle pricing refers to designing several product combinations (i.e., bundles) and determining their prices in order to maximize the expected profit. It is a classic problem in revenue management and arises in many industries, such as…
We present a new algorithmic framework for grouped variable selection that is based on discrete mathematical optimization. While there exist several appealing approaches based on convex relaxations and nonconvex heuristics, we focus on…
Deep neural networks (DNNs) have achieved significant success in a variety of real world applications, i.e., image classification. However, tons of parameters in the networks restrict the efficiency of neural networks due to the large model…