Related papers: Constrained Assortment and Price Optimization unde…
In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…
We consider a sequential assortment selection problem where the user choice is given by a multinomial logit (MNL) choice model whose parameters are unknown. In each period, the learning agent observes a $d$-dimensional contextual…
Job shop scheduling problems (JSSPs) represent a critical and challenging class of combinatorial optimization problems. Recent years have witnessed a rapid increase in the application of graph neural networks (GNNs) to solve JSSPs, albeit…
In this paper, we develop a variant of the well-known Gauss-Newton (GN) method to solve a class of nonconvex optimization problems involving low-rank matrix variables. As opposed to the standard GN method, our algorithm allows one to handle…
Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…
This paper investigates the partial linear model by Least Absolute Deviation (LAD) regression. We parameterize the nonparametric term using Deep Neural Networks (DNNs) and formulate a penalized LAD problem for estimation. Specifically, our…
We study a discrete portfolio pricing problem that selects one price per product from a finite menu under margin and fairness constraints. To account for demand uncertainty, we incorporate a budgeted robust formulation that controls…
This paper develops a unified distributed method for solving two classes of constrained networked optimization problems, i.e., optimal consensus problem and resource allocation problem with non-identical set constraints. We first transform…
We present a first-order method for solving constrained optimization problems. The method is derived from our previous work, a modified search direction method inspired by singular value decomposition. In this work, we simplify its…
In this paper, we unroll the dynamics of the dual ascent (DA) algorithm in two coupled graph neural networks (GNNs) to solve constrained optimization problems. The two networks interact with each other at the layer level to find a saddle…
Motivated by modern-day applications such as Attended Home Delivery and Preference-based Group Scheduling, where decision makers wish to steer a large number of customers toward choosing the exact same alternative, we introduce a novel…
We propose an augmented Lagrangian-type algorithm for the solution of generalized Nash equilibrium problems (GNEPs). Specifically, we discuss the convergence properties with regard to both feasibility and optimality of limit points. This is…
The generalized Gauss-Newton (GGN) optimization method incorporates curvature estimates into its solution steps, and provides a good approximation to the Newton method for large-scale optimization problems. GGN has been found particularly…
Constrained combinatorial optimization problems abound in industry, from portfolio optimization to logistics. One of the major roadblocks in solving these problems is the presence of non-trivial hard constraints which limit the valid search…
In this paper, we study the dynamic assortment optimization problem under a finite selling season of length $T$. At each time period, the seller offers an arriving customer an assortment of substitutable products under a cardinality…
We consider an assortment selection and pricing problem in which a seller has $N$ different items available for sale. In each round, the seller observes a $d$-dimensional contextual preference information vector for the user, and offers to…
Assortment optimization is an important problem that arises in many industries such as retailing and online advertising where the goal is to find a subset of products from a universe of substitutable products which maximize seller's…
This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…
With the growing demand for personalized assortment recommendations, concerns over data privacy have intensified, highlighting the urgent need for effective privacy-preserving strategies. This paper presents a novel framework for…
In this paper, we address the challenge of solving large-scale graph-structured nonlinear programs (gsNLPs) in a scalable manner. GsNLPs are problems in which the objective and constraint functions are associated with nodes on a graph and…