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In this paper, we consider the classic stochastic (dynamic) knapsack problem, a fundamental mathematical model in revenue management, with general time-varying random demand. Our main goal is to study the optimal policies, which can be…

Optimization and Control · Mathematics 2018-07-19 Yingdong Lu

We consider the 0-1 Incremental Knapsack Problem (IKP) where the capacity grows over time periods and if an item is placed in the knapsack in a certain period, it cannot be removed afterwards. The contribution of a packed item in each time…

Data Structures and Algorithms · Computer Science 2018-01-16 Federico Della Croce , Ulrich Pferschy , Rosario Scatamacchia

In this paper, we present approximation algorithms for combinatorial optimization problems under probabilistic constraints. Specifically, we focus on stochastic variants of two important combinatorial optimization problems: the k-center…

Data Structures and Algorithms · Computer Science 2008-09-03 Shipra Agrawal , Amin Saberi , Yinyu Ye

In the online multiple knapsack problem, an algorithm faces a stream of items, and each item has to be either rejected or stored irrevocably in one of $n$ bins (knapsacks) of equal size. The gain of an~algorithm is equal to the sum of sizes…

Data Structures and Algorithms · Computer Science 2020-04-29 Marcin Bienkowski , Maciej Pacut , Krzysztof Piecuch

Real-world optimization problems often involve stochastic and dynamic components. Evolutionary algorithms are particularly effective in these scenarios, as they can easily adapt to uncertain and changing environments but often uncertainty…

Neural and Evolutionary Computing · Computer Science 2024-04-10 Ishara Hewa Pathiranage , Frank Neumann , Denis Antipov , Aneta Neumann

The min-knapsack problem with compactness constraints extends the classical knapsack problem, in the case of ordered items, by introducing a restriction ensuring that they cannot be too far apart. This problem has applications in…

Optimization and Control · Mathematics 2025-04-28 Hubert Villuendas , Mathieu Besançon , Jérôme Malick

The problem of non-monotone $k$-submodular maximization under a knapsack constraint ($\kSMK$) over the ground set size $n$ has been raised in many applications in machine learning, such as data summarization, information propagation, etc.…

Data Structures and Algorithms · Computer Science 2023-09-22 Dung T. K. Ha , Canh V. Pham , Tan D. Tran , Huan X. Hoang

We study the stochastic versions of a broad class of combinatorial problems where the weights of the elements in the input dataset are uncertain. The class of problems that we study includes shortest paths, minimum weight spanning trees,…

Data Structures and Algorithms · Computer Science 2016-11-18 Jian Li , Amol Deshpande

In this paper, we study the stochastic submodular maximization problem with dependent items subject to packing constraints such as matroid and knapsack constraints. The input of our problem is a finite set of items, and each item is in a…

Social and Information Networks · Computer Science 2019-07-12 Shaojie Tang

We study the incremental knapsack problem, where one wishes to sequentially pack items into a knapsack whose capacity expands over a finite planning horizon, with the objective of maximizing time-averaged profits. While various…

Data Structures and Algorithms · Computer Science 2020-10-16 Ali Aouad , Danny Segev

We analyze the competitive ratio and the advice complexity of the online unbounded knapsack problem. An instance is given as a sequence of n items with a size and a value each, and an algorithm has to decide how often to pack each item into…

Data Structures and Algorithms · Computer Science 2024-11-01 Hans-Joachim Böckenhauer , Matthias Gehnen , Juraj Hromkovič , Ralf Klasing , Dennis Komm , Henri Lotze , Daniel Mock , Peter Rossmanith , Moritz Stocker

Stochastic knapsack problem originally was a versatile model for controls in telecommunication networks. Recently, it draws attentions of revenue management community by serving as a basic model for allocating resources over time. We…

Optimization and Control · Mathematics 2008-05-13 Yingdong Lu

Rollout algorithms have demonstrated excellent performance on a variety of dynamic and discrete optimization problems. Interpreted as an approximate dynamic programming algorithm, a rollout algorithm estimates the value-to-go at each…

Data Structures and Algorithms · Computer Science 2013-11-27 Andrew Mastin , Patrick Jaillet

We develop approximation algorithms for set-selection problems with deterministic constraints, but random objective values, i.e., stochastic probing problems. When the goal is to maximize the objective, approximation algorithms for probing…

Data Structures and Algorithms · Computer Science 2021-11-04 Weina Wang , Anupam Gupta , Jalani Williams

This paper considers a stochastic optimization problem over the fixed point sets of quasinonexpansive mappings on Riemannian manifolds. The problem enables us to consider Riemannian hierarchical optimization problems over complicated sets,…

Optimization and Control · Mathematics 2020-12-18 Hideaki Iiduka , Hiroyuki Sakai

The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems…

Pricing of Securities · Quantitative Finance 2008-12-02 Grace Lin , Yingdong Lu , David Yao

In this paper, we propose a stochastic optimization method that adaptively controls the sample size used in the computation of gradient approximations. Unlike other variance reduction techniques that either require additional storage or the…

Optimization and Control · Mathematics 2017-11-01 Raghu Bollapragada , Richard Byrd , Jorge Nocedal

We study a wholesale supply chain ordering problem. In this problem, the supplier has an initial stock, and faces an unpredictable stream of incoming orders, making real-time decisions on whether to accept or reject each order. What makes…

Data Structures and Algorithms · Computer Science 2025-04-08 Will Ma , David Simchi-Levi , Jinglong Zhao

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 this paper, we propose and study the cascade submodular maximization problem under the adaptive setting. The input of our problem is a set of items, each item is in a particular state (i.e., the marginal contribution of an item) which is…

Machine Learning · Computer Science 2021-02-16 Shaojie Tang , Jing Yuan