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In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…

Optimization and Control · Mathematics 2009-09-22 Denis Belomestny

Simulated annealing (SA) is a stochastic global optimisation technique applicable to a wide range of discrete and continuous variable problems. Despite its simplicity, the development of an effective SA optimiser for a given problem hinges…

Machine Learning · Computer Science 2024-06-27 Alvaro H. C. Correia , Daniel E. Worrall , Roberto Bondesan

In a recent work, mean-field analysis and computer simulations were employed to analyze critical self-organization in networks of excitable cellular automata where randomly chosen synapses in the network were depressed after each spike (the…

Adaptation and Self-Organizing Systems · Physics 2017-04-19 João Guilherme Ferreira Campos , Ariadne de Andrade Costa , Mauro Copelli , Osame Kinouchi

Strategic product placement can have a strong influence on customer purchase behavior in physical stores as well as online platforms. Motivated by this, we consider the problem of optimizing the placement of substitutable products in…

Data Structures and Algorithms · Computer Science 2025-10-06 Omar El Housni , Rajan Udwani

The traveling salesman problem (TSP) is one of the most prominent combinatorial optimization problems. Given a complete graph G = (V, E) and non-negative distances d for every edge, the TSP asks for a shortest tour through all vertices with…

Optimization and Control · Mathematics 2021-09-30 Ulrich Pferschy , Rostislav Stanek

We consider the online traveling salesman problem on the real line (OLTSPL) in which a salesman begins at the origin, traveling at no faster than unit speed along the real line, and wants to serve a sequence of requests, arriving online…

Data Structures and Algorithms · Computer Science 2025-07-10 Pei-Chuan Chen , Erik D. Demaine , Chung-Shou Liao , Hao-Ting Wei

Mathematical Selection is a method in which we select a particular choice from a set of such. It have always been an interesting field of study for mathematicians. Combinatorial optimisation is the practice of selecting the best constituent…

Optimization and Control · Mathematics 2024-01-31 Anurag Dutta , K. Lakshmanan , John Harshith , A. Ramamoorthy

The Covering Salesman Problem (CSP) is a generalization of the Traveling Salesman Problem in which the tour is not required to visit all vertices, as long as all vertices are covered by the tour. The objective of CSP is to find a minimum…

Data Structures and Algorithms · Computer Science 2021-04-05 Lucas Porto Maziero , Fábio Luiz Usberti , Celso Cavellucci

We initiate the study of online routing problems with predictions, inspired by recent exciting results in the area of learning-augmented algorithms. A learning-augmented online algorithm which incorporates predictions in a black-box manner…

Data Structures and Algorithms · Computer Science 2022-07-01 Hsiao-Yu Hu , Hao-Ting Wei , Meng-Hsi Li , Kai-Min Chung , Chung-Shou Liao

Evolutionary algorithms have been shown to obtain good solutions for complex optimization problems in static and dynamic environments. It is important to understand the behaviour of evolutionary algorithms for complex optimization problems…

Neural and Evolutionary Computing · Computer Science 2023-05-31 Jakob Bossek , Aneta Neumann , Frank Neumann

We investigate the low temperature behavior of a system in a spontaneously broken symmetry phase described by an Euclidean quantum $\lambda\varphi^{4}_{d+1}$ model with quenched disorder. Using a series representation for the averaged…

High Energy Physics - Theory · Physics 2022-12-14 G. O. Heymans , N. F. Svaiter , G. Krein

Recent work has shown how information theory extends conventional full-rationality game theory to allow bounded rational agents. The associated mathematical framework can be used to solve constrained optimization problems. This is done by…

Neural and Evolutionary Computing · Computer Science 2008-11-07 William Macready , David Wolpert

This work presents a tensor-network formulation of the Traveling Salesman Problem (TSP) and several of its variants. The approach represents candidate tours with tensor-network layers, weights them by Boltzmann factors, and enforces…

Quantum Physics · Physics 2026-05-18 Alejandro Mata Ali , Iñigo Perez Delgado , Aitor Moreno Fdez. de Leceta

We consider a feature-based personalized pricing problem in which the buyer is strategic: given the seller's pricing policy, the buyer can augment the features that they reveal to the seller to obtain a low price for the product. We model…

Optimization and Control · Mathematics 2024-08-19 Zhi Chen , Bradley Sturt , Weijun Xie

Combinatorial optimization problems are foundational challenges in fields such as artificial intelligence, logistics, and network design. Traditional algorithms, including greedy methods and dynamic programming, often struggle to balance…

The quadratic traveling salesperson problem (QTSP) is a generalization of the traveling salesperson problem, in which all triples of consecutive customers in a tour determine the travel cost. We propose compact optimization models for QTSP…

Optimization and Control · Mathematics 2024-08-30 Yuxiao Chen , Nivetha Sathish , Anubhav Singh , Ryo Kuroiwa , J. Christopher Beck

We propose a method to reduce the relaxation time towards equilibrium in stochastic sampling of complex energy landscapes in statistical systems with discrete degrees of freedom by generalizing the platform previously developed for…

Statistical Mechanics · Physics 2015-03-17 Zsolt Bertalan , Hidetoshi Nishimori , Henri Orland

The Multiple Travelling Salesman Problem (MTSP) is among the most interesting combinatorial optimization problems because it is widely adopted in real-life applications, including robotics, transportation, networking, etc. Although the…

Computational Complexity · Computer Science 2021-02-26 Omar Cheikhrouhou , Ines Khoufi

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

In the maximum traveling salesman problem (Max TSP) we are given a complete undirected graph with nonnegative weights on the edges and we wish to compute a traveling salesman tour of maximum weight. We present a fast combinatorial $\frac…

Data Structures and Algorithms · Computer Science 2016-03-22 Szymon Dudycz , Jan Marcinkowski , Katarzyna Paluch , Bartosz Rybicki