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In this article we propose a Weighted Stochastic Mesh (WSM) Algorithm for approximating the value of a discrete and continuous time optimal stopping problem. We prove that in the discrete case the WSM algorithm leads to semi-tractability of…
Given a set of clients with demands, the Capacitated Vehicle Routing problem is to find a set of tours that collectively cover all client demand, such that the capacity of each vehicle is not exceeded and such that the sum of the tour…
In Polyamorous Scheduling, we are given an edge-weighted graph and must find a periodic schedule of matchings in this graph which minimizes the maximal weighted waiting time between consecutive occurrences of the same edge. This NP-hard…
We quantify the threat of network adversaries to inducing \emph{network overload} through \emph{routing attacks}, where a subset of network nodes are hijacked by an adversary. We develop routing attacks on the hijacked nodes for two…
We study a robust toll pricing problem where toll setters and users have different level of information when taking their decisions. Toll setters do not have full information on the costs of the network and rely on historical information…
Inferring probabilistic networks from data is a notoriously difficult task. Under various goodness-of-fit measures, finding an optimal network is NP-hard, even if restricted to polytrees of bounded in-degree. Polynomial-time algorithms are…
Developing a contemporary optimal transport (OT) solver requires navigating trade-offs among several critical requirements: GPU parallelization, scalability to high-dimensional problems, theoretical convergence guarantees, empirical…
We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…
Finding the k-medianin a network involves identifying a subset of k vertices that minimize the total distance to all other vertices in a graph. This problem has been extensively studied in computer science, graph theory, operations…
The aim of the paper is to compare different approximation algorithms for the travelling salesperson problem. We pick the most popular and widespread methods known in the literature and contrast them with a novel approach (the polygonal…
In this work, we study spectrum auction problem where each request from secondary users has spatial, temporal, and spectral features. With the requests of secondary users and the reserve price of the primary user, our goal is to design…
Transportation networks frequently employ hub-and-spoke network architectures to route flows between many origin and destination pairs. Hub facilities work as switching points for flows in large networks. In this study, we deal with a…
The minimum-cost subset $k$-connected subgraph problem is a cornerstone problem in the area of network design with vertex connectivity requirements. In this problem, we are given a graph $G=(V,E)$ with costs on edges and a set of terminals…
We consider the problem of minimal correction of the training set to make it consistent with monotonic constraints. This problem arises during analysis of data sets via techniques that require monotone data. We show that this problem is…
This paper is about minimum cost constrained selection of inputs and outputs for generic arbitrary pole placement. The input-output set is constrained in the sense that the set of states that each input can influence and the set of states…
In this paper the minimum spanning tree problem with uncertain edge costs is discussed. In order to model the uncertainty a discrete scenario set is specified and a robust framework is adopted to choose a solution. The min-max, min-max…
We consider the problem of assigning appearing times to the edges of a digraph in order to maximize the (average) temporal reachability between pairs of nodes. Motivated by the application to public transit networks, where edges cannot be…
By adding entropic regularization, multi-marginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multi-marginal Sinkhorn algorithm. The main computational bottleneck of…
We initiate a systematic study of utilizing predictions to improve over approximation guarantees of classic algorithms, without increasing the running time. We propose a systematic method for a wide class of optimization problems that ask…
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…