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作者：Hou, Di; Tang, Tianyun; Toh, Kim-Chuan
作者单位：National University of Singapore; National University of Singapore
摘要：Doubly nonnegative (DNN) programming problems are challenging to solve because of their huge number of ohm(n2) constraints and ohm(n2) variables. In this work, introduce RiNNAL, a method for solving DNN relaxations of large-scale mixed-binary quadratic programs by leveraging their solutions' possible low-rank property. RiNNAL a globally convergent Riemannian augmented Lagrangian method (ALM) that penalizes the nonnegativity and complementarity constraints while preserving all other constraints...
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作者：Bobbio, Federico; Carvalho, Margarida; Lodi, Andrea; Ricos, Ignacio; Torrico, Alfredo
作者单位：Universite de Montreal; Universite de Montreal; Technion Israel Institute of Technology; University of Texas System; University of Texas Dallas; Cornell University
摘要：Motivated by the shortage of seats that the Chilean school choice system is facing, we introduce the problem of jointly increasing school capacities and finding a studentoptimal assignment in the expanded market. Because of the theoretical and practical complexity of the problem, we provide a comprehensive set of tools to solve the problem, including different mathematical programming formulations, a cutting-plane algorithm, and two heuristics that allow obtaining near-optimal solutions quickl...
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作者：Balseiro, Santiago R.; Ma, Will; Zhang, Wenxin
作者单位：Columbia University
摘要：Motivated by real-world applications, such as rental and cloud computing services, we investigate pricing for reusable resources. We consider a system where a single resource with a fixed number of identical copies serves customers with heterogeneous willingness to pay (WTP), and the usage duration distribution is general. Optimal dynamic policies are computationally intractable when usage durations are not memoryless, so the existing literature has focused on static pricing, which incurs a st...
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作者：Tian, Feng; Zhang, Feifan; Sun, Peng; Duenyas, Izak
作者单位：University of Hong Kong; Duke Kunshan University; Duke University; University of Michigan System; University of Michigan
摘要：We study dynamic contracts that incentivize an agent to exert effort to increase the arrival rate of a Poisson breakthrough, where both the effort cost and the effort level at any time are the agent's private information. Optimally, the principal offers a menu of contracts, each tailored to an agent type (with a different effort cost), specifying an initial payment, a contract deadline, and a payment-upon-arrival process over time. We first fully characterize the optimal contract menu in a two...
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作者：Cheung, Wang Chi; Lyu, Guodong
作者单位：National University of Singapore; Hong Kong University of Science & Technology
摘要：A central issue in (finite horizon) online planning problems is to synthesize the impact of real-time decisions on the subsequent states of the system and the performance in the remaining time horizon (cost-to-go function). A complete resolution often leads to intractable dynamic programming problems. We propose a computationally efficient approach to this problem that attains near-optimal performance in nonstationary environments. More specifically, we study a general class of online planning...
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作者：Wen, Xin; Sun, Will Wei; Zhang, Yichen
作者单位：New York University; Purdue University System; Purdue University
摘要：Contemporary applications, such as recommendation systems and mobile health monitoring, require real-time processing and analysis of sequentially arriving highdimensional tensor data. Traditional offline learning, involving the storage and utilization of all data in each computational iteration, becomes impractical for these tasks. Furthermore, existing low-rank tensor methods lack the capability for online statistical inference, which is essential for real-time predictions and informed decisi...
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作者：Yue, Man-Chung; Rychener, Yves; Kuhn, Daniel; Nguyen, Viet Anh
作者单位：University of Hong Kong; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
摘要：The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix toward a data-insensitive shrinkage target. The underlying shrinkage transformation is either chosen heuristically-without compelling theoretical justification-or optimally in view of restrictive distributional assumptions. In this paper, we propose a principled approach to construct covariance estimators without imposing restrictive assumptions. That is, ...
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作者：Cui, Titing; Hamilton, Michael L.
作者单位：University of Tulsa; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：We study semipersonalized pricing policies in which a seller uses customer features to segment the market and offer segment-specific prices. Although such policies are common, determining the optimal segmentation and corresponding prices is computationally challenging, leading practitioners to rely on heuristic methods that first segment the market and then optimize the prices for each segment. We address this issue by studying the joint optimization of feature-based market segmentation and pr...
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作者：Winschermann, Leoni; Antoniadis, Antonios; Gerards, Marco E. T.; Hoogsteen, Gerwin; Hurink, Johann
作者单位：University of Twente
摘要：Because of the ongoing electrification of transport in combination with limited power grid capacities, efficient ways to schedule the charging of electric vehicles (EVs) are needed for the operation of, for example, large parking lots. Common approaches such as model predictive control repeatedly solve a corresponding offline problem. In this work, we first present and analyze the flow-based offline charging scheduler (FOCS), an offline algorithm to derive an optimal EV charging schedule for a...
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作者：Bu, Like; Dawande, Milind; Janakiraman, Ganesh
作者单位：University of Texas System; University of Texas Dallas
摘要：We study effective mechanisms for a manufacturer (buyer) to procure components of an assembly system under asymmetric information (including private costs and unobservable effort) and supply uncertainty. For each component, the buyer has access to an unreliable supplier whose production cost is private, input effort is unobservable, and production yield is uncertain. Further, both the buyer and the supplier have access to a more expensive but reliable supply source. The supplier also has acces...
