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作者：Lu, Haihao; Yang, Jinwen
作者单位：Massachusetts Institute of Technology (MIT); University of Chicago
摘要：In this paper, we provide an affirmative answer to the long-standing question: Are GPUs useful in solving linear programming? We present cuPDLP.jl, a GPU implementation of restarted primal-dual hybrid gradient for solving linear programming (LP). We show that this prototype implementation in Julia has comparable numerical performance on standard LP benchmark sets to Gurobi, a highly optimized implementation of the simplex and interiorpoint methods. This demonstrates the power of using GPUs in ...
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作者：Chen, Li; Sim, Melvyn; Zhang, Xun; Zhao, Long; Zhou, Minglong
作者单位：University of Sydney; National University of Singapore; Chinese Academy of Sciences; University of Science & Technology of China, CAS; Fudan University
摘要：We propose a new robust actionable prescriptive analytics framework that leverages past data and side information to minimize a risk-based objective function under distributional ambiguity. Our framework aims to find a policy that directly transforms the side information into implementable decisions. Specifically, we focus on developing actionable response policies that offer the benefits of interpretability and implementability. To address the potential issue of overfitting to empirical data,...
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作者：Jiang, Zhaohui (Zoey); Li, Jun
作者单位：Carnegie Mellon University; University of Michigan System; University of Michigan
摘要：Accurate operational decisions require precise knowledge of the causal effects of such decisions on outcomes, a task that becomes increasingly complex in dynamic business environments. We propose an idea of instrumenting while experimenting, whereby researchers can create their own instruments by injecting small, random variations directly into the decision-making process and then use such variations to obtain causal estimates of the impact of varying business decisions at scale without disrup...
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作者：Zubeldia, Martin; Jhunjhunwala, Prakirt R.; Maguluri, Siva Theja
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Columbia University; University System of Georgia; Georgia Institute of Technology
摘要：Inspired by quantum switches, we consider a discrete-time multiway matching system with two classes of arrivals: requests for entangled pair of qubits between two nodes and qubits from each node that can be used to serve the requests. An important feature of this model is that qubits decohere and so abandon over time. In contrast to classical server-based queueing models, the combination of queueing, server-less multiway matching, and (potentially correlated) abandonments make the analysis a c...
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作者：Chen, Xinyun; Hong, Guiyu; Liu, Yunan
作者单位：The Chinese University of Hong Kong, Shenzhen; Shanghai University of Finance & Economics; Amazon.com; North Carolina State University
摘要：We investigate an optimization problem in a queueing system where the service provider selects the optimal service fee p and service capacity & micro; to maximize the cumulative expected profit (the service revenue minus the capacity cost and delay penalty). The conventional predict-then-optimize (PTO) approach takes two steps: First, it estimates the model parameters (e.g., arrival rate and service-time distribution) from data; second, it optimizes a model taking these parameters as input. A ...
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作者：Chen, Ningyuan; Li, Anran; Yang, Shuoguang
作者单位：University of Toronto; Chinese University of Hong Kong; Hong Kong University of Science & Technology
摘要：We consider the revenue maximization problem for an online retailer who plans to display in order a set of products differing in their prices and qualities. Consumers have attention spans, that is, the maximum number of products they are willing to view, and inspect the products sequentially before purchasing a product or leaving the platform empty-handed when the attention span gets exhausted. Our framework extends the wellknown cascade model in two directions: random attention spans of a rep...
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作者：Salem, Tad; Gupta, Swati; Kamble, Vijay
作者单位：United States Department of Defense; United States Navy; United States Naval Academy; Massachusetts Institute of Technology (MIT); University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要：Algorithmic decision making in societal contexts, such as retail pricing, loan administration, recommendations on online platforms, etc., can be framed as stochastic optimization under bandit feedback, which typically requires experimentation with different decisions for the sake of learning. Such experimentation often results in perceptions of unfairness among people impacted by these decisions; for instance, there have been several recent lawsuits accusing companies that deploy algorithmic p...
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作者：Najy, Waleed; Diabat, Ali; Elbassioni, Khaled
作者单位：New York University; New York University Abu Dhabi; New York University; New York University Tandon School of Engineering
摘要：The difficulty of analyzing and optimizing the stochastic one-warehouse multiretailer problem under the (S, T) policy motivates the need to consider approximate but high-fidelity systems that are easier to scrutinize. We consider one such model in the setting in which retailers face independent normally distributed demand with given (nonidentical) means and variances. Safety stock is computed via a type-I service-level formula that ignores allocation issues, and the cost function is computed b...
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作者：Bayrak, Halil Ibrahim; Kocyigit, Cagil; Kuhn, Daniel; Pinar, Mustafa Celebi
作者单位：Ihsan Dogramaci Bilkent University; University of Luxembourg; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
摘要：We consider the mechanism design problem of a principal allocating a single good to one of several agents without monetary transfers. Each agent desires the good and uses it to create value for the principal. We designate this value as the agent's private type. Even though the principal does not know the agents' types, she can verify them at a cost. The allocation of the good thus depends on the agents' self-declared types and the results of any verification performed, and the principal's payo...
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作者：Bai, Yicheng; El Housni, Omar; Rusmevichientong, Paat; Topaloglu, Huseyin
作者单位：University of Southern California
摘要：We study a joint inventory stocking and assortment customization problem. We have access to a set of products that can be used to stock a storage facility with limited capacity. At the beginning of the selling horizon, we decide how many units of each product to stock. Customers of different types with type-dependent preferences for the products arrive over the selling horizon. Depending on the remaining product inventories and the type of the customer, we offer a product assortment to the arr...
