Model-Free Assortment Pricing with Transaction Data

We study a problem in which a firm sets prices for products based on the transaction data, i.e., which product past customers chose from an assortment and what were the historical prices that they observed. Our approach does not impose a model on the distribution of the customers’ valuations and only assumes, instead, that purchase … Read more

Matching Algorithms and Complexity Results for Constrained Mixed-Integer Optimal Control with Switching Costs

We extend recent work on the performance of the combinatorial integral approximation decomposition approach for Mixed-Integer Optimal Control Problems (MIOCPs) in the presence of combinatorial constraints or switching costs on an equidistant grid. For the time discretized problem, we reformulate the emerging rounding problem in the decomposition approach as a matching problem on a bipartite … Read more

Selective Maximum Coverage and Set Packing

In this paper we introduce the selective maximum coverage and the selective maximum set packing problem and variants of them. Both problems are strongly related to well studied problems such as maximum coverage, set packing, and (bipartite) hypergraph matching. The two problems are given by a collection of subsets of a ground set and index … Read more

The Multi-Stop Station Location Problem

We introduce the (directed) multi-stop station location problem. The goal is to install stations such that ordered (multi-)sets of stops can be traversed with respect to range restrictions that are reset whenever a station is visited. Applications arise in telecommunications and transportation, e.g., charging station placement problems. The problem generalizes several network optimization problems such … Read more

Mixed-Integer Optimal Control Problems with switching costs: A shortest path approach

We investigate an extension of Mixed-Integer Optimal Control Problems (MIOCPs) by adding switching costs, which enables the penalization of chattering and extends current modeling capabilities. The decomposition approach, consisting of solving a partial outer convexification to obtain a relaxed solution and using rounding schemes to obtain a discrete-valued control can still be applied, but the … Read more

Automatic generation of FPTASes for stochastic monotone dynamic programs made easier

In this paper we go one step further in the automatic generation of FPTASes for multi-stage stochastic dynamic programs with scalar state and action spaces, in where the cost-to-go functions have a monotone structure in the state variable. While there exist a few frameworks for automatic generation of FPTASes, so far none of them is … Read more

A Polynomial-time Algorithm with Tight Error Bounds for Single-period Unit Commitment Problem

This paper proposes a Lagrangian dual based polynomial-time approximation algorithm for solving the single-period unit commitment problem, which can be formulated as a mixed integer quadratic programming problem and proven to be NP-hard. Tight theoretical bounds for the absolute errors and relative errors of the approximate solutions generated by the proposed algorithm are provided. Computational … Read more

Query Batching Optimization in Database Systems

Techniques based on sharing data and computation among queries have been an active research topic in database systems. While work in this area developed algorithms and systems that are shown to be effective, there is a lack of rigorous modeling and theoretical study for query processing and optimization. Query batching in database systems has strong … Read more

Scheduling Post-disaster Repairs in Electricity Distribution Networks with Uncertain Repair Times

Natural disasters, such as hurricanes, large wind and ice storms, typically require the repair of a large number of components in electricity distribution networks. Since power cannot be restored before the completion of repairs, optimally scheduling the available crews to minimize the cumulative duration of the customer interruptions reduces the harm done to the affected … Read more

Minimizing Total Earliness and Tardiness with Periodically Supplied Non-renewable Resource Profiles

We consider a special class of resource-constrained single machine scheduling problems. In the classical scheduling context, resource types are classi ed into renewable and non-renewable; however, a large variety of real-world problems may not fit into one of these classes, e.g., labor regulations in project scheduling, budget allocation to different phases of a construction project, and … Read more