Cutting plane reusing methods for multiple dual optimizations

We consider solving a group of dual optimization problems that share a core structure: Every primal problem of the group is obtained by the right-hand side variation of constraints in the original primal problem, while the other core part of the original primal problem, such as the objective and the left-hand side of the constraints, … Read more

Index Policies and Performance Bounds for Dynamic Selection Problems

We consider dynamic selection problems, where a decision maker repeatedly selects a set of items from a larger collection of available items. A classic example is the dynamic assortment problem with demand learning, where a retailer chooses items to offer for sale subject to a display space constraint. The retailer may adjust the assortment over … Read more