We study Pareto optimal matchings in the context of house allocation problems. We present an O( √ nm) algorithm, based on Gale’s Top Trading Cycles Method, for finding a maxim...
This paper experimentally investigates the dynamical behavior of a search process in a local heuristic search system for a combinatorial optimization problem. Or-opt heuristic algo...
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Abstract. We give logarithmic approximation algorithms for the nonmetric uncapacitated multicommodity and multilevel facility location problems. The former algorithms are optimal u...
Outer linearization methods for two-stage stochastic linear programs with recourse, such as the L-shaped algorithm, generally apply a single optimality cut on the nonlinear object...
Svyatoslav Trukhanov, Lewis Ntaimo, Andrew Schaefe...