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EVOW
2009
Springer
13 years 7 months ago
The Dynamic Knapsack Problem Revisited: A New Benchmark Problem for Dynamic Combinatorial Optimisation
Abstract. In this paper we propose a new benchmark problem for dynamic combinatorial optimisation. Unlike most previous benchmarks, we focus primarily on the underlying dynamics of...
Philipp Rohlfshagen, Xin Yao
ICALP
2011
Springer
13 years 1 months ago
On Tree-Constrained Matchings and Generalizations
We consider the following Tree-Constrained Bipartite Matching problem: Given two rooted trees T1 = (V1, E1), T2 = (V2, E2) and a weight function w : V1 × V2 → R+, find a maximu...
Stefan Canzar, Khaled M. Elbassioni, Gunnar W. Kla...
AOR
2010
13 years 7 months ago
Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
Javier Peña, Xavier Saynac, Juan Carlos Ver...
SIAMCOMP
2012
12 years 7 days ago
Randomized Competitive Algorithms for Generalized Caching
We consider online algorithms for the generalized caching problem. Here we are given a cache of size k and pages with arbitrary sizes and fetching costs. Given a request sequence ...
Nikhil Bansal, Niv Buchbinder, Joseph Naor
TIT
2011
209views more  TIT 2011»
13 years 4 months ago
Belief Propagation and LP Relaxation for Weighted Matching in General Graphs
Loopy belief propagation has been employed in a wide variety of applications with great empirical success, but it comes with few theoretical guarantees. In this paper we analyze t...
Sujay Sanghavi, Dmitry M. Malioutov, Alan S. Wills...