arXiv:2606. 18867v1 Announce Type: new Abstract: When algorithmic predictors inform resource allocation in high-stakes domains such as healthcare, these predictors must account for strategic manipulation of input features.
arXiv:2608. 15124v1 Announce Type: new Abstract: In contextual optimization, the decision-maker seeks optimal decisions to minimize a cost function, that varies based on observed features.
Balance-oriented multi-warehouse inventory allocation is a recurring decision problem in large-scale e-commerce supply chains, in which a fixed replenishment quantity is distributed across warehouses to balance post-allocation inventory coverage while accounting for demand forecasts and heterogeneous allocation constraints. In practice, allocation requirements are often scenario-dependent and expressed in semi-structured or natural-language form rather than as ready-to-solve operations research (OR) formulations.
arXiv:2608. 19953v1 Announce Type: new Abstract: Mixed-Integer Linear Programming (MILP) is a fundamental problem class in operations research and combinatorial optimization, with broad applications to industrial decision-making.
arXiv:2606. 29366v1 Announce Type: cross Abstract: Balance-oriented multi-warehouse inventory allocation is a recurring decision problem in large-scale e-commerce supply chains, in which a fixed replenishment quantity is distributed across warehouses to balance post-allocation inventory coverage while accounting for demand forecasts and heterogeneous allocation constraints.
Mixed-Integer Linear Programming (MILP) is a fundamental problem class in operations research and combinatorial optimization, with broad applications to industrial decision-making. Owing to their NP-hardness, however, modern solvers may struggle to find high-quality solutions for challenging MILP instances within practical time limits.
arXiv:2607. 25956v1 Announce Type: new Abstract: Multi-warehouse inventory allocation is typically formulated as a mixed-integer programming (MIP) problem, yet no single formulation consistently matches heterogeneous instance-level regimes induced by demand concentration, inventory imbalance, replenishment scale, service constraints, and forecast volatility.
The paper studies mean‑variance portfolio selection with an β0 penalty to encourage sparse asset allocations. It incorporates uncertainty in the mean return vector via an ellipsoidal uncertainty set, leading to a robust sparse optimization framework. The authors analyze the structure of local and global minimizers, develop a branch‑and‑bound algorithm with a novel pruning rule, and show through computational experiments that their method is effective and competitive with existing solvers.
arXiv:2608. 02343v1 Announce Type: cross Abstract: Many operational problems are constrained sequential decision processes with large, combinatorial action spaces and interdependent feasibility constraints.
arXiv:2609. 28263v1 Announce Type: new Abstract: The growth of large language model (LLM) inference and search services increases the scale of online linear programming problems, motivating computationally efficient algorithms.
The paper introduces a robust framework for assortment optimization that addresses distributional shifts in customer choice behavior. It demonstrates computational tractability when the nominal choice model is known and develops statistically optimal algorithms for the data‑driven setting, providing matching upper and lower bounds on sample complexity. The authors identify "robust item‑wise coverage" as the minimal data requirement for efficient robust learning, bridging robustness and statistical efficiency in assortment planning.
arXiv:2609.40156v1 Announce Type: cross Abstract: In many statistical settings, the available data and maintained assumptions do not suffice to uniquely identify the model parameters of interest. In...