arXiv:2606. 10112v1 Announce Type: cross Abstract: Characterizing revenue-optimal auctions for multi-item, multi-bidder settings remains a fundamental open problem, with no known closed-form solution existing beyond restrictive binary-type instances.
By Yanchen Jiang, David C. Parkes, Tonghan Wang
arXiv:2609.25728v1 Announce Type: new
Abstract: Self-supervised learning for combinatorial optimization has emerged as a promising paradigm for solving discrete optimization problems with neural netw...
By Akbar Rafiey, Yifei Xu, Nikolaos Karalias
arXiv:2509. 22557v5 Announce Type: replace Abstract: Mixed bundle pricing is a classic revenue management problem arising in industries such as e-commerce, tourism, and video games.
By Liangyu Ding, Chenghan Wu, Guokai Li, Zizhuo Wang
arXiv:2509. 22557v3 Announce Type: replace Abstract: Mixed bundle pricing is a classic revenue management problem arising in industries such as e-commerce, tourism, and video games.
By Liangyu Ding, Guokai Li, Zizhuo Wang, Chenghan Wu
NeuralCert presents a framework that learns high‑dimensional variational trial functions in a compact separable form, then spectrally diagnoses, prunes, and exactly certifies them via multimodular evaluation. The method is fully explicit and independently verifiable, and can run on a standard personal computer. Applied to three extremal problems, it demonstrates that neural optimization can discover better constructions, reveal empirical invariants useful for proofs, and expose optimization barriers that inspire new analytic or numerical approaches.
By Mark Patrick Roeling
arXiv:2505. 04757v2 Announce Type: replace Abstract: This paper introduces a novel approach to contextual stochastic optimization, integrating operations research and machine learning to address decision-making under uncertainty.
By Louis Bouvier, Thibault Prunet, Vincent Lecl\`ere, Axel Parmentier
CG4AI is a column generation framework that trains AI models while enforcing linear constraints on their outputs. It constructs a convex combination of models, using a master linear program to set mixture weights and a pricing subproblem to generate new models guided by dual variables, focusing on the most violated constraints. The method is applied to MNIST digit classification—demonstrating constraint learning, adversarial robustness, error correction, and output relabeling—and to multi‑commodity flow routing, achieving feasible predictors with higher accuracy than single‑model baselines.
By Youcef Magnouche, Abderrahmane Driouch, S\'ebastien Martin, Pierre Bauguion
arXiv:2505.05261v4 Announce Type: replace-cross
Abstract: Two-stage stochastic programming (2SP) offers a basic framework for modelling decision-making under uncertainty, yet scalability remains a ch...
By Yu Liu, Fabricio Oliveira, Jan Kronqvist
arXiv:2606. 13803v1 Announce Type: new Abstract: Enforcing functional inequality constraints such as monotonicity and convexity in neural networks is a fundamental challenge in many industrial and scientific applications.
By Ruben Wiedemann, Antoine Jacquier, Lukas Gonon
arXiv:2607. 04278v1 Announce Type: cross Abstract: We propose the first deep learning algorithm, the Certainty Equivalent Learning (CEL) algorithm, for solving high-dimensional discrete-time dynamic programming problems with recursive utility.
By Xianhua Peng, Wu Guo
arXiv:2501. 18049v3 Announce Type: replace Abstract: We study online learning for a seller that jointly chooses per-period inventory positions and a uniform price, then fulfills realized demand through a downstream allocation.
By Jianyu Xu, Xuan Wang, Yu-Xiang Wang, Jiashuo Jiang
arXiv:2608. 03142v1 Announce Type: cross Abstract: We study contextual dynamic pricing with arbitrary covariate sequences and bounded, possibly nonbinary purchase quantities.
By Xueping Gong, Zhuoluo Zhang, Zhaowei Miao, Jiheng Zhang