Faster Parametric Shortest Path and Minimum Balance Algorithms

The parametric shortest path problem is to find the shortest paths in graph where the edge costs are of the form w_ij+lambda where each w_ij is constant and lambda is a parameter that varies. The problem is to find shortest path trees for every possible value of lambda. The minimum-balance problem is to find a ``weighting'' of the vertices so that adjusting the edge costs by the vertex weights yields a graph in which, for every cut, the minimum weight of any edge crossing the cut in one direction equals the minimum weight of any edge crossing the cut in the other direction. The paper presents fast algorithms for both problems. The algorithms run in O(nm+n^2 log n) time. The paper also describes empirical studies of the algorithms on random graphs, suggesting that the expected time for finding a minimum-mean cycle (an important special case of both problems) is O(n log(n) + m)

The Infinite-Horizon Dynamic Lot-Size Problem with Cyclic Demand and Costs

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On the tradeoff between stability and fit

In computing, as in many aspects of life, changes incur cost. Many optimization problems are formulated as a one-time instance starting from scratch. However, a common case that arises is when we already have a set of prior assignments and must decide how to respond to a new set of constraints, given that each change from the current assignment comes at a price. That is, we would like to maximize the fitness or efficiency of our system, but we need to balance it with the changeout cost from the previous state. We provide a precise formulation for this tradeoff and analyze the resulting stable extensions of some fundamental problems in measurement and analytics. Our main technical contribution is a stable extension of Probability Proportional to Size (PPS) weighted random sampling, with applications to monitoring and anomaly detection problems. We also provide a general framework that applies to top-k, minimum spanning tree, and assignment. In both cases, we are able to provide exact solutions and discuss efficient incremental algorithms that can find new solutions as the input changes

New scaling algorithms for the assignment for minimum cycle mean problems

Also issued as: Working paper (Sloan School of Management) ; WP 2019-88.Includes bibliographical references (p. 24-27).by James B. Orlin and Ravindra K. Ahuja

New scaling algorithms for the assignment and minimum cycle mean problems

Bibliography: p. 24-27.James B. Orlin and Ravindra K. Ahuja