Mathematics of Operations Research

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Persistency in Multilinear Optimization
- Julie Bowers Lassiter
  Corresponding Author
  Julie Bowers Lassiter
  [email protected]
  https://orcid.org/0000-0003-2896-5827
  School of Mathematical and Statistical Sciences, Clemson University, Clemson, South Carolina 29634
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- Paul T. Hadavas
  Paul T. Hadavas
  [email protected]
  Department of Mathematical Sciences, Georgia Southern University, Statesboro, Georgia 30458
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- Warren P. Adams
  Warren P. Adams
  [email protected]
  School of Mathematical and Statistical Sciences, Clemson University, Clemson, South Carolina 29634
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Published Online:June 23, 2025
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Abstract
We define a multilinear program to be persistent if every variable realizing a value at either its lower or upper bound in an optimum to a specified linear relaxation persists in retaining that same value in an optimum to the original problem. Few ...
Equilibrium Transport with Time-Inconsistent Costs
- Erhan Bayraktar
  Erhan Bayraktar
  [email protected]
  https://orcid.org/0000-0002-1926-4570
  Department of Mathematics, University of Michigan, Ann Arbor, Michigan 48109
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- Bingyan Han
  Corresponding Author
  Bingyan Han
  [email protected]
  https://orcid.org/0000-0003-0680-7967
  Thrust of Financial Technology, The Hong Kong University of Science and Technology (Guangzhou), Guangzhou 511453, China
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Published Online:June 19, 2025
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Abstract
Given two probability measures on sequential data, we investigate the transport problem with time-inconsistent preferences in a discrete-time setting. Motivating examples are nonlinear objectives, state-dependent costs, and regularized optimal transport ...
Capacitated Network Bargaining Games: Stability and Structure
- Laura Sanità
  Laura Sanità
  [email protected]
  https://orcid.org/0000-0002-6384-1857
  Department of Computing Sciences, Bocconi University, 20136 Milan, Italy
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- Lucy Verberk
  Corresponding Author
  Lucy Verberk
  [email protected]
  https://orcid.org/0000-0002-4695-0576
  Mathematics and Computer Science, Eindhoven University of Technology, 5612 AZ Eindhoven, Netherlands
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Published Online:June 17, 2025
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Abstract
Capacitated network bargaining games are popular combinatorial games that involve the structure of matchings in graphs. We show that it is always possible to stabilize unit weight instances of this problem (that is, ensure that they admit a stable outcome)...
Online Learning of Independent Cascade Models with Node-Level Feedback
- Shuoguang Yang
  Corresponding Author
  Shuoguang Yang
  [email protected]
  https://orcid.org/0000-0002-0915-196X
  Department of Industrial Engineering and Decision Analytics, The Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong SAR, China
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- Van-Anh Truong
  Van-Anh Truong
  [email protected]
  Department of Industrial Engineering and Operations Research, Columbia University, New York, New York 10027
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Published Online:June 13, 2025
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Abstract
We propose the analysis of the online learning problem for independent cascade (IC) models under node-level feedback. These models have widespread applications in modern social networks. Existing works for IC models have only shed light on edge-level ...
Lower Complexity Bounds of First-Order Methods for Affinely Constrained Composite Nonconvex Problems
- Wei Liu
  Wei Liu
  [email protected]
  https://orcid.org/0000-0002-2376-8974
  Department of Mathematical Sciences, Rensselaer Polytechnic Institute, Troy, New York 12180
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- Qihang Lin
  Qihang Lin
  [email protected]
  https://orcid.org/0000-0003-2943-3267
  Department of Business Analytics, University of Iowa, Iowa City, Iowa 52242
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- Yangyang Xu
  Corresponding Author
  Yangyang Xu
  [email protected]
  https://orcid.org/0000-0002-4163-3723
  Department of Mathematical Sciences, Rensselaer Polytechnic Institute, Troy, New York 12180
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Published Online:June 12, 2025
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Abstract
Many recent studies on first-order methods (FOMs) focus on composite nonconvex nonsmooth optimization with linear and/or nonlinear function constraints. Upper (or worst-case) complexity bounds have been established for these methods. However, little can ...
A New Finite Approximation Method for Evaluating Steady-State Performance of a Continuous-State Markov Chain with an Application to Queues with Customer Abandonment
- Shukai Li
  Shukai Li
  [email protected]
  https://orcid.org/0009-0005-1406-5803
  Northwestern University, Evanston, Illinois 60208
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- Sanjay Mehrotra
  Corresponding Author
  Sanjay Mehrotra
  [email protected]
  https://orcid.org/0000-0003-1106-1901
  Northwestern University, Evanston, Illinois 60208
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Published Online:June 12, 2025
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Abstract
This paper develops a new method for computing the stationary distribution and steady-state performance measures of stochastic systems that can be described as a continuous-state Markov chain supported on R. The balance equations are solved by constructing ...
Improved Approximation Guarantees for Joint Replenishment in Continuous Time
- Danny Segev
  Danny Segev
  [email protected]
  https://orcid.org/0000-0003-4684-2185
  School of Mathematical Sciences and Coller School of Management, Tel Aviv University, Tel Aviv 69978, Israel
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Published Online:June 12, 2025
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Abstract
The primary objective of this work is to revisit and revitalize one of the most fundamental models in deterministic inventory management, the continuous-time joint replenishment problem. Our main contribution consists of resolving several long-standing ...
Online Matching in Geometric Random Graphs
- Flore Sentenac
  Corresponding Author
  Flore Sentenac
  [email protected]
  https://orcid.org/0009-0005-3847-5794
  École des hautes études commerciales de Paris, Paris, France
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- Nathan Noiry
  Nathan Noiry
  [email protected]
  Statistique Signal et Apprentissage, Telecom Paris, Paris, France
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- Matthieu Lerasle
  Matthieu Lerasle
  [email protected]
  Center for Research in Economics and Statistics, École nationale de la statistique et de l’administration économique IP (Institut Polytechnique) Paris, Paris, France
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- Laurent Ménard
  Laurent Ménard
  [email protected]
  Modal’X, Unité mixte de recherche Centre national de la recherche scientifique 9023, UPL, University of Paris Nanterre, Nanterre, France
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- Vianney Perchet
  Vianney Perchet
  [email protected]
  CREST, ENSAE, CRITEO Artificial Intelligence Lab, Paris, France
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Published Online:June 11, 2025
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Abstract
We investigate online maximum cardinality matching, a central problem in ad allocation. In this problem, users are revealed sequentially, and each new user can be paired with any previously unmatched campaign that it is compatible with. Despite the ...

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