MAXIMIZATION

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Maximizing the Differences Between a Monotone DR-Submodular Function and a Linear Function on the Integer Lattice
《Journal of the Operations Research Society of China》2024年第3期795-807,共13页Zhen-Ning Zhang Dong-Lei Du Ran Ma Dan Wu 
supported by the National Natural Science Foundation of China(Nos.12001025 and 12131003);The second author is supported by the Natural Sciences and Engineering Research Council(No.06446),and the National Natural Science Foundation of China(Nos.11771386 and 11728104);The third author is supported by the National Natural Science Foundation of China(Nos.11501171 and 11771251);the Province Natural Science Foundation of Shandong(No.ZR2020MA028);The fourth author is supported by the National Natural Science Foundation of China(No.11701150)。
In this paper,we investigate the maximization of the differences between a nonnegative monotone diminishing return submodular(DR-submodular)function and a nonnegative linear function on the integer lattice.As it is al...
关键词：Submodular maximization DR-submodular Integer lattice Single-threshold greedy algorithm Streaming algorithm 
Greedy is Good:Constrained Non-submodular Function Maximization via Weak Submodularity
《Journal of the Operations Research Society of China》2024年第3期627-648,共22页Ma-Jun Shi Wei Wang 
supported by the National Natural Science Foundation of China(No.11971376).
The widely used greedy algorithm has been recently shown to achieve near-optimal theoretical guarantees for the problems of constrained monotone non-submodular function maximization,with competitive performances in pr...
关键词：Non-submodular function p-matroid intersection p-extendible system P-SYSTEM Greedy algorithm 
Adaptive Algorithms on Maximizing Monotone Nonsubmodular Functions
《Journal of the Operations Research Society of China》2024年第2期428-445,共18页Bin Liu Hui Su Shu-Fang Gong Qi-Zhi Fang 
the National Natural Science Foundation of China(Nos.11971447 and 11871442);the Fundamental Research Funds for the Central Universities.
Submodular optimization is widely used in large datasets.In order to speed up the problems solving,it is essential to design low-adaptive algorithms to achieve acceleration in parallel.In general,the function values a...
关键词：Approximation algorithm Adaptivity Nonsubmodular maximization Cardinality constraint 
Risk and Potential:An Asset Allocation Framework with Applications to Robo-Advising
《Journal of the Operations Research Society of China》2022年第3期529-558,共30页Xiang-Yu Cui Duan Li Xiao Qiao Moris S.Strub 
supported by the National Natural Science Foundation of China(Nos.71671106 and 72171138);by the Shanghai Institute of International Finance and Economics,and by the Program for Innovative Research Team of Shanghai University of Finance and Economics(No.2020110930);partially supported by the Research Grants Council of the Hong Kong Special Administrative Region,China(No.CityU 11200219);partially supported by the National Natural Science Foundation of China(No.72050410356).
We propose a novel dynamic asset allocation framework based on a family of mean-variance-induced utility functions that alleviate the non-monotonicity and time-inconsistency problems of mean-variance optimization.The ...
关键词：Mean-risk optimization MEAN-VARIANCE Expected utility maximization Portfolio choice RISK POTENTIAL Robo-advising FinTech 
Simultaneous Approximation of Multi-criteria Submodular Function Maximization
《Journal of the Operations Research Society of China》2014年第3期271-290,共20页Dong-Lei Du Yu Li Nai-Hua Xiu Da-Chuan Xu 
supported by the Natural Sciences and Engineering Research Council of Canada(NSERC,No.283103);This work was partially done while the second author was a visiting doctorate student at the Faculty of Business Administration,University of New Brunswick and supported in part by NSERC(No.283103);The research of the third author is supported by the National Basic Research Program of China(No.2010CB732501);The fourth author’s research is supported by National Natural Science Foundation of China(No.11371001);Scientific Research Common Program of Beijing Municipal Commission of Education(No.KM201210005033).
Recently intensive interest has been raised on approximation of the NPhard submodular maximization problem due to their theoretical and practical significance.In this work,we extend this line of research by focusing o...
关键词：MULTI-CRITERIA Submodular function maximization Approximation algorithm EXISTENCE 
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