Three strands of prior work motivate this study: minimax-quantile bounds restricted to non-interactive estimation; unified interactive analyses that focus on expected risk rather than risk level specific quantile bounds; and high-probability bandit bounds that still lack a quantile-specific toolkit for general interactive protocols. To close this gap, within the interactive statistical decision making framework, we develop high-probability Fano and Le Cam tools and derive risk level explicit minimax-quantile bounds, including a quantile-to-expectation conversion and a tight link between strict and lower minimax quan-tiles. Instantiating these results for the two-armed Gaussian bandit immediately recovers optimal-rate bounds. Index T erms-- information theory, learning theory 1. INTRODUCTION The concept of minimax risk has become a staple in learning theory and statistics [1-3]. In interactive or online learning settings, the minimax risk is often replaced by its counterpart, the minimax regret.

Bundle pricing refers to designing several product combinations (i.e., bundles) and determining their prices in order to maximize the expected profit. It is a classic problem in revenue management and arises in many industries, such as e-commerce, tourism, and video games. However, the problem is typically intractable due to the exponential number of candidate bundles. In this paper, we explore the usage of graph convolutional networks (GCNs) in solving the bundle pricing problem. Specifically, we first develop a graph representation of the mixed bundling model (where every possible bundle is assigned with a specific price) and then train a GCN to learn the latent patterns of optimal bundles. Based on the trained GCN, we propose two inference strategies to derive high-quality feasible solutions. A local-search technique is further proposed to improve the solution quality. Numerical experiments validate the effectiveness and efficiency of our proposed GCN-based framework. Using a GCN trained on instances with 5 products, our methods consistently achieve near-optimal solutions (better than 97%) with only a fraction of computational time for problems of small to medium size. It also achieves superior solutions for larger size of problems compared with other heuristic methods such as bundle size pricing (BSP). The method can also provide high quality solutions for instances with more than 30 products even for the challenging cases where product utilities are non-additive.

The Trigger Arc Traveling Salesman Problem (TA-TSP) extends the classical TSP by introducing dynamic arc costs that change when specific "trigger" arcs are traversed, modeling scenarios such as warehouse operations with compactable storage systems. This paper introduces a GRASP-based metaheuristic that combines multiple construction heuristics with a multi-neighborhood local search. The construction phase uses mixed-integer programming (MIP) techniques to transform the TA-TSP into a sequence of tailored TSP instances, while the improvement phase applies 2-Opt, Swap, and Relocate operators. Computational experiments on MESS 2024 competition instances achieved average optimality gaps of 0.77% and 0.40% relative to the best-known solutions within a 60-second limit. On smaller, synthetically generated datasets, the method produced solutions 11.3% better than the Gurobi solver under the same time constraints. The algorithm finished in the top three at MESS 2024, demonstrating its suitability for real-time routing applications with state-dependent travel costs.

We study a class of constrained nonconvex--nonconcave minimax problems in which the inner maximization involves potentially complex constraints. Under the assumption that the inner problem of a novel lifted minimax problem satisfies a local Kurdyka-Łojasiewicz (KL) condition, we show that the maximal function of the original problem enjoys a local Hölder smoothness property. We also propose a sequential convex programming (SCP) method for solving constrained optimization problems and establish its convergence rate under a local KL condition. Leveraging these results, we develop an inexact proximal gradient method for the original minimax problem, where the inexact gradient of the maximal function is computed via the SCP method applied to a locally KL-structured subproblem. Finally, we establish complexity guarantees for the proposed method in computing an approximate stationary point of the original minimax problem.

With the slowing of Moores Law and increasing impact of power constraints, processor designs rely on architectural innovation to achieve differentiating performance. However, the innovation complexity has simultaneously increased the design space of modern high performance processors. Specifically, we identify two key challenges in prior Design Space Exploration (DSE) approaches for modern CPU design - (a) cost model (prediction method) is either slow or microarchitecture-specific or workload-specific and single model is inefficient to learn the whole design space (b) optimization (exploration method) is slow and inaccurate in the large CPU parameter space. This work presents a novel solution called OneDSE to address these emerging challenges in modern CPU design. OneDSE is a unified cost model (metric predictor) and optimizer (CPU parameter explorer) with three key techniques - 1. Transformer-based workload-Aware CPU Estimation (TrACE) framework to predict metrics in the parameter space (TrACE-p) and parameters in the in the metric space (TrACE-m). TrACE-p outperforms State of The Art (SOTA) IPC prediction methods by 5.71x and 28x for single and multiple workloads respectively while being two orders of magnitude faster. 2. We also propose a novel Metric spAce Search opTimizer (MAST) that leverages TrACE-m and outperforms SoTA metaheuristics by 1.19x while being an order of magnitude faster. 3. We propose Subsystem-based Multi-Agent Reinforcement-learning based fine-Tuning (SMART)-TrACE that achieves a 10.6% reduction in prediction error compared to TrACE, enabling more accurate and efficient exploration of the CPU design space.

We study the bidding problem in repeated uniform price multi-unit auctions from the perspective of a value-maximizing buyer. The buyer aims to maximize their cumulative value over $T$ rounds while adhering to per-round return-on-investment (RoI) constraints in a strategic (or adversarial) environment. Using an $m$-uniform bidding format, the buyer submits $m$ bid-quantity pairs $(b_i, q_i)$ to demand $q_i$ units at bid $b_i$, with $m \ll M$ in practice, where $M$ denotes the maximum demand of the buyer. We introduce the notion of safe bidding strategies as those that satisfy the RoI constraints irrespective of competing bids. Despite the stringent requirement, we show that these strategies satisfy a mild no-overbidding condition, depend only on the valuation curve of the bidder, and the bidder can focus on a finite subset without loss of generality. Though the subset size is $O(M^m)$, we design a polynomial-time learning algorithm that achieves sublinear regret, both in full-information and bandit settings, relative to the hindsight-optimal safe strategy. We assess the robustness of safe strategies against the hindsight-optimal strategy from a richer class. We define the richness ratio $α\in (0,1]$ as the minimum ratio of the value of the optimal safe strategy to that of the optimal strategy from richer class and construct hard instances showing the tightness of $α$. Our algorithm achieves $α$-approximate sublinear regret against these stronger benchmarks. Simulations on semi-synthetic auction data show that empirical richness ratios significantly outperform the theoretical worst-case bounds. The proposed safe strategies and learning algorithm extend naturally to more nuanced buyer and competitor models.

How well do AI systems perform in algorithm engineering for hard optimization problems in domains such as package-delivery routing, crew scheduling, factory production planning, and power-grid balancing? We introduce ALE-Bench, a new benchmark for evaluating AI systems on score-based algorithmic programming contests. Drawing on real tasks from the AtCoder Heuristic Contests, ALE-Bench presents optimization problems that are computationally hard and admit no known exact solution. Unlike short-duration, pass/fail coding benchmarks, ALE-Bench encourages iterative solution refinement over long time horizons. Our software framework supports interactive agent architectures that leverage test-run feedback and visualizations. Our evaluation of frontier LLMs revealed that while they demonstrate high performance on specific problems, a notable gap remains compared to humans in terms of consistency across problems and long-horizon problem-solving capabilities. This highlights the need for this benchmark to foster future AI advancements.

Variational Quantum Algorithms (VQAs) are a promising approach to leverage Noisy Intermediate-Scale Quantum (NISQ) computers. However, choosing optimal quantum circuits that efficiently solve a given VQA problem is a non-trivial task. Quantum Architecture Search (QAS) algorithms enable automatic generation of quantum circuits tailored to the provided problem. Existing QAS approaches typically adapt classical neural architecture search techniques, training machine learning models to sample relevant circuits, but often overlook the inherent quantum nature of the circuits they produce. By reformulating QAS from a quantum perspective, we propose a sampling-free differentiable QAS algorithm that models the search process as the evolution of a quantum mixed state, which emerges from the search space of quantum circuits. The mixed state formulation also enables our method to incorporate generic noise models, for example the depolarizing channel, which cannot be modeled by state vector simulation. We validate our method by finding circuits for state initialization and Hamiltonian optimization tasks, namely the variational quantum eigensolver and the unweighted max-cut problems. We show our approach to be comparable to, if not outperform, existing QAS techniques while requiring significantly fewer quantum simulations during training, and also show improved robustness levels to noise.

Identifying the structure of a partially observed causal system is essential to various scientific fields. Recent advances have focused on constraint-based causal discovery to solve this problem, and yet in practice these methods often face challenges related to multiple testing and error propagation. These issues could be mitigated by a score-based method and thus it has raised great attention whether there exists a score-based greedy search method that can handle the partially observed scenario. In this work, we propose the first score-based greedy search method for the identification of structure involving latent variables with identifiability guarantees. Specifically, we propose Generalized N Factor Model and establish the global consistency: the true structure including latent variables can be identified up to the Markov equivalence class by using score. We then design Latent variable Greedy Equivalence Search (LGES), a greedy search algorithm for this class of model with well-defined operators, which search very efficiently over the graph space to find the optimal structure. Our experiments on both synthetic and real-life data validate the effectiveness of our method (code will be publicly available).

On the occasion of the 20th Mixed Integer Program Workshop's computational competition, this work introduces a new approach for learning to solve MIPs online. Influence branching, a new graph-oriented variable selection strategy, is applied throughout the first iterations of the branch and bound algorithm. This branching heuristic is optimized online with Thompson sampling, which ranks the best graph representations of MIP's structure according to computational speed up over SCIP. We achieve results comparable to state of the art online learning methods. Moreover, our results indicate that our method generalizes well to more general online frameworks, where variations in constraint matrix, constraint vector and objective coefficients can all occur and where more samples are available.