Optimization Online


All Areas Submissions - January 2016

Nonlinear Optimization
Unified conditional gradient type methods for composite nonlinear and stochastic optimization

Integer Programming
Analysis of Sparse Cutting-plane for Sparse MILPs with Applications to Stochastic MILPs
Santanu Dey, Marco Molinaro, Qianyi Wang

Convex and Nonsmooth Optimization
Regularized Interior Proximal Alternating Direction Method for Separable Convex Optimization Problems
Felipe Alvarez, Julio Lopez, Natalia Ruiz

Convex and Nonsmooth Optimization
Improved pointwise iteration-complexity of a regularized ADMM and of a regularized non-Euclidean HPE framework
Max L. N. Goncalves, Renato D.C. Monteiro, Jefferson G. Melo

Nonlinear Optimization
A Stochastic Majorize-Minimize Subspace Algorithm for Online Penalized Least Squares Estimation
Emilie Chouzenoux, Jean-Christophe Pesquet

Convex and Nonsmooth Optimization
Approximate Versions of the Alternating Direction Method of Multipliers
Jonathan Eckstein, Wang Yao

Linear, Cone and Semidefinite Programming
Quadratic Programs with Hollows
Boshi Yang, Kurt Anstreicher, Samuel Burer

Linear, Cone and Semidefinite Programming
The min-cut and vertex separator problem
Franz Rendl, Renata Sotirov

Linear, Cone and Semidefinite Programming
Exact SDP Relaxations with Truncated Moment Matrix for Binary Polynomial Optimization Problems
Shinsaku Sakaue, Akiko Takeda, Sunyoung Kim, Naoki Ito

Global Optimization
Convex envelopes of bivariate functions through the solution of KKT systems
Marco Locatelli

Applications — OR and Management Sciences
Vehicle Routing with Roaming Delivery Locations
Damian Reyes, Martin Savelsbergh, Alejandro Toriello

Applications — OR and Management Sciences
Transit directions at global scale
Joris van der Geer

Linear, Cone and Semidefinite Programming
A relaxed-certificate facial reduction algorithm based on subspace intersection
Henrik A. Friberg

Convex and Nonsmooth Optimization
On M-stationarity conditions in MPECs and the associated qualification conditions
Lukáš Adam, René Henrion, Jiří Outrata

Stochastic Programming
On the Number of Stages in Multistage Stochastic Programs
Giovanni Pantuso

Stochastic Programming
Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures
Vincent Guigues

Applications — OR and Management Sciences
Determining Aggregate Compatibility Using Dynamic Spectrum Consumption Models Via Global Optimization
Doug Altner, Samuel Schmitz, John A. Stine, Jeff Snider

Applications — OR and Management Sciences
Reconstructing Complete Paths from Segment and Origin-Destination Data
Doug Altner, Lisa Vasko, David Klamm

Applications — OR and Management Sciences
A branch-price-and-cut for the vehicle routing problem with time windows and multiple deliverymen
Pedro Munari, Reinaldo Morabito

Applications — OR and Management Sciences
The Vehicle Routing Problem with Occasional Drivers
Claudia Archetti, Martin Savelsbergh, M. Grazia Speranza

Convex and Nonsmooth Optimization
The Legendre Transformation in Modern Optimization
Roman Polyak

Applications — Science and Engineering
Constructing New Weighted $\ell_1$-Algorithms for the Sparsest Points of Polyhedral Sets
Y.-B. Zhao, Z.-Q. Luo

Global Optimization
General Ellipse Packings in an Optimized Circle Using Embedded Lagrange Multipliers
Frank J. Kampas, Janos D. Pinter, Ignacio Castillo

Stochastic Programming
Joint dynamic probabilistic constraints with projected linear decision rules
Vincent Guigues, Rene Henrion

Nonlinear Optimization
A multiplier method with a class of penalty functions for convex programming
Romulo A Castillo, Luiz C Matioli, Clavel Quintana

Stochastic Programming
Two-Stage Stochastic Linear Programming: The Conditional Scenario Approach
C. Beltran-Royo

Applications — OR and Management Sciences
Risk-averse portfolio selection of renewable electricity generator investments in Brazil: An optimised multi-market commercialisation strategy
Sebastian Maier, Alexandre Street, Ken McKinnon

Convex and Nonsmooth Optimization
Variational Analysis of the Crouzeix Ratio
Anne Greenbaum, Adrian Lewis, Michael Overton

Stochastic Programming
The stochastic vehicle routing problem, a literature review
Jorge Oyola, Halvard Arntzen, David L Woodruff

Convex and Nonsmooth Optimization
Shrinking Gradient Descent Algorithms For Total Variation based Image Denoising
Mingqiang Li, Congying Han, Runxin Wang, Tiande Guo

Nonlinear Optimization
Constrained Optimization with Low-Rank Tensors and Applications to Parametric Problems with PDEs
Sebastian Garreis, Michael Ulbrich

Convex and Nonsmooth Optimization
Nash Equilibrium in a Pay-as-bid Electricity Market: Part 1 - Existence and Characterisation
Didier Aussel, Pascale Bendotti, Miroslav Pistek

Convex and Nonsmooth Optimization
Nash Equilibrium in a Pay-as-bid Electricity Market: Part 2 - Best Response of a Producer
Didier Aussel, Pascale Bendotti, Miroslav Pistek

Combinatorial Optimization
Online Learning for Strong Branching Approximation in Branch-and-Bound
Alejandro Marcos Alvarez, Louis Wehenkel, Quentin Louveaux

Other Topics
A new algorithm for solving planar multiobjective location problems involving the Manhattan norm
Shaghaf Alzorba, Christian Günther, Nicolae Popovici, Christiane Tammer

Convex and Nonsmooth Optimization
Fast convex optimization via inertial dynamics with Hessian driven damping
H Attouch, J Peypouquet, P Redont

Applications — OR and Management Sciences
A Practical Price Optimization Approach for Omni-channel Retailing
Pavithra Harsha, Shiva Subramanian, Markus Ettl

Nonlinear Optimization
A Riemannian rank-adaptive method for low-rank optimization
Guifang Zhou, Wen Huang, Kyle A. Gallivan, Paul Van Dooren, P.-A. Absil

Stochastic Programming
Non-asymptotic confidence bounds for the optimal value of a stochastic program
Vincent Guigues, Anatoli Juditsky, Arkadi Nemirovski

Stochastic Programming
Satisficing Awakens: Models to Mitigate Uncertainty
Patrick Jaillet, Sanjay Dominik Jena, Tsan Sheng Ng, Melvyn Sim

Stochastic Programming
Scenario Set Partition Dual Bounds for Multistage Stochastic Programming: A Hierarchy of Bounds and a Partition Sampling Approach
Natashia Boland, Ilke Bakir, Brian Dandurand, Alan Erera

Stochastic Programming
Parallel Scenario Decomposition of Risk Averse 0-1 Stochastic Programs
Yan Deng, Shabbir Ahmed, Siqian Shen

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