All Areas Submissions - January 2016
Nonlinear Optimization
Unified conditional gradient type methods for composite nonlinear and stochastic optimization
SAEED GHADIMI
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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