All Areas Submissions - January 2017

Applications — OR and Management Sciences
The Selective Traveling Salesman Problem with Draught Limits
Shahin Gelareh, Bernard Gendron, Said Hanafi, Rahimeh Neamatian Monemi, Raca Todosijevic

Nonlinear Optimization
Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization
Frank E. Curtis, Daniel P. Robinson, Mohammadreza Samadi

Convex and Nonsmooth Optimization
Geometric descent method for convex composite minimization
Shixiang Chen, Shiqian Ma

Nonlinear Optimization
On Non-stationary Tikhonov procedures for discrete ill-posed nonlinear least squares problems
Stefania Bellavia, Elisa Riccietti

Combinatorial Optimization
Fooling Sets and the Spanning Tree Polytope
Kaveh Khoshkhah, Dirk Oliver Theis

Combinatorial Optimization
The (minimum) rank of typical fooling-set matrices
Mozhgan Pourmoradnasseri, Dirk Oliver Theis

Combinatorial Optimization
An approximation algorithm for the partial covering 0-1 integer program
Yotaro Takazawa, Shinji Mizuno, Tomonari Kitahara

Applications — OR and Management Sciences
Optimal Price Zones of Electricity Markets: A Mixed-Integer Multilevel Model and Global Solution Approaches
Veronika Grimm, Kleinert Thomas, Liers Frauke, Martin Schmidt, Zöttl Gregor

Applications — OR and Management Sciences
The Robust Uncapacitated Lot Sizing Model with Uncertainty Range
Dong Li, Dolores Romero Morales

Nonlinear Optimization
Modified Bregman iteration for portfolio optimization
Stefania Corsaro, Valentina De Simone

Convex and Nonsmooth Optimization
New Multirectional Mean Value Inequality
Michail Hamamdjiev, Milen Ivanov

Applications — OR and Management Sciences
A Stochastic Programming Approach for Electric Vehicle Charging Network Design
Sina Faridimehr, Saravanan Venkatachalam, Ratna Chinnam

Stochastic Programming
Two-stage Stochastic Programming under Multivariate Risk Constraints with an Application to Humanitarian Relief Network Design
Nilay Noyan, Merve Meraklı, Simge Küçükyavuz

Stochastic Programming
Distributionally Robust Reward-risk Ratio Programming with Wasserstein Metric
Yong Zhao, Yongchao Liu, Jin Zhang, Xinmin Yang

Stochastic Programming
On regularization with normal solutions in decomposition methods for multistage stochastic programming
Wim van Ackooij, Welington de Oliveira, Yongjia Song

Applications — OR and Management Sciences
Iterated local search and simulated annealing algorithms for the inventory routing problem
Aldair Álvarez, Pedro Munari, Reinaldo Morabito

Nonlinear Optimization
A Penalty Method for Rank Minimization Problems in Symmetric Matrices
Xin Shen, John E. Mitchell

Nonlinear Optimization
Quasi-Newton methods for convex constrained nonlinear systems and their application
Leopoldo Marini, Benedetta Morini, Margherita Porcelli

Applications — OR and Management Sciences
Generalized Bounded Rationality and Robust Multi-Commodity Network Design
Longsheng Sun, Mark Karwan, Changhyun Kwon

Complementarity and Variational Inequalities
Differentiated oligopolistic markets with concave cost functions via Ky Fan inequalities
Giancarlo Bigi, Mauro Passacantando

Applications — OR and Management Sciences
REGULARIZED DECOMPOSITION METHODS FOR DETERMINISTIC AND STOCHASTIC CONVEX OPTIMIZATION AND APPLICATION TO PORTFOLIO SELECTION WITH DIRECT TRANSACTION AND MARKET IMPACT COSTS
Vincent Guigues, Miguel A. Lejeune, Wajdi Tekaya

Convex and Nonsmooth Optimization
Communication-Efficient Algorithms for Decentralized and Stochastic Optimization
Guanghui Lan, Soomin Lee, Yi Zhou

Stochastic Programming
Quantitative Stability Analysis for Minimax Distributionally Robust RiskOptimization
Alois Pichler, Huifu Xu

Stochastic Programming
Regularized Decomposition Methods for Deterministic and Stochastic Convex Optimization and Application to Portfolio Selection with Direct Transaction and Market Impact Costs
Vincent Guigues, Miguel A. Lejeune, Wajdi Tekaya

Stochastic Programming
Scenario Reduction Revisited: Fundamental Limits and Guarantees
Napat Rujeerapaiboon, Kilian Schindler, Daniel Kuhn, Wolfram Wiesemann

Stochastic Programming
Distributionally Robust Stochastic Optimization with Dependence Structure
Rui Gao, Anton Kleywegt

Stochastic Programming
High-dimensional risk-constrained dynamic asset allocation via Markov stochastic dual dynamic programming
Davi Valladão, Thuener Silva, Marcus Poggi

Stochastic Programming
Data-Driven Optimization of Reward-Risk Ratio Measures
Ran Ji, Miguel A. Lejeune

Applications — OR and Management Sciences
Worst-Case Expected Shortfall with Univariate and Bivariate Marginals
Anulekha Dhara, Bikramjit Das, Karthik Natarajan

Applications — OR and Management Sciences
Semidefinite Programming Approach to Russell Measure Model
Margaréta Halická, Mária Trnovská

Applications — OR and Management Sciences
Risk-based Loan Pricing: Portfolio Optimization Approach With Marginal Risk Contribution
So Yeon Chun, Miguel A. Lejeune

Nonlinear Optimization
Asynchronous Parallel Algorithms for Nonconvex Big-Data Optimization. Part I: Model and Convergence
Loris Cannelli, Francisco Facchinei, Vyacheslav Kungurtsev, Gesualdo Scutari

Nonlinear Optimization
Asynchronous Parallel Algorithms for Nonconvex Big-Data Optimization. Part II: Complexity and Numerical Results
Loris Cannelli, Francisco Facchinei, Vyacheslav Kungurtsev, Gesualdo Scutari

Applications — Science and Engineering
Reliable single allocation hub location problem under hub breakdowns
Borzou Rostami, Nicolas Kammerling, Christoph Buchheim, Uwe Clausen

Network Optimization
Capacitated ring arborescence problems with profits
Alessandro Alessandro, Roberto Baldacci, Edna Ayako Hoshino

Convex and Nonsmooth Optimization
Convex Optimization with ALADIN
Boris Houska, Dimitris Kouzoupis, Yuning Jiang, Moritz Diehl

Applications — OR and Management Sciences
Multiple Part Type Cyclic Flow Shop Robotic Cell Scheduling Problem; A Novel and Comprehensive Mixed Integer Programming Approach
Atabak Elmi

Applications — OR and Management Sciences
Multiechelon Lot Sizing: New Complexities and Inequalities
Ming Zhao, Minjiao Zhang

Stochastic Programming
On Intersection of Two Mixing Sets with Applications to Joint Chance-Constrained Programs
Xiao Liu, Fatma Kilinc-Karzan, Simge Kucukyavuz

Applications — Science and Engineering
Mixed-Integer Nonlinear Programming Formulation of a UAV Path Optimization Problem
Shankarachary Ragi, Hans D. Mittelmann

Nonlinear Optimization
On the steplength selection in gradient methods for unconstrained optimization
Daniela di Serafino, Valeria Ruggiero, Gerardo Toraldo, Luca Zanni

Integer Programming
On the Structure of Linear Programs with Overlapping Cardinality Constraints
Tobias Fischer, Marc Pfetsch

Stochastic Programming
On almost sure rates of convergence for sample average approximations
Dirk Banholzer, Jörg Fliege, Ralf Werner

Integer Programming
Polytopes Associated with Symmetry Handling
Christopher Hojny, Marc E. Pfetsch

Integer Programming
An integer linear programming formulation for removing nodes in a network to minimize the spread of influenza virus infections
Hadi Charkhgard, Vignesh Subramanian, Walter Silva, Tapas Das

Nonlinear Optimization
A Condensing Algorithm for Nonlinear MPC with a Quadratic Runtime in Horizon Length
Joel A E Andersson, Janick V Frasch, Milan Vukov, Moritz Diehl

Linear, Cone and Semidefinite Programming
A polynomial algorithm for linear feasibility problems given by separation oracles
Sergei Chubanov

Linear, Cone and Semidefinite Programming
On the Fermat point of a triangle
Jakob Krarup, Kees Roos

Robust Optimization
Robust combinatorial optimization with knapsack uncertainty
Michael Poss

Nonlinear Optimization
Some theoretical limitations of second-order algorithms for smooth constrained optimization
Gabriel Haeser

Linear, Cone and Semidefinite Programming
Statistical Inference of Semidefinite Programming
Alexander Shapiro