All Areas Submissions - April 2019

Stochastic Programming
Identifying Effective Scenarios for Sample Average Approximation
Lijian Chen

Linear, Cone and Semidefinite Programming
Logarithmic-Barrier Decomposition Interior-Point Methods for Stochastic Linear Optimization in a Hilbert Space
Baha Alzalg

Applications — Science and Engineering
Discrete Optimization Methods for Group Model Selection in Compressed Sensing
Bubacarr Bah, Jannis Kurtz, Oliver Schaudt

Combinatorial Optimization
The Quadratic Cycle Cover Problem: special cases and efficient bounds
de Meijer Frank, Renata Sotirov

Other Topics
Derivative-free optimization methods
Jeffrey Larson, Matt Menickelly, Stefan Wild

Nonlinear Optimization
On monotonic estimates of the norm of the minimizers of regularized quadratic functions in Krylov spaces
Coralia Cartis, Nick Gould, Marius Lange

Nonlinear Optimization
Derivative-free optimization methods
Jeffrey Larson, Matt Menickelly, Stefan Wild

Nonlinear Optimization
A Log-Barrier Newton-CG Method for Bound Constrained Optimization with Complexity Guarantees
Michael O'Neill, Stephen J. Wright

Linear, Cone and Semidefinite Programming
Noisy Euclidean Distance Matrix Completion with a Single Missing Node
Stefan Sremac, Fei Wang , Henry Wolkowicz, Lucas Pettersson

Applications — OR and Management Sciences
Mathematical formulations for a two-echelon inventory routing problem
Katyanne Farias, Khaled Hadj-Hamou, Claude Yugma

Stochastic Programming
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
Wim van Ackooij, Daniela Escobar, Martin Glanzer, Georg Ch. Pflug

Stochastic Programming
Normal Approximation for Stochastic Gradient Descent via Non-Asymptotic Rates of Martingale CLT
Andreas Anastasiou, Krishnakumar Balasubramanian, Murat A. Erdogdu

Convex and Nonsmooth Optimization
Convex-Concave Backtracking for Inertial Bregman Proximal Gradient Algorithms in Non-Convex Optimization
Mahesh Chandra Mukkamala, Peter Ochs, Thomas Pock, Shoham Sabach

Nonlinear Optimization
RaBVItG:An Algorithm for Solving a Class of Multi-Players Feedback Nash Differential Games
Jorge Herrera de la Cruz, Benjamin Ivorra, Ángel M. Ramos

Linear, Cone and Semidefinite Programming
Lower Bounds for the Bandwidth Problem
Franz Rendl, Renata Sotirov, Truden Christian

Combinatorial Optimization
Knapsack Polytopes - A Survey
Christopher Hojny, Tristan Gally, Oliver Habeck, Hendrik Lüthen, Frederic Matter, Marc E. Pfetsch, Andreas Schmitt

Linear, Cone and Semidefinite Programming
Burer-Monteiro guarantees for general semidefinite programs
Diego Cifuentes

Nonlinear Optimization
ProxSARAH: An Efficient Algorithmic Framework for Stochastic Composite Nonconvex Optimization
H. Nhan Pham, M. Lam Nguyen, T. Dzung Phan, Quoc Tran-Dinh

Linear, Cone and Semidefinite Programming
Self-Concordance and Matrix Monotonicity with Applications to Quantum Entanglement Problems
Leonid Faybusovich, Cunlu Zhou

Linear, Cone and Semidefinite Programming
Convergence analysis of a Lasserre hierarchy of upper bounds for polynomial minimization on the sphere
Etienne de Klerk, Monique Laurent

Integer Programming
Integer Programming for Learning Directed Acyclic Graphs from Continuous Data
Hasan Manzour, Simge Kucukyavuz, Ali Shojaie

Combinatorial Optimization
A Combinatorial Algorithm for the Multi-commodity Flow Problem
Pengfei Liu

Global Optimization
New bounds for nonconvex quadratically constrained quadratic programming
Moslem Zamani

Global Optimization
A Class of Stochastic Variance Reduced Methods with an Adaptive Stepsize
YAN LIU, Congying HAN, Tiande GUO

Nonlinear Optimization
Trust-region methods for the derivative-free optimization of nonsmooth black-box functions
G. Liuzzi, S. Lucidi, F. Rinaldi, L. N. Vicente

Integer Programming
There's No Free Lunch: On the Hardness of Choosing a Correct Big-M in Bilevel Optimization
Thomas Kleinert, Martine Labbé, Fränk Plein, Martin Schmidt

Linear, Cone and Semidefinite Programming
A Projective Approach to Nonnegative Matrix Factorization
Patrick Groetzner

Applications — OR and Management Sciences
PUBLIC R&D PROJECT PORTFOLIO SELECTION UNDER EXPENDITURE UNCERTAINTY AND POLICY CONSTRAINTS
Musa Caglar, Sinan Gurel

Convex and Nonsmooth Optimization
Relative-error inertial-relaxed inexact versions of Douglas-Rachford and ADMM splitting algorithms
M. Marques Alves, Jonathan Eckstein, Marina Geremia, Jefferson Melo

Convex and Nonsmooth Optimization
Low-rank matrix recovery with composite optimization: good conditioning and rapid convergence
Vasileios Charisopoulos, Yudong Chen, Damek Davis, Mateo Diaz, Lijun Ding, Dmitriy Drusvyatskiy

Nonlinear Optimization
Scalable Preconditioning of Block-Structured Linear Algebra Systems using ADMM
Jose Rodriguez, Carl Laird, Victor Zavala

Robust Optimization
General risk measures for robust machine learning
Émilie Chouzenoux, Henri Gérard, Jean-Christophe Pesquet

Convex and Nonsmooth Optimization
A linearly convergent stochastic recursive gradient method for convex optimization
Yan Liu, Xiao Wang, Tiande Guo

Applications — Science and Engineering
An analysis of noise folding for low-rank matrix recovery
Jianwen Huang, Jianjun Wang, Feng Zhang, Hailin Wang, Wendong Wang

Nonlinear Optimization
Tensor Methods for Minimizing Functions with H\"{o}lder Continuous Higher-Order Derivatives
Geovani Nunes Grapiglia, Yurii Nesterov

Convex and Nonsmooth Optimization
Stability Analysis for a Class of Sparse Optimization Problems
J.L. XU, Yun-Bin ZHAO

Convex and Nonsmooth Optimization
Non-Stationary First-Order Primal-Dual Algorithms with Fast Convergence Rates
Quoc Tran-Dinh, Yuzixuan Zhu

Stochastic Programming
A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
Roya Karimi, Jianqiang Cheng, Miguel Lejeune