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Optimization Online





 

All Areas Submissions - May 2015

Global Optimization
On the convergence rate of an inexact proximal point algorithm for quasiconvex minimization on Hadamard manifolds
Nancy Baygorrea , Erik Papa Quiroz, Nelson Maculan

Other Topics
On the convergence of the Sakawa-Shindo algorithm in stochastic control
J. F. Bonnans, J. Gianatti, F. J. Silva

Combinatorial Optimization
Search-Enhanced Instantaneous Frequency Detection Algorithm: A Preliminary Design
Phen Chiak See

Combinatorial Optimization
What Works Best When? A Framework for Systematic Heuristic Evaluation
Iain Dunning, Swati Gupta, John Silberholz

Convex and Nonsmooth Optimization
Distributionally robust expectation inequalities for structured distributions
Bart P.G. Van Parys, Paul J. Goulart, Manfred Morari

Linear, Cone and Semidefinite Programming
Dual Face Algorithm Using Gauss-Jordan Elimination for Linear Programming
Ping-Qi Pan

Combinatorial Optimization
Reoptimization Techniques for MIP Solvers
Gerald Gamrath, Benjamin Hiller, Jakob Witzig

Robust Optimization
Data-driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations
Peyman Mohajerin Esfahani, Daniel Kuhn

Convex and Nonsmooth Optimization
Solving nonsmooth convex optimization with complexity $O(\eps^{-1/2})$
Masoud Ahookhosh, Arnold Neumaier

Convex and Nonsmooth Optimization
First-Order Algorithms for Convex Optimization with Nonseparate Objective and Coupled Constraints
Xiang Gao, Shuzhong Zhang

Stochastic Programming
Data-Driven Risk-Averse Stochastic Optimization with Wasserstein Metric
Chaoyue Zhao, Yongpei Guan

Applications — OR and Management Sciences
Mathematical Models for Multi Container Loading Problems
Teresa Alonso, Ramón Alvarez-valdes, Manuel Iori, Francisco Parreńo, Jose Manuel Tamarit

Robust Optimization
Multi-period robust risk measures and portfolio selection models with regime-switching
Zhiping Chen, Jia Liu

Stochastic Programming
Two approaches to constrained stochastic optimal control problems
Laurent Pfeiffer

Stochastic Programming
Time Consistent Recursive Risk Measures Under Regime Switching and Factor Models and Their Application in Dynamic Portfolio Selection
Zhiping Chen, Jia Liu

Stochastic Programming
Time Consistent Risk Measure Under Probabilistic Stopping Time Framework and its Applications
Zhiping Chen, Jia Liu

Stochastic Programming
Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity
Ruiwei Jiang, Yongpei Guan

Convex and Nonsmooth Optimization
An Inexact Proximal Algorithm for Pseudomonotone and Quasimonotone Variational Inequalities
Erik Papa Quiroz, Lennin Mallma Ramirez, Paulo Roberto Oliveira

Applications — Science and Engineering
A New Perspective on Boosting in Linear Regression via Subgradient Optimization and Relatives
Robert M. Freund, Paul Grigas, Rahul Mazumder

Convex and Nonsmooth Optimization
Global Convergence of Unmodified 3-Block ADMM for a Class of Convex Minimization Problems
Tianyi Lin, Shiqian Ma, Shuzhong Zhang

Linear, Cone and Semidefinite Programming
On measures of size for convex cones
Alberto Seeger

Stochastic Programming
Optimal gas storage valuation and futures trading under a high-dimensional price process
Nils Löhndorf, David Wozabal

Robust Optimization
Distributionally Robust Optimization with Matrix Moment Constraints: Lagrange Duality and Cutting Plane Methods
Huifu Xu, Yongchao Liu, Hailin Sun

Global Optimization
A Binarisation Approach to Non-Convex Quadratically Constrained Quadratic Programs
Laura Galli, Adam N Letchford

Combinatorial Optimization
Solving maximum cut problems by simulated annealing
Tor G.J. Myklebust

Nonlinear Optimization
STABILITY OF A REGULARIZED NEWTON METHOD WITH TWO POTENTIALS
Boushra Abbas

Global Optimization
Convergence Analysis of Multivariate McCormick Relaxations
J Najman, A Mitsos

Linear, Cone and Semidefinite Programming
A Constraint-Reduced Algorithm for Semidefinite Optimization Problems with Superlinear Convergence
Sungwoo Park

Nonlinear Optimization
Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
Coralia Cartis, Katya Scheinberg

Other Topics
A New Method for Optimizing a Linear Function over the Efficient Set of a Multiobjective Integer Program
Natashia Boland, Hadi Charkhgard, Martin Savelsbergh

Linear, Cone and Semidefinite Programming
A Constraint-reduced Algorithm for Semidefinite Optimization Problems using HKM and AHO directions
Sungwoo Park

Integer Programming
A MAX-CUT formulation of 0/1 programs
Jean B Lasserre

Combinatorial Optimization
Stronger Multi-Commodity Flow Formulations of the (Capacitated) Sequential Ordering Problem
Adam N. Letchford, Juan José Salazar González

Convex and Nonsmooth Optimization
On the Step Size of Symmetric Alternating Directions Method of Multipliers
Bingsheng He, Feng Ma, Xiaoming Yuan

Convex and Nonsmooth Optimization
$\varepsilon-$Strictly Subdifferential of Set-valued Map and Its Application
Yu Li

Convex and Nonsmooth Optimization
Probabilistic optimization via approximate p-efficient points and bundle methods
W. van vAckooij, V. Berge, W. de Oliveira, C. Sagastizábal

Convex and Nonsmooth Optimization
An Asynchronous Mini-Batch Algorithm for Regularized Stochastic Optimization
Hamid Reza Feyzmahdavian, Arda Aytekin, Mikael Johansson

Other Topics
A SQP type method for constrained multiobjective optimization
Joerg Fliege, A. Ismael F. Vaz

Other Topics
A Theoretical and Algorithmic Characterization of Bulge Knees
Pradyumn Kumar Shukla, Marlon Braun

Nonlinear Optimization
A Taxonomy of Constraints in Simulation-Based Optimization
Sébastien Le Digabel, Stefan M. Wild

Linear, Cone and Semidefinite Programming
Regularization vs. Relaxation: A conic optimization perspective of statistical variable selection
Hongbo Dong, Kun Chen, Jeff Linderoth

Other Topics
A Comparison of Local Search Methods for the Multi-Criteria Police Districting Problem on Graph
F. Liberatore, M. Camacho-Collados

Integer Programming
New computer-based search strategies for extreme functions of the Gomory--Johnson infinite group problem
Matthias Köppe, Yuan Zhou

Convex and Nonsmooth Optimization
A Bundle Method for Exploiting Additive Structure in Difficult Optimization Problems
W. de Oliveira, J. Eckstein

Stochastic Programming
Quadratically Perturbed Chance Constrained Programming with Fitted Distribution: t-Distribution vs. Gaussian
Xin He

Nonlinear Optimization
A version of the Ekeland variational principle for an extended real-valued function which is lower semicontinuous on its domain
Xuan Duc Ha Truong


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