- 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 Parreño, 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 Visitors Authors More about us Links Subscribe, Unsubscribe Digest Archive Search, Browse the Repository Submit Update Policies Coordinator's Board Classification Scheme Credits Give us feedback Optimization Journals, Sites, Societies Optimization Online is supported by the Mathematical Optmization Society.