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Optimization Online





 

All Areas Submissions - July 2015

Robust Optimization
Near-Optimal Ambiguity sets for Distributionally Robust Optimization
Vishal Gupta

Optimization Software and Modeling Systems
ARock: an Algorithmic Framework for Asynchronous Parallel Coordinate Updates
Zhimin Peng, Yangyang Xu, Ming Yan, Wotao Yin

Linear, Cone and Semidefinite Programming
Using the Johnson-Lindenstrauss lemma in linear and integer programming
Ky Vu, Pierre-Louis Poirion, Leo Liberti

Nonlinear Optimization
BFO, a trainable derivative-free Brute Force Optimizer for nonlinear bound-constrained optimization and equilibrium computations with continuous and discrete variables
Margherita Porcelli, Philippe L. Toint

Convex and Nonsmooth Optimization
A forward-backward dynamical approach to the minimization of the sum of a nonsmooth convex with a smooth nonconvex function
Radu Ioan Bot, Ern÷ Robert Csetnek

Stochastic Programming
A Stabilised Scenario Decomposition Algorithm Applied to Stochastic Unit Commitment Problems
Tim Schulze, Andreas Grothey, Ken McKinnon

Applications — OR and Management Sciences
The Value of Stochastic Programming in Day-Ahead and Intraday Generation Unit Commitment
Tim Schulze, Ken McKinnon

Other Topics
Fully Polynomial Time $(\Sigma,\Pi)$-Approximation Schemes for Continuous Stochastic Convex Dynamic Programs
Nir Halman, Giacomo Nannicini

Applications — OR and Management Sciences
The Hybrid Vehicle Routing Problem
Simona Mancini

Convex and Nonsmooth Optimization
An optimal randomized incremental gradient method
Guanghui Lan

Applications — Science and Engineering
Unconditionally energy stable time stepping scheme for Cahn-Morral equation: application to multi-component spinodal decomposition and optimal space tiling
Rouhollah Tavakoli

Global Optimization
Robust truss optimization using the sequential parametric convex approximation method
Alfredo Canelas, Miguel Carrasco, Julio Lopez

Stochastic Programming
Nonlinear chance constrained problems: optimality conditions, regularization and solvers
Lukas Adam, Martin Branda

Linear, Cone and Semidefinite Programming
On the upper Lipschitz property of the KKT mapping for nonlinear semidefinite optimization
Yule Zhang, Liwei Zhang

Nonlinear Optimization
A remark on the lower semicontinuity assumption in the Ekeland variational principle
Xuan Duc Ha Truong

Linear, Cone and Semidefinite Programming
Primal-dual path-following algorithms for circular programming
Baha Alzalg

Robust Optimization
When are static and adjustable robust optimization with constraint-wise uncertainty equivalent?
Ahmadreza Marandi, Dick den Hertog

Robust Optimization
Robust Solutions for Systems of Uncertain Linear Equations
Jianzhe Zhen, Dick den Hertog

Applications — OR and Management Sciences
Penalty PALM Method for Cardinality Constrained Portfolio Selection Problems
Yue Teng, Li Yang, Bo Yu, Xiaoliang Song

Integer Programming
On Sublinear Inequalities for Mixed Integer Conic Programs
Fatma Kılınš-Karzan, Daniel E. Steffy

Nonlinear Optimization
On efficiently computing the eigenvalues of limited-memory quasi-Newton matrices
Jennifer Erway, Roummel Marcia

Applications — Science and Engineering
Optimal design of multiphase composites under elastodynamic loading
Rouhollah Tavakoli

Infinite Dimensional Optimization
Asynchronous Block-Iterative Primal-Dual Decomposition Methods for Monotone Inclusions
Patrick L. Combettes, Jonathan Eckstein

Nonlinear Optimization
Randomized Derivative-Free Optimization of Noisy Convex Functions
Ruobing Chen, Stefan Wild

Convex and Nonsmooth Optimization
Stability of p-order metric regularity
Yiran He, Kung Fu Ng

Applications — OR and Management Sciences
On the unimodality of METRIC Approximation subject to normally distributed demands
Thibaut Barthelemy

Convex and Nonsmooth Optimization
A Flexible Coordinate Descent Method for Big Data Applications
Kimon Fountoulakis, Rachael Tappenden

Convex and Nonsmooth Optimization
On the von Neumann and Frank-Wolfe Algorithms with Away Steps
Javier Pena, Daniel Rodriguez, Negar Soheili

Nonlinear Optimization
Bound-constrained polynomial optimization using only elementary calculations
Etienne de Klerk, Jean Lasserre, Monique Laurent, Zhao Sun

Stochastic Programming
BOUNDS AND APPROXIMATIONS FOR MULTISTAGE STOCHASTIC PROGRAMS
Francesca Maggioni, Georg Pflug

Robust Optimization
When are static and adjustable robust optimization with constraint-wise uncertainty equivalent?
Ahmadreza Marandi, Dick den Hertog

Stochastic Programming
Data-Driven Risk-Averse Two-Stage Stochastic Program with ζ-Structure Probability Metrics
Chaoyue Zhao, Yongpei Guan

Integer Programming
Another pedagogy for pure-integer Gomory
Qi He, Jon Lee

Robust Optimization
A Data Driven Functionally Robust Approach for Coordinating Pricing and Order Quantity Decisions with Unknown Demand Function
Jian Hu, Junxuan Li, Sanjay Mehrotra

Nonlinear Optimization
A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling
Alvaro Maggiar, Andreas Waechter, Irina S Dolinskaya, Jeremy Staum

Integer Programming
Constructing a Small Compact Binary Model for the Travelling Salesman Problem
J. Fabian Meier

Integer Programming
A Frank-Wolfe Based Branch-and-Bound Algorithm for Mixed-Integer Portfolio Optimization
Christoph Buchheim, Marianna De Santis, Francesco Rinaldi, Long Trieu

Integer Programming
Error bounds for mixed integer nonlinear optimization problems
Oliver Stein

Convex and Nonsmooth Optimization
Vanishing Price of Anarchy in Large Coordinative Nonconvex Optimization
Mengdi Wang

Integer Programming
Pickup and delivery problem with time windows: a new compact two-index formulation
Maria Gabriela S. Furtado, Pedro Munari, Reinaldo Morabito

Nonlinear Optimization
Evaluation complexity for nonlinear constrained optimization using unscaled KKT conditions and high-order models
E. G. Birgin, J. L. Gardenghi, J. M. Martinez, S. A. Santos, Ph. L. Toint

Nonlinear Optimization
Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
Priscila S. Ferreira, Elizabeth W. Karas, Mael Sachine

Nonlinear Optimization
A special case of the generalized pooling problem arising in the mining industry
Natashia Boland, Thomas Kalinowski, Fabian Rigterink, Martin Savelsbergh

Stochastic Programming
Uniform Convergence of Sample Average Approximation with Adaptive Importance Sampling
Jeremy Staum, Andreas Waechter, Alvaro Maggiar, Mingbin Feng

Linear, Cone and Semidefinite Programming
The circular cone: A new symmetric cone
Baha Alzalg

Linear, Cone and Semidefinite Programming
Simplified semidefinite and completely positive relaxations
Felix Lieder

Applications — OR and Management Sciences
Multi-period fund performance evaluation: A dynamic network DEA approach with diversification and the directional distance function
Ruiyue Lin, Zhiping Chen, Qianhui Hu

Stochastic Programming
Stochastic Approximations and Perturbations in Forward-Backward Splitting for Monotone Operators
Patrick L. Combettes, Jean-Christophe Pesquet

Nonlinear Optimization
Bounded perturbation resilience of projected scaled gradient methods
Wenma Jin, Yair Censor, Ming Jiang

Convex and Nonsmooth Optimization
Variational analysis of spectral functions simplified
Dmitriy Drusvyatskiy, Courtney Kempton

Convex and Nonsmooth Optimization
A Scalable Frank-Wolfe based Augmented Lagrangian Method for Linearly Constrained Composite Convex Programming
Ya-Feng Liu, Xiangfeng Wang, Xin Liu, Shiqian Ma

Applications — OR and Management Sciences
A directional distance based super-efficiency DEA model handling negative data
Ruiyue Lin, Zhiping Chen

Nonlinear Optimization
The Sparse PCA Problem: Optimality Conditions and Algorithms
Amir Beck, Yakov Vaisbourd

Linear, Cone and Semidefinite Programming
Closing the gap in pivot methods for linear programming
Venkat Narayan

Nonlinear Optimization
A DERIVATIVE-FREE APPROACH TO CONSTRAINED MULTIOBJECTIVE NONSMOOTH OPTIMIZATION
Giampaolo Liuzzi, Stefano Lucidi, Francesco Rinaldi

Combinatorial Optimization
Asymptotic Behaviour of the Quadratic Knapsack Problem
Joachim Schauer

Convex and Nonsmooth Optimization
A survey on operator splitting and decomposition of convex programs
Philippe Mahey, Arnaud Lenoir

Linear, Cone and Semidefinite Programming
Semidefinite approximations of the polynomial abscissa
Roxana Hess, Didier Henrion, Jean-Bernard Lasserre, Tien Son Pham

Global Optimization
Discrete flow pooling problems in coal supply chains
Natashia Boland, Thomas Kalinowski, Fabian Rigterink

Global Optimization
Cutting Box Strategy: an algorithmic framework for improving metaheuristics for continuous global optimization
Wendel Melo, Marcia Fampa, Fernanda Raupp

Global Optimization
Spectral projected gradient method for stochastic optimization
Natasa Krejic, Natasa Krklec Jerinkić

Applications — OR and Management Sciences
Solving Single Allocation Hub Location Problems with Stepwise Cost Function
Borzou Rostami, J. Fabian Meier, Christoph Buchheim, Uwe Clausen


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