All Areas Submissions - September 2014

Complementarity and Variational Inequalities
Normally admissible partitions and calculation of normal cones to a finite union of polyhedral sets
L Adam, M Cervinka, M Pistek

Stochastic Programming
Dynamic Generation of Scenario Trees
G. Ch. Pflug, A. Pichler

Applications — OR and Management Sciences
Multistage Adaptive Robust Optimization for the Unit Commitment Problem
Alvaro Lorca, Andy Sun, Eugene Litvinov, Tongxin Zheng

Integer Programming
On a nonconvex MINLP formulation of the Euclidean Steiner tree problems in n-space
Claudia D'Ambrosio, Marcia Fampa, Jon Lee

Linear, Cone and Semidefinite Programming
A primal-simplex based Tardos' algorithm
Shinji Mizuno, Noriyoshi Sukegawa, Antoine Deza

Applications — OR and Management Sciences
Optimality gap of constant-order policies decays exponentially in the lead time for lost sales models
Linwei Xin, David A. Goldberg

Other Topics
Information Relaxation Bounds for Infinite Horizon Markov Decision Processes
David Brown, Martin Haugh

Convex and Nonsmooth Optimization
On the ergodic convergence rates of a first-order primal-dual algorithm
Antonin Chambolle, Thomas Pock

Convex and Nonsmooth Optimization
Inertial primal-dual algorithms for structured convex optimization
Raymond Chan, Shiqian Ma, Junfeng Yang

Other Topics
A Simple and Efficient Algorithm For Solving Three Objective Integer Programs
Natashia Boland, Hadi Charkhgard, Martin Savelsbergh

Nonlinear Optimization
Optimal performance of the steepest descent algorithm for quadratic functions
Clovis Gonzaga

Convex and Nonsmooth Optimization
On the iterate convergence of descent methods for convex optimization
Clovis Gonzaga

Convex and Nonsmooth Optimization
Stochastic Primal-Dual Coordinate Method for Regularized Empirical Risk Minimization
Yuchen Zhang, Lin Xiao

Global Optimization
RBFOpt: an open-source library for black-box optimization with costly function evaluations
Alberto Costa, Giacomo Nannicini

Combinatorial Optimization
On laminar matroids and b-matchings
Konstantinos Kaparis, Adam N. Letchford

Combinatorial Optimization
Tight extended formulations for independent set
Austin Buchanan, Sergiy Butenko

Linear, Cone and Semidefinite Programming
A New Modelling Approach for Cyclic Layouts and its Practical Advantages
Philipp Hungerlaender

Applications — Science and Engineering
The Worst-case Wind Power Scenario for Adaptive Robust Unit Commitment Problems
German Morales-España

Nonlinear Optimization
A collision detection approach for maximizing the material utilization
Volker Maag

Convex and Nonsmooth Optimization
Block-wise Alternating Direction Method of Multipliers with Gaussian Back Substitution for Multiple-block Convex Programming
Xiaoling Fu, Bingsheng He, Xiangfeng Wang, Xiaoming Yuan

Linear, Cone and Semidefinite Programming
A Semidefinite Optimization Approach to the Parallel Row Ordering Problem
Philipp Hungerlaender

Linear, Cone and Semidefinite Programming
The Checkpoint Ordering Problem
Philipp Hungerlaender

Linear, Cone and Semidefinite Programming
Semidefinite Approaches to Ordering Problems
Philipp Hungerlaender

Linear, Cone and Semidefinite Programming
Semidefinite Optimization Approaches to Applications in Facility Layout and Logistics
Philipp Hungerlaender

Stochastic Programming
Scenario-Tree Decomposition: Bounds for Multistage Stochastic Mixed-Integer Programs
Gabriel L. Zenarosa, Oleg A. Prokopyev, Andrew J. Schaefer

Nonlinear Optimization
An Inertia-Free Filter Line-Search Algorithm for Large-Scale Nonlinear Programming
Victor M Zavala, Naiyuan Chiang

Linear, Cone and Semidefinite Programming
Speeding up Chubanov's Basic Procedure
Kees Roos

Applications — OR and Management Sciences
Tight and Compact MIP Formulation of Configuration-Based Combined-Cycle Units
German Morales-España, Carlos M. Correa-Posada, Andres Ramos

Global Optimization
Maximal Covering Location Problems on networks with regional demand
Rafael Blanquero, Emilio Carrizosa, Boglárka G.-Tóth

Applications — Science and Engineering
The robust stabilization problem for discrete-time descriptor systems
Claudiu Dinicu

Combinatorial Optimization
Lower Bounds for the Quadratic Minimum Spanning Tree Problem Based on Reduced Cost Computation
Borzou Rostami, Federico Malucelli

Applications — Science and Engineering
Convergence Analysis of Primal-Dual Based Methods for Total Variation Minimization with Finite Element Approximation
Wenyi Tian, Xiaoming Yuan

Combinatorial Optimization
A Tight Lower Bound for the Adjacent Quadratic Assignment Problem
Borzou Rostami, Federico Malucelli, Pietro Belotti

Linear, Cone and Semidefinite Programming
A Gentle, Geometric Introduction to Copositive Optimization
Samuel Burer

Combinatorial Optimization
Approximation algorithms for the Transportation Problem with Market Choice and related models
Karen Aardal, Pierre Le Bodic

Integer Programming
Integer programming formulations for the elementary shortest path problem
Leonardo Taccari

Convex and Nonsmooth Optimization
Relative Entropy Relaxations for Signomial Optimization
Venkat Chandrasekaran, Parikshit Shah

Linear, Cone and Semidefinite Programming
Efficient First-Order Methods for Linear Programming and Semidefinite Programming
James Renegar

Nonlinear Optimization
Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs
Jérôme Bolte, Edouard Pauwels

Applications — Science and Engineering
The Descriptor Continuous-Time Algebraic Riccati Equation. Numerical Solutions and Some Direct Applications
Claudiu Dinicu

Applications — OR and Management Sciences
Adaptive Robust Optimization with Dynamic Uncertainty Sets for Multi-Period Economic Dispatch under Significant Wind
Alvaro Lorca, Andy Sun

Convex and Nonsmooth Optimization
A Proximal Multiplier Method for Convex Separable Symmetric Cone Optimization
Julio López, Erik Papa Quiroz

Convex and Nonsmooth Optimization
Randomized First-order Methods for Saddle Point Optimization
Cong Dang, Guanghui Lan