Optimization Online


All Areas Submissions - September 2020

Global Optimization
Connecting optimization with spectral analysis of tri-diagonal matrices
Jean Lasserre

Stochastic Programming
On the Impact of Deep Learning-based Time-series Forecasts on Multistage Stochastic Programming Policies
Juyoung Wang, Mucahit Cevik, Merve Bodur

Applications — OR and Management Sciences
Efficient Formulations and Decomposition Approaches for Power Peak Reduction in Railway Traffic via Timetabling
Andreas Bärmann, Alexander Martin, Oskar Schneider

Nonlinear Optimization
Limited-memory Common-directions Method for Large-scale Optimization: Convergence, Parallelization, and Distributed Optimization
Ching-pei Lee, Po-Wei Wang, Chih-Jen Lin

Applications — OR and Management Sciences
Solving the Time Dependent Minimum Tour Duration and Delivery Man Problems with Dynamic Discretization Discovery
Duc Minh Vu, Mike Hewitt, D. Duc Vu

Applications — OR and Management Sciences
Randomized Assortment Optimization
Zhengchao Wang, Heikki Peura, Wolfram Wiesemann

Nonlinear Optimization
On complexity and convergence of high-order coordinate descent algorithms
V. S. Amaral, R. Andreani, E. G. Birgin, D. S. Marcondes, J. M. Martínez

Global Optimization
A Modified Simplex Partition Algorithm to Test Copositivity
Mohammadreza Safi, Seyed Saeed Nabavi, Richard J. Caron

Applications — Science and Engineering
Optimal Residential Users Coordination Via Demand Response: An Exact Distributed Framework
Michael David de Souza Dutra, Natalia Alguacil

Applications — OR and Management Sciences
A Stochastic Programming Model with Endogenous Uncertainty for Supplier Risk Mitigation in Low-volume, high-value Manufacturing
Rui Zhou, Tanveer Hossain Bhuiyan, Hugh R. Medal , Michael D. Sherwin, Dong Yang

Applications — OR and Management Sciences
A Unified Approach to Solve Convex Hull Pricing and Average Incremental Cost Pricing
Yonghong Chen, Richard O'Neill, Pete Whitman

Linear, Cone and Semidefinite Programming
Dual optimal design and the Christoffel-Darboux polynomial
Yohann De Castro, Fabrice Gamboa, Didier Henrion, Jean Bernard Lasserre

Nonlinear Optimization
Stochastic Multi-level Composition Optimization Algorithms with Level-Independent Convergence Rates
Krishnakumar Balasubramanian, Saeed Ghadimi, Anthony Nguyen

Nonlinear Optimization
Line search in noisy unconstrained black box optimization
Morteza Kimiaei

Linear, Cone and Semidefinite Programming
SDP-based bounds for the Quadratic Cycle Cover Problem via cutting plane augmented Lagrangian methods and reinforcement learning
Frank de Meijer, Renata Sotirov

Nonlinear Optimization
Dual Randomized Coordinate Descent Method for Solving a Class of Nonconvex Problems
Amir Beck, Marc Teboulle

Combinatorial Optimization
A Column Generation Based Heuristic for the Split Delivery Vehicle Routing Problem with Time Windows
Pedro Munari, Martin Savelsbergh

Global Optimization
Exact SDP relaxations of quadratically constrained quadratic programs with forest structures
Godai Azuma, Mituhiro Fukuda, Sunyoung Kim, Makoto Yamashita

Robust Optimization
Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality
Rui Gao

Linear, Cone and Semidefinite Programming
Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming
R. Andreani, G. Haeser, L.M. Mito, H. Ramirez, D.O. Santos, T.P. Silveira

Applications — Science and Engineering
Mixed-integer Linear Programming Models and Algorithms for Generation and Transmission Expansion Planning of Power Systems
Can Li, Antonio Conejo, Peng Liu, Benjamin Omell, John Siirola, Ignacio Grossmann

Network Optimization
The Non-Stop Disjoint Trajectories Problem
Benno Hoch, Frauke Liers, Sarah Neumann, rancisco Javier Zaragoza Martínez

Applications — Science and Engineering
Distributionally Robust Facility Location with Bimodal Random Demand
Karmel S. Shehadeh , Ece Sanci

Linear, Cone and Semidefinite Programming
Strong duality and boundedness in conic optimization
Temitayo Ajayi, Akshay Gupte, Amin Khademi, Andrew Schaefer

Global Optimization
Global Dynamic Optimization with Hammerstein-Wiener Models Embedded
C. D. Kappatou, D. Bongartz, J. Najman, S. Sass, A. Mitsos

Nonlinear Optimization
Largest small polygons: A sequential convex optimization approach
Christian Bingane

Integer Programming
Decomposition and Adaptive Sampling for Data-Driven Inverse Linear Optimization
Rishabh Gupta, Qi Zhang

Applications — OR and Management Sciences
Adaptable Energy Management System for Smart Buildings
Ilaria Salerno, Miguel F. Anjos, Kenneth McKinnon, Juan A. Gomez-Herrera

Nonlinear Optimization
Inexact Variable Metric Method for Convex-Constrained Optimization Problems
Douglas Goncalves, Max Goncalves, Tiago Menezes

Nonlinear Optimization
An assessment of Direct MultiSearch when enriched with first-order information for multiobjective optimization
R. Andreani, A. L. Custódio, M. Raydan

Nonlinear Optimization
Regret Minimization in Stochastic Non-Convex Learning via a Proximal-Gradient Approach
Nadav Hallak, Panayotis Mertikopoulos, Volkan Cevher

Nonlinear Optimization
Economic inexact restoration for derivative-free expensive function minimization and applications
Ernesto G. Birgin, Natasa Krejic, José Mario Martínez

Applications — OR and Management Sciences
A Branch-Cut-and-Price Algorithm for the Time-Dependent Electric Vehicle Routing Problem with Time Windows
Gonzalo Lera-Romero, Juan Jose Miranda-Bront, Soulignac Francisco

Global Optimization
Constrained global optimization of functions with low effective dimensionality using multiple random embeddings
Coralia Cartis, Estelle Massart, Adilet Otemissov

Nonlinear Optimization
Spectral Residual Method for Nonlinear Equations on Riemannian Manifolds
Harry Oviedo, Hugo Lara

Integer Programming
Accelerating Domain Propagation: an Efficient GPU-Parallel Algorithm over Sparse Matrices
Boro Sofranac, Ambros Gleixner, Sebastian Pokutta

Nonlinear Optimization
A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming
Ek David, Forsgren Anders

Nonlinear Optimization
Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints
Dimitris Bertsimas, Ryan Cory-Wright, Jean Pauphilet

Linear, Cone and Semidefinite Programming
Stokes, Gibbs and volume computation of semi-algebraic sets
Matteo Tacchi, Jean Bernard Lasserre, Didier Henrion

Combinatorial Optimization
The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints
Andreas Bärmann, Alexander Martin, Oskar Schneider

Stochastic Programming
Are Weaker Stationarity Concepts of Stochastic MPCC Problems Significant in Absence of SMPCC-LICQ?
Arnab Sur

Applications — OR and Management Sciences
Bicriteria approaches for an optimal balance between resilience and cost-effectiveness of supply chains
Erik Diessel, Heiner Ackermann

Other Topics
Efficiently computing the approximation quality of Pareto frontiers
Erik Diessel

Applications — Science and Engineering
Global optimality in minimum compliance topology optimization of frames and shells by moment-sum-of-squares hierarchy
Marek Tyburec, Jan Zeman, Martin Kružík, Didier Henrion

Linear, Cone and Semidefinite Programming
Strengthened SDP Relaxation for an Extended Trust Region Subproblem with an Application to Optimal Power Flow
Anders Eltved, Samuel Burer

Nonlinear Optimization
A family of optimal weighted conjugate-gradient-type methods for strictly convex quadratic minimization
Harry Oviedo, Roberto Andreani, Marcos Raydan

Applications — OR and Management Sciences
Short-Term Inventory-Aware Equipment Management in Service Networks
Yassine Ridouane, Natashia Boland, Alan Erera, Martin Savelsbergh

Integer Programming
A Branch-and-Price Algorithm Enhanced by Decision Diagrams for the Kidney Exchange Problem
Lizeth Carolina Riascos-Alvarez, Merve Bodur, Dionne M. Aleman

Stochastic Programming
Distributionally Robust Two-Stage Stochastic Programming
Daniel Duque, Sanjay Mehrotra, David P. Morton

Integer Programming
Mathematical Models and Approximate Solution Approaches for the Stochastic Bin Packing Problem
John Martinovic, Maximilian Selch

Convex and Nonsmooth Optimization
On the linear convergence of the forward-backward splitting algorithm
Ba Khiet Le

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