All Areas Submissions - December 2017

Convex and Nonsmooth Optimization
Two-level value function approach to nonsmooth optimistic and pessimistic bilevel programs
Stephan Dempe, Boris Mordukhovich, Alain Zemkoho

Global Optimization
Run-and-Inspect Method for Nonconvex Optimization and Global Optimality Bounds for R-Local Minimizers
Yifan Chen, Yuejiao Sun, Wotao Yin

Integer Programming
Sparse principal component analysis and its l1-relaxation
Santanu S. Dey, Rahul Mazumder, Marco Molinaro, Guanyi Wang

Integer Programming
MILP feasibility by nonlinear programming
Leo Liberti

Linear, Cone and Semidefinite Programming
Network-based Approximate Linear Programming for Discrete Optimization
Selvaprabu Nadarajah, Andre Augusto Cire

Linear, Cone and Semidefinite Programming
On the local stability of semidefinite relaxations
Diego Cifuentes, Sameer Agarwal, Pablo A. Parrilo, Rekha R. Thomas

Nonlinear Optimization
Multipoint secant and interpolation methods with nonmonotone line search for solving systems of nonlinear equations
Oleg Burdakov, Ahmad Kamandi

Applications — OR and Management Sciences
Branch-and-Price for Probabilistic Vehicle Routing
Felipe Lagos, Mathias Klapp, Alejandro Toriello

Nonlinear Optimization
Model and Discretization Error Adaptivity within Stationary Gas Transport Optimization
Volker Mehrmann, Martin Schmidt, Jeroen J. Stolwijk

Robust Optimization
Decision support for strategic energy planning: a complete robust optimization framework
S Moret, F Babonneau, M Bierlaire, F Maréchal

Integer Programming
A feasible rounding approach for mixed-integer optimization problems
Christoph Neumann, Oliver Stein, Nathan Sudermann-Merx

Applications — Science and Engineering
Forecasting Solar Flares using magnetogram-based predictors and Machine Learning
Kostas Florios, Ioannis Kontogiannis, Sung-Hong Park, Jordan A. Guerra, Federico Benvenuto, D. Shaun Bloomfield, Manolis K. Georgoulis

Convex and Nonsmooth Optimization
''Active-set complexity'' of proximal gradient: How long does it take to find the sparsity pattern?
Julie Nutini, Mark Schmidt, Warren Hare

Applications — OR and Management Sciences
Exact Methods for Solving Traveling Salesman Problems with Pickup and Delivery in Real Time
Ryan J. O'Neil, Karla Hoffman

Robust Optimization
Robust optimization for models with uncertain SOC and SDP constraints
J Zhen, F de Ruiter, D den Hertog

Convex and Nonsmooth Optimization
Convergence Rates for Deterministic and Stochastic Subgradient Methods Without Lipschitz Continuity
Benjamin Grimmer

Integer Programming
Granularity in nonlinear mixed-integer optimization
Christoph Neumann, Oliver Stein, Nathan Sudermann-Merx

Convex and Nonsmooth Optimization
Long-Step Path-Following Algorithm for Solving Symmetric Programming Problems with Nonlinear Objective Functions
Leonid Faybusovich, Cunlu Zhou

Applications — OR and Management Sciences
Merton Problem with Parameter Uncertainty in a Jump Diffusion Framework
Kerem Ugurlu, Triet Pham

Integer Programming
Conflict Driven Diving for Mixed Integer Programming
Jakob Witzig

Linear, Cone and Semidefinite Programming
A projection method based on KKT conditions for convex quadratic semidefinite programming with nonnegative constraints
Chang Xiaokai, Liu Sanyang, Zhao Pengjun

Integer Programming
Maximum-Entropy Sampling and the Boolean Quadric Polytope
Kurt Anstreicher

Applications — OR and Management Sciences
Dynamic Optimal Contract under Parameter Uncertainty with Risk Averse Agent and Principal
Kerem Ugurlu

Infinite Dimensional Optimization
A transformation-based discretization method for solving general semi-infinite optimization problems
Jan Schwientek, Tobias Seidel, Karl-Heinz Küfer

Integer Programming
Mixed-Integer PDE-Constrained Optimal Control of Gas Networks
Mirko Hahn, Sven Leyffer, Victor Zavala

Applications — Science and Engineering
A decentralized framework for the optimal coordination of distributed energy resources
Miguel F. Anjos, Andrea Lodi, Mathieu Tanneau

Robust Optimization
A less conservative variant of Robust Optimization
Ernst Roos, Dick Den Hertog

Applications — Science and Engineering
Load Scheduling for Residential Demand Response on Smart Grids
Miguel F. Anjos, Luce Brotcorne, Martine Labbé, Maria I. Restrepo

Integer Programming
The SCIP Optimization Suite 5.0
Ambros Gleixner, Gregor Hendel, Marc Pfetsch

Other Topics
Optimality Conditions and Constraint Qualifications for Generalized Nash Equilibrium Problems and their Practical Implications
L. F. Bueno, G. Haeser, F. N. Rojas

Applications — Science and Engineering
Global Deterministic Optimization with Artificial Neural Networks Embedded
Artur M Schweidtmann, Alexander Mitsos

Stochastic Programming
SDDP.jl: a Julia package for Stochastic Dual Dynamic Programming
Oscar Dowson, Lea Kapelevich

Convex and Nonsmooth Optimization
An Algorithm for Piecewise Linear Optimization of Objective Functions in Abs-normal Form
Andreas Griewank, Andrea Walther

Integer Programming
Matrices with lexicographically-ordered rows
Gustavo Angulo

Convex and Nonsmooth Optimization
Let's Make Block Coordinate Descent Go Fast: Faster Greedy Rules, Message-Passing, Active-Set Complexity, and Superlinear Convergence
Julie Nutini, Issam Laradji, Mark Schmidt

Applications — OR and Management Sciences
Production Lot Sizing with Immediately Observable Random Production Rate
Ilan Adler, Dan Bu, Philip Kaminsky

Nonlinear Optimization
A Stochastic Trust Region Algorithm
Frank E. Curtis, Katya Scheinberg, Rui Shi

Applications — Science and Engineering
Sum of squares certificates for stability of planar, homogeneous, and switched systems
Amir Ali Ahmadi, Pablo Parrilo

Convex and Nonsmooth Optimization
A single potential governing convergence of conjugate gradient, accelerated gradient and geometric descent
Sahar Karimi, Stephen Vavasis

Applications — Science and Engineering
GEP-MSCRA for computing the group zero-norm regularized least squares estimator
S. Bi, S. Pan