Optimization Online


All Areas Submissions - December 2019

Applications — OR and Management Sciences
Compact Formulations for Split Delivery Routing Problems
Pedro Munari, Martin Savelsbergh

Linear, Cone and Semidefinite Programming
Rational Polyhedral Outer-Approximations of the Second-Order Cone
Burak Kocuk

Integer Programming
Computational Aspects of Infeasibility Analysis in Mixed Integer Programming
Jakob Witzig, Timo Berthold, Stefan Heinz

Integer Programming
Conflict-Free Learning for Mixed Integer Programming
Jakob Witzig, Timo Berthold

Applications — OR and Management Sciences
Attended Home Delivery: An Optimization Approach to the Ordering Phase
Philipp Hungerländer, Anna Jellen, Maier Kerstin, Christian Truden

Applications — Science and Engineering
Exploiting Partial Convexity of Pump Characteristics in Water Network Design
M. E. Pfetsch, A. Schmitt

Integer Programming
Implementing Automatic Benders Decomposition in a Modern MIP Solver
Pierre Bonami, Andrea Tramontani, Domenico Salvagnin

Linear, Cone and Semidefinite Programming
Linear Programming using Limited-Precision Oracles
Ambros Gleixner, Daniel E. Steffy

Applications — OR and Management Sciences
The Impact of Neighboring Markets on Renewable Locations, Transmission Expansion, and Generation Investment
Jonas Egerer, Veronika Grimm, Thomas Kleinert, Martin Schmidt, Gregor Zöttl

Nonlinear Optimization
Matrix generation algorithms for binary quadratically constrained quadratic problems
Enrico Bettiol, Immanuel Bomze, Lucas Létocart, Francesco Rinaldi, Emiliano Traversi

Linear, Cone and Semidefinite Programming
Polynomial time guarantees for the Burer-Monteiro method
Diego Cifuentes, Ankur Moitra

Nonlinear Optimization
Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization
Frank E. Curtis, Daniel P. Robinson, Clément W. Royer, Stephen J. Wright

Applications — OR and Management Sciences
Finite State Approximations for Robust Markov Decision Processes
Kerem Ugurlu

Applications — OR and Management Sciences
Exact and Heuristic Approaches for a New Circular Layout Problem
Philipp Hungerländer, Kerstin Maier, Veronika Pachatz, Truden Christian

Integer Programming
Sample Average Approximation for Stochastic Nonconvex Mixed Integer Nonlinear Programming via Outer Approximation
Can Li, David Bernal, Kevin Furman, Ignacio Grossmann

Robust Optimization
Distributionally Robust Facility Location Problem under Decision-dependent Stochastic Demand
Beste Basciftci, Shabbir Ahmed, Siqian Shen

Combinatorial Optimization
Short simplex paths in lattice polytopes
Alberto Del Pia, Carla Michini

Applications — OR and Management Sciences
Mathematical Programs with Multiobjective Generalized Nash Equilibrium Problems in the Constraints
L Guo

Convex and Nonsmooth Optimization
A Distributed Quasi-Newton Algorithm for Primal and Dual Regularized Empirical Risk Minimization
Ching-pei Lee, Cong Han Lim, Stephen Wright

Convex and Nonsmooth Optimization
A subspace-accelerated split Bregman method for sparse data recovery with joint l1-type regularizers
Valentina De Simone, Daniela di Serafino, Marco Viola

Convex and Nonsmooth Optimization
Active strict saddles in nonsmooth optimization
Damek Davis, Dmitriy Drusvyatskiy

Applications — Science and Engineering
Expensive multi-objective optimization of electromagnetic mixing in a liquid metal
Sebastian Prinz, Jana Thomann, Gabriele Eichfelder, Thomas Boeck, Jörg Schumacher

Linear, Cone and Semidefinite Programming
Gaddum's test for symmetric cones
Michael Orlitzky

Other Topics
Proximity measures based on KKT points for constrained multi-objective optimization problems
Gabriele Eichfelder, Leo Warnow

Applications — OR and Management Sciences
Planning Public Services under Imminent Humanitarian Crises
Okan Arslan, Gul Culhan Kumcu, Bahar Yetis Kara, Gilbert Laporte

Other Topics
Automatic generation of FPTASes for stochastic monotone dynamic programs made easier
Tzvi Alon, Nir Halman

Integer Programming
Convex Hulls for Non-Convex Mixed-Integer Quadratic Programs with Bounded Variables
Laura Galli, Adam N. Letchford

Integer Programming
Inversion of Convection-Diffusion Equation with Discrete Sources
Meenarli Sharma, Mirko Hahn, Sven Leyffer, Lars Ruthotto, Bart van Bloemen Waanders

Linear, Cone and Semidefinite Programming
A Limiting Analysis on Regularization of Singular SDP and its Implication to Infeasible Interior-point Algorithms
Takashi Tsuchiya, Bruno F. Lourenco, Masakazu Muramatsu, Takayuki Okuno

Convex and Nonsmooth Optimization
The Fermat Rule for Set Optimization Problems with Lipschitzian Set-Valued Mappings
Gemayqzel Bouza, Ernest Quintana, Vu Anh Tuan

Linear, Cone and Semidefinite Programming
A New Preconditioning Approach for an Interior Point-Proximal Method of Multipliers for Linear and Convex Quadratic Programming
Luca Bergamaschi, Jacek Gondzio, Ángeles Martínez, John W. Pearson, Spyridon Pougkakiotis

Global Optimization
On Tackling Reverse Convex Constraints for Non-overlapping of Circles
Akang Wang, Chrysanthos E. Gounaris

Nonlinear Optimization
Modeling Hessian-vector products in nonlinear optimization: New Hessian-free methods
L. Song, L. N. Vicente

Linear, Cone and Semidefinite Programming
Facial Reduction for Symmetry Reduced Semidefinite Programs
Hao Hu, Renata Sotirov, Henry Wolkowicz

Integer Programming
Outer Approximation for Global Optimization of Mixed-Integer Quadratic Bilevel Problems
Thomas Kleinert, Veronika Grimm, Martin Schmidt

Stochastic Programming
Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Decomposition Methods
Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara, François Pacaud

Stochastic Programming
Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Application to Microgrid Management
Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara, François Pacaud

Nonlinear Optimization
I. M. Bomze, F. Rinaldi, D. Zeffiro

Applications — Science and Engineering
The perturbation analysis of nonconvex low-rank matrix robust recovery
Huang Jianwen, Wang Wendong, Zhang Feng

Stochastic Programming
Distributionally Robust Stochastic Dual Dynamic Programming
Daniel Duque, David P. Morton

Stochastic Programming
Stochastic Dynamic Cutting Plane for multistage stochastic convex programs
Vincent Guigues, Renato Monteiro

Convex and Nonsmooth Optimization
Nearly optimal first-order methods for convex optimization under gradient norm measure: An adaptive regularization approach
Masaru Ito, Mituhiro Fukuda

Nonlinear Optimization
On set-valued perturbation stability of metric regularity
He Yiran, Xu Wending

Applications — OR and Management Sciences
Policy Integration and Substitution in Centralized Power Systems: Unified Model and Application
Francisco Lopez-Ramos, Stefano Nasini, Mohamed Sayed

Stochastic Programming
On Sample Average Approximation for Two-stage Stochastic Programs without Relatively Complete Recourse
Rui Chen, James Luedtke

Stochastic Programming
Stochastic Dual Dynamic Programming for Multistage Stochastic Mixed-Integer Nonlinear Optimization
Shixuan Zhang, Xu Andy Sun

Stochastic Programming
Quasi-Monte Carlo methods for two-stage stochastic programs: Mixed-integer models
Hernan Leoevey, Werner Roemisch

Stochastic Programming
Lagrangian Dual Decision Rules for Multistage Stochastic Mixed Integer Programming
Maryam Daryalal, Merve Bodur, James R. Luedtke

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