Optimization Online Digest — January 2012

Applications — OR and Management Sciences

Assortment and Pricing with Demand Learning
Masoud Talebian, Natashia Boland, Martin Savelsbergh

Two-Stage Robust Optimization for N-k Network and Contingency-Constrained Unit Commitment
Qianfan Wang, Jean-paul Watson, Yongpei Guan

A Note on the Ichoua et al (2003) Travel Time Model
Guerriero Emanuela, Ghiani Gianpaolo

Large Neighborhood Search for LNG Inventory Routing
Vikas Goel, Kevin Furman, Jin-hwa Song, Amr El-bakry

Applications — Science and Engineering

On the Relation of the Principle of Maximum Dissipation to the Principle of Gauss
Kerim Yunt

Tabu search for the single row facility layout problem using exhaustive 2-opt and insertion neighborhoods
Ravi Kothari, Diptesh Ghosh

Insertion based Lin-Kernighan heuristic for single row facility layout
Ravi Kothari, Diptesh Ghosh

Stability of Multiobjective Predictive Control: An Utopia-Tracking Approach
Victor M Zavala, Antonio Flores-Tlacuahuac

Interior Point Methods for Optimal Experimental Designs
Zhaosong Lu, Ting Kei Pong

Constraint Reduction with Exact Penalization for Model-Predictive Rotorcraft Control
Meiyun Y. He, Andre L. Tits, Aaron L.i Greenfield, Vineet Sahasrabudhe

Combinatorial Optimization

Separable Concave Optimization Approximately Equals Piecewise-Linear Optimization
Thomas L. Magnanti, Dan Stratila

Improved approximation algorithms for the facility location problems with linear/submodular penalty
Yu Li, Donglei Du, Naihua Xiu, Dachuan Xu

Complementarity and Variational Inequalities

A von Neumann Alternating Method for Finding Common Solutions to Variational Inequalities
Yair Censor, Aviv Gibali, Simeon Reich

Convex and Nonsmooth Optimization

Necessary optimality conditions in pessimistic bilevel programming
Stephan Dempe, Boris S. Mordukhovich, Alain B. Zemkoho

The Proximal Point Algorithm Is $\mathcal{O}(1/\epsilon)$
dong Yunda

Algorithms for Bilevel Pseudomonotone Variational Inequality Problems
Bui Van Dinh, Le Dung Muu

Algebraic Relaxations and Hardness Results in Polynomial Optimization and Lyapunov Analysis
Amir Ali Ahmadi

On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
Bingsheng He, Xiaoming Yuan

Stochastic first order methods in smooth convex optimization.
Olivier Devolder

Augmented L1 and Nuclear-Norm Models with a Globally Linearly Convergent Algorithm
Ming-Jun Lai, Wotao Yin

Slopes of multifunctions and metric multi-regularity
Huynh Van Ngai, Alexander Y. Kruger, Michel Thera

Smoothing and Worst Case Complexity for Direct-Search Methods in Non-Smooth Optimization
R. Garmanjani, L. N. Vicente

Subgradient methods for huge-scale optimization problems
Yurii Nesterov

Holder Metric Subregularity with Applications to Proximal Point Method
G Li, B.S. Mordukhovich

Bundle method for non-convex minimization with inexact subgradients and function values
Dominikus Noll

Global Optimization

On feasibility based bounds tightening
Pietro Belotti, Sonia Cafieri, Jon Lee, Leo Liberti

Pessimistic Bi-Level Optimisation
Wolfram Wiesemann, Angelos Tsoukalas, Polyxeni-Margarita Kleniati, Berc Rustem

Integer Programming

Optimal Response to Epidemics and Cyber Attacks in Networks
Noam Goldberg, Sven Leyffer, Ilya Safro

Boosting the Feasibility Pump
Natashia L. Boland, Andrew C. Eberhard, Faramroze G. Engineer, Matteo Fischetti, Martin W. P. Savelsbergh, Angelos Tsoukalas

A New Approach to the Feasibility Pump in Mixed Integer Programming
Natashia L. Boland, Andrew C. Eberhard, Faramroze G. Engineer, Angelos Tsoukalas

Exact and heuristic approaches to the budget-constrained dynamic uncapacitated facility location-network design problem
Abdolsalam Ghaderi, Natashia Boland, Mohammad Saeid JabalAmeli

Linear, Cone and Semidefinite Programming

Existence and stability results based on asymptotic analysis for semidefinite linear complementarity problems
Julio López, Rubén López, Hector Ramírez C.

Linear complementarity problems over symmetric cones: Characterization of Qb-transformations and existence results
Julio López, Rubén López , Héctor Ramírez C.

Symmetry in RLT cuts for the quadratic assignment and standard quadratic optimization problems
Etienne De Klerk, Marianna Eisenberg-Nagy, Renata Sotirov, Uwe Truetsch

Nonlinear Optimization

Squeeze-and-Breathe Evolutionary Monte Carlo Optimisation with Local Search Acceleration and its application to parameter fitting
Mariano Beguerisse-Díaz, Baojun Wang, Radhika Desikan, Mauricio Barahona

Globally Convergent Evolution Strategies and CMA-ES
Y. Diouane, S. Gratton, L. N. Vicente

Reformulation of a model for hierarchical divisive graph modularity maximization
Sonia Cafieri, Alberto Costa, Pierre Hansen

Robust Optimization

An Exact Algorithm for Power Grid Interdiction Problem with Line Switching
Long Zhao, Bo Zeng

An Exact Algorithm for Two-stage Robust Optimization with Mixed Integer Recourse Problems
Long Zhao, Bo Zeng

Stochastic Programming

Time consistency of dynamic risk measures
Alexander Shapiro

Risk neutral and risk averse Stochastic Dual Dynamic Programming method
Alexander Shapiro, Wajdi Tekaya, Joari Paulo da Costa, Murilo Pereira Soares

Solving multi-stage stochastic mixed integer linear programs by the dual dynamic programming approach
zhihao cen

Other Topics

A PROBABILITY-DRIVEN SEARCH ALGORITHM FOR SOLVING MULTI-OBJECTIVE OPTIMIZATION PROBLEMS
Nguyen Huu Thong, Tran Van Hao