Optimization Online


Optimization Online Digest — October 2012

Applications — OR and Management Sciences

Uniqueness of Kusuoka Representations
Alois Pichler, Alexander Shapiro

Applications — Science and Engineering

Valid Inequalities Based on Demand Propagation for Chemical Production Scheduling MIP Models
Sara Velez, Arul Sundaramoorthy, Christos Maravelias

Complexity of Ten Decision Problems in Continuous Time Dynamical Systems
Amir Ali Ahmadi, Anirudha Majumdar, Russ Tedrake

Combinatorial Optimization

Approximating the Expected Utility Knapsack Problem
Shabbir Ahmed, Jiajin Yu

Convex and Nonsmooth Optimization

Inexact dual gradient methods with guaranteed primal feasibility: application to distributed MPC
Ion Necoara, Valentin Nedelcu

Sequential Convex Programming Methods for A Class of Structured Nonlinear Programming
Zhaosong Lu

Reducing the Number of Function Evaluations in Mesh Adaptive Direct Search Algorithms
Charles Audet, Andrea Ianni, Sébastien Le Digabel, Christophe Tribes

Metric regularity of composition set-valued mappings: metric setting and coderivative conditions
Marius Durea, Van Ngai Huynh, Huu Tron Nguyen, Radu Strugariu

Variational Analysis of the Spectral Abscissa at a Matrix with a Nongeneric Multiple Eigenvalue
Sara Grundel, M. L. Overton

Solving large scale polynomial convex problems on \ell_1/nuclear norm balls by randomized first-order algorithms
Aharon Ben-Tal, Arkadi Nemirovski

Iterative Hard Thresholding Methods for $l_0$ Regularized Convex Cone Programming
Zhaosong Lu

Global Optimization

A Generalization of a Theorem of Arrow, Barankin and Blackwell to a Nonconvex Case
Refail Kasimbeyli, Musa Mammadov

A Reliable Affine Relaxation Method for Global Optimization
Jordan Ninin, Frederic Messine, Pierre Hansen

Integer Programming

On two relaxations of quadratically-constrained cardinality minimization
Dennis Wei

Separable non-convex underestimators for binary quadratic programming
Christoph Buchheim, Emiliano Traversi

Optimizing Placement of Stationary Monitors
Andrew Romich, Guanghui Lan, J. Cole Smith

Equivariant Perturbation in Gomory and Johnson's Infinite Group Problem. II. The Unimodular Two-Dimensional Case
Amitabh Basu, Robert Hildebrand, Matthias Koeppe

Pooling problem
Akshay Gupte, Shabbir Ahmed, Myun Seok Cheon, Santanu Dey

Modified Orbital Branching with Applications to Orbitopes and to Unit Commitment
James Ostrowski, Miguel F. Anjos, Anthony Vannelli

Linear, Cone and Semidefinite Programming

The Spectral Bundle Method with Second-Order Information
Christoph Helmberg, Michael L. Overton, Franz Rendl

Lowest-rank Solutions of Continuous and Discrete Lyapunov Equations over Symmetric Cone
Ziyan Luo, Jiyuan Tao, Naihua Xiu

Simplified Copositive and Lagrangian Relaxations for Linearly Constrained Quadratic Optimization Problems in Continuous and Binary Variables
Naohiko Arima, Sunyoung Kim, Masakazu Kojima

A Semidefinite Approach to the $K_i$ Cover Problem
Jo{\~a}o Gouveia, James Pfeiffer

Network Optimization

Minimum Concave Cost Flow Over a Grid Network
Qie He, Shabbir Ahmed, George Nemhauser

Nonlinear Optimization

Adaptive Regularized Self-Consistent Field Iteration with Exact Hessian for Electronic Structure Calculation
Zaiwen Wen, Andre Milzarek, Michael Ulbrich, Hongchao Zhang

Coordinate Search Algorithms in Multilevel Optimization
Emanuele Frandi, Alessandra Papini

A Globally Convergent Primal-Dual Active-Set Framework for Large-Scale Convex Quadratic Optimization
Frank Curtis, Zheng Han, Daniel Robinson

Hybrid LP/SDP Bounding Procedure
Fabio Furini, Emiliano Traversi

Obtaining Quadratic Models of Noisy Functions
Aswin Kannan, Stefan Wild

Hardness and Approximation Results for $L_p$-Ball Constrained Homogeneous Polynomial Optimization Problems
Ke Hou, Anthony Man-Cho So

Optimization Software and Modeling Systems

On Defining Design Patterns to Generalize and Leverage Automated Constraint Solving
Thiago Serra

Robust Optimization

The robust vehicle routing problem with time windows
Agostinho Agra, Marielle Christiansen, Rosa Figueiredo, Lars M. Hvattum, Michael Poss, Cristina Requejo

Distributionally Robust Multi-Item Newsvendor Problems with Multimodal Demand Distributions
Grani A. Hanasusanto, Daniel Kuhn, Stein W. Wallace, Steve Zymler

Robust combinatorial optimization with variable budgeted uncertainty
Michael Poss

A new method for deriving robust and globalized robust solutions of uncertain linear conic optimization problems having general convex uncertainty sets
Bram L. Gorissen, Aharon Ben-Tal, Hans Blanc, Dick Den Hertog

Minimax Robust Unit Commitment Problem with Demand and Market Price uncertainty
Fabio Furini, Manuel Laguna, Michele Samorani

Stochastic Programming

On parallelizing dual decomposition in stochastic integer programming
Miles Lubin, Kipp Martin, Cosmin Petra, Burhannedin Sandıkçı

Chance-constrained binary packing problems
Yongjia Song, James Luedtke, Simge Kucukyavuz

Worst-case-expectation approach to optimization under uncertainty
Alexander Shapiro, Wajdi Tekaya, Murilo Pereira Soares, Joari Paulo da Costa

Other Topics

Simulation Optimization for the Stochastic Economic Lot Scheduling Problem with Sequence-Dependent Setup Times
Nils Löhndorf, Manuel Riel, Stefan Minner

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