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Optimization Online





 

Optimization Online Digest — October 2013

Applications — OR and Management Sciences

Regenerators as Hubs
Baris Yildiz, Oya Ekin Karasan

Dynamic Linear Production Games under Uncertainty
Alejandro Toriello, Nelson A. Uhan

Minimizing Value-at-Risk in Single-Machine Scheduling
Semih Atakan, Kerem Bulbul, Nilay Noyan

Integrated Service System Staffing and Scheduling via Stochastic Integer Programming
Merve Bodur, James Luedtke

Computing a Cournot Equilibrium in Integers
Michael Todd

Least-squares approach to risk parity in portfolio selection
Xi Bai, Katya Scheinberg, Reha Tütüncü

Applications — Science and Engineering

Reactive Power Management using Firefly and Spiral Optimization under Static and Dynamic Loading Conditions
Ripunjoy Phukan

FAULT DIAGNOSIS OF A HIGH VOLTAGE TRANSMISSION LINE USING WAVEFORM MATCHING APPROACH
Ripunjoy Phukan

Semidefinite Programming Based Preconditioning for More Robust Near-Separable Nonnegative Matrix Factorization
Nicolas Gillis, Stephen A. Vavasis

Conic separation of finite sets:The homogeneous case
Annabella Astorino, Manlio Gaudioso, Alberto Seeger

Conic separation of finite sets: The non-homogeneous case
Annabella Astorino, Manlio Gaudioso, Alberto Seeger

Combinatorial Optimization

Exact Algorithms for Arc and Node Routing Problems
Rafael Martinelli

A Practical Iterative Algorithm for the Art Gallery Problem using Integer Linear Programming
DC Tozoni, PJ de Rezende, CC de Souza

Convex and Nonsmooth Optimization

Conic Geometric Programming
Venkat Chandrasekaran, Parikshit Shah

Accelerated Gradient Methods for Nonconvex Nonlinear and Stochastic Programming
Saeed Ghadimi, Guanghui Lan

Gauge optimization, duality, and applications
M. P. Friedlander, I. Macedo, T. K. Pong

Bundle methods in the XXIst century: A bird's-eye view
Welington de Oliveira, Claudia Sagastizábal

About [q]-regularity properties of collections of sets
Alexander Y. Kruger, Nguyen H. Thao

Iteration-Complexity of a Generalized Forward Backward Splitting Algorithm
Jingwei Liang, Jalal Fadili, Gabriel Peyré

On the Convergence of Decentralized Gradient Descent
Kun Yuan, Qing Ling, Wotao Yin

Accelerating block-decomposition first-order methods for solving generalized saddle-point and Nash equilibrium problems
Yunlong He, Renato D.C. Monteiro

Global Optimization

Completely Positive Reformulations for Polynomial Optimization
Javier Pena, Juan C. Vera, Luis F. Zuluaga

GLODS: Global and Local Optimization using Direct Search
A. L. Custodio, J. F. A. Madeira

Integer Programming

Mathematical Programming: Turing completeness and applications to software analysis
Leo Liberti, Fabrizio Marinelli

Strongly Agree or Strongly Disagree?: Rating Features in Support Vector Machines
Emilio Carrizosa, Amaya Nogales-Gomez, Dolores Romero Morales

The bound-optimal cutting plane method: a new paradigm for cutting plane generation
Stefano Coniglio, Martin Tieves

Bin Packing and Related Problems: General Arc-flow Formulation with Graph Compression
Filipe Brandão, João Pedro Pedroso

Linear, Cone and Semidefinite Programming

A Lagrangian-DNN Relaxation: a Fast Method for Computing Tight Lower Bounds for a Class of Quadratic Optimization Problems
Sunyoung Kim, Masakazu Kojima, Kim-Chuan Toh

On the irreducibility, Lyapunov rank, and automorphisms of speical Bishop-Phelps cones
M. Seetharama Gowda, David Trott

Fast implementation for semidefinite programs with positive matrix completion
Makoto Yamashita, Kazuide Nakata

Nonlinear Optimization

Constant rank constraint qualifications: a geometric introduction
Roberto Andreani, Paulo J. S. Silva

The divergence of the BFGS and the Gauss Newton Methods
Walter F. Mascarenhas

An Active-Set Quadratic Programming Method Based On Sequential Hot-Starts
Travis C Johnson, Christian Kirches, Andreas Wächter

Quasi-Newton updates with weighted secant equations
Serge Gratton, Vincent Malmedy, Philippe L. Toint

A feasible active set method for convex problems with simple bounds
Philipp Hungerländer, Franz Rendl

A Regularized SQP Method with Convergence to Second-Order Optimal Points
Philip E. Gill, Vyacheslav Kungurtsev, Daniel P. Robinson

Finding Diverse Solutions of High Quality to Binary Integer Programs
Andrew C. Trapp, Renata A. Konrad

An alternative proof of a PTAS for fixed-degree polynomial optimization over the simplex
Etienne de Klerk, Monique Laurent, Zhao Sun

Optimization Software and Modeling Systems

PEBBL: An Object-Oriented Framework for Scalable Parallel Branch and Bound
Jonathan Eckstein, William E. Hart, Cynthia A. Phillips

Robust Optimization

Robust Data-Driven Dynamic Programming
Grani A. Hanasusanto, Daniel Kuhn

Stochastic Programming

Time Consistency Versus Law Invariance in Multistage Stochastic Optimization with Coherent Risk Measures: Multilevel Optimization Modeling and Computational Complexity
Jonathan Eckstein

Optimal scenario set partitioning for multistage stochastic programming with the progressive hedging algorithm
Pierre-Luc Carpentier, Michel Gendreau, Fabian Bastin

Other Topics

Information Relaxations, Duality, and Convex Dynamic Programs
David Brown, James Smith


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