Optimization Online


Optimization Online Digest — August 2014

Applications — OR and Management Sciences

Optimal facility in-network selection for healthcare payers under reference pricing
Victoire Denoyel, Aurelie Thiele, Laurent Alfandari

Multiperiod Multiproduct Advertising Budgeting: Stochastic Optimization Modeling
C. Beltran-Royo, L. F. Escudero, H. Zhang

Robust Investment Management with Uncertainty in Fund Managers' Asset Allocation
Yang Dong, Aurelie Thiele

Robust risk adjustment in health insurance
Tengjiao Xiao, Aurelie Thiele

A hybrid Lagrangean metaheuristic for single machine scheduling problem with sequence-dependent setup times and due dates
Thiago Henrique Nogueira, Gabriel Pinheiro Alves Santos, Carlos Roberto Venâncio de Carvalho, Martín Gómez Ravetti

A branch-cut-and-price algorithm for the energy minimization vehicle routing problem
Ricardo Fukasawa, Qie He, Yongjia Song

Product Assortment Competition with the Decoy Effect
Anton J. Kleywegt, Xinchang Wang

The type E simple assembly line balancing problem: A mixed integer linear programing formulation
Rasul Esmaeilbeigi, Bahman Naderi, Parisa Charkhgard

An Exact Extended Formulation for the Unrelated Parallel Machine Total Weighted Completion Time Problem
Kerem Bulbul, Halil Sen

Applications — Science and Engineering

Fast Algorithms for the Minimum Volume Estimator
S D Ahipasaoglu

Combinatorial Optimization

Bounds on the stability number of a graph via the inverse theta function
Ujvári Miklós

Homotopy methods based on l0 norm for the compressed sensing problem
Wenxing Zhu, Zhengshan Dong

Discretization vertex orders in distance geometry
Andrea Cassioli, Oktay Gunluk, Carlile Lavor, Leo Liberti

Convex and Nonsmooth Optimization

Block-wise Alternating Direction Method of Multipliers for Multiple-block Convex Programming and Beyond
Bingsheng He, Xiaoming Yuan

Self Equivalence of the Alternating Direction Method of Multipliers
Ming Yan, Wotao Yin

Block stochastic gradient iteration for convex and nonconvex optimization
Yangyang Xu, Wotao Yin

E. Lieb convexity inequalities and noncommutative Bernstein inequality in Jordan-algebraic setting
Leonid Faybusovich

Fast Projection onto the Simplex and the l1 Ball
Laurent Condat

Differential properties of Euclidean projection onto power cone
Le Thi Khanh Hien

On the Convergence Rate of Multi-Block ADMM
Tianyi Lin, Shiqian Ma, Shuzhong Zhang

On the Global Linear Convergence of the ADMM with Multi-Block Variables
Tianyi Lin, Shiqian Ma, Shuzhong Zhang

Convergence rate analysis of primal-dual splitting schemes
Damek Davis

Matrix monotonicity and self-concordance:how to handle quantum entropy in optimization problems
Leonid Faybusovich, Takashi Tsuchiya

On a new class of matrix support functionals with applications
J.V. Burke, Tim Hoheisel

Global Optimization

Coercive polynomials and their Newton polytopes
Tomas Bajbar, Oliver Stein

Global Optimization via Slack Variables
Isaac Siwale

An improved algorithm for L2-Lp minimization problem
Ge Dongdong, He Rongchuan, He Simai

Integer Programming

On the Value Function of a Mixed Integer Linear Optimization Problem and an Algorithm for its Construction
Anahita Hassanzadeh, Ted Ralphs

Mathematical programming approach to tighten a Big-$M$ formulation
Alejandro Crema

Augmentation in Linear and Integer Linear Programming
Jesús De Loera, Raymond Hemmecke, Jon Lee

Minimizing Cubic and Homogeneous Polynomials over Integers in the Plane
Alberto Del Pia, Robert Hildebrand, Robert Weismantel, Kevin Zemmer

On the exact separation of rank inequalities for the maximum stable set problem
Stefano Coniglio, Stefano Gualandi

Polyhedral results for a class of cardinality constrained submodular minimization problems
Jiajin Yu, Shabbir Ahmed

Linear, Cone and Semidefinite Programming

A tight iteration-complexity upper bound for the MTY predictor-corrector algorithm via redundant Klee-Minty cubes
Murat Mut, Tamás Terlaky

On Chubanov's method for solving a homogeneous inequality system
Kees Roos

Network Optimization

Local Search for Hop-constrained Directed Steiner Tree Problem with Application to UAV-based Multi-target Surveillance
Oleg Burdakov, Patrick Doherty, Jonas Kvarnström

Nonlinear Optimization

A Branch-and-Bound Algorithm for Instrumental Variable Quantile Regression
Guanglin Xu, Samuel Burer

A regularized limited-memory BFGS method for unconstrained minimization problems
Shinji Sugimoto, Nobuo Yamashita

On efficiency of nonmonotone Armijo-type line searches
Masoud Ahookhosh, Susan Ghaderi

On Second Order Optimality Conditions in Nonlinear Optimization
Roberto Andreani, Behling Roger, Gabriel Haeser, Paulo J. S. Silva

Preconditioning of Active-Set Newton Methods for PDE-constrained Optimal Control Problems
Margherita Porcelli, Valeria Simoncini, Mattia Tani

Quadratic regularization projected alternating Barzilai--Borwein method for constrained optimization
Yakui Huang, Hongwei Liu, Sha Zhou

Adaptive Augmented Lagrangian Methods: Algorithms and Practical Numerical Experience
Frank E. Curtis, Nicholas I. M. Gould, Hao Jiang, Daniel P. Robinson

A Feasible Direction Algorithm for Nonlinear Second-Order Cone Optimization Problems
Alfredo Canelas, Miguel Carrasco, Julio López

How the augmented Lagrangian algorithm can deal with an infeasible convex quadratic optimization problem
Alice Chiche, Jean Charles Gilbert

On fast trust region methods for quadratic models with linear constraints
M.J.D. Powell

Robust Optimization

Binary Decision Rules for Multistage Adaptive Mixed-Integer Optimization
Dimitris Bertsimas, Angelos Georghiou

Stochastic Programming

A Generalization of Benders' Algorithm for Two-Stage Stochastic Optimization Problems With Mixed Integer Recourse
Anahita Hassanzadeh, Ted Ralphs

Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs
Vincent Guigues

Multilevel Optimization Modeling for Risk-Averse Stochastic Programming
Jonathan Eckstein, Deniz Eskandani, Jingnan Fan

An SDP approach for multiperiod mixed 0–1 linear programming models with stochastic dominance constraints for risk management
L.F. Escudero , J.F. Monge, D. Romero Morales

Other Topics

A proximal point algorithm for DC fuctions on Hadamard manifolds
J.C.O. Souza, P.R. Oliveira

Computing Efficient Nash Equilibria of a Normal Form Game with Two Players: An Application of Biobjective Mixed Integer Programming
Hadi Charkhgard, Masoud Talebian, Martin Savelsbergh

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