Optimization Online Digest — September 2014
Applications — OR and Management Sciences
Multistage Adaptive Robust Optimization for the Unit Commitment Problem
Alvaro Lorca, Andy Sun, Eugene Litvinov, Tongxin Zheng
Optimality gap of constantorder policies decays exponentially in the lead time for lost sales models
Linwei Xin, David A. Goldberg
Tight and Compact MIP Formulation of ConfigurationBased CombinedCycle Units
German MoralesEspaña, Carlos M. CorreaPosada, Andres Ramos
Adaptive Robust Optimization with Dynamic Uncertainty Sets for MultiPeriod Economic Dispatch under Significant Wind
Alvaro Lorca, Andy Sun
Tight and Compact MIP Formulation of ConfigurationBased CombinedCycle Units
German MoralesEspaña, Carlos M. CorreaPosada, Andres Ramos
Applications — Science and Engineering
The Worstcase Wind Power Scenario for Adaptive Robust Unit Commitment Problems
German MoralesEspaña
The robust stabilization problem for discretetime descriptor systems
Claudiu Dinicu
Convergence Analysis of PrimalDual Based Methods for Total Variation Minimization with Finite Element Approximation
Wenyi Tian, Xiaoming Yuan
The Descriptor ContinuousTime Algebraic Riccati Equation. Numerical Solutions and Some Direct Applications
Claudiu Dinicu
Combinatorial Optimization
On laminar matroids and bmatchings
Konstantinos Kaparis, Adam N. Letchford
Tight extended formulations for independent set
Austin Buchanan, Sergiy Butenko
Lower Bounds for the Quadratic Minimum Spanning Tree Problem Based on Reduced Cost Computation
Borzou Rostami, Federico Malucelli
A Tight Lower Bound for the Adjacent Quadratic Assignment Problem
Borzou Rostami, Federico Malucelli, Pietro Belotti
Approximation algorithms for the Transportation Problem with Market Choice and related models
Karen Aardal, Pierre Le Bodic
Complementarity and Variational Inequalities
Normally admissible partitions and calculation of normal cones to a finite union of polyhedral sets
L Adam, M Cervinka, M Pistek
Convex and Nonsmooth Optimization
On the ergodic convergence rates of a firstorder primaldual algorithm
Antonin Chambolle, Thomas Pock
Inertial primaldual algorithms for structured convex optimization
Raymond Chan, Shiqian Ma, Junfeng Yang
On the iterate convergence of descent methods for convex optimization
Clovis Gonzaga
Stochastic PrimalDual Coordinate Method for Regularized Empirical Risk Minimization
Yuchen Zhang, Lin Xiao
Blockwise Alternating Direction Method of Multipliers with Gaussian Back Substitution for Multipleblock Convex Programming
Xiaoling Fu, Bingsheng He, Xiangfeng Wang, Xiaoming Yuan
Relative Entropy Relaxations for Signomial Optimization
Venkat Chandrasekaran, Parikshit Shah
A Proximal Multiplier Method for Convex Separable Symmetric Cone Optimization
Julio López, Erik Papa Quiroz
Randomized Firstorder Methods for Saddle Point Optimization
Cong Dang, Guanghui Lan
DouglasRachford splitting for nonconvex feasibility problems
Guoyin Li, Ting Kei Pong
Global Optimization
RBFOpt: an opensource library for blackbox optimization with costly function evaluations
Alberto Costa, Giacomo Nannicini
Maximal Covering Location Problems on networks with regional demand
Rafael Blanquero, Emilio Carrizosa, Boglárka G.Tóth
Integer Programming
On a nonconvex MINLP formulation of the Euclidean Steiner tree problems in nspace
Claudia D'Ambrosio, Marcia Fampa, Jon Lee
Integer programming formulations for the elementary shortest path problem
Leonardo Taccari
Linear, Cone and Semidefinite Programming
A primalsimplex based Tardos' algorithm
Shinji Mizuno, Noriyoshi Sukegawa, Antoine Deza
Speeding up Chubanov's Basic Procedure
Kees Roos
A Gentle, Geometric Introduction to Copositive Optimization
Samuel Burer
Efficient FirstOrder Methods for Linear Programming and Semidefinite Programming
James Renegar
Nonlinear Optimization
Optimal performance of the steepest descent algorithm for quadratic functions
Clovis Gonzaga
An InertiaFree Filter LineSearch Algorithm for LargeScale Nonlinear Programming
Victor M Zavala, Naiyuan Chiang
Majorizationminimization procedures and convergence of SQP methods for semialgebraic and tame programs
Jérôme Bolte, Edouard Pauwels
Weak and Strong Superiorization: Between FeasibilitySeeking and Minimization
Yair Censor
Stochastic Programming
Dynamic Generation of Scenario Trees
G. Ch. Pflug, A. Pichler
ScenarioTree Decomposition: Bounds for Multistage Stochastic MixedInteger Programs
Gabriel L. Zenarosa, Oleg A. Prokopyev, Andrew J. Schaefer
Other Topics
Information Relaxation Bounds for Infinite Horizon Markov Decision Processes
David Brown, Martin Haugh
A Simple and Efficient Algorithm For Solving Three Objective Integer Programs
Natashia Boland, Hadi Charkhgard, Martin Savelsbergh
