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Optimization Online





 

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 constant-order policies decays exponentially in the lead time for lost sales models
Linwei Xin, David A. Goldberg

Tight and Compact MIP Formulation of Configuration-Based Combined-Cycle Units
German Morales-España, Carlos M. Correa-Posada, Andres Ramos

Adaptive Robust Optimization with Dynamic Uncertainty Sets for Multi-Period Economic Dispatch under Significant Wind
Alvaro Lorca, Andy Sun

Tight and Compact MIP Formulation of Configuration-Based Combined-Cycle Units
German Morales-España, Carlos M. Correa-Posada, Andres Ramos

Applications — Science and Engineering

The Worst-case Wind Power Scenario for Adaptive Robust Unit Commitment Problems
German Morales-España

The robust stabilization problem for discrete-time descriptor systems
Claudiu Dinicu

Convergence Analysis of Primal-Dual Based Methods for Total Variation Minimization with Finite Element Approximation
Wenyi Tian, Xiaoming Yuan

The Descriptor Continuous-Time Algebraic Riccati Equation. Numerical Solutions and Some Direct Applications
Claudiu Dinicu

Combinatorial Optimization

On laminar matroids and b-matchings
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 first-order primal-dual algorithm
Antonin Chambolle, Thomas Pock

Inertial primal-dual algorithms for structured convex optimization
Raymond Chan, Shiqian Ma, Junfeng Yang

On the iterate convergence of descent methods for convex optimization
Clovis Gonzaga

Stochastic Primal-Dual Coordinate Method for Regularized Empirical Risk Minimization
Yuchen Zhang, Lin Xiao

Block-wise Alternating Direction Method of Multipliers with Gaussian Back Substitution for Multiple-block 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 First-order Methods for Saddle Point Optimization
Cong Dang, Guanghui Lan

Douglas-Rachford splitting for nonconvex feasibility problems
Guoyin Li, Ting Kei Pong

Global Optimization

RBFOpt: an open-source library for black-box 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 n-space
Claudia D'Ambrosio, Marcia Fampa, Jon Lee

Integer programming formulations for the elementary shortest path problem
Leonardo Taccari

Linear, Cone and Semidefinite Programming

A primal-simplex 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 First-Order Methods for Linear Programming and Semidefinite Programming
James Renegar

Nonlinear Optimization

Optimal performance of the steepest descent algorithm for quadratic functions
Clovis Gonzaga

An Inertia-Free Filter Line-Search Algorithm for Large-Scale Nonlinear Programming
Victor M Zavala, Naiyuan Chiang

Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs
Jérôme Bolte, Edouard Pauwels

Weak and Strong Superiorization: Between Feasibility-Seeking and Minimization
Yair Censor

Stochastic Programming

Dynamic Generation of Scenario Trees
G. Ch. Pflug, A. Pichler

Scenario-Tree Decomposition: Bounds for Multistage Stochastic Mixed-Integer 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


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