Optimization Online Digest — October 2014

Applications — OR and Management Sciences

Optimal scheduling for replacing perimeter guarding unmanned aerial vehicles
Oleg Burdakov, Patrick Doherty, Jonas Kvarnstrom

Data-driven learning in dynamic pricing using adaptive optimization
Dimitris Bertsimas, Phebe Vayanos

New Benchmark Instances for the Capacitated Vehicle Routing Problem
Eduardo Uchoa, Diego Pecin, Artur Pessoa, Marcus Poggi, Anand Subramanian, Thibaut Vidal

The setup assembly line balancing and scheduling problem: A study on mathematical formulation
Rasul Esmaeilbeigi, Bahman Naderi, Parisa Charkhgard

Hedging Problem
Xuyan Wang

Location and Allocation of Service Units on a Congested Network with Time Varying Demand Rates
Navneet Vidyarthi, Arjun Bhardwaj, Niraj Sinha

p-facility Huff location problem on networks
Rafael Blanquero, Emilio Carrizosa, Boglárka G.-Tóth, Amaya Nogales-Gómez

Applications — Science and Engineering

Gas Network Optimization: A comparison of Piecewise Linear Models
CARLOS M. CORREA-POSADA, PEDRO SÁNCHEZ-MARTÍN

A Flexible Iterative Solver for Nonconvex, Equality-Constrained Quadratic Subproblems
Jason Hicken, Alp Dener

High Detail Stationary Optimization Models for Gas Networks - Part 2: Validation and Results
Martin Schmidt, Marc Steinbach, Bernhard Willert

Semi-definite relaxations for optimal control problems with oscillation and concentration effects
Mathieu Claeys, Didier Henrion, Martin Kruzik

HIPAD - A Hybrid Interior-Point Alternating Direction algorithm for knowledge-based SVM and feature selection
Zhiwei Qin, Xiaocheng Tang, Ioannis Akrotirianakis, Amit Chakraborty

Combinatorial Optimization

Solving bilevel combinatorial optimization as bilinear min-max optimization via a branch-and-cut algorithm
Artur Alves Pessoa, Michael Poss, Marcos Costa Roboredo

Maximum-Demand Rectangular Location Problem
Manish Bansal, Kiavash Kianfar

Robust constrained shortest path problems under budgeted uncertainty
Artur Alves Pessoa, Luigi di Puglia Pugliese, Francesca Guerriero, Michael Poss

Complementarity and Variational Inequalities

Sufficient weighted complementarity problems
Florian Potra

Convex and Nonsmooth Optimization

An inertial forward-backward algorithm for the minimization of the sum of two nonconvex functions
Radu Ioan Bot, Ernö Robert Csetnek, Szilard Laszlo

Convergence rate analysis of the forward-Douglas-Rachford splitting scheme
Damek Davis

Weak sharp minima with explicit exponents in vector optimization problems with polynomial data
Tien Son Pham, Xuan Duc Ha Truong, Jen-Chih Yao

Variational analysis and full stability of optimal solutions to constrained and minimax problems
Boris Mordukhovich, Ebrahim Sarabi

An induction theorem and nonlinear regularity models
Phan Q. Khanh, Alexander Y. Kruger , Nguyen H. Thao

Conditional Gradient Sliding for Convex Optimization
Guanghui Lan, Yi Zhou

Nonlinear local error bounds via a change of metric
Dominique Azé, Jean-Noël Corvellec

Global Optimization

Inexactness of SDP Relaxation for Optimal Power Flow over Radial Networks and Valid Inequalities for Global Optimization
Burak Kocuk, Santanu S. Dey, X. Andy Sun

Integer Programming

The single-item lot-sizing polytope with continuous start-up costs
Mariana Escalante, Javier Marenco, María del Carmen Varaldo

Operations that preserve the covering property of the lifting region
Amitabh Basu, Joe Paat

MILP formulations for the modularity density maximization problem
Alberto Costa

Higher Order Maximum Persistency and Comparison Theorems
Alexander Shekhovtsov

Facets for Continuous Multi-Mixing Set with General Coefficients and Bounded Integer Variables
Manish Bansal, Kiavash Kianfar

Light on the Infinite Group Relaxation
Amitabh Basu, Robert Hildebrand, Matthias Koeppe

Linear, Cone and Semidefinite Programming

Generalized Dual Face Algorithm for Linear Programming
Ping-Qi Pan

Decomposition theorems for linear programs
Jean-Bertrand Gauthier, Jacques Desrosiers, Marco Lübbecke

Tools for primal degenerate linear programs: IPS, DCA, and PE
Jean-Bertrand Gauthier, Jacques Desrosiers, Marco Lübbecke

Semidefinite approximations of projections and polynomial images of semialgebraic sets
Victor Magron, Didier Henrion, Jean-Bernard Lasserre

Improvement of Kalai-Kleitman bound for the diameter of a polyhedron
Noriyoshi Sukegawa, Tomonari Kitahara

A Polynomial-Time Affine-Scaling Method for Semidefinite and Hyperbolic Programming
James Renegar, Mutiara Sondjaja

Network Optimization

Efficient approaches for the robust network loading problem
Sara Mattia, Michael Poss

Nonlinear Optimization

Improved regularizing iterative methods for ill-posed nonlinear systems
Stefania Bellavia, Benedetta Morini

On an inexact trust-region SQP-filter method for constrained nonlinear optimization
Andrea Walther, Lorenz T. Biegler

Iteration Bounds for Finding the $\epsilon$-Stationary Points for Structured Nonconvex Optimization
Bo Jiang, Shuzhong Zhang

A Trust Region Algorithm with a Worst-Case Iteration Complexity of ${\cal O}(\epsilon^{-3/2})$ for Nonconvex Optimization
Frank E. Curtis, Daniel P. Robinson, Mohammadreza Samadi

Globally Convergent Primal-Dual Active-Set Methods with Inexact Subproblem Solves
Frank E. Curtis, Zheng Han

Optimization Software and Modeling Systems

A Parallel Line Search Subspace Correction Method for Composite Convex Optimization
Qian Dong, Xin Liu, Zaiwen Wen, Yaxiang Yuan

Interior-point solver for convex separable block-angular problems
Castro Jordi

PSMG-A Parallel Structured Model Generator for Mathematical Programming
Feng Qiang, Andreas Grothey

Robust Optimization

Multi-stage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
Krzysztof Postek, Dick den Hertog

A discussion on the conservatism of robust linear optimization problems
Pengfei Liu, Wenguo Yang, Tiande Guo

New Discoveries of Domination between Traffic Matrices
Pengfei Liu, Wenguo Yang

Stochastic Programming

Sequential Bounding Methods for Two-Stage Stochastic Programs
Alexander Gose, Brian Denton

Rectangular sets of probability measures
Alexander Shapiro