Optimization Online


Optimization Online Digest — November 2014

Applications — OR and Management Sciences

The Multi-Hour Bandwidth Packing Problem with Queuing Delays: Bounds and Exact Solution Approach
Navneet Vidyarthi, Arjun Bhardwaj, Niraj Sinha

Performance-based regularization in mean-CVaR portfolio optimization
Gah-Yi Vahn, Noureddine El Karoui, Andrew E.B. Lim

Finding Shortest Path in a Combined Exponential -Gamma-Normal Probability Distribution Arc Length
Mohammad Hessam Olya, Hamed Fazlollahtabar

Regenerator Location Problem in Flexible Optical Networks

On the Coherent Risk Measure Representations in the Discrete Probability Spaces

A Compact Linearisation of Euclidean Single Allocation Hub Location Problems
J. Fabian Meier, Uwe Clausen, Borzou Rostami, Christoph Buchheim

Approximate Uni-directional Benders Decomposition
Christina N Burt, Nir Lipovetzky, Adrian R Pearce, Peter J Stuckey

Scheduling with Fixed Maintenance, Shared Resources and Nonlinear Feedrate Constraints: a Mine Planning Case Study
Christina N Burt, Nir Lipovetzky, Adrian R Pearce, Peter J Stuckey

An MILP approach to Multi-location, Multi-Period Equipment Selection for Surface Mining with Case Studies
Christina N Burt, Louis Caccetta, Leon Fouche, Palitha Welgama

On globally solving the maximum weighted clique problem

Applications — Science and Engineering

Linear conic optimization for inverse optimal control
Edouard Pauwels, Didier Henrion, Jean-Bernard Lasserre

Solving Power-Constrained Gas Transportation Problems using an MIP-based Alternating Direction Method
Björn Geißler, Antonio Morsi, Lars Schewe, Martin Schmidt

Approximating the Minimum Hub Cover Problem on Planar Graphs
Belma Yelbay, S. Ilker Birbil, Kerem Bulbul, Hasan M. Jamil

Mathematical Programming Models and Their Relaxations for the Minimum Hub Cover Problem
Belma Yelbay, S. Ilker Birbil, Kerem Bulbul

Combinatorial Optimization

Lov\'{a}sz-Schrijver SDP-operator, near-perfect graphs and near-bipartite graphs
S. Bianchi, M. Escalante, G. Nasini, Levent Tuncel

Approximation of Knapsack Problems with Conflict and Forcing Graphs
Ulrich Pferschy, Joachim Schauer

Convex and Nonsmooth Optimization

Directional H\"older metric subregularity and application to tangent cones
Huynh Van Ngai, Nguyen Huu Tron, Phan Nhat Tinh

On the Information-Adaptive Variants of the ADMM: an Iteration Complexity Perspective
Xiang Gao, Bo Jiang, Shuzhong Zhang

Stochastic Compositional Gradient Descent: Algorithms for Minimizing Compositions of Expected-Value Functions
Mengdi Wang, Ethan Fang, Han Liu

On proximal subgradient splitting method for minimizing the sum of two nonsmooth convex functions
José Yunier Bello Cruz

The direct extension of ADMM for three-block separable convex minimization models is convergent when one function is strongly convex
Xingju Cai, Deren Han, Xiaoming Yuan

On the optimal order of worst case complexity of direct search
M. Dodangeh, L. N. Vicente, Z. Zhang

Sequential Threshold Control in Descent Splitting Methods for Decomposable Optimization Problems
Igor Konnov

Error Bounds and Holder Metric Subregularity
Alexander Y. Kruger

Coordinate descent algorithms
Stephen Wright

Global Optimization

Convergence analysis for Lasserre's measure--based hierarchy of upper bounds for polynomial optimization
Etienne de Klerk, Monique Laurent, Zhao Sun

Integer Programming

Strong Inequalities for Chance-Constrained Program
Ming Zhao, Kai Huang, Bo Zeng

A specialized branch-and-bound algorithm for the Euclidean Steiner tree problem in n-space
Marcia Fampa, Jon Lee, Wendel Melo

Convex hull of two quadratic or a conic quadratic and a quadratic inequality
Sina Modaresi, Juan Pablo Vielma

An electronic compendium of extreme functions for the Gomory--Johnson infinite group problem
Matthias Köppe, Yuan Zhou

Modeling Two-Dimensional Guillotine Cutting Problems via Integer Programming
Fabio Furini, Enrico Malaguti, Dimitri Thomopulos

Lower Bounding Procedures for the Single Allocation Hub Location Problem
Borzou Rostami, Christoph Buchheim, J. Fabian Meier, Uwe Clausen

Linear, Cone and Semidefinite Programming

Solution Analysis for the Pseudomonotone Second-order Cone Linear Complementarity Problem
Yang Wei Hong, Zhang Lei-Hong, Shen Chungen

Primal-Dual Entropy Based Interior-Point Algorithms for Linear Optimization
Mehdi Karimi, Shen Luo, Levent Tuncel

Interior-point algorithms for convex optimization based on primal-dual metrics
Tor Myklebust, Levent Tuncel

Network Optimization

Parameter-free Sampled Fictitious Play for Solving Deterministic Dynamic Programming Problems
Irina Dolinskaya, Marina Epelman, Esra Sisikoglu, Robert L. Smith

Nonlinear Optimization

Handling Nonpositive Curvature in a Limited Memory Steepest Descent Method
Frank E. Curtis, Wei Guo

Second order analysis of state-constrained control-affine problems
M. Soledad Aronna, J. Frederic Bonnans, Bean San Goh

Simple examples for the failure of Newton's method with line search for strictly convex minimization
Florian Jarre, Philippe L. Toint

A trust-region method for box-constrained nonlinear semidefinite programs
Akihiko Komatsu, Makoto Yamashita

A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem
Shen Chungen, Zhang Lei-Hong, Yang Wei Hong

Semivectorial Bilevel Optimization on Riemannian Manifolds
Henri Bonnel, Leonard Todjihounde, Constantin Udriste

Worst-case evaluation complexity of regularization methods for smooth unconstrained optimization using Hölder continuous gradients
Coralia Cartis, Nick Gould, Philippe Toint

Corrigendum: On the complexity of finding first-order critical points in constrained nonlinear optimization
Coralia Cartis, Nick Gould, Philippe Toint

Robust Optimization

Multistage Robust Mixed Integer Optimization with Adaptive Partitions
Dimitris Bertsimas, Iain Dunning

The Value of Flexibility in Robust Location-Transportation Problem
Amir Ardestani-Jaafari, Erick Delage

Robust network design with uncertain outsourcing cost
Artur Alves Pessoa, Michael Poss

Min-max-min robustness: a new approach to combinatorial optimization under uncertainty based on multiple solutions
Christoph Buchheim, Jannis Kurtz

Stochastic Programming

Jianqiang Cheng, Céline Gicquel, Abdel Lisser

Totally Unimodular Multistage Stochastic Programs
Ruichen (Richard) Sun, Oleg V. Shylo, Andrew J. Schaefer

Process-Based Risk Measures for Observable and Partially Observable Discrete-Time Controlled Systems
Jingnan Fan , Andrzej Ruszczynski

A note on complexity of multistage stochastic programs
Marcus de Mendes C. R. Reaiche

Sample approximations of multiobjective stochastic optimization problems
Bogdan Norkin

Other Topics

A new bottom-up search method for determining all maximal efficient faces in multiple objective linear programming
Ta Van Tu

Simplex Algorithm for Countable-state Discounted Markov Decision Processes
Ilbin Lee, Marina A. Epelman, H. Edwin Romeijn, Robert L. Smith

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