

Optimization Online Digest — November 2014
Applications — OR and Management Sciences
The MultiHour Bandwidth Packing Problem with Queuing Delays: Bounds and Exact Solution Approach
Navneet Vidyarthi, Arjun Bhardwaj, Niraj Sinha
Performancebased regularization in meanCVaR portfolio optimization
GahYi Vahn, Noureddine El Karoui, Andrew E.B. Lim
Finding Shortest Path in a Combined Exponential GammaNormal Probability Distribution Arc Length
Mohammad Hessam Olya, Hamed Fazlollahtabar
Regenerator Location Problem in Flexible Optical Networks
BARIS YILDIZ, OYA KARASAN
On the Coherent Risk Measure Representations in the Discrete Probability Spaces
KEREM UGURLU
A Compact Linearisation of Euclidean Single Allocation Hub Location Problems
J. Fabian Meier, Uwe Clausen, Borzou Rostami, Christoph Buchheim
Approximate Unidirectional 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 Multilocation, MultiPeriod 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
Nam NGUYEN CANH
Applications — Science and Engineering
Linear conic optimization for inverse optimal control
Edouard Pauwels, Didier Henrion, JeanBernard Lasserre
Solving PowerConstrained Gas Transportation Problems using an MIPbased 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}szSchrijver SDPoperator, nearperfect graphs and nearbipartite 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 InformationAdaptive Variants of the ADMM: an Iteration Complexity Perspective
Xiang Gao, Bo Jiang, Shuzhong Zhang
Stochastic Compositional Gradient Descent: Algorithms for Minimizing Compositions of ExpectedValue 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 threeblock 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 measurebased hierarchy of upper bounds for polynomial optimization
Etienne de Klerk, Monique Laurent, Zhao Sun
Integer Programming
Strong Inequalities for ChanceConstrained Program
Ming Zhao, Kai Huang, Bo Zeng
A specialized branchandbound algorithm for the Euclidean Steiner tree problem in nspace
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 GomoryJohnson infinite group problem
Matthias Köppe, Yuan Zhou
Modeling TwoDimensional 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 Secondorder Cone Linear Complementarity Problem
Yang Wei Hong, Zhang LeiHong, Shen Chungen
PrimalDual Entropy Based InteriorPoint Algorithms for Linear Optimization
Mehdi Karimi, Shen Luo, Levent Tuncel
Interiorpoint algorithms for convex optimization based on primaldual metrics
Tor Myklebust, Levent Tuncel
Network Optimization
Parameterfree 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 stateconstrained controlaffine 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 trustregion method for boxconstrained nonlinear semidefinite programs
Akihiko Komatsu, Makoto Yamashita
A Filter ActiveSet Algorithm for Ball/Sphere Constrained Optimization Problem
Shen Chungen, Zhang LeiHong, Yang Wei Hong
Semivectorial Bilevel Optimization on Riemannian Manifolds
Henri Bonnel, Leonard Todjihounde, Constantin Udriste
Worstcase 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 firstorder 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 LocationTransportation Problem
Amir ArdestaniJaafari, Erick Delage
Robust network design with uncertain outsourcing cost
Artur Alves Pessoa, Michael Poss
Minmaxmin robustness: a new approach to combinatorial optimization under uncertainty based on multiple solutions
Christoph Buchheim, Jannis Kurtz
Stochastic Programming
A NEW PARTIAL SAMPLE AVERAGE APPROXIMATION METHOD FOR CHANCE CONSTRAINED PROBLEM
Jianqiang Cheng, Céline Gicquel, Abdel Lisser
Totally Unimodular Multistage Stochastic Programs
Ruichen (Richard) Sun, Oleg V. Shylo, Andrew J. Schaefer
ProcessBased Risk Measures for Observable and Partially Observable DiscreteTime 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 bottomup search method for determining all maximal efficient faces in multiple objective linear programming
Ta Van Tu
Simplex Algorithm for Countablestate Discounted Markov Decision Processes
Ilbin Lee, Marina A. Epelman, H. Edwin Romeijn, Robert L. Smith
