Optimization Online


Optimization Online Digest — December 2014

Applications — OR and Management Sciences

Ship Traffic Optimization for the Kiel Canal
Elisabeth Lübbecke, Marco Lübbecke, Rolf Möhring

A Versatile Heuristic Approach for Generalized Hub Location Problems
J. Fabian Meier, Uwe Clausen

Facing an Arbitrage Opportunity: Trade or Wait?
Robert Jarrow, Haitao Li, Lai Wei, Yongpei Guan

Generalized Dual Face Algorithm for Linear Programming
Ping-Qi Pan

Real Options: A Survey
Elcin Cetinkaya, Aurelie Thiele

Information Gap Decision Theory Based OPF With HVDC Connected Wind Farms
rabiee abbas, Alireza Soroudi, andrew keane

Applications — Science and Engineering

Constrained trace-optimization of polynomials in freely noncommuting variables
Igor Klep, Janez Povh

Achieving Cost-Effective Power Grid Hardening through Transmission Network Topology Control
Wei Yuan, Bo Zeng

Combinatorial Optimization

Steiner Trees with Degree Constraints: Structural Results and an Exact Solution Approach
Frauke Liers, Alexander Martin, Susanne Pape

Complementarity and Variational Inequalities

A close look at auxiliary problem principles for equilibria
Giancarlo Bigi, Mauro Passacantando

Convex and Nonsmooth Optimization

Fast Bundle-Level Type Methods for unconstrained and ball-constrained convex optimization
Yunmei Chen, Guanghui Lan, Yuyuan Ouyang, Wei Zhang

Activity Identification and Local Linear Convergence of Douglas-Rachford/ADMM under Partial Smoothness
Jingwei Liang, Jalal Fadili, Gabriel Peyré, Russell Luke

Global convergence of the Heavy-ball method for convex optimization
Euhanna Ghadimi, Hamid Reza Feyzmahdavian, Mikael Johansson

Variational principles with generalized distances and applications to behavioral sciences
T. Q. Bao, P.Q. Khanh, A. Soubeyran

A Polynomial Time Algorithm to Solve a Class of Optimization Problems with a Multi-linear Objective Function and Affine Constraints
Hadi Charkhgard, Martin Savelsbergh, Masoud Talebian

Solving ill-posed bilevel programs
Alain B. Zemkoho

A remark on accelerated block coordinate descent for computing the proximity operators of a sum of convex functions
Antonin Chambolle, Thomas Pock

Global Optimization

On an open question about the complexity of a dynamic spectrum management problem
M. Locatelli, Z.-Q. Luo

Integer Programming

On the polyhedrality of cross and quadrilateral closures
oktay gunluk, sanjeeb dash, moran diego

Certificates of Optimality and Sensitivity Analysis using Generalized Subadditive Generator Functions: A test study on Knapsack Problems
Babak Moazzez, Kevin K. H. Cheung

A Cycle-Based Formulation and Valid Inequalities for DC Power Transmission Problems with Switching
Burak Kocuk, Hyemin Jeon, Santanu S. Dey, Jeff Linderoth, James Luedtke, Xu Andy Sun

Maximizing a class of submodular utility functions with constraints
Jiajin Yu, Shabbir Ahmed

Linear, Cone and Semidefinite Programming

An Axiomatic Duality Framework for the Theta Body and Related Convex Corners
Marcel de Carli Silva, Levent Tunçel

A polynomial algorithm for linear optimization which is strongly polynomial under certain conditions on optimal solutions
Sergei Chubanov

Nonlinear Optimization

Use of a Direct Search Algorithm in the Process Design of Material Science Applications
Aïmen E. Gheribi, Jean-Philippe Harvey, Eve Bélisle, Christian Robelin, Patrice Chartrand, Arthur D. Pelton, Christopher W. Bale, Sébastien Le Digabel

Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
Xiao Wang, Shiqian Ma, Wei Liu

A Characterization of the Lagrange-Karush-Kuhn-Tucker Property
Dominique Azé

Error estimates for the Euler discretization of an optimal control problem with first-order state constraints
Joseph Frédéric Bonnans, Adriano Festa

A Filter SQP Method: Local Convergence and Numerical Results
Nicholas I. M. Gould, Yueling Loh, Daniel P. Robinson

A Preconditioner for a Primal-Dual Newton Conjugate Gradients Method for Compressed Sensing Problems
Kimon Fountoulakis, Ioannis Dassios , Jacek Gondzio

Robust Optimization

Robust Binary Optimization using a Safe Tractable Approximation
Ruken Duzgun, Aurelie Thiele

On the Adaptivity Gap in Two-stage Robust Linear Optimization under Uncertain Constraints
Vineet Goyal, Brian Lu

Stochastic Programming

An Adaptive Partition-based Approach for Solving Two-stage Stochastic Programs with Fixed Recourse
Yongjia Song, James Luedtke

Clustering-Based Preconditioning for Stochastic Programs
Yankai Cao, Carl D. Laird, Victor M Zavala

A Counterexample to “Threshold Boolean form for joint probabilistic constraints with random technology matrix”
James Luedtke

Other Topics

Set approach for set optimization with variable ordering structures
Gabriele Eichfelder, Maria Pilecka

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