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Optimization Online





 

Optimization Online Digest — May 2015

Applications — OR and Management Sciences

Mathematical Models for Multi Container Loading Problems
Teresa Alonso, Ramón Alvarez-valdes, Manuel Iori, Francisco Parreńo, Jose Manuel Tamarit

Applications — Science and Engineering

A New Perspective on Boosting in Linear Regression via Subgradient Optimization and Relatives
Robert M. Freund, Paul Grigas, Rahul Mazumder

Combinatorial Optimization

What Works Best When? A Framework for Systematic Heuristic Evaluation
Iain Dunning, Swati Gupta, John Silberholz

Reoptimization Techniques for MIP Solvers
Gerald Gamrath, Benjamin Hiller, Jakob Witzig

Solving maximum cut problems by simulated annealing
Tor G.J. Myklebust

Stronger Multi-Commodity Flow Formulations of the (Capacitated) Sequential Ordering Problem
Adam N. Letchford, Juan José Salazar González

Convex and Nonsmooth Optimization

Distributionally robust expectation inequalities for structured distributions
Bart P.G. Van Parys, Paul J. Goulart, Manfred Morari

Solving nonsmooth convex optimization with complexity $O(\eps^{-1/2})$
Masoud Ahookhosh, Arnold Neumaier

First-Order Algorithms for Convex Optimization with Nonseparate Objective and Coupled Constraints
Xiang Gao, Shuzhong Zhang

An Inexact Proximal Algorithm for Pseudomonotone and Quasimonotone Variational Inequalities
Erik Papa Quiroz, Lennin Mallma Ramirez, Paulo Roberto Oliveira

Global Convergence of Unmodified 3-Block ADMM for a Class of Convex Minimization Problems
Tianyi Lin, Shiqian Ma, Shuzhong Zhang

On the Step Size of Symmetric Alternating Directions Method of Multipliers
Bingsheng He, Feng Ma, Xiaoming Yuan

$\varepsilon-$Strictly Subdifferential of Set-valued Map and Its Application
Yu Li

Probabilistic optimization via approximate p-efficient points and bundle methods
W. van vAckooij, V. Berge, W. de Oliveira, C. Sagastizábal

An Asynchronous Mini-Batch Algorithm for Regularized Stochastic Optimization
Hamid Reza Feyzmahdavian, Arda Aytekin, Mikael Johansson

A Bundle Method for Exploiting Additive Structure in Difficult Optimization Problems
W. de Oliveira, J. Eckstein

Global Optimization

On the convergence rate of an inexact proximal point algorithm for quasiconvex minimization on Hadamard manifolds
Nancy Baygorrea , Erik Papa Quiroz, Nelson Maculan

A Binarisation Approach to Non-Convex Quadratically Constrained Quadratic Programs
Laura Galli, Adam N Letchford

Convergence Analysis of Multivariate McCormick Relaxations
J Najman, A Mitsos

Integer Programming

A MAX-CUT formulation of 0/1 programs
Jean B Lasserre

New computer-based search strategies for extreme functions of the Gomory--Johnson infinite group problem
Matthias Köppe, Yuan Zhou

Linear, Cone and Semidefinite Programming

Dual Face Algorithm Using Gauss-Jordan Elimination for Linear Programming
Ping-Qi Pan

On measures of size for convex cones
Alberto Seeger

A Constraint-Reduced Algorithm for Semidefinite Optimization Problems with Superlinear Convergence
Sungwoo Park

A Constraint-reduced Algorithm for Semidefinite Optimization Problems using HKM and AHO directions
Sungwoo Park

Regularization vs. Relaxation: A conic optimization perspective of statistical variable selection
Hongbo Dong, Kun Chen, Jeff Linderoth

Nonlinear Optimization

STABILITY OF A REGULARIZED NEWTON METHOD WITH TWO POTENTIALS
Boushra Abbas

Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
Coralia Cartis, Katya Scheinberg

A Taxonomy of Constraints in Simulation-Based Optimization
Sébastien Le Digabel, Stefan M. Wild

A version of the Ekeland variational principle for an extended real-valued function which is lower semicontinuous on its domain
Xuan Duc Ha Truong

Robust Optimization

Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations
Peyman Mohajerin Esfahani, Daniel Kuhn

Multi-period robust risk measures and portfolio selection models with regime-switching
Zhiping Chen, Jia Liu

Distributionally Robust Optimization with Matrix Moment Constraints: Lagrange Duality and Cutting Plane Methods
Huifu Xu, Yongchao Liu, Hailin Sun

Stochastic Programming

Data-Driven Risk-Averse Stochastic Optimization with Wasserstein Metric
Chaoyue Zhao, Yongpei Guan

Two approaches to constrained stochastic optimal control problems
Laurent Pfeiffer

Time Consistent Recursive Risk Measures Under Regime Switching and Factor Models and Their Application in Dynamic Portfolio Selection
Zhiping Chen, Jia Liu

Time Consistent Risk Measure Under Probabilistic Stopping Time Framework and its Applications
Zhiping Chen, Jia Liu

Optimal gas storage valuation and futures trading under a high-dimensional price process
Nils Löhndorf, David Wozabal

Quadratically Perturbed Chance Constrained Programming with Fitted Distribution: t-Distribution vs. Gaussian
Xin He

Other Topics

On the convergence of the Sakawa-Shindo algorithm in stochastic control
J. F. Bonnans, J. Gianatti, F. J. Silva

A New Method for Optimizing a Linear Function over the Efficient Set of a Multiobjective Integer Program
Natashia Boland, Hadi Charkhgard, Martin Savelsbergh

A SQP type method for constrained multiobjective optimization
Joerg Fliege, A. Ismael F. Vaz

A Theoretical and Algorithmic Characterization of Bulge Knees
Pradyumn Kumar Shukla, Marlon Braun, Hartmut Schmeck


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