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Optimization Online Digest — July 2015

Applications — OR and Management Sciences

The Value of Stochastic Programming in Day-Ahead and Intraday Generation Unit Commitment
Tim Schulze, Ken McKinnon

The Hybrid Vehicle Routing Problem
Simona Mancini

Penalty PALM Method for Cardinality Constrained Portfolio Selection Problems
Yue Teng, Li Yang, Bo Yu, Xiaoliang Song

On the unimodality of METRIC Approximation subject to normally distributed demands
Thibaut Barthelemy

Multi-period fund performance evaluation: A dynamic network DEA approach with diversification and the directional distance function
Ruiyue Lin, Zhiping Chen, Qianhui Hu

A directional distance based super-efficiency DEA model handling negative data
Ruiyue Lin, Zhiping Chen

Solving Single Allocation Hub Location Problems with Stepwise Cost Function
Borzou Rostami, J. Fabian Meier, Christoph Buchheim, Uwe Clausen

Applications — Science and Engineering

Unconditionally energy stable time stepping scheme for Cahn-Morral equation: application to multi-component spinodal decomposition and optimal space tiling
Rouhollah Tavakoli

Optimal design of multiphase composites under elastodynamic loading
Rouhollah Tavakoli

Combinatorial Optimization

Asymptotic Behaviour of the Quadratic Knapsack Problem
Joachim Schauer

Convex and Nonsmooth Optimization

A forward-backward dynamical approach to the minimization of the sum of a nonsmooth convex with a smooth nonconvex function
Radu Ioan Bot, Ern÷ Robert Csetnek

An optimal randomized incremental gradient method
Guanghui Lan

Stability of p-order metric regularity
Yiran He, Kung Fu Ng

A Flexible Coordinate Descent Method for Big Data Applications
Kimon Fountoulakis, Rachael Tappenden

On the von Neumann and Frank-Wolfe Algorithms with Away Steps
Javier Pena, Daniel Rodriguez, Negar Soheili

Vanishing Price of Anarchy in Large Coordinative Nonconvex Optimization
Mengdi Wang

Variational analysis of spectral functions simplified
Dmitriy Drusvyatskiy, Courtney Kempton

A Scalable Frank-Wolfe based Augmented Lagrangian Method for Linearly Constrained Composite Convex Programming
Ya-Feng Liu, Xiangfeng Wang, Xin Liu, Shiqian Ma

A survey on operator splitting and decomposition of convex programs
Philippe Mahey, Arnaud Lenoir

Global Optimization

Robust truss optimization using the sequential parametric convex approximation method
Alfredo Canelas, Miguel Carrasco, Julio Lopez

Discrete flow pooling problems in coal supply chains
Natashia Boland, Thomas Kalinowski, Fabian Rigterink

Cutting Box Strategy: an algorithmic framework for improving metaheuristics for continuous global optimization
Wendel Melo, Marcia Fampa, Fernanda Raupp

Spectral projected gradient method for stochastic optimization
Natasa Krejic, Natasa Krklec Jerinkić

Infinite Dimensional Optimization

Asynchronous Block-Iterative Primal-Dual Decomposition Methods for Monotone Inclusions
Patrick L. Combettes, Jonathan Eckstein

Integer Programming

On Sublinear Inequalities for Mixed Integer Conic Programs
Fatma Kılınš-Karzan, Daniel E. Steffy

Another pedagogy for pure-integer Gomory
Qi He, Jon Lee

Constructing a Small Compact Binary Model for the Travelling Salesman Problem
J. Fabian Meier

A Frank-Wolfe Based Branch-and-Bound Algorithm for Mixed-Integer Portfolio Optimization
Christoph Buchheim, Marianna De Santis, Francesco Rinaldi, Long Trieu

Error bounds for mixed integer nonlinear optimization problems
Oliver Stein

Pickup and delivery problem with time windows: a new compact two-index formulation
Maria Gabriela S. Furtado, Pedro Munari, Reinaldo Morabito

Linear, Cone and Semidefinite Programming

Using the Johnson-Lindenstrauss lemma in linear and integer programming
Ky Vu, Pierre-Louis Poirion, Leo Liberti

On the upper Lipschitz property of the KKT mapping for nonlinear semidefinite optimization
Yule Zhang, Liwei Zhang

Primal-dual path-following algorithms for circular programming
Baha Alzalg

The circular cone: A new paradigm for symmetric cone in a Euclidean Jordan algebra
Baha Alzalg

Simplified semidefinite and completely positive relaxations
Felix Lieder

Closing the gap in pivot methods for linear programming
Venkat Narayan

Semidefinite approximations of the polynomial abscissa
Roxana Hess, Didier Henrion, Jean-Bernard Lasserre, Tien Son Pham

Network Optimization

Multi-Agent Decentralized Network Interdiction Games
Harikrishnan Sreekumaran, Ashish Hota, Andrew Liu, Nelson Uhan, Shreyas Sundaram

Nonlinear Optimization

BFO, a trainable derivative-free Brute Force Optimizer for nonlinear bound-constrained optimization and equilibrium computations with continuous and discrete variables
Margherita Porcelli, Philippe L. Toint

A remark on the lower semicontinuity assumption in the Ekeland variational principle
Xuan Duc Ha Truong

On efficiently computing the eigenvalues of limited-memory quasi-Newton matrices
Jennifer Erway, Roummel Marcia

Randomized Derivative-Free Optimization of Noisy Convex Functions
Ruobing Chen, Stefan Wild

Bound-constrained polynomial optimization using only elementary calculations
Etienne de Klerk, Jean Lasserre, Monique Laurent, Zhao Sun

A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling
Alvaro Maggiar, Andreas Waechter, Irina S Dolinskaya, Jeremy Staum

Evaluation complexity for nonlinear constrained optimization using unscaled KKT conditions and high-order models
E. G. Birgin, J. L. Gardenghi, J. M. Martinez, S. A. Santos, Ph. L. Toint

Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
Priscila S. Ferreira, Elizabeth W. Karas, Mael Sachine

A special case of the generalized pooling problem arising in the mining industry
Natashia Boland, Thomas Kalinowski, Fabian Rigterink, Martin Savelsbergh

Bounded perturbation resilience of projected scaled gradient methods
Wenma Jin, Yair Censor, Ming Jiang

The Sparse PCA Problem: Optimality Conditions and Algorithms
Amir Beck, Yakov Vaisbourd

A DERIVATIVE-FREE APPROACH TO CONSTRAINED MULTIOBJECTIVE NONSMOOTH OPTIMIZATION
Giampaolo Liuzzi, Stefano Lucidi, Francesco Rinaldi

Robust Optimization

Robust Solutions for Systems of Uncertain Linear Equations
Jianzhe Zhen, Dick den Hertog

When are static and adjustable robust optimization with constraint-wise uncertainty equivalent?
Ahmadreza Marandi, Dick den Hertog

A Data Driven Functionally Robust Approach for Coordinating Pricing and Order Quantity Decisions with Unknown Demand Function
Jian Hu, Junxuan Li, Sanjay Mehrotra

Stochastic Programming

A Stabilised Scenario Decomposition Algorithm Applied to Stochastic Unit Commitment Problems
Tim Schulze, Andreas Grothey, Ken McKinnon

Nonlinear chance constrained problems: optimality conditions, regularization and solvers
Lukas Adam, Martin Branda

BOUNDS AND APPROXIMATIONS FOR MULTISTAGE STOCHASTIC PROGRAMS
Francesca Maggioni, Georg Pflug

Data-Driven Risk-Averse Two-Stage Stochastic Program with ζ-Structure Probability Metrics
Chaoyue Zhao, Yongpei Guan

Uniform Convergence of Sample Average Approximation with Adaptive Importance Sampling
Jeremy Staum, Andreas Waechter, Alvaro Maggiar, Mingbin Feng

Stochastic Approximations and Perturbations in Forward-Backward Splitting for Monotone Operators
Patrick L. Combettes, Jean-Christophe Pesquet


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