

Optimization Online Digest — July 2015
Applications — OR and Management Sciences
The Value of Stochastic Programming in DayAhead 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
Multiperiod 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 superefficiency 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 CahnMorral equation: application to multicomponent 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 forwardbackward dynamical approach to the minimization of the sum of a nonsmooth convex with a smooth nonconvex function
Radu Ioan Bot, Ernö Robert Csetnek
An optimal randomized incremental gradient method
Guanghui Lan
Stability of porder 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 FrankWolfe 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 FrankWolfe based Augmented Lagrangian Method for Linearly Constrained Composite Convex Programming
YaFeng 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 BlockIterative PrimalDual Decomposition Methods for Monotone Inclusions
Patrick L. Combettes, Jonathan Eckstein
Integer Programming
On Sublinear Inequalities for Mixed Integer Conic Programs
Fatma KılınçKarzan, Daniel E. Steffy
Another pedagogy for pureinteger Gomory
Qi He, Jon Lee
Constructing a Small Compact Binary Model for the Travelling Salesman Problem
J. Fabian Meier
A FrankWolfe Based BranchandBound Algorithm for MixedInteger 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 twoindex formulation
Maria Gabriela S. Furtado, Pedro Munari, Reinaldo Morabito
Linear, Cone and Semidefinite Programming
Using the JohnsonLindenstrauss lemma in linear and integer programming
Ky Vu, PierreLouis Poirion, Leo Liberti
On the upper Lipschitz property of the KKT mapping for nonlinear semidefinite optimization
Yule Zhang, Liwei Zhang
Primaldual pathfollowing 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, JeanBernard Lasserre, Tien Son Pham
Network Optimization
MultiAgent Decentralized Network Interdiction Games
Harikrishnan Sreekumaran, Ashish Hota, Andrew Liu, Nelson Uhan, Shreyas Sundaram
Nonlinear Optimization
BFO, a trainable derivativefree Brute Force Optimizer for nonlinear boundconstrained 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 limitedmemory quasiNewton matrices
Jennifer Erway, Roummel Marcia
Randomized DerivativeFree Optimization of Noisy Convex Functions
Ruobing Chen, Stefan Wild
Boundconstrained polynomial optimization using only elementary calculations
Etienne de Klerk, Jean Lasserre, Monique Laurent, Zhao Sun
A DerivativeFree TrustRegion 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 highorder models
E. G. Birgin, J. L. Gardenghi, J. M. Martinez, S. A. Santos, Ph. L. Toint
Global convergence of a derivativefree 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 DERIVATIVEFREE 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 constraintwise 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
DataDriven RiskAverse TwoStage Stochastic Program with ζStructure 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 ForwardBackward Splitting for Monotone Operators
Patrick L. Combettes, JeanChristophe Pesquet
