Optimization Online Digest — September 2015

Applications — OR and Management Sciences

An Improved MIP Formulation for the Unit Commitment Problem
Semih Atakan, Guglielmo Lulli, Suvrajeet Sen

Constrained Minkowski Sums of Polyhedra with an Application in Unit Commitment
Ben Knueven, Jim Ostrowski, Jianhui Wang

A Quantitative Comparison of Risk Measures
Alois Pichler

Improving Public Transport Accessibility via Provision of a Dial-a-Ride Shuttle-Bus Service, Incorporating Passenger Travel-Mode Heterogeneity
Michelle Dunbar, Amirah Rahman

Controlled Markov Chains with AVaR Criteria for Unbounded Costs
Kerem Ugurlu

The Power Edge Set problem
Pierre-Louis Poirion, Sonia Toubaline, Claudia D'Ambrosio, Leo Liberti

Applications — Science and Engineering

Construction of IMEX DIMSIMs of high order and stage order
Z. Jackiewicz, H.D. Mittelmann

Quantitative recovery conditions for tree-based compressed sensing
Coralia Cartis, Andrew Thompson

Combinatorial Optimization

Algorithms for the power-$p$ Steiner tree problem in the Euclidean plane
Christina Burt, Alysson Costa, Charl Ras

Detecting Almost Symmetries of Graphs
Ben Knueven, Jim Ostrowski, Sebastian Pokutta

Location Routing Problems on Simple Graphs
Julian Araoz, Elena Fernandez, Salvador Rueda

Complementarity and Variational Inequalities

A new explicit iterative algorithm for solving split variational inclusion and fixed point problem for the infinite family of nonexpansive operators
Cuijie Zhang, Zhihui Xu

A Practical Scheme to Compute Pessimistic Bilevel Optimization Problem
Bo Zeng

Convex and Nonsmooth Optimization

Local monotonicity and full stability for parametric variational systems
Boris Mordukhovich, Tran Nghia

Variational Analysis and Applications to Group Dynamics
T.Q. Bao, A. Soubeyran

Regularized HPE-type methods for solving monotone inclusions with improved pointwise iteration-complexity bounds
Maicon Marques Alves, Renato D.C. Monteiro, Benar F. Svaiter

New Computational Guarantees for Solving Convex Optimization Problems with First Order Methods, via a Function Growth Condition Measure
Robert M. Freund, Haihao Lu

On Cournot-Nash-Walras equilibria and their computation
Jiri V. Outrata, Michael C. Ferris, Michal Cervinka, Michal Outrata

Global Optimization

A multiplicative weights update algorithm for MINLP
Luca Mencarelli, Youcef Sahraoui, Leo Liberti

Infinite Dimensional Optimization

Remark on multi-target,robust linear-quadratic control problem on semi-infinite interval
Leonid Faybusovich, Thanasak Mouktonglang

Integer Programming

Solving MIPs via Scaling-based Augmentation
Pierre Le Bodic, Jeffrey W. Pavelka, Marc E. Pfetsch, Sebastian Pokutta

Divisive heuristic for modularity density maximization
Alberto Costa, Sergey Kushnarev, Leo Liberti, Zeyu Sun

A Study of Three-Period Ramp-Up Polytope
Sheng Liu, Deepak Rajan

A new lift-and-project operator
Merve Bodur, Sanjeeb Dash, Oktay Gunluk

Linear, Cone and Semidefinite Programming

Strong Duality: Without Simplex and without theorems of alternatives
Somdeb Lahiri

Linear conic formulations for two-party correlations and values of nonlocal games
Jamie Sikora, Antonios Varvitsiotis

Simple Approximations of Semialgebraic Sets and their Applications to Control
Fabrizio Dabbene, Didier Henrion, Constantino Lagoa

Solving conic optimization problems via self-dual embedding and facial reduction: a unified approach
Frank Permenter, Henrik A. Friberg, Erling D. Andersen

Robust Sensitivity Analysis of the Optimal Value of Linear Programming
Guanglin Xu, Samuel Burer

Weak Infeasibility in Second Order Cone Programming
Bruno F. Lourenco, Masakazu Muramatsu, Takashi Tsuchiya

Examples with Decreasing Largest Inscribed Ball for Deterministic Rescaling Algorithms
Dan Li, Tamás Terlaky

A polynomial primal-dual affine scaling algorithm for symmetric conic optimization
Ali Mohammad-Nezhad, Tamas Terlaky

Degeneracy in Maximal Clique Decomposition for Semidefinite Programs
Arvind Raghunathan, Andrew Knyazev

Nonlinear Optimization

Variational Principles and Completeness in Pseudo-Quasimetric Spaces
Bao Q. Truong, Antoine Soubeyran

Newton-like method with diagonal correction for distributed optimization
Dragana Bajovic, Dusan Jakovetic, Natasa Krejic, Natasa Krklec Jerinkic

Sequential equality-constrained optimization for nonlinear programming
E. G. Birgin, L. F. Bueno, J. M. Martinez

A Nonmonotone Projected Gradient Method for Optimization over Sparse Symmetric Sets
Zhaosong Lu

Manifold Sampling for L1 Nonconvex Optimization
Jeffrey Larson, Matt Menickelly, Stefan Wild

Robust Optimization

The impact of the existence of multiple adjustable robust solutions
Frans J.C.T. de Ruiter, Ruud C.M. Brekelmans, Dick den Hertog

Quantitative Stability Analysis for Distributionally Robust Optimization With Moment Constraints
Jie Zhang, Hui-fu Xu, Li-wei Zhang

Stability Analysis for Mathematical Programs with Distributionally Robust Chance Constraint
Shaoyan Guo, Huifu Xu, Liwei Zhang

Adaptive Elective Surgery Planning Under Duration and Length-Of-Stay Uncertainty: A Robust Optimization Approach
Saba Neyshabouri, Bjorn Berg

Distributionally Robust Logistic Regression
Soroosh Shafieezadeh-Abadeh, Peyman Mohajerin Esfahani, Daniel Kuhn

Stochastic Programming

Parallel Non-Stationary Direct Policy Search for Risk Averse Stochastic Optimization
Somayeh Moazeni, Warren Powell, Boris Defourny, Belgacem Bouzaiene-Ayari

Existence of Nash equilibrium for distributionally robust chance-constrained games
Vikas Vikram Singh, Oualid Jouini, Abdel Lisser

Other Topics

Solving linear generalized Nash equilibrium problems numerically
Axel Dreves, Nathan Sudermann-Merx

Strong slopes of a vector-valued map and applications in the study of error bounds, weak sharp minima and calmness
Xuan Duc Ha Truong