Optimization Online


Optimization Online Digest — November 2015

Applications — OR and Management Sciences

Free-Floating Bike Sharing: Solving Real-life Large-scale Static Rebalancing Problems
Aritra Pal, Yu Zhang

Estimating Portfolio Loss Probabilities with Optimal Risk Loading Coefficients and Fixed Dependency among Obligors
Xi He, Ioannis Akrotirianakis, Amit Chakraborty

A Multi-Objective approach to visualize proportions and similarities between individuals by rectangular maps
Emilio Carrizosa, Vanesa Guerrero, Dolores Romero Morales

Visualizing data as objects by DC (difference of convex) optimization
Emilio Carrizosa, Vanesa Guerrero, Dolores Romero Morales

Applications — Science and Engineering

A Benders Decomposition Approach for the Green Charging Station Location Problem
Okan Arslan, Oya Ekin Karasan

Blessing of Massive Scale: Spatial Graphical Model Estimation with a Total Cardinality Constraint
Ethan Fang, Han Liu, Mengdi Wang

GasLib - A Library of Gas Network Instances
Jesco Humpola, Imke Joormann, Djamal Oucherif, Marc E. Pfetsch, Lars Schewe, Martin Schmidt, Robert Schwarz

Combinatorial Optimization

Totally Unimodular Congestion Games
Alberto Del Pia, Michael Ferris, Carla Michini

Convex and Nonsmooth Optimization

First and second order optimality conditions for piecewise smooth objective functions
Andreas Griewank

An Extended Frank-Wolfe Method with “In-Face” Directions, and its Application to Low-Rank Matrix Completion
Robert M. Freund, Paul Grigas, Rahul Mazumder

Random Multi-Constraint Projection: Stochastic Gradient Methods for Convex Optimization with Many Constraints
Mengdi Wang, Yichen Chen, Jialin Liu, Yuantao Gu

Acceleration of the PDHGM on strongly convex subspaces
Tuomo Valkonen, Thomas Pock

Generalized Conjugate Gradient Methods for $\ell_1$ Regularized Convex Quadratic Programming with Finite Convergence
Zhaosong Lu, Xiaojun Chen

New Douglas-Rachford algorithmic structures and their convergence analyses
Ysir Censor, Rafiq Mansour

Integer Programming

An Abstract Model for Branching and its Application to Mixed Integer Programming
Pierre Le Bodic, George L. Nemhauser

Partial outer convexification for traffic light optimization in road networks
Simone Göttlich, Andreas Potschka, Ute Ziegler

$L_p$-norm regularization algorithms for optimization over permutation matrices
Bo Jiang, Ya-Feng Liu, Zaiwen Wen

Lagrangian relaxation for SVM feature selection
M Gaudioso, E Gorgone, M Labbé, A.M Rodriguez-Chia

Dantzig-Wolfe Reformulations for the Stable Set Problem
Jonas T. Witt, Marco E. Lübbecke

A Computational Comparison of Symmetry Handling Methods for Mixed Integer Programs
Marc E. Pfetsch, Thomas Rehn

Bilevel mixed-integer linear programs and the zero forcing set
Pierre-Louis Poirion, Sonia Toubaline, Claudia D'Ambrosio, Leo Liberti

Valid Inequalities for Separable Concave Constraints with Indicator Variables
Cong Han Lim, Jeff Linderoth, James Luedtke

Fixed-charge transportation problems on trees
Gustavo Angulo, Mathieu Van Vyve

Linear, Cone and Semidefinite Programming

An improved version of Chubanov's method for solving a homogeneous feasibility problem
Kees Roos

Facial Reduction and Partial Polyhedrality
Bruno F. Lourenco, Masakazu Muramatsu, Takashi Tsuchiya

Network Optimization

ExtraPush for Convex Smooth Decentralized Optimization over Directed Networks
Jinshan Zeng, wotao Yin

Nonlinear Optimization

A note on robust descent in differentiable optimization
Jean-Pierre Dussault

Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization
Roberto Andreani, José Mario Martínez, Alberto Ramos, Paulo J. S. Silva

Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization
J. M. Martínez, M. Raydan

Improved worst-case evaluation complexity for potentially rank-deficient nonlinear least-Euclidean-norm problems using higher-order regularized models
Coralia Cartis, Nicholas I M Gould, Philippe L Toint

Sparse Recovery via Partial Regularization: Models, Theory and Algorithms
Zhaosong Lu, Xiaorui Li

Schatten-p Quasi-Norm Regularized Matrix Optimization via Iterative Reweighted Singular Value Minimization
Zhaosong Lu, Yong Zhang

Global Convergence of ADMM in Nonconvex Nonsmooth Optimization
Yu Wang, Wotao Yin, Jinshan Zeng

Robust Optimization

Ambiguous Joint Chance Constraints under Mean and Dispersion Information
Grani Hanasusanto, Vladimir Roitch, Daniel Kuhn, Wolfram Wiesemann

Robust Optimal Control with Adjustable Uncertainty Sets
Xiaojing Zhang, Maryam Kamgarpour, Angelos Georghiou, John Lygeros

Data-Driven Patient Scheduling in Emergency Departments: A Hybrid Robust-Stochastic Approach
Shuangchi He, Melvyn Sim, Meilin Zhang

Distributionally robust inventory control when demand is a martingale
Linwei Xin, David Goldberg

Piecewise static policies for two-stage adjustable robust linear optimization problems under uncertainty
Omar El Housni, Vineet Goyal

Stochastic Programming

Scenario Decomposition for 0-1 Stochastic Programs: Improvements and Asynchronous Implementation
Kevin Ryan, Deepak Rajan, Shabbir Ahmed

Branch and Price for Chance Constrained Bin Packing
Z. Zhang, B.T. Denton, Xiaolan X.

Other Topics

Relationships between constrained and unconstrained multi-objective optimization and application in location theory
Christian Günther, Christiane Tammer

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