Optimization Online


Optimization Online Digest — January 2016

Applications — OR and Management Sciences

Vehicle Routing with Roaming Delivery Locations
Damian Reyes, Martin Savelsbergh, Alejandro Toriello

Transit directions at global scale
Joris van der Geer

Determining Aggregate Compatibility Using Dynamic Spectrum Consumption Models Via Global Optimization
Doug Altner, Samuel Schmitz, John A. Stine, Jeff Snider

Reconstructing Complete Paths from Segment and Origin-Destination Data
Doug Altner, Lisa Vasko, David Klamm

A branch-price-and-cut for the vehicle routing problem with time windows and multiple deliverymen
Pedro Munari, Reinaldo Morabito

The Vehicle Routing Problem with Occasional Drivers
Claudia Archetti, Martin Savelsbergh, M. Grazia Speranza

Risk-averse portfolio selection of renewable electricity generator investments in Brazil: An optimised multi-market commercialisation strategy
Sebastian Maier, Alexandre Street, Ken McKinnon

A Practical Price Optimization Approach for Omni-channel Retailing
Pavithra Harsha, Shiva Subramanian, Markus Ettl

Combinatorial Optimization

Online Learning for Strong Branching Approximation in Branch-and-Bound
Alejandro Marcos Alvarez, Louis Wehenkel, Quentin Louveaux

Convex and Nonsmooth Optimization

Regularized Interior Proximal Alternating Direction Method for Separable Convex Optimization Problems
Felipe Alvarez, Julio Lopez, Natalia Ruiz

Improved pointwise iteration-complexity of a regularized ADMM and of a regularized non-Euclidean HPE framework
Max L. N. Goncalves, Renato D.C. Monteiro, Jefferson G. Melo

Approximate Versions of the Alternating Direction Method of Multipliers
Jonathan Eckstein, Wang Yao

On M-stationarity conditions in MPECs and the associated qualification conditions
Lukáš Adam, René Henrion, Jiří Outrata

The Legendre Transformation in Modern Optimization
Roman Polyak

Variational Analysis of the Crouzeix Ratio
Anne Greenbaum, Adrian Lewis, Michael Overton

Shrinking Gradient Descent Algorithms For Total Variation based Image Denoising
Mingqiang Li, Congying Han, Runxin Wang, Tiande Guo

Nash Equilibrium in a Pay-as-bid Electricity Market: Part 1 - Existence and Characterisation
Didier Aussel, Pascale Bendotti, Miroslav Pistek

Nash Equilibrium in a Pay-as-bid Electricity Market: Part 2 - Best Response of a Producer
Didier Aussel, Pascale Bendotti, Miroslav Pistek

Fast convex optimization via inertial dynamics with Hessian driven damping
H Attouch, J Peypouquet, P Redont

An Algorithmic Framework of Generalized Primal-Dual Hybrid Gradient Methods for Saddle Point Problems
Bingsheng He, Feng Ma, Xiaoming Yuan

Global Optimization

Convex envelopes of bivariate functions through the solution of KKT systems
Marco Locatelli

General Ellipse Packings in an Optimized Circle Using Embedded Lagrange Multipliers
Frank J. Kampas, Janos D. Pinter, Ignacio Castillo

Integer Programming

Analysis of Sparse Cutting-plane for Sparse MILPs with Applications to Stochastic MILPs
Santanu Dey, Marco Molinaro, Qianyi Wang

Linear, Cone and Semidefinite Programming

Quadratic Programs with Hollows
Boshi Yang, Kurt Anstreicher, Samuel Burer

The min-cut and vertex separator problem
Franz Rendl, Renata Sotirov

Exact SDP Relaxations with Truncated Moment Matrix for Binary Polynomial Optimization Problems
Shinsaku Sakaue, Akiko Takeda, Sunyoung Kim, Naoki Ito

A relaxed-certificate facial reduction algorithm based on subspace intersection
Henrik A. Friberg

Solving rank-constrained semidefinite programs in exact arithmetic
Simone Naldi

Nonlinear Optimization

Conditional gradient type methods for composite nonlinear and stochastic optimization

A Stochastic Majorize-Minimize Subspace Algorithm for Online Penalized Least Squares Estimation
Emilie Chouzenoux, Jean-Christophe Pesquet

A multiplier method with a class of penalty functions for convex programming
Romulo A Castillo, Luiz C Matioli, Clavel Quintana

Constrained Optimization with Low-Rank Tensors and Applications to Parametric Problems with PDEs
Sebastian Garreis, Michael Ulbrich

A Riemannian rank-adaptive method for low-rank optimization
Guifang Zhou, Wen Huang, Kyle A. Gallivan, Paul Van Dooren, P.-A. Absil

Robust Optimization

Min-max-min Robust Combinatorial Optimization Subject to Discrete Uncertainty
Christoph Buchheim, Jannis Kurtz

Stochastic Programming

On the Number of Stages in Multistage Stochastic Programs
Giovanni Pantuso

Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures
Vincent Guigues

Joint dynamic probabilistic constraints with projected linear decision rules
Vincent Guigues, Rene Henrion

Two-Stage Stochastic Linear Programming: The Conditional Scenario Approach
C. Beltran-Royo

The stochastic vehicle routing problem, a literature review
Jorge Oyola, Halvard Arntzen, David L Woodruff

Non-asymptotic confidence bounds for the optimal value of a stochastic program
Vincent Guigues, Anatoli Juditsky, Arkadi Nemirovski

Scenario Set Partition Dual Bounds for Multistage Stochastic Programming: A Hierarchy of Bounds and a Partition Sampling Approach
Natashia Boland, Ilke Bakir, Brian Dandurand, Alan Erera

Parallel Scenario Decomposition of Risk Averse 0-1 Stochastic Programs
Yan Deng, Shabbir Ahmed, Siqian Shen

Other Topics

A new algorithm for solving planar multiobjective location problems involving the Manhattan norm
Shaghaf Alzorba, Christian Günther, Nicolae Popovici, Christiane Tammer

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