Optimization Online


Optimization Online Digest — March 2016

Applications — OR and Management Sciences

A Polyhedral Study of the Static Probabilistic Lot-Sizing Problem
Xiao Liu, Simge Kucukyavuz

New solution methods for the block relocation problem
Fabien Tricoire, Judith Fechter, Andreas Beham

A Stochastic Programming Approach for Shelter Location and Evacuation Planning
Vedat Bayram, Hande Yaman

A Two-Stage Stochastic Shift Scheduling Model for Cybersecurity Workforce Optimization with On Call Options
Doug Altner, Les Servi

Bid Markup Decision and Resource Allocation for Cost Estimation in Competitive Bidding
Yuichi Takano, Nobuaki Ishii, Masaaki Muraki

Applications — Science and Engineering

Nonlinear Regression Analysis by Global Optimization: A Case Study in Space Engineering
Janos Pinter, Alessandro Castellazzo, Mariachiara Vola, Giorgio Fasano

Globally Optimized Finite Packings of Arbitrary Size Spheres in R^d
Janos Pinter, Frank J. Kampas, Ignacio Castillo

Combinatorial Optimization

Exact Solution Methods for the $k$-item Quadratic Knapsack Problem
Lucas Letocart, Angelika Wiegele

A doubly nonnegative relaxation for modularity density maximization
Yoichi Izunaga, Tomomi Matsui, Yoshitsugu Yamamoto

Projection results for the k-partition problem
Jamie Fairbrother, Adam N. Letchford

A polyhedral study of the cardinality constrained multi-cycle and multi-chain problem on directed graphs for kidney exchange optimization
V Mak-Hau

Computational Study of Valid Inequalities for the Maximum k-Cut Problem
Vilmar Jefté Rodrigues de Sousa, Miguel F. Anjos, Sébastien Le Digabel

Minimization and Maximization Versions of the Quadratic Traveling Salesman Problem
Oswin Aichholzer, Anja Fischer, Frank Fischer, J. Fabian Meier, Ulrich Pferschy, Alexander Pilz, Rostislav Staněk

Matroid Optimisation Problems with Nested Non-linear Monomials in the Objective Function
Anja Fischer, Frank Fischer, S. Thomas McCormick

On the NP-Completeness of the Multi-Period Minimum Spanning Tree Problem
Rosklin Chagas, Alexandre Cunha

Convex and Nonsmooth Optimization

An Inexact Proximal Method with Proximal Distances for Quasimonotone Equilibrium Problems
Lennin Mallma Ramirez, Erik Papa Quiroz, Paulo Roberto Oliveira

Coordinate Friendly Structures, Algorithms and Applications
Zhimin Peng, Tianyu Wu, Yangyang Xu, Ming Yan, Wotao Yin

The Asynchronous PALM Algorithm for Nonsmooth Nonconvex Problems
Damek Davis

Tight Global Linear Convergence Rate Bounds for Operator Splitting Methods
Goran Banjac, Paul J. Goulart

Semi-Smooth Second-order Type Methods for Composite Convex Programs
Xiantao Xiao, Yongfeng Li, Zaiwen Wen, Liwei Zhang

Accelerated fast iterative shrinkage thresholding algorithms for sparsity-regularized cone-beam CT image reconstruction
Qiaofeng Xu, Deshan Yang, Jun Tan, Alex Sawatzky, Mark Anastasio

Computation of Graphical Derivative for a Class of Normal Cone Mappings under a Very Weak Condition
Huy Chieu Nguyen, Van Hien Le

Infinite Dimensional Optimization

Extremal quadratic properties of least-squares solutions of a linear matrix equation with statistical applications
Bo Jiang, Yongge Tian

Integer Programming

Three Enhancements for Optimization-Based Bound Tightening
Ambros M. Gleixner, Timo Berthold, Benjamin Müller, Stefan Weltge

A coordinate ascent method for solving semidefinite relaxations of non-convex quadratic integer programs
Christoph Buchheim, Maribel Montenegro, Angelika Wiegele

The SCIP Optimization Suite 3.2
Gerald Gamrath, Tobias Fischer, Tristan Gally, Ambros M. Gleixner, Gregor Hendel, Thorsten Koch, Stephen J. Maher, Matthias Miltenberger, Benjamin Müller, Marc E. Pfetsch, Christian Puchert, Daniel Rehfeldt, Sebastian Schenker, Robert Schwarz, Felipe Serrano, Yuji Shinano, Stefan Vigerske, Dieter Weninger, Michael Winkler, Jonas T. Witt, Jakob Witzig

Monoidal Cut Strengthening and Generalized Mixed-Integer Rounding for Disjunctive Programs
Tobias Fischer, Marc E. Pfetsch

Linear, Cone and Semidefinite Programming

Improved convergence rates for Lasserre-type hierarchies of upper bounds for box-constrained polynomial optimization
Etienne de Klerk, Roxana Hess, Monique Laurent

Network Optimization

The Relationship between the Flow and the Cut for Multicommodity Flow Problems
Pengfei Liu

Nonlinear Optimization

A Second-Order Cone Based Approach for Solving the Trust Region Subproblem and Its Variants
Nam Ho-Nguyen, Fatma Kilinc-Karzan

A new algebraic analysis to linear mixed models
Yongge Tian

A predictor-corrector path-following algorithm for dual-degenerate parametric optimization problems
Vyacheslav Kungurtsev, Johannes Jäschke

Robust Optimization

Distributionally Adaptive Optimization
Dimitris Bertsimas, Melvyn Sim, Meilin Zhang

Linearized Robust Counterparts of Two-stage Robust Optimization Problem with Applications in Operations Management
Amir Ardestani-Jaafari, Erick Delage

Stochastic Programming

Phi-Divergence Constrained Ambiguous Stochastic Programs for Data-Driven Optimization
David Love, Guzin Bayraksan

Identifying Effective Scenarios in Distributionally Robust Stochastic Programs with Variation Distance
Hamed Rahimian, Guzin Bayraksan, Tito Homem-de-Mello

Optimization Driven Scenario Grouping
Kevin Ryan, Shabbir Ahmed, Santanu S. Dey, Deepak Rajan

On quantile cuts and their closure for chance constrained optimization problems
Weijun Xie, Shabbir Ahmed

An Adaptive Partition-based Level Decomposition for Solving Two-stage Stochastic Programs with Fixed Recourse
Wim van Ackooij, Welington de Oliveira, Yongjia Song

Statistical inference and hypotheses testing of risk averse stochastic programs
Vincent Guigues, Volker Krätschmer, Alexander Shapiro

Combining Progressive Hedging with a Frank-Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming
Natashia Boland, Jeffrey Christiansen, Brian Dandurand, Andrew Eberhard, Jeffrey Linderoth, James Luedtke, Fabricio Oliveira

Other Topics

On Sampling Rates in Stochastic Recursions
Raghu Pasupathy, Peter Glynn, Soumyadip Ghosh, Fatemeh Hashemi

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