Optimization Online


Optimization Online Digest — May 2016

Applications — OR and Management Sciences

An Exact Algorithm for a Resource Allocation Problem in Mobile Wireless Communications
Adam N. Letchford, Qiang Ni, Zhaoyu Zhong

MIP Formulation Improvement for Large Scale Security Constrained Unit Commitment
Yonghong Chen

Towards an accurate solution of wireless network design problems
Fabio D’Andreagiovanni, Ambros M. Gleixner

Fast Near-Optimal Heuristic for the Short-Term Hydro-Generation Planning Problem
Alexia Marchand, Michel Gendreau, Marko Blais, Grégory Emiel

A CVaR Scenario-based Framework: Minimizing Downside Risk of Multi-asset Class Portfolios
Kartik Sivaramakrishnan, Robert Stamicar

Complexity of Routing Problems with Release Dates and Deadlines
Alan Erera, Damian Reyes, Martin Savelsbergh

Convex and Nonsmooth Optimization

A unified convergence bound for conjugate gradient and accelerated gradient
Sahar Karimi, Stephen A. Vavasis

Barzilai-Borwein Step Size for Stochastic Gradient Descent
Conghui Tan, Shiqian Ma, Yu-Hong Dai, Yuqiu Qian

Global Optimization

Global optimal control with the direct multiple shooting method
Holger Diedam, Sebastian Sager

Virtuous smoothing for global optimization
Jon Lee, Daphne Skipper

The complexity of simple models - a study of worst and typical hard cases for the Standard Quadratic Optimization Problem
Immanuel Bomze, Werner Schachinger, Reinhard Ullrich

Integer Programming

SCIP: Global Optimization of Mixed-Integer Nonlinear Programs in a Branch-and-Cut Framework
Stefan Vigerske, Ambros Gleixner

Numerically safe lower bounds for the Capacitated Vehicle Routing Problem
Ricardo Fukasawa, Laurent Poirrier

Software for cut-generating functions in the Gomory--Johnson model and beyond
Chun Yu Hong, Matthias Köppe, Yuan Zhou

Equivariant Perturbation in Gomory and Johnson's Infinite Group Problem. VI. The Curious Case of Two-Sided Discontinuous Functions
Matthias Köppe, Yuan Zhou

Intersection Cuts for Single Row Corner Relaxations
Ricardo Fukasawa, Laurent Poirrier, Alinson S. Xavier

Small independent branching formulations for unions of V-polyhedra
Joey Huchette, Juan Pablo Vielma

How to choose what you lift
Amitabh Basu, Santanu S. Dey , Joseph Paat

A feasible rounding approach for mixed-integer nonlinear optimization problems
Christoph Neumann, Oliver Stein, Nathan Sudermann-Merx

On Decomposability of Multilinear Sets
Alberto Del Pia, Aida Khajavirad

On Approximation Algorithms for Concave Mixed-Integer Quadratic Programming
Alberto Del Pia

Ellipsoidal Mixed-Integer Representability
Alberto Del Pia, Jeff Poskin

Linear, Cone and Semidefinite Programming

Matrices with high completely positive semidefinite rank
Sander Gribling, David de Laat, Monique Laurent

Chebyshev Inequalities for Products of Random Variables
Napat Rujeerapaiboon, Daniel Kuhn, Wolfram Wiesemann

Nonlinear Optimization

Structured Nonconvex and Nonsmooth Optimization: Algorithms and Iteration Complexity Analysis
Bo Jiang, Tianyi Lin, Shiqian Ma, Shuzhong Zhang

How good is the Bounded Degree Sum-of-Squares Hierarchy of Lasserre, Toh, and Yang?
Ahmadreza Marandi, Joachim Dahl, Etienne de Klerk

Solving PhaseLift by low-rank Riemannian optimization methods for complex semidefinite constraints
Wen Huang, Kyle Gallivan, Xiangxiong Zhang

Intrinsic Representation of Tangent Vectors and Vector transport on Matrix Manifolds
Wen Huang, P.-A. Absil, Kyle Gallivan

Randomized Primal-Dual Proximal Block Coordinate Updates
Xiang Gao, Yangyang Xu, Shuzhong Zhang

A fresh CP look at mixed-binary QPs: New formulations and relaxations
Immanuel Bomze, Jianqiang Cheng, Peter J.C. Dickinson, Abdel Lisser

A note on the squared slack variables technique for nonlinear optimization
Ellen H. Fukuda, Masao Fukushima

Efficient Symmetric Hessian Propagation for Direct Optimal Control
Rien Quirynen, Boris Houska, Moritz Diehl

Lifted Collocation Integrators for Direct Optimal Control in ACADO Toolkit
Rien Quirynen, Sebastien Gros, Boris Houska, Moritz Diehl

Optimization Software and Modeling Systems

pyomo.dae: A Modeling and Automatic Discretization Framework for Optimization with Differential and Algebraic Equations
Bethany Nicholson, John D. Siirola, Jean-Paul Watson, Victor M. Zavala, Lorenz T. Biegler

Stochastic Programming

Scenario Tree Reduction Methods Through Changing Node Values
Zhiping Chen, Zhe Yan

MIDAS: A Mixed Integer Dynamic Approximation Scheme
Andy Philpott, Faisal Wahid, Frederic Bonnans

Nested Decomposition of Multistage Stochastic Integer Programs with Binary State Variables
Jikai Zou, Shabbir Ahmed, Xu Andy Sun

Exact Algorithms for the Chance-Constrained Vehicle Routing Problem
Thai Dinh, Ricardo Fukasawa, James Luedtke

Distributionally Robust Optimization with Principal Component Analysis
Jianqiang Cheng, Richard Chen, Habib Najm, Ali Pinar, Cosmin Safta, Jean-Paul Watson

SCORE Allocations for Bi-objective Ranking and Selection
Guy Feldman, Susan R. Hunter

Other Topics

Disjunctive Programming for Multiobjective Discrete Optimisation
Tolga Bektas

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