Optimization Online Digest — July 2016

Applications — OR and Management Sciences

The Power of Diversity: Data-Driven Robust Predictive Control for Energy Efficient Buildings and Districts
Georgios Darivianakis, Angelos Georghiou, Roy S. Smith, John Lygeros

Robust optimization of noisy blackbox problems using the Mesh Adaptive Direct Search algorithm
Charles Audet, Amina Ihaddadene, Sébastien Le Digabel, Christophe Tribes

Cost-Sharing Mechanism Design for Freight Consolidation among Small Suppliers
Wentao Zhang, Nelson A. Uhan, Maged M. Dessouky, Alejandro Toriello

Creating Standard Load Profiles in Residential and Commercial Sectors in Germany for 2016, 2025 and 2040
Mostafa Fallahnejad, Maik Günther, Benedikt Eberl

Polynomial Time Algorithms and Extended Formulations for Unit Commitment Problems
Kai Pan, Kezhuo Zhou, Yongpei Guan

Applications — Science and Engineering

A Subgradient Method for Free Material Design
Michal Kocvara, Yurii Nesterov, Yu Xia

Heuristics for Packing Semifluids
João Pedro Pedroso

Best subset selection for eliminating multicollinearity
Ryuta Tamura, Ken Kobayashi, Yuichi Takano, Ryuhei Miyashiro, Kazuhide Nakata, Tomomi Matsui

Combinatorial Optimization

Complete Description of Matching Polytopes with One Linearized Quadratic Term for Bipartite Graphs
Matthias Walter

Improved dynamic programming and approximation results for the knapsack problem with setups
Ulrich Pferschy, Rosario Scatamacchia

Facets for Node-Capacitated Multicut Polytopes from Path-Block Cycles with Two Common Nodes
Michael M. Sørensen

Convex and Nonsmooth Optimization

1-Bit Compressive Sensing: Reformulation and RRSP-Based Sign Recovery Theory
Yun-Bin Zhao, Chunlei Xu

Randomized block proximal damped Newton method for composite self-concordant minimization
Zhaosong Lu

A Simplified Form of Block-Iterative Operator Splitting, and an Asynchronous Algorithm Resembling the Multi-Block ADMM
Jonathan Eckstein

Steplength thresholds for invariance preserving of discretization methods of dynamical systems on a polyhedron
Zoltán Horváth, Yunfei Song, Tamas Terlaky

Invariance conditions for nonlinear dynamical systems
Zoltán Horváth, Yunfei Song, Tamas Terlaky

Multiple cuts in separating plane algorithms
Evgeni Alekseevich Nurminski

Faster Alternating Direction Method of Multipliers with a Worst-case O(1/n^2) Convergence Rate
Wenyi Tian, Xiaoming Yuan

An efficient linearly convergent semismooth Netwon-CG augmented Lagrangian method for Lasso problems
Xudong Li, Defeng Sun, Kim-Chuan Toh

Random permutations fix a worst case for cyclic coordinate descent
Ching-pei Lee, Stephen J. Wright

Linearized Alternating Direction Method of Multipliers via Positive-Indefinite Proximal Regularization for Convex Programming
Bingsheng He, Feng Ma, Xiaoming Yuan

Constructing New Weighted l1-Algorithms for the Sparsest Points of Polyhedral Sets
Y Zhao, Z Luo

Global Optimization

Parallel stochastic line search methods with feedback for minimizing finite sums
Dragana Bajovic, Dusan Jakovetic, Natasa Krejic, Natasa Krklec Jerinkic

Max-min ranks of products of two matrices and their generalized inverses
Tian Yongge

Integer Programming

Exact Algorithms for the Knapsack Problem with Setup
Fabio Furini, Michele Monaci, Emiliano Traversi

Towards Simulation Based Mixed-Integer Optimization with Differential Equations
Martin Gugat, Günter Leugering, Alexander Martin, Martin Schmidt, Mathias Sirvent, David Wintergerst

A computationally useful algebraic representation of nonlinear disjunctive convex sets using the perspective function
Kevin Furman, Nicolas Sawaya, Ignacio Grossmann

Integer Programming Formulations for Minimum Deficiency Interval Coloring
Merve Bodur, James Luedtke

Convex Relaxations for Quadratic On/Off Constraints and Applications to Optimal Transmission Switching
Ksenia Bestuzheva, Hassan Hijazi, Carleton Coffrin

Linear, Cone and Semidefinite Programming

Doubly Nonnegative Relaxations for Quadratic and Polynomial Optimization Problems with Binary and Box Constraints
Sunyoung Kim, Masakazu Kojima, Kim-Chuan Toh

Perturbation Analysis of Singular Semidefinite Program and Its Application to a Control Problem
Yoshiyuki Sekiguchi, Hayato Waki

An inexact dual logarithmic barrier method for solving sparse semidefinite programs
Stefania Bellavia, Jacek Gondzio, Margherita Porcelli

An inexact potential reduction method for linear programming
Lukas Schork, Jacek Gondzio

Nonlinear Optimization

Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
Xiao Wang, Shiqian Ma, Donald Goldfarb, Wei Liu

A derivative-free trust-region augmented Lagrangian algorithm
Charles Audet, Sébastien Le Digabel, Mathilde Peyrega

Shape-Changing L-SR1 Trust-Region Methods
Johannes Brust, Oleg Burdakov, Jennifer Erway, Roummel Marcia, Ya-xiang Yuan

A Two-Stage Active-Set Algorithm for Bound-Constrained Optimization
Andrea Cristofari, Marianna De Santis, Stefano Lucidi, Francesco Rinaldi

Robust Optimization

Frechet inequalities via convex optimization
Bart Paul Gerard Van Parys, Paul James Goulart, Paul Embrechts

Online First-Order Framework for Robust Convex Optimization
Nam Ho-Nguyen, Fatma Kilinc-Karzan

A Tractable Approach for designing Piecewise Affine Policies in Dynamic Robust Optimization
Aharon Ben-Tal, Omar El Housni, Vineet Goyal

Adjustable Robust Optimization via Fourier-Motzkin Elimination
Jianzhe Zhen, Dick den Hertog, Melvyn Sim

Other Topics

On the Existence of Ideal Solutions in Multi-objective 0-1 Integer Programs
Natashia Boland, Hadi Charkhgard, Martin Savelsbergh