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Optimization Online





 

Optimization Online Digest — September 2016

Applications — OR and Management Sciences

Visualizing proportions and dissimilarities by Space-filling maps: a Large Neighborhood Search approach
Emilio Carrizosa, Vanesa Guerrero, Dolores Romero Morales

A Branch-and-Price Algorithm for the Vehicle Routing Problem with Roaming Delivery Locations
Gizem Ozbaygin, Oya Karasan, Martin Savelsbergh, Hande Yaman

A Modification of Haessler’s Sequential Heuristic Procedure for the One-Dimensional Cutting Stock Problem with Setup Cost
Mateus Martin, Antonio Moreti, Marcia Gomes-Ruggiero, Luiz Salles-Neto

Decomposition and Optimization in Constructing Forward Capacity Market Demand Curves
Feng Zhao, Tongxin Zheng, Eugene Litvinov

Applications — Science and Engineering

Branch and Bound based methods to minimize the energy consumed by an electrical vehicle on long travels with slopes
Riadh Omheni, Frédéric Messine, Abdelkader Merakeb

On max-k-sums
Michael Todd

Stochastic and robust optimal operation of energy-efficient building with combined heat and power systems
Ping Liu

Under-relaxed Quasi-Newton acceleration for an inverse fixed-point problem coming from Positron-Emission Tomography
Tiara Martini, Louise Reips, J. M. Martínez

Max-Norm Optimization for Robust Matrix Recovery
Ethan Fang, Han Liu, Kim-Chuan Toh, Wen-Xin Zhou

Mixed Integer Quadratic Optimization Formulation for Eliminating Multicollinearity Based on Variance Inflation Factor
Ryuta Tamura, Ken Kobayashi, Yuichi Takano, Ryuhei Miyashiro, Kazuhide Nakata, Tomomi Matsui

Adjustable robust strategies for flood protection
Krzysztof Postek, Dick den Hertog, Jarl Kind, Chris Pustjens

Combinatorial Optimization

An Effective Dynamic Programming Algorithm for the Minimum-Cost Maximal Knapsack Packing
Fabio Furini, Ivana Ljubic, Markus Sinnl

An Exact Solution Framework for the Minimum Cost Dominating Tree Problem
Eduardo Alvarez-Miranda, Martin Luipersbeck, Markus Sinnl

Convex and Nonsmooth Optimization

Gradient-type penalty method with inertial effects for solving constrained convex optimization problems with smooth data
Radu Ioan Bot, Ernö Robert Csetnek, Nimit Nimana

Regularized nonlinear acceleration
Damien Scieur, Alexandre d'Aspremont, Francis Bach

Positive-Indefinite Proximal Augmented Lagrangian Method and its Application to Full Jacobian Splitting for Multi-block Separable Convex Minimization Problems
Bingsheng He, Feng Ma, Xiaoming Yuan

On the convergence of a regularized Jacobi algorithm for convex optimization
Goran Banjac, Kostas Margellos, Paul J. Goulart

A universal and structured way to derive dual optimization problem formulations
Kees Roos, Marleen Balvert, Bram L. Gorissen, Dick den Hertog

Positive and Z-operators on closed convex cones
Michael Orlitzky

Nonsmooth optimization using Taylor-like models: error bounds, convergence, and termination criteria
D. Drusvyatskiy, A.D. Ioffe, A.S. Lewis

Global Optimization

Optimal Deterministic Algorithm Generation
Alexander Mitsos, Jaromił Najman, Ioannis G. Kevrekidis

Open research areas in distance geometry
Leo Liberti, Carlile Lavor

Integer Programming

Mixed-Integer Programming for Cycle Detection in Non-reversible Markov Processes
Isabel Beckenbach, Leon Eifler, Konstantin Fackeldey, Ambros Gleixner, Andreas Grever, Marcus Weber, Jakob Witzig

Pseudo basic steps: Bound improvement guarantees from Lagrangian decomposition in convex disjunctive programming
Dimitri Papageorgiou, Francisco Trespalacios

Maximizing a class of utility functions over the vertices of a polytope
Alper Atamturk, Andres Gomez

Improving the Randomization Step in Feasibility Pump
Santanu S. Dey, Andres Iroume, Marco Molinaro, Domenico Salvagnin

The Multilinear polytope for gamma-acyclic hypergraphs
Alberto Del Pia, Aida Khajavirad

Linear, Cone and Semidefinite Programming

A generalized simplex method for integer problems given by verification oracles
Sergei Chubanov

Convergence rates of moment-sum-of-squares hierarchies for optimal control problems
Milan Korda, Didier Henrion, Colin N. Jones

On the identification of optimal partition and optimal solutions for semidefinite optimization
Ali Mohammad-Nezhad, Tamas Terlaky

Nonlinear Optimization

A Riemannian conjugate gradient method for optimization on the Stiefel manifold
Xiaojing Zhu

A numerical comparison of Hessian update techniques for an SQCQP method
Atushi Kato

Low-complexity iterative method for hybrid MPC
Damian Frick, Juan L. Jerez, Alexander Domahidi, Angelos Georghiou, Manfred Morari

Accelerated gradient sliding for structured convex optimization
Guanghui Lan, Yuyuan Ouyang

A SMART Stochastic Algorithm for Nonconvex Optimization with Applications to Robust Machine Learning
Aleksandr Aravkin, Damek Davis

Exact and Inexact Subsampled Newton Methods for Optimization
Raghu Bollapragada, Richard Byrd, Jorge Nocedal

A New First-order Framework for Orthogonal Constrained Optimization Problems
Bin Gao, Xin Liu, Xiaojun Chen, Ya-xiang Yuan

Optimization Software and Modeling Systems

On Unbounded Delays in Asynchronous Parallel Fixed-Point Algorithms
Robert Hannah, Wotao Yin

Robust Optimization

Distributionally Robust Optimization with Infi nitely Constrained Ambiguity Sets
Zhi Chen, Melvyn Sim, Huan Xu

Closed-form solutions for worst-case law invariant risk measures with application to robust portfolio optimization
Jonathan Yu-Meng Li

A Copositive Approach for Two-Stage Adjustable Robust Optimization with Uncertain Right-Hand Sides
Guanglin Xu, Samuel Burer

Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls
Grani A. Hanasusanto, Daniel Kuhn

Efficient methods for several classes of ambiguous stochastic programming problems under mean-MAD information
Krzysztof Postek, Ward Romeijnders, Dick den Hertog, Maarten H. van der Vlerk

Stochastic Programming

Quadratic Two-Stage Stochastic Optimization with Coherent Measures of Risk
JIE SUN, LIZHI LIAO, RODRIGUES BRIAN

Ambiguous Risk Constraints with Moment and Unimodality Information
Bowen Li, Ruiwei Jiang, Johanna L. Mathieu

Optimization with stochastic preferences based on a general class of scalarization functions
Nilay Noyan, Gabor Rudolf

On deterministic reformulations of distributionally robust joint chance constrained optimization problems
Weijun Xie, Shabbir Ahmed

Time and Dynamic Consistency of Risk Averse Stochastic Programs
Alexander Shapiro, Alois Pichler

Distributionally Robust Chance-Constrained Bin Packing
Yiling Zhang, Ruiwei Jiang, Siqian Shen


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