

Optimization Online Digest — November 2016
Applications — OR and Management Sciences
Generalized average shadow prices and bottlenecks
Alejandro Crema
The Rate of Convergence of Augmented Lagrange Method for a Composite Optimization Problem
Liwei Zhang, Jihong Zhang, Yule Zhang
Tackling IndustrialScale Supply Chain Problems by MixedInteger Programming
Gerald Gamrath, Ambros Gleixner, Thorsten Koch, Matthias Miltenberger, Dimitri Kniasew, Dominik Schlögel, Alexander Martin, Dieter Weninger
Controlled Markov Decision Processes with AVaR Criteria for Unbounded Costs
Kerem Ugurlu
Applications — Science and Engineering
Achievable Rates for a LANLimited Distributed Receiver in Gaussian Interference
Christian D. Chapman, Hans Mittelmann, Adam R. Margetts, Daniel W. Bliss
Rigorous results in electronic structure calculations
Denis Chaykin, Christian Jansson, Frerich Keil, Marko Lange, Kai Torben Ohlhus, Siegfried M. Rump
Combinatorial Optimization
Special cases of the quadratic shortest path problem
Hao Hu, Renata Sotirov
The Minup/Mindown Unit Commitment polytope
Pascale Bendotti, Pierre Fouilhoux, Cécile Rottner
Convex and Nonsmooth Optimization
Numerical Investigation of Crouzeix's Conjecture
Anne Greenbaum, Michael Overton
Homotopy Smoothing for NonSmooth Problems with Lower Complexity than O(1/epsilon)
Yi Xu, Yan Yan, Qihang Lin, Tianbao Yang
RSG: Beating Subgradient Method without Smoothness and Strong Convexity
Tianbao Yang, Qihang Lin
Complexity of the relaxed PeacemanRachford splitting method for the sum of two maximal strongly monotone operators
Renato D.C. Monteiro, CheeKhian Sim
How to project onto extended second order cones
O. P. Ferreira, S. Z. Németh
Cyclic Coordinate Update Algorithms for FixedPoint Problems: Analysis and Applications
Yat Tin Chow, Tianyu Wu, Wotao Yin
Extending the ergodic convergence rate of the proximal ADMM
Max Leandro Nobre Gonçalves, Jefferson Gonçalves Melo, Renato D.C. Monteiro
Alternating direction method for a class of bilinear programming problem with its applications
Jianchao Bai, Jicheng Li, Guo Li
Adaptive Accelerated Gradient Converging Methods under Holderian Error Bound Condition
Tianbao Yang
Global Convergence of ADMM in Nonconvex Nonsmooth Optimization
Yu Wang, Wotao Yin, Jinshan Zeng
Global Optimization
Global Solution Strategies for the NetworkConstrained Unit Commitment (NCUC) Problem with Nonlinear AC Transmission Models
Jianfeng Liu, Anya Castillo, JeanPaul Watson, Carl Laird
Integer Programming
The (not so) Trivial Lifting in Two Dimensions
Ricardo Fukasawa, Laurent Poirrier, Alinson Xavier
Extension Complexity Lower Bounds for MixedInteger Extended Formulations
Robert Hildebrand, Robert Weismantel, Rico Zenklusen
Polymatroid inequalities for porder conic mixed 01 optimization
Alper Atamturk, Andres Gomez
Path Cover and Path Pack Inequalities for the Capacitated FixedCharge Network Flow Problem
Alper Atamturk, Birce Tezel, Kucukyavuz Simge
Characterizations of Mixed Binary Convex Quadratic Representable Sets
Alberto Del Pia, Jeffrey Poskin
On the notions of facets, weak facets, and extreme functions of the GomoryJohnson infinite group problem
Matthias Koeppe, Yuan Zhou
Experiments with Conflict Analysis in Mixed Integer Programming
Jakob Witzig, Timo Berthold, Stefan Heinz
Verifying Integer Programming Results
Kevin K.H. Cheung, Ambros Gleixner, Daniel E. Steffy
Linear, Cone and Semidefinite Programming
SPECTRA  a Maple library for solving linear matrix inequalities in exact arithmetic
Didier Henrion, Simone Naldi, Mohab Safey El Din
An Extension of Chubanov's PolynomialTime Linear Programming Algorithm to SecondOrder Cone Programming
Tomonari Kitahara, Takashi Tsuchiya
Fast approximate solution of large dense linear programs
Leo Liberti, PierreLouis Poirion, Ky Vu
An improved version of Chubanov’s method for solving a homogeneous feasibility problem
Kees Roos
Network Optimization
Decentralized Consensus Optimization with Asynchrony and Delays
Tianyu Wu, Kun Yuan, Qing Ling, Wotao Yin, Ali H. Sayed
Nonlinear Optimization
BFGSlike updates of constraint preconditioners for sequences of KKT linear systems
Luca Bergamaschi , Valentina De Simone, Daniela di Serafino, Angeles Martinez
Numerical Experience with a Class of TrustRegion Algorithms for Unconstrained Smooth Optimization
Abel Soares Siqueira, Geovani Nunes Grapiglia
Sequential Linear Programming and Particle Swarm Optimization for the optimization of energy districts
Elisa Riccietti, Stefania Bellavia, Stefano Sello
trlib: A vectorfree implementation of the GLTR method for iterative solution of the trust region problem
Felix Lenders, Christian Kirches, Andreas Potschka
Numerical solution of optimal control problems with implicit switches
Hans Georg Bock, Christian Kirches, Andreas Meyer, Andreas Potschka
Locally weighted regression models for surrogateassisted design optimization
Bastien Talgorn, Charles Audet, Sébastien Le Digabel, Michael Kokkolaras
Efficient solution of quadratically constrained quadratic subproblems within the MADS algorithm
Nadir Amaioua, Charles Audet, Andrew R Conn, Sébastien Le Digabel
Preconditioning PDEconstrained optimization with L^1sparsity and control constraints
Margherita Porcelli, Valeria Simoncini, Martin Stoll
Pessimistic ReferentialUncooperative Linear Bilevel Multifollower Decision Making with An Application to Water Resources Optimal Allocation
Yue Zheng, Yuxin Fan, Xiangzhi Zhuo, Jiawei Chen
Optimization Algorithms for Data Analysis
Stephen J Wright
Optimization Software and Modeling Systems
A parallelizable augmented Lagrangian method applied to largescale nonconvexconstrained optimization problems
N. Boland, J. Christiansen, B. Dandurand, A. Eberhard, F. Oliveira
Robust Optimization
Distributionally Robust Project Crashing with Partial or No Correlation Information
Karthik Natarajan, Selin Damla Ahipasaoglu, Dongjian Shi
Robust Dual Dynamic Programming
Angelos Georghiou, Angelos Tsoukalas, Wolfram Wiesemann
Stochastic Programming
Statistical inference and hypotheses testing of risk averse stochastic programs
Vincent Guigues, Alexander Shapiro, Volker Kratschmer
Other Topics
On the Existence of Pareto Solutions for Semialgebraic Vector Optimization Problems
Do Sang Kim, Pham Tien Son, Nguyen Van Tuyen
