Optimization Online


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 Industrial-Scale Supply Chain Problems by Mixed-Integer 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 LAN-Limited 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 Min-up/Min-down 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 Non-Smooth 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 Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators
Renato D.C. Monteiro, Chee-Khian Sim

How to project onto extended second order cones
O. P. Ferreira, S. Z. Németh

Cyclic Coordinate Update Algorithms for Fixed-Point 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 Network-Constrained Unit Commitment (NCUC) Problem with Nonlinear AC Transmission Models
Jianfeng Liu, Anya Castillo, Jean-Paul Watson, Carl Laird

Integer Programming

The (not so) Trivial Lifting in Two Dimensions
Ricardo Fukasawa, Laurent Poirrier, Alinson Xavier

Extension Complexity Lower Bounds for Mixed-Integer Extended Formulations
Robert Hildebrand, Robert Weismantel, Rico Zenklusen

Polymatroid inequalities for p-order conic mixed 0-1 optimization
Alper Atamturk, Andres Gomez

Path Cover and Path Pack Inequalities for the Capacitated Fixed-Charge 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 Gomory-Johnson 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 Polynomial-Time Linear Programming Algorithm to Second-Order Cone Programming
Tomonari Kitahara, Takashi Tsuchiya

Fast approximate solution of large dense linear programs
Leo Liberti, Pierre-Louis 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

BFGS-like 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 Trust-Region 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 vector-free 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 surrogate-assisted 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 PDE-constrained optimization with L^1-sparsity and control constraints
Margherita Porcelli, Valeria Simoncini, Martin Stoll

Pessimistic Referential-Uncooperative Linear Bilevel Multi-follower 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 large-scale non-convex-constrained 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 Semi-algebraic Vector Optimization Problems
Do Sang Kim, Pham Tien Son, Nguyen Van Tuyen

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