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Optimization Online Digest — January 2017

Applications — OR and Management Sciences

Optimal Price Zones of Electricity Markets: A Mixed-Integer Multilevel Model and Global Solution Approaches
Veronika Grimm, Kleinert Thomas, Liers Frauke, Martin Schmidt, Zöttl Gregor

The Robust Uncapacitated Lot Sizing Model with Uncertainty Range
Dong Li, Dolores Romero Morales

A Stochastic Programming Approach for Electric Vehicle Charging Network Design
Sina Faridimehr, Saravanan Venkatachalam, Ratna Chinnam

Iterated local search and simulated annealing algorithms for the inventory routing problem
Aldair Álvarez, Pedro Munari, Reinaldo Morabito

Generalized Bounded Rationality and Robust Multi-Commodity Network Design
Longsheng Sun, Mark Karwan, Changhyun Kwon

Worst-Case Expected Shortfall with Univariate and Bivariate Marginals
Anulekha Dhara, Bikramjit Das, Karthik Natarajan

Semidefinite Programming Approach to Russell Measure Model
Margaréta Halická, Mária Trnovská

Risk-based Loan Pricing: Portfolio Optimization Approach With Marginal Risk Contribution
So Yeon Chun, Miguel A. Lejeune

Multiple Part Type Cyclic Flow Shop Robotic Cell Scheduling Problem; A Novel and Comprehensive Mixed Integer Programming Approach
Atabak Elmi

Multiechelon Lot Sizing: New Complexities and Inequalities
Ming Zhao, Minjiao Zhang

Applications — Science and Engineering

Reliable single allocation hub location problem under hub breakdowns
Borzou Rostami, Nicolas Kammerling, Christoph Buchheim, Uwe Clausen

Mixed-Integer Nonlinear Programming Formulation of a UAV Path Optimization Problem
Shankarachary Ragi, Hans D. Mittelmann

Combinatorial Optimization

Fooling Sets and the Spanning Tree Polytope
Kaveh Khoshkhah, Dirk Oliver Theis

The (minimum) rank of typical fooling-set matrices
Mozhgan Pourmoradnasseri, Dirk Oliver Theis

An approximation algorithm for the partial covering 0-1 integer program
Yotaro Takazawa, Shinji Mizuno, Tomonari Kitahara

Complementarity and Variational Inequalities

Differentiated oligopolistic markets with concave cost functions via Ky Fan inequalities
Giancarlo Bigi, Mauro Passacantando

Convex and Nonsmooth Optimization

Geometric descent method for convex composite minimization
Shixiang Chen, Shiqian Ma

New Multirectional Mean Value Inequality
Michail Hamamdjiev, Milen Ivanov

Communication-Efficient Algorithms for Decentralized and Stochastic Optimization
Guanghui Lan, Soomin Lee, Yi Zhou

Convex Optimization with ALADIN
Boris Houska, Dimitris Kouzoupis, Yuning Jiang, Moritz Diehl

Integer Programming

On the Structure of Linear Programs with Overlapping Cardinality Constraints
Tobias Fischer, Marc Pfetsch

Polytopes Associated with Symmetry Handling
Christopher Hojny, Marc E. Pfetsch

An integer linear programming formulation for removing nodes in a network to minimize the spread of influenza virus infections
Hadi Charkhgard, Vignesh Subramanian, Walter Silva, Tapas Das

Linear, Cone and Semidefinite Programming

A polynomial algorithm for linear feasibility problems given by separation oracles
Sergei Chubanov

On the Fermat point of a triangle
Jakob Krarup, Kees Roos

Statistical Inference of Semidefinite Programming
Alexander Shapiro

Geometry of 3D Environments and Sum of Squares Polynomials
Amir Ali Ahmadi, Georgina Hall, Ameesh Makadia, Vikas Sindhwani

Network Optimization

Capacitated ring arborescence problems with profi ts
Alessandro Alessandro, Roberto Baldacci, Edna Ayako Hoshino

Nonlinear Optimization

Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization
Frank E. Curtis, Daniel P. Robinson, Mohammadreza Samadi

On Non-stationary Tikhonov procedures for discrete ill-posed nonlinear least squares problems
Stefania Bellavia, Elisa Riccietti

Modified Bregman iteration for portfolio optimization
Stefania Corsaro, Valentina De Simone

A Penalty Method for Rank Minimization Problems in Symmetric Matrices
Xin Shen, John E. Mitchell

Quasi-Newton methods for convex constrained nonlinear systems and their application
Leopoldo Marini, Benedetta Morini, Margherita Porcelli

Asynchronous Parallel Algorithms for Nonconvex Big-Data Optimization. Part I: Model and Convergence
Loris Cannelli, Francisco Facchinei, Vyacheslav Kungurtsev, Gesualdo Scutari

Asynchronous Parallel Algorithms for Nonconvex Big-Data Optimization. Part II: Complexity and Numerical Results
Loris Cannelli, Francisco Facchinei, Vyacheslav Kungurtsev, Gesualdo Scutari

On the steplength selection in gradient methods for unconstrained optimization
Daniela di Serafino, Valeria Ruggiero, Gerardo Toraldo, Luca Zanni

Some theoretical limitations of second-order algorithms for smooth constrained optimization
Gabriel Haeser

Stochastic Programming

Two-stage Stochastic Programming under Multivariate Risk Constraints with an Application to Humanitarian Relief Network Design
Nilay Noyan, Merve Meraklı, Simge Küçükyavuz

Distributionally Robust Reward-risk Ratio Programming with Wasserstein Metric
Yong Zhao, Yongchao Liu, Jin Zhang, Xinmin Yang

On regularization with normal solutions in decomposition methods for multistage stochastic programming
Wim van Ackooij, Welington de Oliveira, Yongjia Song

Quantitative Stability Analysis for Minimax Distributionally Robust RiskOptimization
Alois Pichler, Huifu Xu

Regularized Decomposition Methods for Deterministic and Stochastic Convex Optimization and Application to Portfolio Selection with Direct Transaction and Market Impact Costs
Vincent Guigues, Miguel A. Lejeune, Wajdi Tekaya

Scenario Reduction Revisited: Fundamental Limits and Guarantees
Napat Rujeerapaiboon, Kilian Schindler, Daniel Kuhn, Wolfram Wiesemann

Distributionally Robust Stochastic Optimization with Dependence Structure
Rui Gao, Anton Kleywegt

High-dimensional risk-constrained dynamic asset allocation via Markov stochastic dual dynamic programming
Davi Valladăo, Thuener Silva, Marcus Poggi

Data-Driven Optimization of Reward-Risk Ratio Measures
Ran Ji, Miguel A. Lejeune

On Intersection of Two Mixing Sets with Applications to Joint Chance-Constrained Programs
Xiao Liu, Fatma Kilinc-Karzan, Simge Kucukyavuz

On almost sure rates of convergence for sample average approximations
Dirk Banholzer, Jörg Fliege, Ralf Werner


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