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Optimization Online





 

Optimization Online Digest — February 2017

Applications — OR and Management Sciences

Demand Modeling in the Presence of Unobserved Lost Sales
Shivaram Subramanian, Pavithra Harsha

Solving an On-line Capacitated Vehicle Routing Problem with Structured Time Windows
Philipp Hungerländer, Kerstin Maier, Jörg Pöcher, Andrea Rendl, Christian Truden

Locality sensitive heuristics for solving the Data Mule Routing Problem
P.L.A Munhoz, U.S. Souza, P.H. González, L.S. Ochi, P. Michelon, L.M.A. Drummond

Indifference pricing of natural gas storage contracts
Nils Löhndorf, David Wozabal

Dynamic Data-Driven Estimation of Non-Parametric Choice Models
Nam Ho-Nguyen, Fatma Kilinc-Karzan

Applications — Science and Engineering

A dual Newton strategy with fixed iteration complexity for multi-stage MPC
Emil Klintberg, Dimitris Kouzoupis, Moritz Diehl, Sebastien Gros

Faster Estimation of High-Dimensional Vine Copulas with Automatic Differentiation
Hongbo Dong, Wei Li, Haijun Li

Sparsity constrained split feasibility for dose-volume constraints in inverse planning of intensity-modulated photon or proton therapy
Scott Penfold, Rafal Zalas, Margherita Casiraghi, Mark Brooke, Yair Censor, Reinhard Schulte

Combinatorial Optimization

Dynamic programming algorithms, efficient solution of the LP-relaxation and approximation schemes for the Penalized Knapsack Problem
Federico Della Croce, Ulrich Pferschy, Rosario Scatamacchia

Convex and Nonsmooth Optimization

Convergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems
Max Gonçalves, Jefferson Melo, Renato Monteiro

A TVSCAD approach for image deblurring with impulsive noise
Guoyong Gu, Suhong Jiang, Junfeng Yang

A Parameterized Proximal Point Algorithm for Separable Convex Optimization
Jianchao Bai, Hongchao Zhang, Jicheng Li

Convergence Study on the Proximal Alternating Direction Method with Larger Step Size
Bingsheng He, Feng Ma

Foundations of gauge and perspective duality
A.Y. Aravkin, J.V. Burke, D. Drusvyatskiy, M.P. Friedlander, K. MacPhee

Algorithmic Differentiation for Piecewise Smooth Functions: A Case Study for Robust Optimization
Sabrina Fiege, Andrea Walther, Kshitij Kulshreshtha, Andreas Griewank

Global Optimization

Simultaneous convexification of bilinear functions over polytopes with application to network interdiction
Danial Davarnia, Jean-Philippe Richard, Mohit Tawarmalani

MultiGLODS: Global and Local Multiobjective Optimization using Direct Search
A. L. Custodio, J. F. A. Madeira

A Branch and Bound Algorithm for Nonconvex Quadratic Optimization with Ball and Linear Constraints
Amir Beck, Dror Pan

Infinite Dimensional Optimization

From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming
Peyman Mohajerin Esfahani, Tobias Sutter, Daniel Kuhn, John Lygeros

Integer Programming

Search-and-remove algorithm for biobjective mixed-integer linear programming problems
Banu Soylu

A MIQCP formulation for B-spline constraints
Bjarne Grimstad

Comparison of IP and CNF Models for Control of Automated Valet Parking Systems
Abdullah Makkeh, Dirk Oliver Theis

Exact Methods for Recursive Circle Packing
Ambros Gleixner, Stephen Maher, Benjamin Müller, João Pedro Pedroso

Linear, Cone and Semidefinite Programming

Computing Weighted Analytic Center for Linear Matrix Inequalities Using Infeasible Newton's Method
Shafiu Jibrin

Network Optimization

On Nonconvex Decentralized Gradient Descent
Jinshan Zeng, Wotao Yin

Nonlinear Optimization

Optimization Techniques for Tree-Structured Nonlinear Problems
Jens Hübner, Martin Schmidt, Marc C. Steinbach

QPLIB: A Library of Quadratic Programming Instances
Fabio Furini, Emiliano Traversi, Pietro Belotti, Antonio Frangioni, Ambros Gleixner, Nick Gould, Leo Liberti, Andrea Lodi, Ruth Misener, Hans Mittelmann, Nikolaos V Sahinidis, Stefan Vigerske, Angelika Wiegele

On High-order Model Regularization for Constrained Optimization
J. M. Martinez

Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary
Gabriel Haeser, Hongcheng Liu, Yinyu Ye

Complexity and global rates of trust-region methods based on probabilistic models
S. Gratton, C. W. Royer, L. N. Vicente, Z. Zhang

Direct search based on probabilistic feasible descent for bound and linearly constrained problems
S. Gratton, C. W. Royer, L. N. Vicente, Z. Zhang

Proximal Mapping for Symmetric Penalty and Sparsity}
Amir Beck, Nadav Hallak

An Augmented Lagrangian Proximal Alternating Method for Sparse Discrete Optimization Problems
Yue Teng, Li Yang, Bo Yu, Xiaoliang Song

Robust Optimization

Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
Manish Bansal, Kuo-Ling Huang, Sanjay Mehrotra

Stochastic Programming

Scenario grouping and decomposition algorithms for chance-constrained programs
Yan Deng, Shabbir Ahmed, Jon Lee, Siqian Shen

Optimized Bonferroni Approximations of Distributionally Robust Joint Chance Constraints
Weijun Xie, Shabbir Ahmed, Ruiwei Jiang

Exploiting Negative Curvature in Deterministic and Stochastic Optimization
Frank Curtis, Daniel Robinson

Other Topics

Bi-objective mixed integer linear programming for managing building clusters with a shared electrical energy storage
Rui Dai, Hadi Charkhgard


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