

Optimization Online Digest — May 2017
Applications — OR and Management Sciences
An Alternating Minimization Method for Robust Principal Component Analysis
Yuan Shen, Hongyu Xu, Xin Liu
Partial Convolution for Total Variation Deblurring and Denoising by New Linearized Alternating Direction Method of Multipliers with Extension Step
Yuan Shen, Lei Ji
Optimizing regular symmetric timetables: a method to reach the best modal split for railway
Maurizio Bruglieri, Roberto Maja, Samuel Tolentino
A Multilevel Model of the European EntryExit Gas Market
Veronika Grimm, Lars Schewe, Martin Schmidt, Gregor Zöttl
Error bounds for rank constrained optimization problems and applications
Shujun Bi, Shaohua Pan
Exact penalty decomposition method for zeronorm minimization based on MPEC formulation
Shujun Bi, Xiaolan Liu, Shaohua Pan
Distributionally Robust Markovian Traffic Equilibrium
Selin Damla Ahipasaoglu, Ugur Arikan, Karthik Natarajan
The Noncooperative Transportation Problem
Oliver Stein, Nathan SudermannMerx
Analyzing Tax Incentives for Producing Renewable Energy by Biomass Cofiring
Hadi Karimi, Sandra D. Eksioglu, Amin Khademi
Applications — Science and Engineering
Multistage Stochastic Unit Commitment Using Stochastic Dual Dynamic Integer Programming
Jikai Zou, Shabbir Ahmed, Andy Sun
Integrated Generator Maintenance and Operations Scheduling under Uncertain Failure Times
Beste Basciftci, Shabbir Ahmed, Nagi Gebraeel, Murat Yildirim
Best subset selection via biobjective mixed integer linear programming
Hadi Charkhgard, Ali Eshragh
A Stochastic MPC Framework for Stationary Battery Systems
Ranjeet Kumar, Michael Wenzel, Matthew Ellis, Mohammad ElBsat, Kirk Drees, Victor M. Zavala
A New Voltage StabilityConstrained Optimal Power Flow Model: Sufficient Condition, SOCP Representation, and Relaxation
Bai Cui, Andy Sun
Combinatorial Optimization
A BranchandCut Algorithm for Discrete Bilevel Linear Programs
Junlong Zhang, Osman Y. Ozaltin
Complementarity and Variational Inequalities
The New Butterfly Relaxation Methods for Mathematical Program with Complementarity Constraints
Tangi Migot, Mounir Haddou, JeanPierre Dussault
How to Compute a Local Minimum of the MPCC
Tangi Migot, JeanPierre Dussault, Mounir Haddou, Abdeslam Kadrani
Convex and Nonsmooth Optimization
A symmetric version of the generalized alternating direction method of multipliers for twoblock separable convex programming
Liu Jing, Duan Yongrui, Sun Min
ADMM for monotone operators: convergence analysis and rates
Radu Ioan Bot, Ernö Robert Csetnek
Local Linear Convergence Analysis of Primal–Dual Splitting Methods
Jingwei Liang, Jalal Fadili, Gabriel Peyré
The symmetric ADMM with positiveindefinite proximal regularization and its application
Sun Min, Tian Maoying, Sun Hongchun
On the pointwise iterationcomplexity of a dynamic regularized ADMM with overrelaxation stepsize
M.L.N. Goncalves
Subdifferentiation and Smoothing of Nonsmooth Integral Functionals
James Burke, Xiaojun Chen, Hailin Sun
The Many Faces of Degeneracy in Conic Optimization
Dmitriy Drusvyatskiy, Henry Wolkowicz
An Investigation of NewtonSketch and Subsampled Newton Methods
Albert S. Berahas, Raghu Bollapragada, Jorge Nocedal
Oracle Complexity of SecondOrder Methods for Smooth Convex Optimization
Ohad Shamir, Ron Shiff
Dual Dynamic Programming with cut selection: convergence proof and numerical experiments
Vincent Guigues
Regularized Nonlinear Acceleration
Damien Scieur, Francis Bach, Alexandre d'Aspremont
Sharpness, Restart and Acceleration.
Vincent Roulet, Alexandre d'Aspremont
Integration Methods and Accelerated Optimization Algorithms
Damien Scieur, Vincent Roulet, Francis Bach, Alexandre d'Aspremont
Integer Programming
Packing, Partitioning, and Covering Symresacks
Christopher Hojny
Using Bit Representation to Improve LP Relaxations of MixedInteger Quadratic Programs
Laura Galli, Adam N. Letchford, Daniel J. Grainger
SOLVING MIXEDINTEGER NONLINEAR PROGRAMS USING ADAPTIVELY REFINED MIXEDINTEGER LINEAR PROGRAMS
Robert Burlacu, Björn Geißler, Lars Schewe
Linear, Cone and Semidefinite Programming
Warmstart of interior point methods for second order cone optimization via rounding over optimal Jordan frames
Sertalp B. Çay, Imre Pólik, Tamás Terlaky
Polynomial Norms
Amir Ali Ahmadi, Etienne de Klerk, Georgina Hall
Exact augmented Lagrangian functions for nonlinear semidefinite programming
Ellen H. Fukuda, Bruno F. Lourenco
Bad semidefinite programs, and the closedness of the linear image of the semidefinite cone: a simplified analysis
Gabor Pataki
Size Matters: CardinalityConstrained Clustering and Outlier Detection via Conic Optimization
Napat Rujeerapaiboon, Kilian Schindler, Daniel Kuhn, Wolfram Wiesemann
A New Use of DouglasRachford Splitting and ADMM for Classifying Infeasible, Unbounded, and Pathological Conic Programs
Yanli Liu, Ernest Ryu, Wotao Yin
A logarithmic barrier interiorpoint method based on majorant functions for secondorder cone programming
Baha Alzalg
A primaldual interiorpoint method based on various selections of displacement step for secondorder cone programming
Baha Alzalg
Network Optimization
The uncapacitated phub center problem under the existence of zero flows
Enver Engür, Banu Soylu
Branchandcut methods for the Network Design Problem with Vulnerability Constraints
Luís Gouveia, Martim JoyceMoniz, Markus Leitner
Nonlinear Optimization
A twophase gradient method for quadratic programming problems with a single linear constraint and bounds on the variables
Daniela di Serafino, Gerardo Toraldo, Marco Viola, Jesse Barlow
A DerivativeFree and ReadytoUse NLP Solver for Matlab or Octave
Florian Jarre, Felix Lieder
Stability and accuracy of Inexact Interior Point methods for convex quadratic programming
Benedetta Morini, Valeria Simoncini
A PrimalDual Augmented Lagrangian PenaltyInteriorPoint Filter Line Search Algorithm
Renke Kuhlmann, Christof Büskens
Global and Local Convergence of a LevenbergMarquadt Algorithm for Inverse Problems
Y. Diouane, E. Bergou, V. Kungurtsev
Optimization Problems Involving Group Sparsity Terms
Amir Beck, Nadav Hallak
Asynchronous Coordinate Descent under More Realistic Assumptions
Tao Sun, Robert Hannah, Wotao Yin
Iterationcomplexity of a Jacobitype nonEuclidean ADMM for multiblock linearly constrained nonconvex programs
Jefferson Melo, Renato Monteiro
Optimality of orders one to three and beyond: characterization and evaluation complexity in constrained nonconvex optimization
Coralia Cartis, Nicholas I. M. Gould, Philippe L. Toint
Combining pattern search and implicit filtering for solving linearly constrained minimization problems with noisy objective functions
M. A. DinizEhrhardt, D. G. Ferreira, S. A. Santos
An Inexact Newtonlike conditional gradient method for constrained nonlinear systems
M.L.N. Goncalves, F.R. Oliveira
A simplicial decomposition framework for large scale convex quadratic programming
Enrico Bettiol, Lucas Létocart, Francesco Rinaldi, Emiliano Traversi
Vector TransportFree SVRG with General Retraction for Riemannian Optimization: Complexity Analysis and Practical Implementation
Bo Jiang, Shiqian Ma, Anthony ManCho So, Shuzhong Zhang
Globally Solving a Class of Optimal Power Flow Problems in Radial Networks by Tree Reduction
Amir Beck, Yuval Beck, Yoash Levron, Alex Shtof, Luba Tetruashvili
Two New Weak Constraint Qualifications for Mathematical Programs with Equilibrium Constraints and Applications
Alberto Ramos
Optimality conditions for minimizers at infinity in polynomial programming
TienSon Pham
Analyzing Random Permutations for Cyclic Coordinate Descent
Stephen J. Wright, Chingpei Lee
Optimization Software and Modeling Systems
Parallel Solvers for Mixed Integer Linear Optimization
Ted K. Ralphs, Yuji Shinano, Timo Berthold, Thorsten Koch
Robust Optimization
Extending the Scope of Robust Quadratic Optimization
Ahmadreza Marandi, Aharon BenTal, Dick den Hertog, Bertrand Melenberg
Stochastic Programming
A Progressive Hedging Based BranchandBound Algorithm for Stochastic MixedInteger Programs
Semih Atakan, Suvrajeet Sen
Multicut decomposition methods with cut selection for multistage stochastic programs
Vincent Guigues, Michelle Bandarra
The Adaptive Sampling Gradient Method: Optimizing Smooth Functions with an Inexact Oracle
Fatemeh Hashemi, Pasupathy Raghu, Michael Taaffe
Other Topics
Airport Capacity Extension, Fleet Investment, and Optimal Aircraft Scheduling in a FourLevel Market Model: On the Effects of Market Regulations
Mathias Sirvent, Martin Weibelzahl
Lower Bound On the Computational Complexity of Discounted Markov Decision Problems
Mengdi Wang, Yichen Chen
