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Optimization Online





 

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 Entry-Exit 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 zero-norm 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 Sudermann-Merx

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 bi-objective 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 Stability-Constrained Optimal Power Flow Model: Sufficient Condition, SOCP Representation, and Relaxation
Bai Cui, Andy Sun

Combinatorial Optimization

A Branch-and-Cut 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, Jean-Pierre Dussault

How to Compute a Local Minimum of the MPCC
Tangi Migot, Jean-Pierre Dussault, Mounir Haddou, Abdeslam Kadrani

Convex and Nonsmooth Optimization

A symmetric version of the generalized alternating direction method of multipliers for two-block 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 positive-indefinite proximal regularization and its application
Sun Min, Tian Maoying, Sun Hongchun

On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation 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 Newton-Sketch and Subsampled Newton Methods
Albert S. Berahas, Raghu Bollapragada, Jorge Nocedal

Oracle Complexity of Second-Order 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 Mixed-Integer Quadratic Programs
Laura Galli, Adam N. Letchford, Daniel J. Grainger

SOLVING MIXED-INTEGER NONLINEAR PROGRAMS USING ADAPTIVELY REFINED MIXED-INTEGER LINEAR PROGRAMS
Robert Burlacu, Björn Geißler, Lars Schewe

Linear, Cone and Semidefinite Programming

Warm-start 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: Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization
Napat Rujeerapaiboon, Kilian Schindler, Daniel Kuhn, Wolfram Wiesemann

A New Use of Douglas-Rachford Splitting and ADMM for Classifying Infeasible, Unbounded, and Pathological Conic Programs
Yanli Liu, Ernest Ryu, Wotao Yin

A logarithmic barrier interior-point method based on majorant functions for second-order cone programming
Baha Alzalg

A primal-dual interior-point method based on various selections of displacement step for second-order cone programming
Baha Alzalg

Network Optimization

The uncapacitated p-hub center problem under the existence of zero flows
Enver Engür, Banu Soylu

Branch-and-cut methods for the Network Design Problem with Vulnerability Constraints
Luís Gouveia, Martim Joyce-Moniz, Markus Leitner

Nonlinear Optimization

A two-phase 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 Derivative-Free and Ready-to-Use 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 Primal-Dual Augmented Lagrangian Penalty-Interior-Point Filter Line Search Algorithm
Renke Kuhlmann, Christof Büskens

Global and Local Convergence of a Levenberg-Marquadt 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

Iteration-complexity of a Jacobi-type non-Euclidean ADMM for multi-block 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. Diniz-Ehrhardt, D. G. Ferreira, S. A. Santos

An Inexact Newton-like 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 Transport-Free SVRG with General Retraction for Riemannian Optimization: Complexity Analysis and Practical Implementation
Bo Jiang, Shiqian Ma, Anthony Man-Cho 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
Tien-Son Pham

Analyzing Random Permutations for Cyclic Coordinate Descent
Stephen J. Wright, Ching-pei 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 Ben-Tal, Dick den Hertog, Bertrand Melenberg

Stochastic Programming

A Progressive Hedging Based Branch-and-Bound Algorithm for Stochastic Mixed-Integer 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 Four-Level 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


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