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Optimization Online Digest — June 2017

Applications — OR and Management Sciences

On the Robust Merton Problem with Nondominated Priors
Kerem Ugurlu

Robust Optimization for the Vehicle Routing Problem with Multiple Deliverymen
Jonathan De La Vega, Pedro Munari, Reinaldo Morabito

Modeling Stock Returns as Mixtures of Normals and Incorporating Black-Litterman Views in Portfolio Optimization
Burak Kocuk, Gérard Cornuéjols

On Glowinski's Open Question of Alternating Direction Method of Multipliers
Tao Min, Yuan Xiaoming

Computing the channel capacity of a communication system affected by uncertain transition probabilities
Krzysztof Postek, Aharon Ben-Tal

A Mixed Integer Programming Model to Analyse and Optimise Patient Flow in a Surgical Suite.
Ashwani Kumar, Alysson Costa, Mark Fackrell, Peter Taylor

Bi-objective autonomous vehicle repositioning problem with travel time uncertainty
Hadi Charkhgard, Mahdi Takalloo, Zulqarnain Haider

The Unmanned Aerial Vehicle Routing and Trajectory Optimisation Problem
W.P. Coutinho, M. Battarra, J. Fliege

The job shop scheduling problem with convex costs
Reinhard Bürgy, Kerem Bülbül

Exploiting Identical Generators in Unit Commitment
Ben Knueven, Jim Ostrowski, Jean-Paul Watson

Applications — Science and Engineering

Estimating L1-Norm Best-Fit Lines for Data
J.P. Brooks, J.H. Dula

Optimizing power generation in the presence of micro-grids
van Ackooij Wim, De Boeck Jérome, Detienne Boris, Pan Stefania, Poss Michael

Combinatorial Optimization

Complexity of the Min-up/min-down Unit Commitment Problem
Pascale Bendotti, Pierre Fouilhoux, Cécile Rottner

Structure and Interpretation of Dual-Feasible Functions
Matthias Köppe, Jiawei Wang

Convex and Nonsmooth Optimization

Infeasibility detection in the alternating direction method of multipliers for convex optimization
Goran Banjac, Paul Goulart, Bartolomeo Stellato, Stephen Boyd

Distributed Block-diagonal Approximation Methods for Regularized Empirical Risk Minimization
Ching-pei Lee, Kai-Wei Chang

Inexact scalarization proximal methods for multiobjective quasiconvex minimization on Hadamard manifold
Erik Alex Papa Quiroz , Nancy Baygorrea , Nelson Maculan

Local Convergence of the Heavy-ball Method and iPiano for Non-convex Optimization
Peter Ochs

Proximal Method with Penalization for Split Hierarchical Minimization Problems
Nimit Nimana, Narin Petrot

Cluster Analysis is Convex
Madhushini Narayana Prasad, Grani A. Hanasusanto

Proximal ADMM with larger step size for two-block separable convex programs
Sun Min, Sun Hongchun, Wang Yiju

First Order Methods Beyond Convexity and Lipschitz Gradient Continuity with Applications to Quadratic Inverse Problems
Jerome Bolte, Shoham Sabach, Marc Teboulle, Yakov Vaisbourd

Chambolle-Pock and Tseng's methods: relationship and extension to the bilevel optimization
Yura Malitsky

On efficiently solving the subproblems of a level-set method for fused lasso problems
Xudong Li, Defeng Sun, Kim-Chuan Toh

A faster dual algorithm for the Euclidean minimum covering ball problem
Marta Cavaleiro, Farid Alizadeh

Integer Programming

On the Size of Integer Programs with Bounded Coefficients or Sparse Constraints
Christopher Hojny, Hendrik Lüthen, Marc E. Pfetsch

Facets for Single Module and Multi-Module Capacitated Lot-Sizing Problems without Backlogging
Manish Bansal

Regularity in mixed-integer convex representability
Miles Lubin, Ilias Zadik, Juan Pablo Vielma

Satisfiability Modulo Theories for Process Systems Engineering
Miten Mistry, Andrea Callia D'Iddio, Michael Huth, Ruth Misener

Extended Formulations for Column Constrained Orbitopes
Christopher Hojny, Marc E. Pfetsch, Andreas Schmitt

Linear, Cone and Semidefinite Programming

Erratum to: On the DJL conjecture for order 6
Peter J.C. Dickinson

DSOS and SDSOS Optimization: More Tractable Alternatives to Sum of Squares and Semidefinite Optimization
Amir Ali Ahmadi, Anirudha Majumdar

Random projections for linear programming
Ky Vu, Pierre-Louis Poirion, Leo Liberti

On the Linear Extension Complexity of Stable Set Polytopes for Perfect Graphs
Hao Hu, Monique Laurent

Semidefinite Programming and Nash Equilibria in Bimatrix Games
Amir Ali Ahmadi, Jeffrey Zhang

Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra
Alper Atamturk, Andres Gomez

Network Optimization

New path elimination constraints for multi-depot routing problems
Tolga Bektaş, Luís Gouveia, Daniel Santos

Nonlinear Optimization

Random projections for trust region subproblems
Ky Vu, Pierre-Louis Poirion, Claudia D'Ambrosio, Leo Liberti

Complexity analysis of second-order line-search algorithms for smooth nonconvex optimization
Clément W. Royer, Stephen J. Wright

A Levenberg-Marquardt method for large nonlinear least squares problems with noisy functions and gradients
Stefania Bellavia, Serge Gratton, Elisa Riccietti

A line-search algorithm inspired by the adaptive cubic regularization framework, with a worst-case complexity $\mathcal{O}(\epsilon^{-3/2})$
E. Bergou, Y. Diouane, S. Gratton

New quasi-Newton method for solving systems of nonlinear equations
Ladislav Luksan, Jan Vlcek

Properties of the block BFGS update and its application to the limited-memory block BNS method for unconstrained minimization.
Jan Vlcek, Ladislav Luksan

SDP-based Branch-and-Bound for Non-convex Quadratic Integer Optimization
C. Buchheim, M. Montenegro, A. Wiegele

A note on the smoothness of multi-parametric singular value decomposition with applications in optimization
G. Haeser, A. Ramos

Behavior of accelerated gradient methods near critical points of nonconvex problems
Michael O'Neill, Stephen Wright

Robust Optimization

Tractable Distributionally Robust Optimization with Data
Zhi Chen, Melvyn Sim, Peng Xiong

Data-Driven Robust Optimization Based on Kernel Learning
Chao Shang, Xiaolin Huang, Fengqi You

Robust Convex Quadratically Constrained Quadratic Programming with Mixed-Integer Uncertainty
Can Gokalp, Areesh Mittal, Grani A. Hanasusanto

A Robust Optimization Approach for Solving Problems in Conservation Planning
Zulqarnain Haider, Hadi Charkhgard, Changhyun Kwon

K-Adaptability in Two-Stage Mixed-Integer Robust Optimization
Anirudh Subramanyam, Chrysanthos E. Gounaris, Wolfram Wiesemann

Robust Optimization for Decision-making under Endogenous Uncertainty
Nikolaos Lappas, Chrysanthos Gounaris

Stochastic Programming

Discrete Approximation of Two-Stage Stochastic and Distributionally Robust Linear Complementarity Problems
Xiaojun Chen, Hailin Sun, Huifu Xu

A Benders squared (B2) framework for infinite-horizon stochastic linear programs
Giacomo Nannicini, Emiliano Traversi, Roberto Wolfler Calvo

Other Topics

Revisiting Approximate Linear Programming Using a Saddle Point Based Reformulation and Root Finding Solution Approach
Qihang Lin, Selvaprabu Nadarajah, Negar Soheili

On the Price of Satisficing in Network User Equilibria
Mahdi Takalloo, Changhyun Kwon

Jahn-Graef-Younes type algorithms for discrete vector optimization based on cone-monotone sorting functions
Christian Günther, Nicolae Popovici


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