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Optimization Online





 

Optimization Online Digest — December 2017

Applications — OR and Management Sciences

Branch-and-Price for Probabilistic Vehicle Routing
Felipe Lagos, Mathias Klapp, Alejandro Toriello

Exact Methods for Solving Traveling Salesman Problems with Pickup and Delivery in Real Time
Ryan J. O'Neil, Karla Hoffman

Merton Problem with Parameter Uncertainty in a Jump Diffusion Framework
Kerem Ugurlu, Triet Pham

Dynamic Optimal Contract under Parameter Uncertainty with Risk Averse Agent and Principal
Kerem Ugurlu

Production Lot Sizing with Immediately Observable Random Production Rate
Ilan Adler, Dan Bu, Philip Kaminsky

Applications — Science and Engineering

Forecasting Solar Flares using magnetogram-based predictors and Machine Learning
Kostas Florios, Ioannis Kontogiannis, Sung-Hong Park, Jordan A. Guerra, Federico Benvenuto, D. Shaun Bloomfield, Manolis K. Georgoulis

A decentralized framework for the optimal coordination of distributed energy resources
Miguel F. Anjos, Andrea Lodi, Mathieu Tanneau

Load Scheduling for Residential Demand Response on Smart Grids
Miguel F. Anjos, Luce Brotcorne, Martine Labbé, Maria I. Restrepo

Sum of squares certificates for stability of planar, homogeneous, and switched systems
Amir Ali Ahmadi, Pablo Parrilo

GEP-MSCRA for computing the group zero-norm regularized least squares estimator
S. Bi, S. Pan

Smart "Predict, then Optimize"
Adam N. Elmachtoub, Paul Grigas

Combinatorial Optimization

An LP-based approximation algorithm for the covering-type k-violation linear program
Yotaro Takazawa, Shinji Mizuno, Tomonari Kitahara

Approximate Positive Correlated Distributions and Approximation Algorithms for D-optimal Design
Mohit Singh, Weijun Xie

A class of spectral bounds for Max k-cut
Miguel F. Anjos, José Neto

Convex and Nonsmooth Optimization

''Active-set complexity'' of proximal gradient: How long does it take to find the sparsity pattern?
Julie Nutini, Mark Schmidt, Warren Hare

Convergence Rates for Deterministic and Stochastic Subgradient Methods Without Lipschitz Continuity
Benjamin Grimmer

Long-Step Path-Following Algorithm for Solving Symmetric Programming Problems with Nonlinear Objective Functions
Leonid Faybusovich, Cunlu Zhou

An Algorithm for Piecewise Linear Optimization of Objective Functions in Abs-normal Form
Andreas Griewank, Andrea Walther

Let's Make Block Coordinate Descent Go Fast: Faster Greedy Rules, Message-Passing, Active-Set Complexity, and Superlinear Convergence
Julie Nutini, Issam Laradji, Mark Schmidt

A single potential governing convergence of conjugate gradient, accelerated gradient and geometric descent
Sahar Karimi, Stephen Vavasis

A Random Block-Coordinate Douglas-Rachford Splitting Method with Low Computational Complexity for Binary Logistic Regression
Luis M. Briceno-Arias, Giovanni Chierchia, Emilie Chouzenoux, Jean-Christophe Pesquet

Infinite Dimensional Optimization

A transformation-based discretization method for solving general semi-infinite optimization problems
Jan Schwientek, Tobias Seidel, Karl-Heinz Küfer

Integer Programming

Sparse principal component analysis and its l1-relaxation
Santanu S. Dey, Rahul Mazumder, Marco Molinaro, Guanyi Wang

MILP feasibility by nonlinear programming
Leo Liberti

A feasible rounding approach for mixed-integer optimization problems
Christoph Neumann, Oliver Stein, Nathan Sudermann-Merx

Granularity in nonlinear mixed-integer optimization
Christoph Neumann, Oliver Stein, Nathan Sudermann-Merx

Conflict Driven Diving for Mixed Integer Programming
Jakob Witzig

Maximum-Entropy Sampling and the Boolean Quadric Polytope
Kurt Anstreicher

Mixed-Integer PDE-Constrained Optimal Control of Gas Networks
Mirko Hahn, Sven Leyffer, Victor Zavala

The SCIP Optimization Suite 5.0
Ambros Gleixner, Leon Eifler, Tristan Gally, Gerald Gamrath, Patrick Gemander, Robert Lion Gottwald, Gregor Hendel, Christopher Hojny, Thorsten Koch, Matthias Miltenberger, Benjamin Müller, Marc E. Pfetsch, Christian Puchert, Daniel Rehfeldt, Franziska Schlösser, Felipe Serrano, Yuji Shinano, Jan Merlin Viernickel, Stefan Vigerske, Dieter Weninger, Jonas Witt, Jakob Witzig

Matrices with lexicographically-ordered rows
Gustavo Angulo

Linear, Cone and Semidefinite Programming

Network-based Approximate Linear Programming for Discrete Optimization
Selvaprabu Nadarajah, Andre Augusto Cire

On the local stability of semidefinite relaxations
Diego Cifuentes, Sameer Agarwal, Pablo A. Parrilo, Rekha R. Thomas

A projection method based on KKT conditions for convex quadratic semidefinite programming with nonnegative constraints
Chang Xiaokai, Liu Sanyang, Zhao Pengjun

Nonlinear Optimization

Multipoint secant and interpolation methods with nonmonotone line search for solving systems of nonlinear equations
Oleg Burdakov, Ahmad Kamandi

Model and Discretization Error Adaptivity within Stationary Gas Transport Optimization
Volker Mehrmann, Martin Schmidt, Jeroen J. Stolwijk

A Stochastic Trust Region Algorithm
Frank E. Curtis, Katya Scheinberg, Rui Shi

Robust Optimization

Decision support for strategic energy planning: a complete robust optimization framework
S Moret, F Babonneau, M Bierlaire, F Maréchal

Robust optimization for models with uncertain SOC and SDP constraints
J Zhen, F de Ruiter, D den Hertog

A less conservative variant of Robust Optimization
Ernst Roos, Dick den Hertog

Stochastic Programming

SDDP.jl: a Julia package for Stochastic Dual Dynamic Programming
Oscar Dowson, Lea Kapelevich

Other Topics

Optimality Conditions and Constraint Qualifications for Generalized Nash Equilibrium Problems and their Practical Implications
L. F. Bueno, G. Haeser, F. N. Rojas


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