-

 

 

 




Optimization Online





 

Optimization Online Digest — February 2018

Applications — OR and Management Sciences

Generalization Bounds for Regularized Portfolio Selection with Market Side Information
Thierry Bazier-Matte, Erick Delage

The robust vehicle routing problem with time windows: compact formulation and branch-price-and-cut method
Pedro Munari, Alfredo Moreno, Jonathan De La Vega, Douglas Alem, Jacek Gondzio, Reinaldo Morabito

A Benders decomposition method for locating stations in a one-way electric car sharing system under demand uncertainty
Hatice Calik, Bernard Fortz

Applications — Science and Engineering

Optimal Black Start Allocation for Power System Restoration
Georgios Patsakis, Deepak Rajan, Jennifer Rios, Shmuel Oren

FINITE ELEMENT MODEL UPDATING FOR STRUCTURAL APPLICATIONS
Maria Girardi, Cristina Padovani, Daniele Pellegrini, Margherita Porcelli, Laonardo Robol

An optimization model for electricity usage in smart homes
Michael David de Souza Dutra, Miguel F. Anjos, Sébastien Le Digabel

Radar Waveform Optimization for Cooperative Radar-Communications Receiver
Alex R. Chiriyath, Shankarachary Ragi, Hans D Mittelmann, Daniel W. Bliss

Complementarity and Variational Inequalities

Semipositivity of matrices and linear maps relative to proper cones
Chandrashekaran Arumugasamy, Sachindranath Jayaraman, Vatsalkumar Mer

Convex and Nonsmooth Optimization

The condition of a function relative to a polytope
David H. Gutman, Javier Pena

Stochastic subgradient method converges at the rate $O(k^{-1/4})$ on weakly convex function
Damek Davis, Dmitriy Drusvyatskiy

Cut-Pursuit Algorithm for Regularizing Nonsmooth Functionals with Graph Total Variation
Hugo Raguet, Landrieu Loďc

Pointed Closed Convex Sets are the Intersection of All Rational Supporting Closed Halfspaces
Marcel de Carli Silva, Levent Tunçel

Uniqueness of DRS as the 2 Operator Resolvent-Splitting and Impossibility of 3 Operator Resolvent-Splitting
Ernest K. Ryu

A Simple Nearly-Optimal Restart Scheme For Speeding-Up First-Order Methods
James Renegar, Benjamin Grimmer

Global Optimization

An algorithm for computing Frechet means on the sphere
Gabriele Eichfelder, Thomas Hotz, Johannes Wieditz

A Branch-and-Bound based Algorithm for Nonconvex Multiobjective Optimization
Julia Niebling, Gabriele Eichfelder

Integer Programming

A Center-Cut Algorithm for Quickly Obtaining Feasible Solutions and Solving Convex MINLP Problems
Jan Kronqvist, David Bernal, Andreas Lundell, Tapio Westerlund

Global Optimization of Multilevel Electricity Market Models Including Network Design and Graph Partitioning
Thomas Kleinert, Martin Schmidt

An algorithmic framework based on primitive directions and nonmonotone line searches for black box problems with integer variables
Giampaolo Liuzzi, Stefano Lucidi, Francesco Rinaldi

Mathematical Programming Formulations for Piecewise Polynomial Functions
Bjarne Grimstad, Brage R. Knudsen

A Computational Investigation on the Strength of Dantzig-Wolfe Reformulations
Michael Bastubbe, Marco E. Lübbecke, Jonas T. Witt

Linear, Cone and Semidefinite Programming

Exact Semidefinite Formulations for a Class of (Random and Non-Random) Nonconvex Quadratic Programs
Samuel Burer, Yinyu Ye

Nonlinear Optimization

A structured quasi-Newton algorithm for optimizing with incomplete Hessian information
Cosmin Petra, Naiyuan Chiang, Mihai Anitescu

How to Characterize the Worst-Case Performance of Algorithms for Nonconvex Optimization
Frank E. Curtis, Daniel P. Robinson

Combinatorial Integral Approximation for Mixed-Integer PDE-Constrained Optimization Problems
Mirko Hahn, Sebastian Sager

Optimal linearized symmetric ADMM for separable convex programming
Chang Xiaokai, Bai Jianchao, Liu Sanyang

On classes of set optimization problems which are reducible to vector optimization problems and its impact on numerical test instances
Gabriele Eichfelder, Tobias Gerlach

Extensions of Yuan’s Lemma to fourth-order tensor system with applications
Qingzhi Yang, Yang Zhou, Yuning Yang

A Progressive Batching L-BFGS Method for Machine Learning
Raghu Bollapragada, Dheevatsa Mudigere, Jorge Nocedal, Hao-Jun Michael Shi, Ping Tak Peter Tang

Combinatorial Integral Approximation Decompositions for Mixed-Integer Optimal Control
Clemens Zeile, Tobias Weber, Sebastian Sager

Local attractors of newton-type methods for constrained equations and complementarity problems with nonisolated solutions
Andreas Fischer, Alexey Izmailov, Mikhail Solodov

Concise Complexity Analyses for Trust-Region Methods
Frank E. Curtis, Zachary Lubberts, Daniel P. Robinson

Algorithms and Convergence Results of Projection Methods for Inconsistent Feasibility Problems: A Review
Yair Censor, Maroun Zaknoon

Cubic Regularization Method based on Mixed Factorizations for Unconstrained Minimization
Ernesto G. Birgin, J. M. Martínez

A Riemannian Conjugate Gradient Algorithm with Implicit Vector Transport for Optimization on the Stiefel Manifold
Harry F. Oviedo, Hugo Lara

ADMM for Multiaffine Constrained Optimization
Wenbo Gao, Donald Goldfarb, Frank E. Curtis

Stochastic Programming

Stochastic dual dynamic programming with stagewise dependent objective uncertainty
Anthony Downward, Oscar Dowson, Regan Baucke

Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
Alexander Shapiro

Bounds in multi-horizon stochastic programs
Francesca Maggioni, Elisabetta Allevi, Asgeir Tomasgard

Other Topics

An exact algorithm to find non-dominated facets of Tri-Objective MILPs
Seyyed Amir Babak Rasmi, Ali Fattahi, Metin Turkay

Network Models for Multiobjective Discrete Optimization
David Bergman, Merve Bodur, Carlos Cardonha, Andre Cire


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society