

Optimization Online Digest — February 2018
Applications — OR and Management Sciences
Generalization Bounds for Regularized Portfolio Selection with Market Side Information
Thierry BazierMatte, Erick Delage
The robust vehicle routing problem with time windows: compact formulation and branchpriceandcut method
Pedro Munari, Alfredo Moreno, Jonathan De La Vega, Douglas Alem, Jacek Gondzio, Reinaldo Morabito
A Benders decomposition method for locating stations in a oneway 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 RadarCommunications 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
CutPursuit 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 ResolventSplitting and Impossibility of 3 Operator ResolventSplitting
Ernest K. Ryu
A Simple NearlyOptimal Restart Scheme For SpeedingUp FirstOrder Methods
James Renegar, Benjamin Grimmer
Global Optimization
An algorithm for computing Frechet means on the sphere
Gabriele Eichfelder, Thomas Hotz, Johannes Wieditz
A BranchandBound based Algorithm for Nonconvex Multiobjective Optimization
Julia Niebling, Gabriele Eichfelder
Integer Programming
A CenterCut 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 DantzigWolfe Reformulations
Michael Bastubbe, Marco E. Lübbecke, Jonas T. Witt
Linear, Cone and Semidefinite Programming
Exact Semidefinite Formulations for a Class of (Random and NonRandom) Nonconvex Quadratic Programs
Samuel Burer, Yinyu Ye
Nonlinear Optimization
A structured quasiNewton algorithm for optimizing with incomplete Hessian information
Cosmin Petra, Naiyuan Chiang, Mihai Anitescu
How to Characterize the WorstCase Performance of Algorithms for Nonconvex Optimization
Frank E. Curtis, Daniel P. Robinson
Combinatorial Integral Approximation for MixedInteger PDEConstrained 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 fourthorder tensor system with applications
Qingzhi Yang, Yang Zhou, Yuning Yang
A Progressive Batching LBFGS Method for Machine Learning
Raghu Bollapragada, Dheevatsa Mudigere, Jorge Nocedal, HaoJun Michael Shi, Ping Tak Peter Tang
Combinatorial Integral Approximation Decompositions for MixedInteger Optimal Control
Clemens Zeile, Tobias Weber, Sebastian Sager
Local attractors of newtontype methods for constrained equations and complementarity problems with nonisolated solutions
Andreas Fischer, Alexey Izmailov, Mikhail Solodov
Concise Complexity Analyses for TrustRegion 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 multihorizon stochastic programs
Francesca Maggioni, Elisabetta Allevi, Asgeir Tomasgard
Other Topics
An exact algorithm to find nondominated facets of TriObjective MILPs
Seyyed Amir Babak Rasmi, Ali Fattahi, Metin Turkay
Network Models for Multiobjective Discrete Optimization
David Bergman, Merve Bodur, Carlos Cardonha, Andre Cire
