Optimization Online


Optimization Online Digest — March 2018

Applications — OR and Management Sciences

Exact and heuristic algorithms for finding envy-free allocations in food rescue pickup and delivery logistics
David Rey, Khaled Almi'ani, Divya J Nair

The distortion principle for insurance pricing: properties, identification and robustness
Daniela Escobar, Ch. Georg Pflug

The color-constrained and interchange-constrained shortest path problems
Nassim Dehouche

Branch-Cut-and-Price for the Vehicle Routing Problem with Time Windows and Convex Node Costs
Qie He, Stefan Irnich, Yongjia Song

Designing and Optimizing an Integrated Car-and-ride Sharing System for Mobilizing Underserved Populations
Miao Yu, Siqian Shen

On Finding Stable and Efficient Solutions for the Team Formation Problem
Hoda Atef Yekta, David Bergman, Robert Day

Applications — Science and Engineering

On Algebraic Proofs of Stability for Homogeneous Vector Fields
Amir Ali Ahmadi, Bachir El Khadir

SOS-Convex Lyapunov Functions and Stability of Difference Inclusions
Amir Ali Ahmadi, Raphael Jungers

An Improved Method of Total Variation Superiorization Applied to Reconstruction in Proton Computed Tomography
Blake Schultze, Yair Censor, Paniz Karbasi, Keith E. Schubert, Reinhard W. Schulte

MIQP-Based Algorithm for the Global Solution of Economic Dispatch Problems with Valve-Point Effects
P.-A. Absil, Benoît Sluysmans, Nicolas Stevens

Data-DrivenWater Allocation under Climate Uncertainty: A Distributionally Robust Approach
David Love, Jangho Park, Guzin Bayraksan

A Globally Asymptotically Stable Polynomial Vector Field with Rational Coefficients and no Local Polynomial Lyapunov Function
Amir Ali Ahmadi, Bachir El Khadir

Robust Principal Component Analysis using Facial Reduction
Shiqian Ma, Fei Wang, Linchuan Wei, Henry Wolkowicz

Combinatorial Optimization

A new formulation for the Hamiltonian p-median problem
Tolga Bektaş, Luís Gouveia, Daniel Santos

Exploring the Numerics of Branch-and-Cut for Mixed Integer Linear Optimization
Matthias Miltenberger, Ted Ralphs, Dan Steffy

Approximation Algorithms for D-optimal Design
Mohit Singh, Weijun Xie

Computing the Spark: Mixed-Integer Programming for the (Vector) Matroid Girth Problem
Andreas M. Tillmann

On the Consistent Path Problem
Leonardo Lozano, David Bergman, Cole Smith

Convex and Nonsmooth Optimization

Inexact Successive Quadratic Approximation for Regularized Optimization
Ching-pei Lee, Stephen Wright

A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization
Andre Milzarek, Xiantao Xiao, Shicong Cen, Zaiwen Wen, Michael Ulbrich

Projective Splitting with Forward Steps: Asynchronous and Block-Iterative Operator Splitting
Patrick R. Johnstone, Jonathan Eckstein

Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming
Zhaosong Lu, Zirui Zhou

Stochastic model-based minimization of weakly convex functions
Damek Davis, Dmitriy Drusvyatskiy

Entropic proximal operators for nonnegative trigonometric polynomials
Hsiao-Han Chao, Lieven Vandenberghe

Global Optimization

Strong Convex Nonlinear Relaxations of the Pooling Problem
James Luedtke, Claudia D'Ambrosio, Jeff Linderoth, Jonas Schweiger

Discretization-based algorithms for generalized semi-infinite and bilevel programs with coupling equality constraints
Hatim Djelassi, Moll Glass, Alexander Mitsos

New SOCP relaxation and branching rule for bipartite bilinear programs
Santanu S. Dey, Asteroide Santana, Yang Wang

Integer Programming

Can cut generating functions be good and efficient?
Amitabh Basu, Sriram Sankaranarayanan

Outer Approximation for Integer Nonlinear Programs via Decision Diagrams
Danial Davarnia, Willem-Jan van Hoeve

Linear, Cone and Semidefinite Programming

A factorization method for completely positive matrices
Patrick Groetzner, Mirjam Dür

Axial symmetry indices for convex cones: axiomatic formalism and applications
Alberto Seeger, Mounir Torki

Optimality conditions and global convergence for nonlinear semidefinite programming
Roberto Andreani, Gabriel Haeser, Daiana S. Viana

Computational performance of a projection and rescaling algorithm
Javier Pena, Negar Soheili

A Homogeneous Predictor-Corrector Algorithm for Stochastic Nonsymmetric Convex Conic Optimization
Baha Alzalg, Mohammad Alabed Alhadi

Conic optimization under combinatorial sparsity constraints
Christoph Buchheim, Emiliano Traversi

Nonlinear Optimization

On an Elliptical Trust-Region Procedure for Ill-Posed Nonlinear Least-Squares Problems
Stefania Bellavia, Elisa Riccietti

A comparison of methods for traversing non-convex regions in optimization problems
Michael Bartholomew-Biggs, Salah Beddiaf, Bruce Christianson

A Newton-CG Algorithm with Complexity Guarantees for Smooth Unconstrained Optimization
Clément W. Royer, Michael O'Neill, Stephen J. Wright

Superiorization and perturbation resilience of algorithms: A continuously updated bibliography
Yair Censor

The mesh adaptive direct search algorithm for granular and discrete variables
Charles Audet, Sébastien Le Digabel, Christophe Tribes

Solving Quadratic Programs to High Precision using Scaled Iterative Refinement
Tobias Weber, Sebastian Sager, Ambros Gleixner

On the Complexity of Testing Attainment of the Optimal Value in Nonlinear Optimization
Amir Ali Ahmadi, Jeffrey Zhang

A Dynamic Penalty Parameter Updating Strategy for Matrix-Free Sequential Quadratic Optimization
James Burke, Frank Curtis, Hao Wang, Jiashan Wang

Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
Albert S. Berahas, Richard H. Byrd, Jorge Nocedal

Derivative-Free Superiorization With Component-Wise Perturbations
Yair Censor, Howard Heaton, Reinhard Schulte

Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers
Coralia Cartis, Jan Fiala, Benjamin Marteau, Lindon Roberts

Optimization Software and Modeling Systems

A Distributed Quasi-Newton Algorithm for Empirical Risk Minimization with Nonsmooth Regularization
Ching-pei Lee, Cong Han Lim, Stephen Wright

Robust Optimization

Models and algorithms for the robust resource constrained shortest path problem
Da Lu, Fatma Gzara

Dual approach for two-stage robust nonlinear optimization
Frans J.C.T. de Ruiter, Jianzhe Zhen, Dick den Hertog

Stochastic Programming

On efficiency, savings, wealth transfers and risk-aversion in electricity markets with uncertain supply
Ryan Cory-Wright, Golbon Zakeri

Two-Stage Stochastic Mixed-Integer Linear Programming: From Scenarios to Conditional Scenarios
C. Beltran-Royo

A finite ε-convergence algorithm for two-stage convex 0-1 mixed-integer nonlinear stochastic programs with mixed-integer first and second stage variables
Can Li, Ignacio Grossmann

Scenario Reduction for Risk-Averse Stochastic Programs
Sebastian Arpon, Tito Homem-de-Mello, Bernardo Pagnoncelli

Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection
Vincent Guigues

Two-stage Linear Decision Rules for Multi-stage Stochastic Programming
Merve Bodur, James Luedtke

Hadamard Directional Diff erentiability of the Optimal Value of a Linear Second-order Conic Programming Problem
Duan Qingsong , Zhang Liwei, Zhang Sainan

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