

Optimization Online Digest — June 2018
Applications — OR and Management Sciences
A Column Generation Algorithm for Vehicle Scheduling and Routing Problems
Tasnim Ibn Faiz, Chrysafis Vogiatzis and , Md. NoorEAlam
A Scenario Decomposition Algorithm for Strategic Time Window Assignment Vehicle Routing Problems
Anirudh Subramanyam, Akang Wang, Chrysanthos Gounaris
On a New Modelling Approach for Circular Layouts and its Practical Advantages
Philipp Hungerländer , Kerstin Maier, Jörg Pöcher, Christian Truden
Multistage Stochastic Programming for Demand Response Optimization
Munise Kübra Şahin, Özlem Çavuş, Hande Yaman
The Integrated LastMile Transportation Problem
Arvind U. Raghunathan, David Bergman, John Hooker, Thiago Serra
A Dual Approximate Dynamic Programming Approach to Multistage Stochastic Unit Commitment
Jagdish Ramakrishnan, James Luedtke
A Lagrange decomposition based Branch and Bound algorithm for the Optimal Mapping of Cloud Virtual Machines
Guanglei Wang, Walid BenAmeur, Adam Ouorou
An Enhanced Branch and Price Algorithm for the TimeDependent Vehicle Routing Problem with Time Windows
Gonzalo Lera Romero, Juan José Miranda Bront, Francisco Soulignac
Applications — Science and Engineering
The CCP Selector: Scalable Algorithms for Sparse Ridge Regression from ChanceConstrained Programming
Weijun Xie, Xinwei Deng
Solution for shortterm hydrothermal scheduling with a logarithmic size MILP formulation
Jinbao Jian, Shanshan Pan, Linfeng Yang
Correlation analysis between the vibroacoustic behavior of steering gear and ball nut assemblies in the automotive industry
Paul Alexandru Bucur, Klaus Frick, Philipp Hungerländer
Combinatorial Optimization
Benders Decomposition for Very Large Scale Partial Set Covering and Maximal Covering Problems
Jeanfrançois Cordeau, Fabio Furini, Ivana Ljubic
Complementarity and Variational Inequalities
A lower bound on the iterative complexity of the Harker and Pang globalization technique of the Newtonmin algorithm for solving the linear complementarity problem
JeanPierre Dussault, Mathieu Frappier, Jean Charles Gilbert
Convex and Nonsmooth Optimization
Efficient Optimization Algorithms for Robust Principal Component Analysis and Its Variants
Shiqian Ma, Necdet S. Aybat
Convergence Rates for Projective Splitting
Patrick R. Johnstone, Jonathan Eckstein
On the Complexity of Detecting Convexity over a Box
Amir Ali Ahmadi, Georgina Hall
The Standard Pessimistic Bilevel Problem
L. Lampariello, S. Sagratella, O. Stein
Stochastic modelbased minimization under highorder growth
Damek Davis, Dmitriy Drusvyatskiy, Kellie J. MacPhee
A Unified Point of View to Nonlinear Scalarizing Functionals in Optimization
Ernest Quintana, Christiane Tammer, Gemayqzel Bouza
Integer Programming
A Review and Comparison of Solvers for Convex MINLP
Jan Kronqvist, David E. Bernal, Andreas Lundell, Ignacio E. Grossmann
The Supporting Hyperplane Optimization Toolkit
Andreas Lundell, Jan Kronqvist, Tapio Westerlund
Solving Stochastic and Bilevel MixedInteger Programs via a Generalized Value Function
Onur Tavaslioglu, Oleg A. Prokopyev, Andrew J. Schaefer
On the impact of running intersection inequalities for globally solving polynomial optimization problems
Alberto Del Pia, Aida Khajavirad, Nikolaos Sahinidis
Maximizing the storage capacity of gas networks: a global MINLP approach
Robert Burlacu, Herbert Egger, Martin Groß, Alexander Martin, Marc E. Pfetsch, Lars Schewe, Mathias Sirvent, Martin Skutella
The SCIP Optimization Suite 6.0
Ambros Gleixner, Michael Bastubbe, Leon Eifler, Tristan Gally, Gerald Gamrath, Robert Lion Gottwald, Gregor Hendel, Christopher Hojny, Thorsten Koch, Marco E. Lübbecke, Stephen J. Maher, Matthias Miltenberger, Benjamin Müller, Marc E. Pfetsch, Christian Puchert, Daniel Rehfeldt, Franziska Schlösser, Christoph Schubert, Felipe Serrano, Yuji Shinano, Jan Merlin Viernickel, Matthias Walter, Fabian Wegscheider, Jonas T. Witt, Jakob Witzig
Linear, Cone and Semidefinite Programming
Strict Complementarity in MaxCut SDP
Marcel de Carli Silva, Levent Tunçel
The automorphism group and the nonselfduality of pcones
Masaru Ito, Bruno F. Lourenco
On positive duality gaps in semidefinite programming
Gabor Pataki
Nonlinear Optimization
A structured diagonal Hessian approximation method with evaluation complexity analysis for nonlinear least squares
Hassan Mohammad, Sandra A. Santos
Selection of variables in parallel space decomposition for the mesh adaptive direct search algorithm
Stéphane Alarie, Nadir Amaioua, Charles Audet, Sébastien Le Digabel, LouisAlexndre Leclaire
Interior Point Methods for PDEConstrained Optimization with Sparsity Constraints
John W. Pearson, Margherita Porcelli, Martin Stoll
On the Relation between MPECs and Optimization Problems in AbsNormal Form
L C HegerhorstSchultchen, C Kirches, M C Steinbach
QuasiNewton approaches to Interior Point Methods for quadratic problems
Jacek Gondzio, Francisco N. C. Sobral
New sequential optimality conditions for mathematical problems with complementarity constraints and algorithmic consequences
R. Andreani, G. Haeser, L.D. Secchin, P.J.S. Silva
An inexact strategy for the projected gradient algorithm in vector optimization problems on variable ordered spaces
J.Y. BelloCruz, G. BouzaAllende
Firstorder methods for the impatient: support identification in finite time with convergent FrankWolfe variants
Immanuel M. Bomze, Francesco Rinaldi, Samuel Rota Bulo'
Robust Optimization
On the heavytail behavior of the distributionally robust newsvendor
Bikramjit Das, Anulekha Dhara, Karthik Natarajan
The Value of Randomized Solutions in MixedInteger Distributionally Robust Optimization Problems
Erick Delage, Ahmed Saif
Datadriven Chance Constrained Programs over Wasserstein Balls
Zhi Chen, Daniel Kuhn, Wolfram Wiesemann
Approximation of hard uncertain convex inequalities
Ernst Roos, Dick den Hertog, Aharon BenTal, Frans de Ruiter, Jianzhe Zhen
Disjoint Bilinear Programming: An Adjustable Robust Optimization Perspective
Jianzhe Zhen, Ahmadreza Marandi, Dick den Hertog, Lieven Vandenberghe
On the Optimality of Affine Policies for Budgeted Uncertainty Sets
Omar El Housni, Vineet Goyal
Stochastic Programming
On Distributionally Robust Chance Constrained Program with Wasserstein Distance
Weijun Xie
Envelope Theorems for MultiStage Linear Stochastic Optimization
David Wozabal, Goncalo Terca
Other Topics
Biobjective Simulation Optimization on Integer Lattices using the EpsilonConstraint Method in a Retrospective Approximation Framework
Kyle Cooper, Susan R Hunter, Kalyani Nagaraj
Convergence rates for an inertial algorithm of gradient type associated to a smooth nonconvex minimization
Laszlo Szilard Csaba
