Optimization Online


Optimization Online Digest — September 2018

Applications — OR and Management Sciences

Heuristic Methods for The Capacitated Stochastic Lot-Sizing Problem Under The Static-Dynamic Uncertainty Strategy
A.C. Randa, M.K. Dogru, C. Iyigun, U. Ozen

A Heuristic for the Traveling Salesperson Problem with Forbidden Neighborhoods on Regular 2D and 3D Grids
Philipp Armbrust, Philipp Hungerländer, Anna Jellen

A Mixed Integer Linear Program for Optimizing the Utilization of Locomotives with Maintenance Constraints
Sarah Frisch, Philipp Hungerländer, Anna Jellen, Dominic Weinberger

Analysis of Models for the Stochastic Outpatient Procedure Scheduling Problem
Karmel Shehadeh , Amy Cohn, Marina Epelman

Applications — Science and Engineering

Structural Properties of Feasible Bookings in the European Entry-Exit Gas Market System
Lars Schewe, Martin Schmidt, Johannes Thürauf

Combinatorial Optimization

Greedy Systems of Linear Inequalities and Lexicographically Optimal Solutions
Satoru Fujishige

Complementarity and Variational Inequalities

An algorithmic characterization of P-matricity II: adjustments, refinements, and validation
Ibtihel Ben Gharbia, Jean Charles Gilbert

Convex and Nonsmooth Optimization

Deep Neural Network Structures Solving Variational Inequalities
Patrick L. Combettes, Jean-Christophe Pesquet

An inertial extrapolation method for convex simple bilevel optimization
Yekini Shehu, Phan Tu Vuong, Alain Zemkoho

Projective Splitting with Forward Steps only Requires Continuity
Patrick R. Johnstone, Jonathan Eckstein

A Unified Characterization of Proximal Algorithms via The Conjugate of Regularization Term
Kouhei Harada

Hamiltonian Descent Methods
Chris J. Maddison, Daniel Paulin, Yee Whye Teh, Brendan O'Donoghue, Arnaud Doucet

Analysis of Limited-Memory BFGS on a Class of Nonsmooth Convex Functions
Azam Asl, Michael L. Overton

Integer Programming

Chvátal’s Conjecture Holds for Ground Sets of Seven Elements
Leon Eifler, Ambros Gleixner, Jonad Pulaj

Tight MIP formulations for bounded length cyclic sequences
Thomas Kalinowski, Tomas Lidén, Hamish Waterer

A Branch-and-Cut Algorithm for Solving Mixed-integer Semidefinite Optimization Problems
Ken Kobayashi , Yuichi Takano

When Lift-and-Project Cuts are Different
Egon Balas, Thiago Serra

Rapid prototyping of parallel primal heuristics for domain specific MIPs: Application to maritime inventory routing
Lluis-Miquel Munguia, Shabbir Ahmed, David A. Bader, George L. Nemhauser, Yufen Shao, Dimitri J. Papageorgiou

Linear, Cone and Semidefinite Programming

Implementation of an Interior Point Method with Basis Preconditioning
L. Schork, J. Gondzio

An oracle-based projection and rescaling algorithm for linear semi-infinite feasibility problems and its application to SDP and SOCP
Masakazu Muramatsu, Tomonari Kitahara, Bruno Lourenco, Takayuki Okuno, Takashi Tsuchiya

Nonlinear Optimization

Characterizations on a group of 512 reverse-order laws $(AB)^{(i,\ldots,j)} = B^{(i,\ldots,j)}A^{(i,\ldots,j)}$ for the eight types of commonly-used generalized inverses of the matrices
Yongge Tian

Universal Barrier is n-Self-Concordant
Yin Tat Lee, Man-Chung Yue

An Inexact First-order Method for Constrained Nonlinear Optimization
Hao Wang, Jiashan Wang, Yuyang Rong, Hudie Zhou

On the complexity of an Inexact Restoration method for constrained optimization
L. F. Bueno, J. M. Martínez

Steplength selection in gradient projection methods for box-constrained quadratic programs
Serena Crisci, Valeria Ruggiero, Luca Zanni

Second-order Guarantees of Distributed gradient Algorithms
Amir Daneshmand, Gesualdo Scutari, Vyacheslav Kpungurtsev

Robust Optimization

Branch-and-cut-and-price for the robust capacitated vehicle routing problem with knapsack uncertainty
Artur Pessoa, Michael Poss, Ruslan Sadykov, François Vanderbeck

Stochastic Programming

Inexact cuts in Stochastic Dual Dynamic Programming
Vincent Guigues

On the Value of Multistage Stochastic Facility Location with (or without) Risk Aversion
Xian Yu, Shabbir Ahmed, Siqian Shen

Distributionally Robust Optimization with Decision-Dependent Ambiguity Set
Nilay Noyan, Gabor Rudolf, Miguel Lejeune

Chance-Constrained Programming with Decision-Dependent Uncertainty
Miguel Lejeune, Francois Margot, Alan Delgado de Oliveira

Wasserstein Distributionally Robust Kalman Filtering
Soroosh Shafieezadeh Abadeh, Viet Anh Nguyen, Daniel Kuhn, Peyman Mohajerin Esfahani

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