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Optimization Online





 

Optimization Online Digest — October 2018

Applications — OR and Management Sciences

Integer Models for the Asymmetric Traveling Salesman Problem with Pickup and Delivery
Ryan J. O'Neil, Karla Hoffman

Two-stage stochastic days-off scheduling of multi-skilled analysts with training options
Doug Altner, Erica Mason, Les Servi

Analysis of Process Flexibility Designs under Disruptions
Erfan Mehmanchi, Hoda Bidkhori, Oleg A. Prokopyev

Multi-Stage Stochastic Programming Models for Provisioning Cloud Computing Resources
Hazal Erol, Kerem Bulbul, Nilay Noyan

Decision Diagrams for Solving Traveling Salesman Problems with Pickup and Delivery in Real Time
Ryan J. O'Neil, Karla Hoffman

Delay and disruption management at ATM: technical details
Federico Malucelli, Emanuele Tresoldi

Learning a Mixture of Gaussians via Mixed Integer Optimization
Hari Bandi, Dimitris Bertsimas, Rahul Mazumder

Dynamic Courier Routing for a Food Delivery Service
Zachary Steever, Mark Karwan, Chase Murray

Surgery Sequencing and Scheduling in Multiple ORs with PACU Capacity Constraints
Miao Bai, R.H. Storer, G.L. Tonkay

Effectiveness of Surgical Scheduling Optimization: a Reinvestigation under the "To-Follow'' Practice and Perioperative Uncertainties
Miao Bai, R.H. Storer, G.L. Tonkay, T.E. Theman

Endogenous Price Zones and Investment Incentives in Electricity Markets: An Application of Multilevel Optimization with Graph Partitioning
Mirjam Ambrosius, Veronika Grimm, Thomas Kleinert, Frauke Liers, Martin Schmidt, Gregor Zöttl

Interval-based Dynamic Discretization Discovery for Solving the Continuous-Time Service Network Design Problem
Luke Marshall, Natashia Boland, Martin Savelsbergh, Mike Hewitt

Robust Multi-product Newsvendor Model with Substitution under Cardinality-constrained Uncertainty Set
Zhang Jie, Weijun Xie

Sparse Mean-Reverting Portfolios via Penalized Likelihood Optimization
Jize Zhang, Tim Leung, Aleksandr Aravkin

Applications — Science and Engineering

Global Convergence in Deep Learning with Variable Splitting via the Kurdyka-{\L}ojasiewicz Property
J Zeng, S Ouyang, T Lau, S Lin, Y Yuan

On tradeoffs between treatment time and plan quality of volumetric-modulated arc therapy with sliding-window delivery
Lovisa Engberg, Anders Forsgren

Data-Driven Maintenance and Operations Scheduling in Power Systems under Decision-Dependent Uncertainty
Beste Basciftci, Shabbir Ahmed, Nagi Gebraeel

Towards Resilient Operation of Multi-Microgrids: An MISOCP-Based Frequency-Constrained Approach
Amin Gholami, Xu Andy Sun

Combinatorial Optimization

Mathematical models for stable matching problems with ties and incomplete lists
Maxence Delorme, Sergio García, Jacek Gondzio, Joerg Kalcsics, David Manlove, William Pettersson

An Efficient Linear Programming Based Method for the Influence Maximization Problem in Social Networks
Evren Güney

Convex and Nonsmooth Optimization

Low-M-Rank Tensor Completion and Robust Tensor PCA
Bo Jiang, Shiqian Ma, Shuzhong Zhang

POLO: a POLicy-based Optimization library
Arda Aytekin, Martin Biel, Mikael Johansson

Exploiting Low-Rank Structure in Semidefinite Programming by Approximate Operator Splitting
Mario Souto, Joaquim Dias Garcia, Alvaro Veiga

Condition Number Analysis of Logistic Regression, and its Implications for Standard First-Order Solution Methods
Robert M. Freund, Paul Grigas, Rahul Mazumder

Variational analysis perspective on linear convergence of some first order methods for nonsmooth convex optimization problems
Jane Ye, Xiaoming Yuan, Shangzhi Zeng, Jin Zhang

Discerning the linear convergence of ADMM for structured convex optimization through the lens of variational analysis
Xiaoming Yuan, Shangzhi Zeng, Jin Zhang

Solving Non-Smooth Semi-Linear Optimal Control Problems with Abs-Linearization
Olga Ebel, Andrea Walther, Stephan Schmidt

An Online-Learning Approach to Inverse Optimization
Andreas Bärmann, Alexander Martin, Sebastian Pokutta, Oskar Schneider

Global Optimization

Understanding the Acceleration Phenomenon via High-Resolution Differential Equations
Bin Shi, Simon Du, Michael Jordan (Correspondence), Weijie Su (Correspondence)

Integer Programming

Decision Diagram Decomposition for Quadratically Constrained Binary Optimization
David Bergman, Leonaro Lozano

Empirical Bounds on Linear Regions of Deep Rectifier Networks
Thiago Serra, Srikumar Ramalingam

Resilient layout, design and operation of energy-efficient water distribution networks for high-rise buildings using MINLP
Lena C. Altherr, Philipp Leise, Marc E. Pfetsch, Andreas Schmitt

A convex integer programming approach for optimal sparse PCA
Santanu S. Dey, Rahul Mazumder, Guanyi Wang

New Valid Inequalities for the Fixed-Charge and Single-Node Flow Polytopes
Adam N. Letchford, Georgia Souli

An Exact Algorithm for the Dynamic Knapsack Problem with Stochastic Item Sizes
Daniel Blado, Alejandro Toriello

A scalable algorithm for sparse and robust portfolios
Dimitris Bertsimas, Ryan Cory-Wright

Linear, Cone and Semidefinite Programming

Tight-and-cheap conic relaxation for the optimal reactive power dispatch problem
Christian Bingane, Miguel F. Anjos, Sébastien Le Digabel

Non-convex min-max fractional quadratic problems under quadratic constraints: copositive relaxations
Paula A. Amaral, Immanuel M. Bomze

Nonlinear Optimization

Parallelizable Algorithms for Optimization Problems with Orthogonality Constraints
Bin Gao, Xin Liu, Ya-xiang Yuan

Global Solutions of Nonconvex Standard Quadratic Programs via Mixed Integer Linear Programming Reformulations
JACEK GONDZIO, E. ALPER YILDIRIM

Subset selection in sparse matrices
Alberto Del Pia, Santanu Dey, Robert Weismantel

Dynamic Optimization with Convergence Guarantees
M P Neuenhofen, E C Kerrigan

Non-monotone Inexact Restoration Method for nonlinear programming
Juliano B. Francisco, Douglas S. Gonçalves, Fermín S. V. Bazán, Lila L. T. Paredes

A non-monotone Inexact Restoration approach for minimization with orthogonality constraints
Juliano B. Francisco, Douglas S. Gonçalves, Fermin S. V. Bazán, Lila L. T. Paredes

A Subsampling Line-Search Method with Second-Order Results
E. Bergou, Y. Diouane, V. Kungurtsev, C. W. Royer

Convergence Rate Analysis of a Stochastic Trust Region Method via Supermartingales
Jose Blanchet, Coralia Cartis, Matt Menickelly, Katya Scheinberg

On the Convergence to Stationary Points of Deterministic and Randomized Feasible Descent Directions Methods
Amir Beck, Nadav Hallak

On limited-memory quasi-Newton methods for minimizing a quadratic function
David Ek, Anders Forsgren

Robust Optimization

Robust Optimization of a Broad Class of Heterogeneous Vehicle Routing Problems under Demand Uncertainty
Anirudh Subramanyam, Panagiotis P. Repoussis, Chrysanthos E. Gounaris

Exploiting Partial Correlations in Distributionally Robust Optimization
Divya Padmanabhan, Karthik Natarajan, Karthyek R. A. Murthy

Min max (relative) set-regret combinatorial optimization
Alejandro Crema Crema

Stochastic Programming

Optimal Transport Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes
Jose Blanchet, Karthyek Murthy, Fan Zhang

Stochastic Decomposition for Two-stage Stochastic Linear Programs with Random Cost Coefficients
Harsha Gangammanavar, Yifan Liu, Suvrajeet Sen

On the Solution of Decision-Hazard Multistage Stochastic Hydrothermal Scheduling Problems
Alexandre Street, Andre Lawson, Davi Valladăo, Alexandre Velloso

Scalable Branching on Dual Decomposition of Stochastic Mixed-Integer Programming Problems
Kibaek Kim, Brian Dandurand

Inexact cutting planes for two-stage mixed-integer stochastic programs
Ward Romeijnders, Niels van der Laan

Bounds for Probabilistic Constrained Problems
Shen Peng, Abdel Lisser, Francesca Maggioni

Asynchronous Projective Hedging for Stochastic Programming
Jonathan Eckstein, Jean-Paul Watson, David L. Woodruff

Other Topics

Approximations for Pareto and Proper Pareto solutions and their KKT conditions
Poonam Kesarwani, Pradyumn Kumar Shukla, Joydeep Dutta, Kalyanmoy Deb deb

PyMOSO: Software for Multi-Objective Simulation Optimization with R-PERLE and R-MinRLE
Kyle Cooper, Susan Hunter

Performance indicators in multiobjective optimization
Charles Audet, Jean Bigeon, Dominique Cartier, Sebastien Le Digabel, Ludovic Salomon


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