Optimization Online


Optimization Online Digest — January 2019

Applications — OR and Management Sciences

Constrained Assortment Optimization under the Paired Combinatorial Logit Model
Rohan Ghuge, Joseph Kwon, Viswanath Nagarajan, Adetee Sharma

Algorithms for single- and multiple-runway Aircraft Landing Problem
Amir Salehipour

Coupled task scheduling with exact delays: Literature review and models
Mostafa Khatami , Amir Salehipour, T.C.E. Cheng

Forecasting conceivable interest rate market scenarios and significant losses on interest rate portfolios using mathematical optimization
Katsuhiro Tanaka

Coupled task scheduling with time-dependent processing times
Mostafa Khatami, Amir Salehipour

Bin Packing Problem with Time Dimension: An Application in Cloud Computing
Nursen Aydin, Ibrahim Muter, S. Ilker Birbil

Application of outer approximation to forecasting losses and scenarios in the target of portfolios with high of nonlinear risk
Katsuhiro Tanaka

Hybrid Rebalancing with Dynamic Hubbing for Free-floating Bike Sharing Using Multi-objective Simulation Optimization
Vahid Mahmoodian, Yu Zhang, Hadi Charkhgard

Scheduling jobs with a V-shaped time-dependent processing time
Helmut Sedding

Applications — Science and Engineering

Pricing in Multi-Interval Real-Time Markets
Bowen Hua, Dane Schiro, Tongxin Zheng, Ross Baldick, Eugene Litvinov

Approximating L1-Norm Best-Fit Lines
JP Brooks, JH Dulá

A fully mixed-integer linear programming formulation for economic dispatch with valve-point effects, transmission loss and prohibited operating zones
Shanshan Pan, Jinbao Jian, Huangyue Chen, Linfeng Yang

Best Subset Selection via Cross-validation Criterion
Yuichi Takano , Ryuhei Miyashiro

A general framework for customized transition to smart homes
Michael David De Souza Dutra, Miguel F. Anjos, Sébastien Le Digabel

Combinatorial Optimization

A Tutorial on Formulating and Using QUBO Models
Fred Glover, Gary Kochenberger

Complementarity and Variational Inequalities

An extragradient algorithm for quasimonotone variational inequalities
Ming Lei Yiran He

Convex and Nonsmooth Optimization

Generalized Conditional Gradient with Augmented Lagrangian for Composite Minimization
Antonio Silveti-Falls, Cesare Molinari, Jalal Fadili

Composite optimization for robust blind deconvolution
Vasileios Charisopoulos, Damek Davis, Mateo Diaz, Dmitriy Drusvyatskiy

Fast Robust Methods for Singular State-Space Models
Jonathan Jonker, Aleksandr Aravkin, James Burke, Gianluigi Pillonetto, Sarah Webster

The condition number of a function relative to a set
David Gutman, Javier Pena

Generalized subdifferentials of spectral functions over Euclidean Jordan algebras
Bruno F. Lourenco, Akiko Takeda

Integer Programming

Interdiction of a Mixed-Integer Linear System
Bowen Hua, Ross Baldick, Kevin Wood

Intersection disjunctions for reverse convex sets
Eli Towle, James Luedtke

Local Rapid Learning for Integer Programs
Timo Berthold, Peter J. Stuckey, Jakob Witzig

A Status Report on Conflict Analysis in Mixed Integer Nonlinear Programming
Jakob Witzig, Timo Berthold, Stefan Heinz

Rank-one Convexifications for Sparse Regression
Alper Atamturk, Andres Gomez

Linear, Cone and Semidefinite Programming

A Geometrical Analysis of a Class of Nonconvex Conic Programs for Convex Conic Reformulations of Quadratic and Polynomial Optimization Problems
Sunyoung Kim, Masakazu Kojima, Kim-Chuan Toh

Nonlinear Optimization

Local minimizers of semi-algebraic functions
Tien-Son PHAM

Zeroth-order Nonconvex Stochastic Optimization: Handling Constraints, High-Dimensionality, and Saddle-Points
Krishnakumar Balasubramanian, Saeed Ghadimi

Convexification of polynomial optimization problems by means of monomial patterns
Gennadiy Averkov, Benjamin Peters, Sebastian Sager

Convergence and evaluation-complexity analysis of a regularized tensor-Newton method for solving nonlinear least-squares problems subject to convex constraints
Nicholas Gould, Tyrone Rees, Jennifer Scott

Towards an efficient penalty method for convex quadratic programming
Luís Felipe Bueno, Gabriel Haeser, Luiz-Rafael Santos

An Augmented Lagrangian Method for Quasi-Equilibrium Problems
Luis Felipe Bueno, Gabriel Haeser, Felipe Lara, Frank Navarro Rojas

Analysis of the BFGS Method with Errors
Yuchen Xie, Richard Byrd, Jorge Nocedal

When a maximal angle among cones is nonobtuse
Michael Orlitzky

Robust Optimization

Distributionally Robust Optimization with Confidence Bands for Probability Density Functions
Xi Chen, Qihang Lin, Guanglin Xu

Discrete Approximation Scheme in Distributionally Robust Optimization
Yongchao Liu, Xiaoming Yuan, Jin Zhang

Stochastic Programming

Two-stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse
Junyi Liu, Ying Cui, Jong-Shi Pang, Suvrajeet Sen

Approximating Two-Stage Chance-Constrained Programs with Classical Probability Bounds
Bismark Singh, Jean-Paul Watson

Admissibility of solution estimators for stochastic optimization
Amitabh Basu, Tu Nguyen, Ao Sun

On Data-Driven Prescriptive Analytics with Side Information: A Regularized Nadaraya-Watson Approach
Chin Pang Ho, Grani Hanasusanto

Other Topics

A Criterion Space Search Algorithm for Mixed Integer Linear Maximum Multiplicative Programs: A Multi-objective Optimization Approach
Payman Ghasemi Saghand, Hadi Charkhgard

Learning to Project in Multi-Objective Binary Linear Programming
Alvaro Sierra-Alltamiranda, Hadi Charkhgard, Iman Dayarian, Ali Eshragh, Sorna Javadi

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