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Optimization Online





 

Optimization Online Digest — February 2019

Applications — OR and Management Sciences

A branch and cut algorithm for the time-dependent profitable tour problem with resource constraints
Gonzalo Lera-Romero, Juan Jose Miranda Bront

Optimizing the Recovery of Disrupted Multi-Echelon Assembly Supply Chain Networks
Huy Nguyen, Thomas Sharkey, John Mitchell, Al Wallace

Applications — Science and Engineering

A study of rank-one sets with linear side constraints and application to the pooling problem
Santanu S. Dey, Burak Kocuk, Asteroide Santana

Non-asymptotic Results for Langevin Monte Carlo: Coordinate-wise and Black-box Sampling
Lingqing Shen, Krishnakumar Balasubramanian, Saeed Ghadimi

A scalable mixed-integer decomposition approach for optimal power system restoration
Ignacio Aravena, Deepak Rajan, Georgios Patsakis, Shmuel Oren, Jennifer Rios

Optimal Residential Battery Storage Operations Using Robust Data-driven Dynamic Programming
Nan Zhang, Benjamin Leibowicz, Grani Hanasusanto

Recovery of a mixture of Gaussians by sum-of-norms clustering
Tao Jiang, Stephen Vavasis, Chen Wen Zhai

Combinatorial Optimization

Minimum Color-Degree Perfect b -Matchings
Mariia Anapolska, Christina Büsing, Martin Comis, Tabea Krabs

Convex and Nonsmooth Optimization

Active-set Newton methods and partial smoothness
Adrian Lewis, Calvin Wylie

Subdifferentials and SNC property of scalarization functionals with uniform level sets and applications
Bao Truong, Christiane Tammer

On Heuristics Based on ADMM and Douglas-Rachford Splitting to Minimize Convex Functions over Nonconvex Sets
Shuvomoy Das Gupta

Weak subgradient algorithm for solving nonsmooth nonconvex unconstrained optimization problems
Gulcin Dinc Yalcin, Refail Kasimbeyli

Fast and Faster Convergence of SGD for Over-Parameterized Models and an Accelerated Perceptron
Sharan Vaswani, Francis Bach, Mark Schmidt

Status Determination by Interior-Point Methods for Convex Optimization Problems in Domain-Driven Form
Mehdi Karimi, Levent Tuncel

Generalized conditional subgradient and generalized mirror descent: duality, convergence, and symmetry
Javier Pena

Global Optimization

Tangencies and Polynomial Optimization
Tien-Son PHAM

Integer Programming

Conflict-Driven Heuristics for Mixed Integer Programming
Jakob Witzig, Ambros Gleixner

Improved Flow-based Formulations for the Skiving Stock Problem
John Martinovic, Maxence Delorme, Manuel Iori, Guntram Scheithauer, Nico Strasdat

Algorithms for the circle packing problem based on mixed-integer DC programming
Satoru Masuda, Yoshiko Ikebe, Takayuki Okuno

A Computational Comparison of Optimization Methods for the Golomb Ruler Problem
Burak Kocuk, Willem-Jan van Hoeve

Clairvoyant Restarts in Branch-and-Bound Search Using Online Tree-Size Estimation
Daniel Anderson, Gregor Hendel, Pierre Le Bodic, Merlin Viernickel

Avoiding redundant columns by adding classical Benders cuts to column generation subproblems
Marco E. Luebbecke, Stephen J. Maher, Jonas T. Witt

A switching cost aware rounding method for relaxations of mixed-integer optimal control problems
Felix Bestehorn, Christoph Hansknecht, Christian Kirches, Paul Manns

Linear, Cone and Semidefinite Programming

Exploiting Sparsity for Semi-Algebraic Set Volume Computation
Matteo Tacchi, Tillmann Weisser, Jean Bernard Lasserre, Didier Henrion

Interior Point Method on Semi-definite Linear Complementarity Problems using the Nesterov-Todd (NT) Search Direction: Polynomial Complexity and Local Convergence
Chee Khian Sim

Logarithmic-barrier decomposition interior-point methods for stochastic linear optimization in a Hilbert space
Baha Alzalg, Akhtar Khan

Network Optimization

Dynamic Discretization Discovery Algorithms for Time-Dependent Shortest Path Problems
Edward He, Natashia Boland, George Nemhauser, Martin Savelsbergh

Computational Complexity of Time-Dependent Shortest Path Problems
Edward He, Natashia Boland, George Nemhauser, Martin Savelsbergh

Minimizing travelled time in time-dependent networks with waiting
Jérémy Omer, Michael Poss

Nonlinear Optimization

Quasi-Newton Methods for Deep Learning: Forget the Past, Just Sample
Albert S. Berahas, Majid Jahani, Martin Takáč

Inexact restoration with subsampled trust-region methods for finite-sum minimization
Stefania Bellavia, Natasa Krejic, Benedetta Morini

A two-level distributed algorithm for general constrained nonconvex optimization with global convergence
Kaizhao Sun, X. Andy Sun

Pathfollowing for Parametric Mathematical Programs with Complementarity Constraints
Vyacheslav Kungurtsev, Johannes Jaschke

An optimal control theory for accelerated optimization
I Ross

Minimization of nonsmooth nonconvex functions using inexact evaluations and its worst-case complexity
Serge Gratton, Ehouarn Simon, Philippe L. Toint

High-Order Evaluation Complexity for Convexly-Constrained Optimization with Non-Lipschitzian Group Sparsity Terms
Xiaojun Chen, Philippe L. Toint

Stochastic Programming

Modeling Flexible Generator Operating Regions via Chance-constrained Stochastic Unit Commitment
Bismark Singh, Bernard Knueven, Jean-Paul Watson

A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary fi rst and second stage variables
Can Li, Ignacio Grossmann

An Adaptive Sequential Sample Average Approximation Framework for Solving Two-stage Stochastic Programs
Raghu Pasupathy, Yongjia Song

Single cut and multicut SDDP with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments
Vincent Guigues, Michelle Bandarra

Risk-Averse Markov Decision Processes under Parameter Uncertainty with an Application to Slow-Onset Disaster Relief
Merve Merakli, Simge Kucukyavuz

Robust sample average approximation with small sample sizes
E.J. Anderson, A.B. Philpott

Multiscale stochastic programming
Martin Glanzer, Georg Ch. Pflug

Other Topics

Identifying the Optimal Value Function of a Negative Markov Decision Process: An Integer Programming Approach
Amin Dehghanian


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