

Optimization Online Digest — April 2019
Applications — OR and Management Sciences
PUBLIC R&D PROJECT PORTFOLIO SELECTION UNDER EXPENDITURE UNCERTAINTY AND POLICY CONSTRAINTS
Musa Caglar, Sinan Gurel
Applications — Science and Engineering
Discrete Optimization Methods for Group Model Selection in Compressed Sensing
Bubacarr Bah, Jannis Kurtz, Oliver Schaudt
An analysis of noise folding for lowrank matrix recovery
Jianwen Huang, Jianjun Wang, Feng Zhang, Hailin Wang, Wendong Wang
Combinatorial Optimization
The Quadratic Cycle Cover Problem: special cases and efficient bounds
de Meijer Frank, Renata Sotirov
Knapsack Polytopes  A Survey
Christopher Hojny, Tristan Gally, Oliver Habeck, Hendrik Lüthen, Frederic Matter, Marc E. Pfetsch, Andreas Schmitt
A Combinatorial Algorithm for the Multicommodity Flow Problem
Pengfei Liu
Convex and Nonsmooth Optimization
ConvexConcave Backtracking for Inertial Bregman Proximal Gradient Algorithms in NonConvex Optimization
Mahesh Chandra Mukkamala, Peter Ochs, Thomas Pock, Shoham Sabach
Relativeerror inertialrelaxed inexact versions of DouglasRachford and ADMM splitting algorithms
M. Marques Alves, Jonathan Eckstein, Marina Geremia, Jefferson Melo
Lowrank matrix recovery with composite optimization: good conditioning and rapid convergence
Vasileios Charisopoulos, Yudong Chen, Damek Davis, Mateo Diaz, Lijun Ding, Dmitriy Drusvyatskiy
A linearly convergent stochastic recursive gradient method for convex optimization
Yan Liu, Xiao Wang, Tiande Guo
Stability Analysis for a Class of Sparse Optimization Problems
J.L. XU, YunBin ZHAO
NonStationary FirstOrder PrimalDual Algorithms with Fast Convergence Rates
Quoc TranDinh, Yuzixuan Zhu
Global Optimization
New bounds for nonconvex quadratically constrained quadratic programming
Moslem Zamani
A Class of Stochastic Variance Reduced Methods with an Adaptive Stepsize
YAN LIU, Congying HAN, Tiande GUO
Integer Programming
Integer Programming for Learning Directed Acyclic Graphs from Continuous Data
Hasan Manzour, Simge Kucukyavuz, Ali Shojaie
There's No Free Lunch: On the Hardness of Choosing a Correct BigM in Bilevel Optimization
Thomas Kleinert, Martine Labbé, Fränk Plein, Martin Schmidt
Linear, Cone and Semidefinite Programming
LogarithmicBarrier Decomposition InteriorPoint Methods for Stochastic Linear Optimization in a Hilbert Space
Baha Alzalg
Noisy Euclidean Distance Matrix Completion with a Single Missing Node
Stefan Sremac, Fei Wang , Henry Wolkowicz, Lucas Pettersson
Lower Bounds for the Bandwidth Problem
Franz Rendl, Renata Sotirov, Truden Christian
BurerMonteiro guarantees for general semidefinite programs
Diego Cifuentes
SelfConcordance and Matrix Monotonicity with Applications to Quantum Entanglement Problems
Leonid Faybusovich, Cunlu Zhou
Convergence analysis of a Lasserre hierarchy of upper bounds for polynomial minimization on the sphere
Etienne de Klerk, Monique Laurent
A Projective Approach to Nonnegative Matrix Factorization
Patrick Groetzner
A convex relaxation to compute the nearest structured rank deficient matrix
Diego Cifuentes
Polyhedral approximations of the semidefinite cone and their applications
Yuzhu Wang, Akihiro Tanaka, Akiko Yoshise
Network Optimization
A Combinatorial Algorithm for the Multicommodity Flow Problem
Pengfei Liu
Nonlinear Optimization
On monotonic estimates of the norm of the minimizers of regularized quadratic functions in Krylov spaces
Coralia Cartis, Nick Gould, Marius Lange
Derivativefree optimization methods
Jeffrey Larson, Matt Menickelly, Stefan Wild
A LogBarrier NewtonCG Method for Bound Constrained Optimization with Complexity Guarantees
Michael O'Neill, Stephen J. Wright
RaBVItG:An Algorithm for Solving a Class of MultiPlayers Feedback Nash Differential Games
Jorge Herrera de la Cruz, Benjamin Ivorra, Ángel M. Ramos
ProxSARAH: An Efficient Algorithmic Framework for Stochastic Composite Nonconvex Optimization
H. Nhan Pham, M. Lam Nguyen, T. Dzung Phan, Quoc TranDinh
Trustregion methods for the derivativefree optimization of nonsmooth blackbox functions
G. Liuzzi, S. Lucidi, F. Rinaldi, L. N. Vicente
Scalable Preconditioning of BlockStructured Linear Algebra Systems using ADMM
Jose Rodriguez, Carl Laird, Victor Zavala
Tensor Methods for Minimizing Functions with H\"{o}lder Continuous HigherOrder Derivatives
Geovani Nunes Grapiglia, Yurii Nesterov
Robust Optimization
General risk measures for robust machine learning
Émilie Chouzenoux, Henri Gérard, JeanChristophe Pesquet
Stochastic Programming
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
Wim van Ackooij, Daniela Escobar, Martin Glanzer, Georg Ch. Pflug
Normal Approximation for Stochastic Gradient Descent via NonAsymptotic Rates of Martingale CLT
Andreas Anastasiou, Krishnakumar Balasubramanian, Murat A. Erdogdu
A Framework for Solving ChanceConstrained Linear Matrix Inequality Programs
Roya Karimi, Jianqiang Cheng, Miguel Lejeune
