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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 low-rank 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 Multi-commodity Flow Problem
Pengfei Liu

Convex and Nonsmooth Optimization

Convex-Concave Backtracking for Inertial Bregman Proximal Gradient Algorithms in Non-Convex Optimization
Mahesh Chandra Mukkamala, Peter Ochs, Thomas Pock, Shoham Sabach

Relative-error inertial-relaxed inexact versions of Douglas-Rachford and ADMM splitting algorithms
M. Marques Alves, Jonathan Eckstein, Marina Geremia, Jefferson Melo

Low-rank 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, Yun-Bin ZHAO

Non-Stationary First-Order Primal-Dual Algorithms with Fast Convergence Rates
Quoc Tran-Dinh, 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 Big-M in Bilevel Optimization
Thomas Kleinert, Martine Labbé, Fränk Plein, Martin Schmidt

Linear, Cone and Semidefinite Programming

Logarithmic-Barrier Decomposition Interior-Point 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

Burer-Monteiro guarantees for general semidefinite programs
Diego Cifuentes

Self-Concordance 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 Multi-commodity 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

Derivative-free optimization methods
Jeffrey Larson, Matt Menickelly, Stefan Wild

A Log-Barrier Newton-CG Method for Bound Constrained Optimization with Complexity Guarantees
Michael O'Neill, Stephen J. Wright

RaBVItG:An Algorithm for Solving a Class of Multi-Players 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 Tran-Dinh

Trust-region methods for the derivative-free optimization of nonsmooth black-box functions
G. Liuzzi, S. Lucidi, F. Rinaldi, L. N. Vicente

Scalable Preconditioning of Block-Structured Linear Algebra Systems using ADMM
Jose Rodriguez, Carl Laird, Victor Zavala

Tensor Methods for Minimizing Functions with H\"{o}lder Continuous Higher-Order Derivatives
Geovani Nunes Grapiglia, Yurii Nesterov

Robust Optimization

General risk measures for robust machine learning
Émilie Chouzenoux, Henri Gérard, Jean-Christophe 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 Non-Asymptotic Rates of Martingale CLT
Andreas Anastasiou, Krishnakumar Balasubramanian, Murat A. Erdogdu

A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
Roya Karimi, Jianqiang Cheng, Miguel Lejeune


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