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Optimization Online





 

Optimization Online Digest — May 2019

Applications — OR and Management Sciences

Pricing for Delivery Time Flexibility
Baris Yildiz, Martin Savelsbergh

A Scenario-Based Approach for the Vehicle Routing Problem with Roaming Delivery Locations under Stochastic Travel Times
Afonso Sampaio, Joris Kinable, Lucas Veelenturf, Tom Van Woensel

The Nutritious Supply Chain: Optimizing Humanitarian Food Aid
K Peters, S Silva, R Goncalves, M Kavelj, H Fleuren, D Den Hertog, O Ergun, M Freeman

Achieving High Individual Service-Levels without Safety Stock? Optimal Rationing Policy of Pooled Resources
Jiashuo Jiang, Shixin Wang, Jiawei Zhang

Distributionally Robust Chance-Constrained Assignment Problem with an Application to Operating Room Planning
Shanshan Wang, Jinlin Li, Sanjay Mehrotra

Stochastic VRP with time windows and correlated travel times
Federica Bomboi, Christoph Buchheim, Jonas Prünte

Mitigating Interdiction Risk with Fortification
Thi Khanh Hien Le, Melvyn Sim, Huan Xu

The Fuel Replenishment Problem:A Split-Delivery Multi-Compartment Vehicle Routing Problem with Multiple Trips
L Wang, J Kinable, T.van Woensel

Decomposing the Train Scheduling Problem into Integer Optimal Polytopes
Masoud Barah, Abbas Seifi, Jim Ostrowski

Applications — Science and Engineering

A cross-validation subset selection for sparse regression
Dennis Kreber

Using interior point solvers for optimizing progressive lens models with spherical coordinates
Glòria Casanellas, Jordi Castro

Multiphase Mixed-Integer Nonlinear Optimal Control of Hybrid Electric Vehicles
Nicolò Robuschi, clemens Zeile, Sebastian Sager, Francesco Braghin, Federico Cheli

Combinatorial Optimization

Equivalences among the chi measure, Hoffman constant, and Renegar's distance to ill-posedness
Javier Pena, Juan Vera, Luis Zuluaga

Convex and Nonsmooth Optimization

A Proximal Interior Point Algorithm with Applications to Image Processing
Emilie Chouzenoux, Marie-Caroline Corbineau, Jean-Christophe Pesquet

An Inexact Primal-Dual Smoothing Framework for Large-Scale Non-Bilinear Saddle Point Problems
Thi Khanh Hien Le , Renbo Zhao, William Haskell

New characterizations of Hoffman constants for systems of linear constraints
Javier Pena, Juan Vera, Luis Zuluaga

Proximal augmented Lagrangian method for convex optimization with linear inequality constraints
Shengjie Xu, Jing Yuan, Bingsheng He

General Convergence Rates Follow From Specialized Rates Assuming Growth Bounds
Benjamin Grimmer

Variable smoothing for convex optimization problems using stochastic gradients
Radu Ioan Bot, Axel Böhm

Beyond Alternating Updates for Matrix Factorization with Inertial Bregman Proximal Gradient Algorithms
Mahesh Chandra Mukkamala, Peter Ochs

Asynchronous Stochastic Subgradient Methods for General Nonsmooth Nonconvex Optimization
Vyacheslav Kungurtsev, Malcolm Egan, Bapi Chatterjee, Dan Alistarh

Integer Programming

Facet-Defining Inequalities for Multi-Module Survivable Network Design Problem
Haochen Luo, Kiavash Kianfar

Multi-Variable Branching: A Case Study with 0-1 Knapsack Problems
Yu Yang, Natashia Boland, Martin Savelsbergh

On the Relation between the Extended Supporting Hyperplane Algorithm and Kelley's Cutting Plane Algorithm
Felipe Serrano, Robert Schwarz, Ambros Gleixner

Solving Multiobjective Mixed Integer Convex Optimization Problems
Marianna De Santis, Gabriele Eichfelder, Julia Niebling, Stefan Rocktäschel

Risk-Averse Bi-Level Stochastic Network Interdiction Model for Cyber-Security Risk Management
Tanveer Hossain Bhuiyan, Hugh Medal, Apurba Nandi, Mahantesh Halappanavar

Linear, Cone and Semidefinite Programming

Detection and Transformation of Second-Order Cone Programming Problems in a General-Purpose Algebraic Modeling Language
Jared Erickson, Robert Fourer

Distributed Dantzig-Wolfe Decomposition
Mohamed El Tonbari, Shabbir Ahmed

Improved convergence analysis of Lasserre's measure-based upper bounds for polynomial minimization on compact sets
Lucas Slot, Monique Laurent

A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization.
Joachim Dahl, Erling Andersen, D.

A Newton-bracketing method for a simple conic optimization problem
Sunyoung Kim, Masakazu Kojima, Kim-Chuan Toh

Nonlinear Optimization

A Theoretical and Empirical Comparison of Gradient Approximations in Derivative-Free Optimization
Albert S. Berahas, Liyuan Cao, Krzysztof Choromanski, Katya Scheinberg

Projections onto the canonical simplex with additional linear inequalities
LukᚠAdam, Václav Mácha

A FISTA-type accelerated gradient algorithm for solving smooth nonconvex composite optimization problems
Jiaming Liang, Renato Monteiro, Chee-Khian Sim

Hybrid methods for nonlinear least squares problems
Ladislav Luksan, Ctirad Matonoha, Jan Vlcek

Numerical solution of generalized minimax problems
Ladislav Luksan, Ctirad Matonoha, Jan Vlcek

Hybrid Stochastic Gradient Descent Algorithms forStochastic Nonconvex Optimization
Quoc Tran-Dinh, H. Nhan Pham, T. Dzung Phan, M. Lam Nguyen

An accelerated inexact proximal point method for solving nonconvex-concave min-max problems
Weiwei Kong, Renato D.C. Monteiro

Optimization Software and Modeling Systems

A Python package for multi-stage stochastic programming
Lingquan Ding, Shabbir Ahmed, Alexander Shapiro

Robust Optimization

Oracle-Based Algorithms for Binary Two-Stage Robust Optimization
Nicolas Kämmerling, Jannis Kurtz

Radius of Robust Feasibility for Mixed-Integer Problems
Frauke Liers, Lars Schewe, Johannes Thürauf

Stochastic Programming

Stochastic Lipschitz Dynamic Programming
Shabbir Ahmed, Filipe G. Cabral, Bernardo Freitas Paulo da Costa

Risk-Sensitive Variational Bayes: Formulations and Bounds
Prateek Jaiswal, Harsha Honnappa, Vinayak A. Rao

Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation
Alejandra Pena-Ordieres, James Luedtke, Andreas Waechter

Lagrangian relaxation based heuristics for a chance-constrained optimization model of a hybrid solar-battery storage system
Bismark Singh, Bernard Knueven

Acceleration of SVRG and Katyusha X by Inexact Preconditioning
Yanli Liu, Fei Feng, Wotao Yin

Risk Guarantees for End-to-End Prediction and Optimization Processes
Nam Ho-Nguyen, Fatma Kilinc-Karzan


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