

Optimization Online Digest — September 2019
Applications — OR and Management Sciences
A Computationally Efficient Algorithm for Computing Convex Hull Prices
Bernard Knueven, James Ostrowski, Anya Castillo, JeanPaul Watson
Exact approaches to the robust vehicle routing problem with time windows and multiple deliverymen
Jonathan De La Vega, Pedro Munari, Reinaldo Morabito
Nurse Staffing under Absenteeism: A Distributionally Robust Optimization Approach
Minseok Ryu, Ruiwei Jiang
Applications — Science and Engineering
An algorithm for optimization with disjoint linear constraints and its application for predicting rain
Tijana Janjic, Yvonne Ruckstuhl, Philippe L. Toint
Distance geometry and data science
Leo Liberti
Operations Planning Experiments for Power Systems with High Renewable Resources
Semih Atakan, Harsha Gangammanavar, Suvrajeet Sen
Combinatorial Optimization
BranchandCutandPrice for MultiAgent Pathfinding
Edward Lam, Pierre Le Bodic, Daniel Harabor, Peter J. Stuckey
On Integer and Bilevel Formulations for the kVertex Cut Problem
Fabio Furini, Ivana Ljubic, Enrico Malaguti, Paolo Paronuzzi
Casting light on the hidden bilevel combinatorial structure of the kVertex Separator problem
Fabio Furini, Ivana Ljubic, Enrico Malaguti, Paolo Paronuzzi
Convex and Nonsmooth Optimization
Generalized Gradients in Problems of Dynamic Optimization, Optimal Control, and Machine Learning
Vladimir Norkin
On Sum of Squares Representation of Convex Forms and Generalized CauchySchwarz Inequalities
Bachir EL KHADIR
A sparse semismooth Newton based augmented Lagrangian method for largescale support vector machines
Dunbiao Niu, Chengjing Wang, Peipei Tang, Qingsong Wang, Enbin Song
Integer Programming
Tworow and twocolumn mixedinteger presolve using hashbased pairing methods
Weikun Chen, Patrick Gemander, Ambros Gleixner, Leona Gottwald, Alexander Martin, Dieter Weninger
Tight compact extended relaxations for nonconvex quadratic programming problems with box constraints
Sven de Vries, Bernd Perscheid
Decentralized Online Integer Programming Problems with a Coupling Cardinality Constraint
Ezgi Karabulut, Shabbir Ahmed, George L. Nemhauser
An improved extended formulation for the odd cycle inequalities of the stable set polytope
Sven de Vries, Bernd Perscheid
Implementing the branchandcut approach for a general purpose Benders' decomposition framework
Stephen J Maher
Assessing the Effectiveness of (Parallel) Branchandbound Algorithms
Stephen J Maher, Ted K Ralphs, Yuji Shinano
Integer linear programming formulations for the minimum connectivity inference problem and model reduction principles
Muhammad Abid Dar, Andreas Fischer, John Martinovic, Guntram Scheithauer
Linear, Cone and Semidefinite Programming
A relaxed interior point method for lowrank semidefinite programming problems
Stefania Bellavia, Jacek Gondzio, Margherita Porcelli
On Polyhedral and SecondOrderCone Decompositions of Semidefinite Optimization Problems
Dimitris Bertsimas, Ryan CoryWright
Nonlinear Optimization
DerivativeFree Superiorization: Principle and Algorithm
Yair Censor, Edgar Garduño, Elias S. Helou, Gabor T. Herman
Simultaneous iterative solutions for the trustregion and minimum eigenvalue subproblem
Ioannis Akrotirianakis, Melanie Gratton, Joshua Griffin, Seyedalireza Yektamaram , Wenwen Zhou
An Average Curvature Accelerated Composite Gradient Method for Nonconvex Smooth Composite Optimization Problems
Jiaming Liang, Renato D.C. Monteiro
MixedInteger Optimal Control under Minimum Dwell Time Constraints
Clemens Zeile, Nicolò Robuschi, Sebastian Sager
On the Convergence to Stationary Points of Deterministic and Randomized Feasible Descent Directions Methods
Amir Beck, Nadav Hallak
Finding SecondOrder Stationary Points in Constrained Minimization: A Feasible Direction Approach
Nadav Hallak, Marc Teboulle
Worstcase complexity bounds of directional directsearch methods for multiobjective derivativefree optimization
A. L. Cust\'{o}dio, Y. Diouane, R. Garmanjani, E. Riccietti
Substantiation of the Backpropagation Technique via the HamiltonPontryagin Formalism for Training Nonconvex Nonsmooth Neural Networks
Vladimir I. Norkin
An Infeasible Interiorpoint Arcsearch Algorithm for Nonlinear Constrained Optimization
Einosuke Iida, Yaguang Yang, Makoto Yamashita
An analysis of the superiorization method via the principle of concentration of measure
Yair Censor, Eliahu Levy
Continuous selections of solutions for locally Lipschitzian equations
A.V. Arutyunov, A.F. Izmailov, S.E. Zhukovskiy
Robust Optimization
Robust Optimal Aiming Strategies in Concentrated Solar Tower Power Plants
Sascha Kuhnke, Pascal Richter, Fynn Kepp, Jeff Cumpston, Christina Büsing
Robust Optimization with DecisionDependent Information Discovery
Phebe Vayanos, Angelos Georghiou, Han Yu
Probabilistic guarantees in Robust Optimization
Dimitris Bertsimas, Dick den Hertog, Jean Pauphilet
Stochastic Programming
Penalized stochastic gradient methods for stochastic convex optimization with expectation constraints
Xiantao Xiao
Stationary Multistage Programs
Alexander Shapiro, Lingquan Ding
RiskAverse Optimal Control
Alois Pichler, Ruben Schlottter
Stochastic generalized gradient methods for training nonconvex nonsmooth neural networks
Vladimir I. Norkin
Stochastic Dynamic Linear Programming: A Sequential Samplingbased Multistage Stochastic Programming Algorithm
Harsha Gangammanavar, Suvrajeet Sen
Other Topics
Objective Selection for Cancer Treatment: An Inverse Optimization Approach
Temitayo Ajayi, Taewoo Lee, Andrew Schaefer
