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Optimization Online





 

Optimization Online Digest — October 2019

Applications — OR and Management Sciences

Reformulations for integrated planning of railway traffic and network maintenance
Tomas Lidén, Hamish Waterer

Quasi-Stochastic Electricity Markets
Jacob Mays

A Fast Max Flow Algorithm
James Orlin, Xiao-Yue Gong

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

Exact Solution Approaches for Integer Linear Generalized Maximum Multiplicative Programs Through the Lens of Multi-objective Optimization
Payman Ghasemi Saghand, Hadi Charkhgard

Errata to "Polynomial Time Algorithms and Extended Formulations for Unit Commitment Problems"
Yongpei Guan, Kai Pan, Kezhuo Zhou

Applications — Science and Engineering

Nonlinear Optimization of District Heating Networks
Richard Krug, Volker Mehrmann, Martin Schmidt

Stochastic Discrete First-order Algorithm for Feature Subset Selection
Kota Kudo, Yuichi Takano, Ryo Nomura

Stochastic DC Optimal Power Flow With Reserve Saturation
Rohit Kannan, James Luedtke, Line Roald

Expert-Enhanced Machine Learning for Cardiac Arrhythmia Classification
Sebastian Sager, Felix Bernhardt, Florian Kehrle, Maximilian Merkert, Andreas Potschka, Benjamin Meder, Hugo Katus, Eberhard Scholz

Experimental operation of a solar-driven climate system with thermal energy storages using mixed-integer nonlinear MPC
Adrian Bürger, Daniel Bull, Parantapa Sawant, Markus Bohlayer, Andreas Klotz, Daniel Beschütz, Angelika Altmann-Dieses, Marco Braun, Moritz Diehl

Spectral Gap Optimization of Divergence Type Diffusion Operators
Shiba Biswal, Karthik Elamvazhuthi, Hans D Mittelmann, Spring Berman

Query Batching Optimization in Database Systems
Mehrad Eslami, Vahid Mahmoodian, Iman Dayarian, Hadi Charkhgard, Yicheng Tu

On the Cluster-aware Supervised Learning (CluSL): Frameworks, Convergent Algorithms, and Applications
Shutong Chen, Weijun Xie

Combinatorial Optimization

Branch-and-cut-and-price for the Cardinality-constrained Multi-cycle Problem in Kidney Exchange
Edward Lam, Vicky Mak-Hau

Vertex ordering with optimal number of adjacent predecessors
Jeremy Omer, Tangi Migot

A bi-level branch-and-bound algorithm for the capacitated competitive facility location problem
Vahid Mahmoodian, Hadi Charkhgard, Yu Zhang

Complementarity and Variational Inequalities

Gamma-Robust Linear Complementarity Problems with Ellipsoidal Uncertainty Sets
Vanessa Krebs, Michael Müller, Martin Schmidt

Convex and Nonsmooth Optimization

Dual-density-based reweighted $\ell_{1}$-algorithms for a class of $\ell_{0}$-minimization problems
Y ZHAO

An Oblivious Ellipsoid Algorithm for Solving a System of (In)Feasible Linear Inequalities
Jourdain Lamperski, Robert Freund, Michael Todd

Fully adaptive proximal extrapolated gradient method for monotone variational inequalities
Chang Xiaokai

Adaptive Gradient Descent without Descent
Yura Malitsky, Konstantin Mishchenko

Global Optimization

Spurious Local Minima Exist for Almost All Over-parameterized Neural Networks
Tian Ding, Dawei Li, Ruoyu Sun

Integer Programming

Template-based Minor Embedding for Adiabatic Quantum Optimization
Thiago Serra, Teng Huang, Arvind Raghunathan, David Bergman

A geometric way to build strong mixed-integer programming formulations
Joey Huchette, Juan Pablo Vielma

A Polynomial-time Algorithm with Tight Error Bounds for Single-period Unit Commitment Problem
Ruotian Gao, Shu-Cherng Fang, Cheng Lu, Wenxun Xing

Linear, Cone and Semidefinite Programming

The Outcome Range Problem
Mohsen Mohammadi, Monica Gentili

A Strictly Contractive Peaceman-Rachford Splitting Method for the Doubly Nonnegative Relaxation of the Minimum Cut Problem
Xinxin Li, Ting Kei Pong, Hao Sun, Henry Wolkowicz

Nonlinear Optimization

Dynamic Optimization with Complementarity Constraints: Regularization for Direct Shooting
Adrian Caspari, Lukas Lüken, Pascal Schäfer, Yannic Vaupel, Adel Mhamdi, Lorenz T. Biegler, Alexander Mitsos

StoMADS: Stochastic blackbox optimization using probabilistic estimates
Charles AUDET , Kwassi Joseph DZAHINI, Michael KOKKOLARAS, Sébastien Le DIGABEL

Solving Large Scale Cubic Regularization by a Generalized Eigenvalue Problem
Felix Lieder

Constraint-Preconditioned Krylov Solvers for Regularized Saddle-Point Systems
Daniela di Serafino, Dominique Orban

Proximal Method for $\ell_0-$norm based Sparse Enhanced Control Problems in Large-scale Interconnected Systems
Wah June Leong, Changzhi Wu, Kok Lay Teo, Hong Seng Sim

Genericity in linear algebra and analysis with applications to optimization
Georg Still

Inexact proximal stochastic second-order methods for nonconvex composite optimization
Xiao Wang, Hongchao Zhang

A unified convergence theory for Non monotone Direct Search Methods (DSMs) with extensions \\ to DFO with mixed and categorical variables
Ubaldo Garcia Palomares

On Mixed-Integer Optimal Control with Constrained Total Variation of the Integer Control
Sebastian Sager, Clemens Zeile

Optimality conditions for nonlinear second-order cone programming and symmetric cone programming
Roberto Andreani, Ellen H. Fukuda, Gabriel Haeser, Daiana O. Santos, Leonardo D. Secchin

Adaptive Sampling Quasi-Newton Methods for Derivative-Free Stochastic Optimization
Raghu Bollapragada, Stefan M. Wild

Robust Optimization

Tree Bounds for Sums of Bernoulli Random Variables: A Linear Optimization Approach
Divya Padmanabhan, Karthik Natarajan

Duality in Adaptive Robust Linear Optimization
Jianzhe Zhen, Frans de Ruiter

A note on the nonexistence of oracle-polynomial algorithms for robust combinatorial optimization
Christoph Buchheim

Stochastic Programming

Optimal Crashing of an Activity Network with Disruptions
Haoxiang Yang, David Morton

Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens
Fatma Kılınç-Karzan, Simge Küçükyavuz, Dabeen Lee

Improving sample average approximation using distributional robustness
E.J. Anderson, A.B. Philpott

Admissibility of solution estimators for stochastic optimization
Amitabh Basu, Tu Nguyen, Ao Sun

Stochastic Optimization Models of Insurance Mathematics
Yuri M. Ermoliev, Vladimir I. Norkin, Bogdan V. Norkin

A Data-Driven Approach for a Class of Stochastic Dynamic Optimization Problems
Thuener Silva, Davi Valladão, Tito Homem-de-Mello

Calculating Optimistic Likelihoods Using (Geodesically) Convex Optimization
Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh , Man-Chung Yue, Daniel Kuhn, Wolfram Wiesemann

Optimistic Distributionally Robust Optimization for Nonparametric Likelihood Approximation
Viet Anh Nguyen, Shafieezadeh-Abadeh Soroosh, Man-Chung Yue, Daniel Kuhn, Wolfram Wiesemann

Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty
Junyi Liu, Guangyu Li, Suvrajeet Sen

Other Topics

BiLQ: An Iterative Method for Nonsymmetric Linear Systems with a Quasi-Minimum Error Property
Alexis Montoison, Dominique Orban


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