

Optimization Online Digest — October 2019
Applications — OR and Management Sciences
Reformulations for integrated planning of railway traffic and network maintenance
Tomas Lidén, Hamish Waterer
QuasiStochastic Electricity Markets
Jacob Mays
A Fast Max Flow Algorithm
James Orlin, XiaoYue Gong
MultiVariable Branching: A Case Study with 01 Knapsack Problems
Yu Yang, Natashia Boland, Martin Savelsbergh
Exact Solution Approaches for Integer Linear Generalized Maximum Multiplicative Programs Through the Lens of Multiobjective 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 Firstorder 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
ExpertEnhanced 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 solardriven climate system with thermal energy storages using mixedinteger nonlinear MPC
Adrian Bürger, Daniel Bull, Parantapa Sawant, Markus Bohlayer, Andreas Klotz, Daniel Beschütz, Angelika AltmannDieses, 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 Clusteraware Supervised Learning (CluSL): Frameworks, Convergent Algorithms, and Applications
Shutong Chen, Weijun Xie
Combinatorial Optimization
Branchandcutandprice for the Cardinalityconstrained Multicycle Problem in Kidney Exchange
Edward Lam, Vicky MakHau
Vertex ordering with optimal number of adjacent predecessors
Jeremy Omer, Tangi Migot
A bilevel branchandbound algorithm for the capacitated competitive facility location problem
Vahid Mahmoodian, Hadi Charkhgard, Yu Zhang
Complementarity and Variational Inequalities
GammaRobust Linear Complementarity Problems with Ellipsoidal Uncertainty Sets
Vanessa Krebs, Michael Müller, Martin Schmidt
Convex and Nonsmooth Optimization
Dualdensitybased 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 Overparameterized Neural Networks
Tian Ding, Dawei Li, Ruoyu Sun
Integer Programming
Templatebased Minor Embedding for Adiabatic Quantum Optimization
Thiago Serra, Teng Huang, Arvind Raghunathan, David Bergman
A geometric way to build strong mixedinteger programming formulations
Joey Huchette, Juan Pablo Vielma
A Polynomialtime Algorithm with Tight Error Bounds for Singleperiod Unit Commitment Problem
Ruotian Gao, ShuCherng Fang, Cheng Lu, Wenxun Xing
Linear, Cone and Semidefinite Programming
The Outcome Range Problem
Mohsen Mohammadi, Monica Gentili
A Strictly Contractive PeacemanRachford 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
ConstraintPreconditioned Krylov Solvers for Regularized SaddlePoint Systems
Daniela di Serafino, Dominique Orban
Proximal Method for $\ell_0$norm based Sparse Enhanced Control Problems in Largescale 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 secondorder 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 MixedInteger Optimal Control with Constrained Total Variation of the Integer Control
Sebastian Sager, Clemens Zeile
Optimality conditions for nonlinear secondorder cone programming and symmetric cone programming
Roberto Andreani, Ellen H. Fukuda, Gabriel Haeser, Daiana O. Santos, Leonardo D. Secchin
Adaptive Sampling QuasiNewton Methods for DerivativeFree 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 oraclepolynomial algorithms for robust combinatorial optimization
Christoph Buchheim
Stochastic Programming
Optimal Crashing of an Activity Network with Disruptions
Haoxiang Yang, David Morton
Joint chanceconstrained programs and the intersection of mixing sets through a submodularity lens
Fatma KılınçKarzan, 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 DataDriven Approach for a Class of Stochastic Dynamic Optimization Problems
Thuener Silva, Davi Valladão, Tito HomemdeMello
Calculating Optimistic Likelihoods Using (Geodesically) Convex Optimization
Viet Anh Nguyen, Soroosh ShafieezadehAbadeh , ManChung Yue, Daniel Kuhn, Wolfram Wiesemann
Optimistic Distributionally Robust Optimization for Nonparametric Likelihood Approximation
Viet Anh Nguyen, ShafieezadehAbadeh Soroosh, ManChung 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 QuasiMinimum Error Property
Alexis Montoison, Dominique Orban
