Optimization Online


Optimization Online Digest — November 2019

Applications — OR and Management Sciences

Exact Methods for the Traveling Salesman Problem with Drone
Roberto Roberti, Mario Ruthmair

Minimizing Airplane Boarding Time
Felix J.L. Willamowski, Andreas M. Tillmann

Supermodularity in Two-Stage Distributionally Robust Optimization
Daniel Zhuoyu Long, Jin Qi, Aiqi Zhang

Dynamic Portfolio Selection with Linear Control Policies for Coherent Risk Minimization
Yuichi Takano, Jun-ya Gotoh

The Convex Hull Heuristic for Nonlinear 0-1 Programming Problems with Linear Constraints
Monique Guignard, Aykut Ahlatcioglu

Compact Formulations for Split Delivery Routing Problems
Pedro Munari, Martin Savelsbergh

Applications — Science and Engineering

Optimization and Validation of Pumping System Design and Operation for Water Supply in High-Rise Buildings
Tim M. Müller, Philipp Leise, Imke-Sophie Lorenz, Lena C. Altherr, Peter F. Pelz

Transmission Switching under Uncertain Wind using Linear Decision Rules
Yuqi Zhou, Hao Zhu, Grani Hanasusanto

Optimal time-and-level-of-use price setting for an energy retailer
Miguel F. Anjos, Luce Brotcorne, Juan A. Gomez-Herrera

Combinatorial Optimization

Multi-objective Optimization Based Algorithms for Solving Mixed Integer Linear Minimum Multiplicative Programs
Vahid Mahmoodian, Hadi Charkhgard, Yu Zhang

Convex and Nonsmooth Optimization

Understanding Limitation of Two Symmetrized Orders by Worst-case Complexity
Peijun Xiao, Zhisheng Xiao, Ruoyu Sun

Superiorization vs. Accelerated Convex Optimization: The Superiorized/Regularized Least-Squares Case
Yair Censor, Stefania Petra, Christoph Schnörr

An inexact augmented Lagrangian method for nonsmooth optimization on Riemannian manifold
Deng Kangkang, Peng Zheng

Deriving Solution Value Bounds from the ADMM
Jonathan Eckstein

A reversible primal-dual hybrid gradient method for saddle point problems
Shengjie Xu

Data-compatible solutions of constrained convex optimization
Yair Censor, Maroun Zaknoon, Alexander J. Zaslavski

Dynamic string-averaging CQ-methods for the split feasibility problem with percentage violation constraints arising in radiation therapy treatment planning
Mark Brooke, Yair Censor, Aviv Gibali

Integer Programming

Persistency of Linear Programming Formulations for the Stable Set Problem
Elisabeth Rodrı́guez-Heck, Karl Stickler, Matthias Walter, Stefan Weltge

Polynomial Size IP Formulations of Knapsack May Require Exponentially Large Coefficients
Christopher Hojny

A Solution Framework for Linear PDE-Constrained Mixed-Integer Problems
Fabian Gnegel, Armin Fügenschuh, Michael Hagel, Sven Leyffer, Marcus Stiemer

Integrality of Linearizations of Polynomials over Binary Variables using Additional Monomials
Christopher Hojny, Marc E. Pfetsch, Matthias Walter

Outlier detection in time series via mixed-integer conic quadratic optimization
Andres Gomez

On the complexity of binary polynomial optimization over acyclic hypergraphs
Alberto Del Pia, Silvia Di Gregorio

On Generalized Surrogate Duality in Mixed-Integer Nonlinear Programming
Benjamin Müller, Gonzalo Muñoz, Maxime Gasse, Ambros Gleixner, Andrea Lodi, Felipe Serrano

Linear, Cone and Semidefinite Programming

Exploiting Aggregate Sparsity in Second Order Cone Relaxations for Quadratic Constrained Quadratic Programming Problems
Heejune Sheen, Makoto Yamashita

On the tightness of SDP relaxations of QCQPs
Alex L. Wang, Fatma Kilinc-Karzan

The extreme rays of the $6\times6$ copositive cone
Andrei Afonin, Roland Hildebrand, Peter J.C. Dickinson

Rational Polyhedral Outer-Approximations of the Second-Order Cone
Burak Kocuk

Network Optimization

Deciding Feasibility of a Booking in the European Gas Market on a Cycle is in P
Martine Labbé, Fränk Plein, Martin Schmidt, Johannes Thürauf

Nonlinear Optimization

Online matrix factorization for Markovian data and applications to Network Dictionary Learning
Hanbaek Lyu, Deanna Needell, Laura Balzano

A Generalized Worst-Case Complexity Analysis for Non-Monotone Line Searches
Geovani Grapiglia, Ekkehard Sachs

Randomized Sketching Algorithms for Low Memory Dynamic Optimization
Ramchandran Muthukumar, Drew Kouri, Madeleine Udell

Optimization of noisy blackboxes with adaptive precision
Stéphane Alarie, Charles Audet, Pierre-Yves Bouchet, Sébastien Le Digabel

Optimality Conditions for Set Optimization using a Directional Derivative based on Generalized Steiner Sets
Robert Baier, Gabriele Eichfelder, Tobias Gerlach

A Fully Stochastic Second-Order Trust Region Method
Frank E. Curtis, Rui Shi

On Constraint Qualifications for Second-Order Optimality Conditions Depending on a Single Lagrange Multiplier.
Alberto Ramos , Gabriel Haeser

A robust method based on LOVO functions for solving least squares problems
E. V. Castelani, R. Lopes, W. V. I. Shirabayashi, F. N. C. Sobral

Optimization Software and Modeling Systems

A Framework for Mathematical Optimization in Microservice Architectures
Stefan Guericke, Andrea Cassioli

Robust Optimization

The Dao of Robustness
Zhuoyu Long, Melvyn Sim, Minglong Zhou

Convergence Analysis and a DC Approximation Method for Data-driven Mathematical Programs with Distributionally Robust Chance Constraints
Sun Hailin, Zhang Dali, Chen Yannan

Multistage robust convex optimization problems: A sampling based approach
Francesca Maggioni, Fabrizio Dabbene, Georg Ch. Pflug

Stochastic Programming

Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization
Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Daniel Kuhn, Peyman Mohajerin Esfahani

Duality and sensitivity analysis of multistage linear stochastic programs
Vincent Guigues, Alexander Shapiro, Yi Cheng

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