Optimization Online


Optimization Online Digest — December 2019

Applications — OR and Management Sciences

Attended Home Delivery: An Optimization Approach to the Ordering Phase
Philipp Hungerländer, Anna Jellen, Maier Kerstin, Christian Truden

The Impact of Neighboring Markets on Renewable Locations, Transmission Expansion, and Generation Investment
Jonas Egerer, Veronika Grimm, Thomas Kleinert, Martin Schmidt, Gregor Zöttl

Finite State Approximations for Robust Markov Decision Processes
Kerem Ugurlu

Mathematical Programs with Multiobjective Generalized Nash Equilibrium Problems in the Constraints
L Guo

Planning Public Services under Imminent Humanitarian Crises
Okan Arslan, Gul Culhan Kumcu, Bahar Yetis Kara, Gilbert Laporte

Policy Integration and Substitution in Centralized Power Systems: Unified Model and Application
Francisco Lopez-Ramos, Stefano Nasini, Mohamed Sayed

Applications — Science and Engineering

Exploiting Partial Convexity of Pump Characteristics in Water Network Design
M. E. Pfetsch, A. Schmitt

Expensive multi-objective optimization of electromagnetic mixing in a liquid metal
Sebastian Prinz, Jana Thomann, Gabriele Eichfelder, Thomas Boeck, Jörg Schumacher

The perturbation analysis of nonconvex low-rank matrix robust recovery
Huang Jianwen, Wang Wendong, Zhang Feng

Combinatorial Optimization

Short simplex paths in lattice polytopes
Alberto Del Pia, Carla Michini

Convex and Nonsmooth Optimization

A Distributed Quasi-Newton Algorithm for Primal and Dual Regularized Empirical Risk Minimization
Ching-pei Lee, Cong Han Lim, Stephen Wright

A subspace-accelerated split Bregman method for sparse data recovery with joint l1-type regularizers
Valentina De Simone, Daniela di Serafino, Marco Viola

Active strict saddles in nonsmooth optimization
Damek Davis, Dmitriy Drusvyatskiy

The Fermat Rule for Set Optimization Problems with Lipschitzian Set-Valued Mappings
Gemayqzel Bouza, Ernest Quintana, Vu Anh Tuan

Nearly optimal first-order methods for convex optimization under gradient norm measure: An adaptive regularization approach
Masaru Ito, Mituhiro Fukuda

Global Optimization

On Tackling Reverse Convex Constraints for Non-overlapping of Circles
Akang Wang, Chrysanthos E. Gounaris

Integer Programming

Computational Aspects of Infeasibility Analysis in Mixed Integer Programming
Jakob Witzig, Timo Berthold, Stefan Heinz

Conflict-Free Learning for Mixed Integer Programming
Jakob Witzig, Timo Berthold

Implementing Automatic Benders Decomposition in a Modern MIP Solver
Pierre Bonami, Domenico Salvagnin, Andrea Tramontani

Sample Average Approximation for Stochastic Nonconvex Mixed Integer Nonlinear Programming via Outer Approximation
Can Li, David Bernal, Kevin Furman, Ignacio Grossmann

Convex Hulls for Non-Convex Mixed-Integer Quadratic Programs with Bounded Variables
Laura Galli, Adam N. Letchford

Inversion of Convection-Diffusion Equation with Discrete Sources
Meenarli Sharma, Mirko Hahn, Sven Leyffer, Lars Ruthotto, Bart van Bloemen Waanders

Outer Approximation for Global Optimization of Mixed-Integer Quadratic Bilevel Problems
Thomas Kleinert, Veronika Grimm, Martin Schmidt

Linear, Cone and Semidefinite Programming

Linear Programming using Limited-Precision Oracles
Ambros Gleixner, Daniel E. Steffy

Polynomial time guarantees for the Burer-Monteiro method
Diego Cifuentes, Ankur Moitra

Gaddum's test for symmetric cones
Michael Orlitzky

A Limiting Analysis on Regularization of Singular SDP and its Implication to Infeasible Interior-point Algorithms
Takashi Tsuchiya, Bruno F. Lourenco, Masakazu Muramatsu, Takayuki Okuno

A New Preconditioning Approach for an Interior Point-Proximal Method of Multipliers for Linear and Convex Quadratic Programming
Luca Bergamaschi, Jacek Gondzio, Ángeles Martínez, John W. Pearson, Spyridon Pougkakiotis

Facial Reduction for Symmetry Reduced Semidefinite Programs
Hao Hu, Renata Sotirov, Henry Wolkowicz

Nonlinear Optimization

Matrix generation algorithms for binary quadratically constrained quadratic problems
Enrico Bettiol, Immanuel Bomze, Lucas Létocart, Francesco Rinaldi, Emiliano Traversi

Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization
Frank E. Curtis, Daniel P. Robinson, Clément W. Royer, Stephen J. Wright

Modeling Hessian-vector products in nonlinear optimization: New Hessian-free methods
L. Song, L. N. Vicente

Active Set Complexity of the Away-step Frank-Wolfe Algorithm
I. M. Bomze, F. Rinaldi, D. Zeffiro

Robust Optimization

Distributionally Robust Facility Location Problem under Decision-dependent Stochastic Demand
Beste Basciftci, Shabbir Ahmed, Siqian Shen

Stochastic Programming

Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Decomposition Methods
Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara, François Pacaud

Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Application to Microgrid Management
Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara, François Pacaud

Distributionally Robust Stochastic Dual Dynamic Programming
Daniel Duque, David P. Morton

Stochastic Dynamic Cutting Plane for multistage stochastic convex programs
Vincent Guigues, Renato Monteiro

On Sample Average Approximation for Two-stage Stochastic Programs without Relatively Complete Recourse
Rui Chen, James Luedtke

Stochastic Dual Dynamic Programming for Multistage Stochastic Mixed-Integer Nonlinear Optimization
Shixuan Zhang, Xu Andy Sun

Quasi-Monte Carlo methods for two-stage stochastic programs: Mixed-integer models
Hernan Leoevey, Werner Roemisch

Lagrangian Dual Decision Rules for Multistage Stochastic Mixed Integer Programming
Maryam Daryalal, Merve Bodur, James R. Luedtke

Other Topics

Proximity measures based on KKT points for constrained multi-objective optimization problems
Gabriele Eichfelder, Leo Warnow

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