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Optimization Online





 

Optimization Online Digest — January 2020

Applications — OR and Management Sciences

Risk-Neutral and Risk-Averse Transmission Switching for Load Shed Recovery
Yingqiu Zhang, Manish Bansal, Adolfo Escobedo

Dynamic programming for the time-dependent traveling salesman problem with time windows
Gonnzalo Lera-Romero, Juan Jose Miranda-Bront, Francisco J. Soulignac

On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty
Laureano F. Escudero, Juan F. Monge, Antonio M. Rodríguez-Chía

Substitution-based Equipment Balancing in Service Networks with Multiple Equipment Types
Yu Yang, Yassine Ridouane, Natashia Boland, Alan Erera, Martin Savelsbergh

Near Real-Time Loadplan Adjustments for Less-than-Truckload Carriers
Yassine Ridouane, Ian Herszterg, Natashia Boland, Alan Erera, Martin Savelsbergh

Estimation of Marginal Cost to Serve Individual Customers
Akang Wang, Jeffrey E. Arbogast, Gildas Bonnier, Zachary Wilson, Chrysanthos E. Gounaris

Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures
Saeed Marzban, Erick Delage, Jonathan Y. Li

Optimal Control with Distorted Probability Distributions
Kerem Ugurlu

Imposing contiguity constraints in political districting models
Hamidreza Validi, Austin Buchanan, Eugene Lykhovyd

On the algebraic structure of the copositive cone
Roland Hildebrand

Applications — Science and Engineering

Lossless Compression of Deep Neural Networks
Thiago Serra, Abhinav Kumar, Srikumar Ramalingam

Best Principal Submatrix Selection for the Maximum Entropy Sampling Problem: Scalable Algorithms and Performance Guarantees
Yongchun Li, Weijun Xie

A Mixed-Integer PDE-Constrained Optimization Formulation for Electromagnetic Cloaking
Ryan Vogt, Sven Leyffer, Todd Munson

Autonomous traffic at intersections: an optimization-based analysis of possible time, energy, and CO2 savings
Do Duc Le, Maximilian Merkert, Stephan Sorgatz, Mirko Hahn, Sebastian Sager

Combinatorial Optimization

A Branch-and-Price Algorithm for the Minimum Sum Coloring Problem
Diego Delle Donne, Fabio Furini, Enrico Malaguti , Wolfler Calvo Roberto

Complementarity and Variational Inequalities

Equilibrium selection for multi-portfolio optimization
Lorenzo Lampariello, Christoph Neumann, Jacopo Maria Ricci, Simone Sagratella, Oliver Stein

Dimension in Polynomial Variational Inequalities
Vu Trung Hieu

Convex and Nonsmooth Optimization

Convergence analysis of an accelerated stochastic ADMM with larger stepsizes
Jianchao Bai

Sparse Regularization via Bidualization
Amir Beck, Yehonathan Refael

A Regularized Smoothing Method for Fully Parameterized Convex Problems with Applications to Convex and Nonconvex Two-Stage Stochastic Programming
Pedro Borges, Claudia Sagastizábal, Mikhail Solodov

On the acceleration of the Barzilai-Borwein method
Yakui Huang, Yu-Hong Dai, Xin-Wei Liu, Hongchao Zhang

A class of parallel splitting method inspired by pseudo search direction for separable convex programming
Shengjie Xu

Proximal splitting algorithms: Relax them all!
Laurent Condat, Daichi Kitahara, Andres Contreras, Akira Hirabayashi

Primal Space Necessary Characterizations of Transversality Properties
Nguyen Duy Cuong, Alexander Y. Kruger

Global Optimization

A dimensionality reduction technique for unconstrained global optimization of functions with low effective dimensionality
Coralia Cartis, Adilet Otemissov

A new discrete filled function with generic local searches for global nonlinear integer optimization
J Di Mauro, HD Scolnik

Global Solution of the Clustering Problem via Graph Theoretical Approach
Tomas Bajbar, Peter Kirst, Mario Merkel

Integer Programming

Achieving Consistency with Cutting Planes
Danial Davarnia, Atefeh Rajabalizadeh, John Hooker

On the convexification of constrained quadratic optimization problems with indicator variables
Linchuan Wei, Andres Gomez, Simge Kucukyavuz

Benders decomposition for competitive influence maximization in (social) networks
Michael Kahr, Markus Leitner, Mario Ruthmair, Markus Sinnl

A Finitely Convergent Disjunctive Cutting Plane Algorithm for Bilinear Programming
Hamed Rahimian, Sanjay Mehrotra

Sequential Convexification of a Bilinear Set
Hamed Rahimian, Sanjay Mehrotra

Integer packing sets form a well-quasi-ordering
Alberto Del Pia, Jeff Linderoth, Haoran Zhu

Linear, Cone and Semidefinite Programming

Exact semidefinite programming bounds for packing problems
Maria Dostert, David de Laat, Philippe Moustrou

Centering ADMM for the Semidefinite Relaxation of the QAP
Shin-ichi Kanoh, Akiko Yoshise

The maximum $k$-colorable subgraph problem and related problems
Olga Kuryatnikova, Renata Sotirov, Juan Vera

Network Optimization

Computing Technical Capacities in the European Entry-Exit Gas Market is NP-Hard
Lars Schewe, Martin Schmidt, Johannes Thürauf

Nonlinear Optimization

Global and local information in structured derivative free optimization with BFO
Margherita Porcelli, Philippe L. Toint

Nonconvex Constrained Optimization by a Filtering Branch and Bound
Gabriele Eichfelder, Kathrin Klamroth, Julia Niebling

Weakly Homogeneous Optimization Problems
Vu Trung Hieu

Binary Optimal Control by Trust-Region Steepest Descent
Mirko Hahn, Sven Leyffer, Sebastian Sager

Strong Evaluation Complexity Bounds for Arbitrary-Order Optimization of Nonconvex Nonsmooth Composite Functions
Coralai Cartis, Nick I. M. Gould, Philippe L. Toint

A primal-dual modified log-barrier method for inequality constrained nonlinear optimization
Joshua Griffin, Riadh Omheni

Compact Representations of Structured BFGS Matrices
Johannes Brust, Sven Leyffer, Cosmin Petra

Robust Optimization

Data-Driven Two-Stage Conic Optimization with Rare High-Impact Zero-One Uncertainties
Anirudh Subramanyam, Mohamed El Tonbari, Kibaek Kim

Robust location-transportation problems with integral demand
Ahmadreza Marandi, Geert-Jan van Houtum

Gamma-Robust Electricity Market Equilibrium Models with Transmission and Generation Investments
Emre Çelebi, Vanessa Krebs, Martin Schmidt

Stochastic Programming

Games with distributionally robust joint chance constraints
Shen Peng, Abdel Lisser, Vikas Vikram Singh

Distributionally Robust Optimization under Decision-Dependent Ambiguity Set with an Application to Machine Scheduling
Nilay Noyan, Gabor Rudolf, Miguel Lejeune

Other Topics

Policy-based branch-and-bound for infinite-horizon Multi-model Markov decision processes
Vinayak Ahluwalia, Lauren Steimle, Brian Denton

Multiobjective Optimization Under Uncertainty: A Multiobjective Robust (Relative) Regret Approach
Patrick Groetzner, Ralf Werner


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