Optimization Online Digest — November 2020

Applications — OR and Management Sciences

JuDGE.jl: a Julia package for optimizing capacity expansion
Anthony Downward, Regan Baucke, Andrew B. Philpott

Discrete Multi-Capacitated Lot-Sizing Problems without and with Backlogging and Multiple Items
Kartik Kulkarni, Manish Bansal

The Dynamic Freight Routing Problem for Less-than-Truckload Carriers
Ahmad Baubaid, Natashia Boland, Martin Savelsbergh

Tactical Stochastic Inventory Routing
Danja R Sonntag, Albert H. Schrotenboer, Gudrun P Kiesmuller

An Exact Method for Assortment Optimization under the Nested Logit Model
Laurent Alfandari, Alborz Hassanzadeh, Ivana Ljubic

Exact Methods for the Traveling Salesman Problem with Multiple Drones
Sara Cavani, Manuel Iori, Roberto Roberti

A study of the relation between the single-row and the double-row facility layout problem
Mirko Dahlbeck, Anja Fischer, Philipp Hungerländer

Finding the Sequence of Largest Small n-Polygons by Numerical Optimization
János D. Pintér, Frank J. Kampas, Ignacio Castillo

Cost-Sharing Mechanism Design for Ride-Sharing
Shichun Hu, Maged M. Dessouky, Nelson A. Uhan, Phebe Vayanos

A Polyhedral Study for the Cubic Formulation of the Unconstrained Traveling Tournament Problem
Marije Siemann, Matthias Walter

Using simple integer programs to assess capacity requirements and demand management strategies in meal delivery
Ramon Auad, Alan Erera, Martin Savelsbergh

A Distributionally-Robust Service Center Location Problem with Decision Dependent Demand Induced from a Maximum Attraction Principle
Fengqiao Fengqiao Luo

Applications — Science and Engineering

Sparse Poisson regression via mixed-integer optimization
Hiroki Saishu, Kota Kudo, Yuichi Takano

Decentralized Failure-Tolerant Optimization of Electric Vehicle Charging
Ignacio Aravena, Steve Chaping, Colin Ponce

Affine Decision Rule Approximation to Immunize against Demand Response Uncertainty in Smart Grids’ Capacity Planning
Sajad Aliakbari-Sani, Olivier Bahn, Erick Delage

Combinatorial Optimization

A modern POPMUSIC matheuristic for the capacitated vehicle routing problem
Eduardo Queiroga, Ruslan Sadykov, Eduardo Uchoa

The Price of Anarchy in Series-Parallel Network Congestion Games
Bainian Hao, Carla Michini

Implications, conflicts, and reductions for Steiner trees
Daniel Reheldt, Thorsten Koch

On Recognizing Staircase Compatibility
Andreas Bärmann, Patrick Gemander, Alexander Martin, Maximilian Merkert

Convex and Nonsmooth Optimization

EFIX: Exact Fixed Point Methods for Distributed Optimization
Dušan Jakovetić, Nataša Krejić, Nataša Krklec Jerinkić

BFGS Method for Minimizing Nonsmooth Convex Functions with Variable Accuracy
Nataša Krejić , Nataša Krklec Jerinkić, Tijana Ostojić

Global Optimization

A Reformulation-Linearization Technique for Optimization over Simplices
Aras Selvi, Dick den Hertog, Wolfram Wiesemann

Linearization of McCormick Relaxations and Hybridization with the Auxiliary Variable Method
Jaromił Najman, Dominik Bongartz, Alexander Mitsos

The Moment-SOS hierarchy and the Christoffel-Darboux kernel
Jean B. Lasserre

Integer Programming

On the Complexity of Inverse Mixed Integer Linear Optimization
A Bulut, Ted Ralphs

Mixed-Integer Reformulations of Resource-Constrained Two-Stage Assignment Problems
Lena Hupp, Manu Kapolke, Frauke Liers, Alexander Martin, Robert Weismantel

Face Dimensions of General-Purpose Cutting Planes for Mixed-Integer Linear Programs
Matthias Walter

Multi-cover Inequalities for Totally-Ordered Multiple Knapsack Sets
Alberto Del Pia, Jeff Linderoth, Haoran Zhu

Compact mixed-integer programming relaxations in quadratic optimization
Ben Beach, Robert Hildebrand, Joey Huchette

An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problem
Carina Moreira Costa, Dennis Kreber, Martin Schmidt

Generating Optimal Continuous Piecewise Linear Regression with Outliers through Combinatorial Benders Decomposition
John Warwicker, Steffen Rebennack

Linear, Cone and Semidefinite Programming

Graph Recovery From Incomplete Moment Information
Didier Henrion, Jean Bernard Lasserre

A Geometric View of SDP Exactness in QCQPs and its Applications
Alex L. Wang, Fatma Kilinc-Karzan

Simple Iterative Methods for Linear Optimization over Convex Sets
Daniel Dadush, Christopher Hojny, Sophie Huiberts, Stefan Weltge

Amenable cones are particularly nice
Bruno F. Lourenço, Vera Roshchina, James Saunderson

Safely Learning Dynamical Systems from Short Trajectories
Amir Ali Ahmadi, Abraar Chaudhry, Vikas Sindhwani, Stephen Tu

User manual of NewtBracket: “A Newton-Bracketing method for a simple conic optimization problem” with applications to QOPs in binary variables
Sunyoung Kim, Masakazu Kojima, Kim-Chuan Toh

Nonlinear Optimization

Strong Evaluation Complexity of An Inexact Trust-Region Algorithm for Arbitrary-Order Unconstrained Nonconvex Optimization
Coralia Cartis, Nick Gould, Philippe L. Toint

LMBOPT -- a limited memory method for bound-constrained optimization
Morteza Kimiaei, Arnold Neumaier, Behzad Azmi

Exterior-point Operator Splitting for Nonconvex Learning
Shuvomoy Das Gupta, Bartolomeo Stellato, Bart P.G. Van Parys

Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates
Kwassi Joseph Dzahini, Michael Kokkolaras, Sébastien Le Digabel

Complexity, Exactness, and Rationality in Polynomial Optimization
Daniel Bienstock, Alberto Del Pia, Robert Hildebrand

Homogeneous polynomials and spurious local minima on the unit sphere
Jean B. Lasserre

Time-Domain Decomposition for Optimal Control Problems Governed by Semilinear Hyperbolic Systems
Richard Krug, Günter Leugering, Alexander Martin, Martin Schmidt, Dieter Weninger

Multipliers Correction Methods for Optimization Problems over the Stiefel Manifold
Lei Wang, Bin Gao, Xin Liu

Robust Optimization

Residuals-based distributionally robust optimization with covariate information
Rohit Kannan, Guzin Bayraksan, James Luedtke

Stochastic Programming

A Parallel Hub-and-Spoke System for Large-Scale Scenario-Based Optimization Under Uncertainty
Bernard Knueven, David Mildebrath, Christopher Muir, John Siirola, Jean-Paul Watson, David Woodruff

Stochastic Decomposition Method for Two-Stage Distributionally Robust Optimization
Harsha Gangammanavar, Manish Bansal

An equivalent mathematical program for games with random constraints
Vikas Vikram SINGH, Abdel Lisser, Monika Arora

A Primal-Dual Algorithm for Risk Minimization
Drew Kouri, Thomas Surowiec

Approximating the Lagrangian Dual of a Stochastic Integer Program via Fenchel Cuts
Rui Chen, James Luedtke

Contextual Chance-Constrained Programming
Hamed Rahimian, Bernardo Pagnoncelli

Optimization under rare chance constraints
Shanyin Tong, Anirudh Subramanyam, Vishwas Rao

Other Topics

Valid Inequalities for Mixed Integer Bilevel Linear Optimization Problems
S. Tahernejad, T.K. Ralphs