Optimization Online Digest — January 2021

Applications — OR and Management Sciences

Model-Free Assortment Pricing with Transaction Data
Ningyuan Chen, Andre Cire, Ming Hu, Saman Lagzi

Solving Multiplicative Programs by Binary-encoding the Multiplication Operation
Payman Ghasemi Saghand, Fabian Rigterink, Vahid Mahmoodian, Hadi Charkhgard

Multi-period Workload Balancing in Last-Mile Urban Delivery
Yang Wang, Lei Zhao, Martin Savelsbergh, Shengnan Wu

Scheduling the Brazilian OR Conference
Rubens Correia, Anand Subramanian, Teobaldo Bulhões, Puca Huachi V. Penna

Copositive Duality for Discrete Markets and Games
Cheng Guo, Merve Bodur, Joshua Taylor

Vessel Deployment with Limited Information: A Robust Chance Constrained Model
Yue Zhao, Zhi Chen, Andrew Lim, Zhenzhen Zhang

Multi-market Portfolio Optimization with Conditional Value at Risk
Stefano Nasini, Martine Labbé, Luce Brotcorne

Robust and Distributionally Robust Optimization Models for Support Vector Machine with Application to Breast Cancer and Heart Disease Recognition
Daniel Faccini, Francesca Maggioni, Florian A. Potra

An Axiomatic Distance Methodology for Aggregating Multimodal Evaluations
Adolfo Escobedo, Erick Moreno-Centeno, Romena Yasmin

Solving Challenging Large Scale QAPs
Koichi Fujii, Naoki Ito, Sunyoung Kim, Masakazu Kojima, Yuji Shinano, Kim-Chuan Toh

A data-driven, variable-speed model for the train timetable rescheduling problem
Edwin Reynolds, Stephen J Maher

Determining the optimal piecewise constant approximation for the Nonhomogeneous Poisson Process rate of Emergency Department patient arrivals
Alberto De Santis, Tommaso Giovannelli, Stefano Lucidi, Mauro Messedaglia, Massimo Roma

On the Structure of Decision Diagram-Representable Mixed Integer Programs with Application to Unit Commitment
Hosseinali Salemi, Danial Davarnia

Bilevel Optimization Approaches to Decide the Feasibility of Bookings in the European Gas Market
Fränk Plein, Johannes Thürauf, Martine Labbé, Martin Schmidt

An Efficient Adaptable Exact Solution Framework for the Capacitated Multi-Trip Vehicle Routing Problem with Time Windows and Its Variants
Yu Yang

Applications — Science and Engineering

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

Random-Sampling Monte-Carlo Tree Search Methods for Cost Approximation in Long-Horizon Optimal Control
Shankarachary Ragi, Hans D Mittelmann

Fairness over Time in Dynamic Resource Allocation with an Application in Healthcare
Andrea Lodi, Philippe Olivier, Gilles Pesant, Sriram Sankaranarayanan

Estimating Causal Effects with Optimization-Based Methods: A Review and Empirical Comparison
Martin Cousineau, Vedat Verter, Susan A. Murphy, Joelle Pineau

Combinatorial Optimization

Graph Coloring with Decision Diagrams
W.-J. van Hoeve

Local search and swapping strategies. Challenging the greedy outcome for the maximization of a polymatroid subject to a cardinality constraint
Mirco Soffritti

Set characterizations and convex extensions for geometric convex-hull proofs
Andreas Bärmann, Oskar Schneider

Convex and Nonsmooth Optimization

An $O(s^r)$-Resolution ODE Framework for Understanding Discrete-Time Algorithms and Applications to the Linear Convergence of Minimax Problems
Haihao Lu

The structure of conservative gradient fields
Adrian Lewis, Tonghua Tian

On convexity and quasiconvexity of extremal value functions in set optimization
Tobias Gerlach, Stefan Rocktäschel

On Solving Elliptic Obstacle Problems by Compact Abs-Linearization
Olga Weiß, Monika Weymuth

Global Optimization

TREGO: a Trust-Region Framework for Efficient Global Optimization
Y. Diouane, V. Picheny, R. Le Riche, A. Scotto Di Perrotolo

Infinite Dimensional Optimization

Optimization with learning-informed differential equation constraints and its applications
Guozhi Dong, Michael Hintermueller, Kostas Papafitsoros

Integer Programming

Efficient Presolving Methods for Influence Maximization Problem in Social Networks
Sheng-Jie Chen, Wei-Kun Chen, Yu-Hong Dai, Jian-Hua Yuan, Hou-Shan Zhang

Worst-case analysis of clique MIPs
Mohammad Javad Naderi, Austin Buchanan, Jose L. Walteros

Strong Optimal Classification Trees
Sina Aghaei, Andrés Gómez, Phebe Vayanos

A Computational Status Update for Exact Rational Mixed Integer Programming
Leon Eifler, Ambros Gleixner

Linear, Cone and Semidefinite Programming

Projection onto the exponential cone: a univariate root-finding problem
Henrik A. Friberg

Moment-SOS hierarchy and exit time of stochastic processes
Didier Henrion, Mauricio Junca, Mauricio Velasco

Nonlinear Optimization

Exponential Decay of Sensitivity in Graph-Structured Nonlinear Programs
Sungho Shin, Mihai Anitescu, Victor Zavala

A Matrix-Free Trust-Region Newton Algorithm for Convex-Constrained Optimization
Drew P. Kouri

ALESQP: An augmented Lagrangian equality-constrained SQP method for optimization with general constraints
Harbir Antil, Drew P. Kouri, Denis Ridzal

New notions of simultaneous diagonalizability of quadratic forms with applications to QCQPs
Alex L. Wang, Rujun Jiang

Optimization Software and Modeling Systems

GALINI: An extensible mixed-integer quadratically-constrained optimization solver
Francesco Ceccon, Radu Baltean-Lugojan, Michael Lee Bynum, Chun Li, Ruth Misener

Robust Optimization

Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein distance
Yu Mei, Jia Liu, Zhiping Chen

First-order algorithms for robust optimization problems via convex-concave saddle-point Lagrangian reformulation
Krzysztof Postek, Shimrit Shtern

A Robust Approach for Modeling Limited Observability in Bilevel Optimization
Yasmine Beck, Martin Schmidt

Reliable Off-policy Evaluation for Reinforcement Learning
Jie Wang, Rui Gao, Hongyuan Zha

Stochastic Programming

Heteroscedasticity-aware residuals-based contextual stochastic optimization
Rohit Kannan, Guzin Bayraksan, James Luedtke

Stochastic Dual Dynamic Programming - A Review
Christian Füllner, Steffen Rebennack

Chance-Constrained Optimization: A Review of Mixed-Integer Conic Formulations and Applications
Simge Kucukyavuz, Ruiwei Jiang

Other Topics

A Steepest Descent Method for Set Optimization Problems with Set-Valued Mappings of Finite Cardinality
Gemayqzel Bouza, Ernest Quintana, Christiane Tammer

A note on completely positive relaxations of quadratic problems in a multiobjective framework.
Gabriele Eichfelder, Patrick Groetzner

A simulation-based optimization approach for the calibration of a discrete event simulation model of an emergency department
Alberto De Santis, Tommaso Giovannelli, Stefano Lucidi, Mauro Messedaglia, Massimo Roma