-

 

 

 




Optimization Online





 

Optimization Online Digest — December 2021

Applications — OR and Management Sciences

Some Strongly Polynomially Solvable Convex Quadratic Programs with Bounded Variables
Jong-Shi Pang, Shaoning Han

The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables
Shaoning Han, Andres Gomez, Alper Atamturk

A covering decomposition algorithm for power grid cyber-network segmentation
Emma S. Johnson, Santanu S. Dey, Jonathan Eckstein, Cynthia A. Phillips, John D. Siirola

Hub Network Design Problem with Capacity, Congestion and Stochastic Demand Considerations
Vedat Bayram, Barış Yıldız, M. Saleh Farham

Joint Routing of Conventional and Range-Extended Electric Vehicles in a Large Metropolitan Network
Anirudh Subramanyam, Taner Cokyasar, Jeffrey Larson, Monique Stinson

Combinatorial Optimization

Facets of the Total Matching Polytope for bipartite graphs
Luca Ferrarini

Convex and Nonsmooth Optimization

An active signature method for constrained abs-linear minimization
Timo Kreimeier, Andrea Walther, Andreas Griewank

A nested primal--dual FISTA-like scheme for composite convex optimization problems
Silvia Bonettini, Marco Prato, Simone Rebegoldi

A Stochastic Bregman Primal-Dual Splitting Algorithm for Composite Optimization
Antonio Silveti-Falls, Cesare Molinari, Jalal Fadili

Unmatched Preconditioning of the Proximal Gradient Algorithm
Marion Savanier, Emilie Chouzenoux, Jean-Christophe Pesquet, Cyril Riddell

Affine invariant convergence rates of the conditional gradient method
Javier Pena

Global Optimization

An Algorithm for Stochastic Convex-Concave Fractional Programs with Applications to Production Efficiency and Equitable Resource Allocation
Cheolmin Kim, Sanjay Mehrotra

Integer Programming

Lower bound on size of branch-and-bound trees for solving lot-sizing problem
Santanu S. Dey, Prachi Shah

A Finitely Convergent Cutting Plane, and a Bender's Decomposition Algorithm for Mixed-Integer Convex and Two-Stage Convex Programs using Cutting Planes
fengqiao luo, Sanjay Mehrotra

Multiple-Periods Locally-Facet-Based MIP Formulations for the Unit Commitment Problem.
Linfeng Yang, Shifei Chen, Zhaoyang Dong

The SCIP Optimization Suite 8.0
Ksenia Bestuzheva, Mathieu Besançon, Wei-Kun Chen, Antonia Chmiela, Tim Donkiewicz, Jasper van Doornmalen, Leon Eifler, Oliver Gaul, Gerald Gamrath, Ambros Gleixner, Leona Gottwald, Christoph Graczyk, Katrin Halbig, Alexander Hoen, Christopher Hojny, Rolf van der Hulst, Thorsten Koch, Marco Lübbecke, Stephen J. Maher, Frederic Matter, Erik Mühmer, Benjamin Müller, Marc E. Pfetsch, Daniel Rehfeldt, Steffan Schlein, Franziska Schlösser, Felipe Serrano, Yuji Shinano, Boro Sofranac, Mark Turner

On the convex hull of convex quadratic optimization problems with indicators
Linchuan Wei, Alper Atamturk, Andres Gomez, Simge Kucukyavuz

Linear, Cone and Semidefinite Programming

New interior-point approach for one- and two-class linear support vector machines using multiple variable splitting
Castro Jordi

On solving large-scale multistage stochastic problems with a new specialized interior-point approach
Jordi Castro, Laureano F. Escudero, Juan F. Monge

Nonlinear Optimization

Training Structured Neural Networks Through Manifold Identification and Variance Reduction
Zih-Syuan Huang, Ching-pei Lee

Convergence Analysis of Block Majorize-Minimize Subspace Approaches
Jean-Baptiste Fest, Emilie Chouzenoux

OPM, a collection of Optimization Problems in Matlab
Serge Gratton, Philippe L. Toint

Trust-region algorithms: probabilistic complexity and intrinsic noise with applications to subsampling techniques
Stefania Bellavia, Gianmarco Gurioli, Benedetta Morini, Philippe L. Toint

An adaptive regularization algorithm for unconstrained optimization with inexact function and derivatives values
Nicholas I. M. Gould, Philippe L. Toint

A unified analysis of descent sequences in weakly convex optimization, including convergence rates for bundle methods
Felipe Atenas, Claudia Sagastizábal, Paulo J. S. Silva, Mikhail Solodov

A Globally Convergent Distributed Jacobi Scheme for Block-Structured Nonconvex Constrained Optimization Problems
Anirudh Subramanyam, Youngdae Kim, Michel Schanen, Francois Pacaud, Mihai Anitescu

An adaptive cubic regularisation method for nonlinear equality constrained optimization
Yonggang Pei, Shaofang Song

Orbital $\varphi$-regularity in coincidence and fixed point problems in metric spaces
Tron Nguyen

Worst-Case Complexity of an SQP Method for Nonlinear Equality Constrained Stochastic Optimization
Robinson Daniel, Michael O'Neill, Curtis Frank

Optimization Software and Modeling Systems

Using an Analytical Computational-Geometry Library to Model Nonoverlap and Boundary-Distance Constraints and their Application to Packing Poly-Bézier Shapes
Paul Morton

Metaheuristic, Models and Software for the Heterogeneous Fleet Pickup and Delivery Problem with Split Loads
Diogenes Gasque, Pedro Munari

Robust Optimization

Quantitative Statistical Robustness in Distributionally Robust Optimization Models
Xu Huifu, Zhang Sainan

Robust Concave Utility Maximization over a Chance-Constraint
Shanshan Wang, Sanjay Mehrotra

Tractable Robust Supervised Learning Models
Melvyn Sim, Long Zhao, Minglong Zhou

The Value of Robust Assortment Optimization Under Ranking-based Choice Models
Bradley Sturt

Mean-Covariance Robust Risk Measurement
Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Damir Filipovic, Daniel Kuhn

An oracle-based framework for robust combinatorial optimization
Enrico Bettiol, Christoph Buchheim, Marianna De Santis, Francesco Rinaldi

A Lagrangian Dual Method for Two-Stage Robust Optimization with Binary Uncertainties
Anirudh Subramanyam

Optimal Robust Policy for Feature-Based Newsvendor
Rui Gao, Jincheng Yang, Luhao Zhang

Absolute regret of implicitly defined sets for combinatorial optimization problems
A Crema

Stochastic Programming

Risk-averse Regret Minimization in Multi-stage Stochastic Programs
Mehran Poursoltani, Erick Delage, Angelos Georghiou

Bayesian Distributionally Robust Optimization
Alexander Shapiro, Enlu Zhou, Yifan Lin

Distributionally risk-receptive and risk-averse network interdiction problems with general ambiguity set
Sumin Kang, Manish Bansal

Risk-Averse Stochastic Optimal Control: an efficiently computable statistical upper bound
Vincent Guigues, Alexandre Shapiro, Yi Cheng

Other Topics

Targeted Multiobjective Dijkstra Algorithm
Pedro Maristany de las Casas, Luitgard Kraus, Sedeño-Noda Antonio, Borndörfer Ralf


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society