

Optimization Online Digest — December 2017
Applications — OR and Management Sciences
BranchandPrice for Probabilistic Vehicle Routing
Felipe Lagos, Mathias Klapp, Alejandro Toriello
Exact Methods for Solving Traveling Salesman Problems with Pickup and Delivery in Real Time
Ryan J. O'Neil, Karla Hoffman
Merton Problem with Parameter Uncertainty in a Jump Diffusion Framework
Kerem Ugurlu, Triet Pham
Dynamic Optimal Contract under Parameter Uncertainty with Risk Averse Agent and Principal
Kerem Ugurlu
Production Lot Sizing with Immediately Observable Random Production Rate
Ilan Adler, Dan Bu, Philip Kaminsky
Applications — Science and Engineering
Forecasting Solar Flares using magnetogrambased predictors and Machine Learning
Kostas Florios, Ioannis Kontogiannis, SungHong Park, Jordan A. Guerra, Federico Benvenuto, D. Shaun Bloomfield, Manolis K. Georgoulis
A decentralized framework for the optimal coordination of distributed energy resources
Miguel F. Anjos, Andrea Lodi, Mathieu Tanneau
Load Scheduling for Residential Demand Response on Smart Grids
Miguel F. Anjos, Luce Brotcorne, Martine Labbé, Maria I. Restrepo
Sum of squares certificates for stability of planar, homogeneous, and switched systems
Amir Ali Ahmadi, Pablo Parrilo
GEPMSCRA for computing the group zeronorm regularized least squares estimator
S. Bi, S. Pan
Smart "Predict, then Optimize"
Adam N. Elmachtoub, Paul Grigas
Combinatorial Optimization
An LPbased approximation algorithm for the coveringtype kviolation linear program
Yotaro Takazawa, Shinji Mizuno, Tomonari Kitahara
Approximate Positive Correlated Distributions and Approximation Algorithms for Doptimal Design
Mohit Singh, Weijun Xie
A class of spectral bounds for Max kcut
Miguel F. Anjos, José Neto
Convex and Nonsmooth Optimization
''Activeset complexity'' of proximal gradient: How long does it take to find the sparsity pattern?
Julie Nutini, Mark Schmidt, Warren Hare
Convergence Rates for Deterministic and Stochastic Subgradient Methods Without Lipschitz Continuity
Benjamin Grimmer
LongStep PathFollowing Algorithm for Solving Symmetric Programming Problems with Nonlinear Objective Functions
Leonid Faybusovich, Cunlu Zhou
An Algorithm for Piecewise Linear Optimization of Objective Functions in Absnormal Form
Andreas Griewank, Andrea Walther
Let's Make Block Coordinate Descent Go Fast: Faster Greedy Rules, MessagePassing, ActiveSet Complexity, and Superlinear Convergence
Julie Nutini, Issam Laradji, Mark Schmidt
A single potential governing convergence of conjugate gradient, accelerated gradient and geometric descent
Sahar Karimi, Stephen Vavasis
A Random BlockCoordinate DouglasRachford Splitting Method with Low Computational Complexity for Binary Logistic Regression
Luis M. BricenoArias, Giovanni Chierchia, Emilie Chouzenoux, JeanChristophe Pesquet
Infinite Dimensional Optimization
A transformationbased discretization method for solving general semiinfinite optimization problems
Jan Schwientek, Tobias Seidel, KarlHeinz Küfer
Integer Programming
Sparse principal component analysis and its l1relaxation
Santanu S. Dey, Rahul Mazumder, Marco Molinaro, Guanyi Wang
MILP feasibility by nonlinear programming
Leo Liberti
A feasible rounding approach for mixedinteger optimization problems
Christoph Neumann, Oliver Stein, Nathan SudermannMerx
Granularity in nonlinear mixedinteger optimization
Christoph Neumann, Oliver Stein, Nathan SudermannMerx
Conflict Driven Diving for Mixed Integer Programming
Jakob Witzig
MaximumEntropy Sampling and the Boolean Quadric Polytope
Kurt Anstreicher
MixedInteger PDEConstrained Optimal Control of Gas Networks
Mirko Hahn, Sven Leyffer, Victor Zavala
The SCIP Optimization Suite 5.0
Ambros Gleixner, Leon Eifler, Tristan Gally, Gerald Gamrath, Patrick Gemander, Robert Lion Gottwald, Gregor Hendel, Christopher Hojny, Thorsten Koch, Matthias Miltenberger, Benjamin Müller, Marc E. Pfetsch, Christian Puchert, Daniel Rehfeldt, Franziska Schlösser, Felipe Serrano, Yuji Shinano, Jan Merlin Viernickel, Stefan Vigerske, Dieter Weninger, Jonas Witt, Jakob Witzig
Matrices with lexicographicallyordered rows
Gustavo Angulo
Linear, Cone and Semidefinite Programming
Networkbased Approximate Linear Programming for Discrete Optimization
Selvaprabu Nadarajah, Andre Augusto Cire
On the local stability of semidefinite relaxations
Diego Cifuentes, Sameer Agarwal, Pablo A. Parrilo, Rekha R. Thomas
A projection method based on KKT conditions for convex quadratic semidefinite programming with nonnegative constraints
Chang Xiaokai, Liu Sanyang, Zhao Pengjun
Nonlinear Optimization
Multipoint secant and interpolation methods with nonmonotone line search for solving systems of nonlinear equations
Oleg Burdakov, Ahmad Kamandi
Model and Discretization Error Adaptivity within Stationary Gas Transport Optimization
Volker Mehrmann, Martin Schmidt, Jeroen J. Stolwijk
A Stochastic Trust Region Algorithm
Frank E. Curtis, Katya Scheinberg, Rui Shi
Robust Optimization
Decision support for strategic energy planning: a complete robust optimization framework
S Moret, F Babonneau, M Bierlaire, F Maréchal
Robust optimization for models with uncertain SOC and SDP constraints
J Zhen, F de Ruiter, D den Hertog
A less conservative variant of Robust Optimization
Ernst Roos, Dick den Hertog
Stochastic Programming
SDDP.jl: a Julia package for Stochastic Dual Dynamic Programming
Oscar Dowson, Lea Kapelevich
Other Topics
Optimality Conditions and Constraint Qualifications for Generalized Nash Equilibrium Problems and their Practical Implications
L. F. Bueno, G. Haeser, F. N. Rojas
