Optimization and Control

Authors and titles for December 2018

[1] arXiv:1812.00032 [pdf, other]

Title: On the K\"ahler Geometry of Certain Optimal Transport Problems

Gabriel Khan, Jun Zhang

Comments: 30 pages. In the previous versions, there was a switched index in the curvature formulas. We have fixed the issue in this version

Journal-ref: Pure Appl. Analysis 2 (2020) 397-426

Subjects: Optimization and Control (math.OC); Differential Geometry (math.DG); Mathematical Finance (q-fin.MF)

[2] arXiv:1812.00093 [pdf, other]

Title: Using Column Generation to Solve Extensions to the Markowitz Model

Lorenz M. Roebers, Aras Selvi, Juan C. Vera

Comments: 16 pages, 3 figures, 2 tables, 1 pseudocode

Subjects: Optimization and Control (math.OC); Portfolio Management (q-fin.PM)

[3] arXiv:1812.00146 [pdf, other]

Title: Operator Splitting Performance Estimation: Tight contraction factors and optimal parameter selection

Ernest K. Ryu, Adrien B. Taylor, Carolina Bergeling, Pontus Giselsson

Comments: Published in the SIAM Journal on Optimization

Subjects: Optimization and Control (math.OC)

[4] arXiv:1812.00165 [pdf, other]

Title: Integrated Stabilization Policy over a Software Defined Network

Cheng Tan, Wing Shing Wong, Huanshui Zhang

Subjects: Optimization and Control (math.OC)

[5] arXiv:1812.00196 [pdf, other]

Title: Optimality conditions for an exhausterable function on an exhausterable set

Majid Abbasov

Subjects: Optimization and Control (math.OC)

[6] arXiv:1812.00230 [pdf, other]

Title: BOLIB: Bilevel Optimization LIBrary of test problems

Shenglong Zhou, Alain B. Zemkoho, Andrey Tin

Comments: Second version of the library; 17 pages, 1 figure

Subjects: Optimization and Control (math.OC)

[7] arXiv:1812.00274 [pdf, other]

Title: Positive semidefinite approximations to the cone of copositive kernels

Olga Kuryatnikova, Juan C. Vera

Comments: 29 pages, 2 tables, 1 figure

Subjects: Optimization and Control (math.OC)

[8] arXiv:1812.00289 [pdf, other]

Title: On Bi-Objective convex-quadratic problems

Cheikh Toure, Anne Auger, Dimo Brockhoff, Nikolaus Hansen

Comments: 12 pages

Subjects: Optimization and Control (math.OC); Neural and Evolutionary Computing (cs.NE)

[9] arXiv:1812.00356 [pdf, other]

Title: Observability on lattice points for heat equations and applications

Ming Wang, Can Zhang, Liang Zhang

Subjects: Optimization and Control (math.OC); Analysis of PDEs (math.AP)

[10] arXiv:1812.00404 [pdf, other]

Title: An equivalence between critical points for rank constraints versus low-rank factorizations

Wooseok Ha, Haoyang Liu, Rina Foygel Barber

Subjects: Optimization and Control (math.OC)

[11] arXiv:1812.00445 [pdf, other]

Title: Distributed averaging integral Nash equilibrium seeking on networks

Claudio De Persis, Sergio Grammatico

Subjects: Optimization and Control (math.OC)

[12] arXiv:1812.00523 [pdf, other]

Title: A dual spectral projected gradient method for log-determinant semidefinite problems

Takashi Nakagaki, Mituhiro Fukuda, Sunyoung Kim, Makoto Yamashita

Comments: 25 pages, 5 figures

Subjects: Optimization and Control (math.OC)

[13] arXiv:1812.00558 [pdf, other]

Title: Subregularity of subdifferential mappings relative to the critical set and KL property of exponent 1/2

Shaohua Pan, Yulan Liu

Comments: 18 pages, 2 figures

Subjects: Optimization and Control (math.OC)

[14] arXiv:1812.00604 [pdf, other]

Title: Quasi-Relative Interiors for Graphs of Convex Set-Valued Mappings

Dang Van Cuong, Boris S. Mordukhovich, Nguyen Mau Nam

Comments: This submission replaces our previous versions

Subjects: Optimization and Control (math.OC)

[15] arXiv:1812.00613 [pdf, other]

Title: Running Primal-Dual Gradient Method for Time-Varying Nonconvex Problems

Yujie Tang, Emiliano Dall'Anese, Andrey Bernstein, Steven Low

Subjects: Optimization and Control (math.OC)

[16] arXiv:1812.00628 [pdf, other]

Title: A generic coordinate descent solver for nonsmooth convex optimization

Olivier Fercoq (LTCI)

Journal-ref: Optimization Methods and Software, Taylor \& Francis, 2019, pp.1-21. \&\#x27E8;10.1080/10556788.2019.1658758\&\#x27E9

Subjects: Optimization and Control (math.OC)

[17] arXiv:1812.00664 [pdf, other]

Title: Stochastic project management: Multiple projects with multi-skilled human resources

Thomas Felberbauer, Walter Gutjahr, Karl Doerner

Comments: Stochastic optimization, Project scheduling, Personnel planning, Heterogeneous skills, Iterated local search

Subjects: Optimization and Control (math.OC)

[18] arXiv:1812.00734 [pdf, other]

Title: Market Integration of HVDC Lines: Internalizing HVDC Losses in Market Clearing

Andrea Tosatto, Tilman Weckesser, Spyros Chatzivasileiadis

Comments: Submitted to "IEEE Transactions on Power Systems" on December 3, 2018 - Revised on May 28, 2019 - Accepted on July 21, 2019 - Published on January 7, 2020

Journal-ref: IEEE Transactions on Power Systems, vol. 35, no. 1, pp. 451-461, January 2020

Subjects: Optimization and Control (math.OC)

[19] arXiv:1812.00773 [pdf, other]

Title: Effects of forecast errors on optimal utilisation in aggregate production planning with stochastic customer demand

Klaus Altendorfer, Thomas Felberbauer, Herbert Jodlbauer

Comments: production planning, MRP II, simulation, aggregate production planning, demand and forecast uncertainty

Journal-ref: International Journal of Production Research, 54:12, 3718-3735 (2016)

Subjects: Optimization and Control (math.OC); General Finance (q-fin.GN)

[20] arXiv:1812.00792 [pdf, other]

Title: Extensions of the Dynamic Programming Framework: Battery Scheduling, Demand Charges, and Renewable Integration

Morgan Jones, Matthew M. Peet

Comments: Latest TAC submission after second round of reviews 02/10/2020

Subjects: Optimization and Control (math.OC)

[21] arXiv:1812.00818 [pdf, other]

Title: Finding Zeros of H\"{o}lder Metrically Subregular Mappings via Globally Convergent Levenberg-Marquardt Methods

Masoud Ahookhosh, Ronan M.T. Fleming, Phan T. Vuong

Comments: 28 pages, 3 figures

Subjects: Optimization and Control (math.OC); Molecular Networks (q-bio.MN)

[22] arXiv:1812.00885 [pdf, other]

Title: AsyncQVI: Asynchronous-Parallel Q-Value Iteration for Discounted Markov Decision Processes with Near-Optimal Sample Complexity

Yibo Zeng, Fei Feng, Wotao Yin

Comments: Accepted by AISTATS 2020

Subjects: Optimization and Control (math.OC); Machine Learning (cs.LG)

[23] arXiv:1812.00958 [pdf, other]

Title: On Berinde's method for comparing iterative processes

C. Zalinescu

Comments: 10 pages; new references are added

Subjects: Optimization and Control (math.OC)

[24] arXiv:1812.01094 [pdf, other]

Title: A Single Time-Scale Stochastic Approximation Method for Nested Stochastic Optimization

Saeed Ghadimi, Andrzej Ruszczyński, Mengdi Wang

Subjects: Optimization and Control (math.OC)

[25] arXiv:1812.01173 [pdf, other]

Title: Some manifold learning considerations towards explicit model predictive control

Robert J. Lovelett, Felix Dietrich, Seungjoon Lee, Ioannis G. Kevrekidis

Subjects: Optimization and Control (math.OC)

[26] arXiv:1812.01228 [pdf, other]

Title: Solving multi-resource allocation and location problems in disaster management through linear programming

Behrooz Bodaghi, Nadezda Sukhorukova

Subjects: Optimization and Control (math.OC)

[27] arXiv:1812.01236 [pdf, other]

Title: A dual Simplex-type algorithm for the smallest enclosing ball of balls and related problems

Marta Cavaleiro, Farid Alizadeh

Journal-ref: Computational Optimization and Applications 79, 767-787 (2021)

Subjects: Optimization and Control (math.OC)

[28] arXiv:1812.01270 [pdf, other]

Title: An Optimal Extraction Problem with Price Impact

Giorgio Ferrari, Torben Koch

Comments: 36 pages; 5 figures

Subjects: Optimization and Control (math.OC); Mathematical Finance (q-fin.MF)

[29] arXiv:1812.01277 [pdf, other]

Title: Implementation of Control Strategies for Sterile Insect Techniques

Pierre-Alexandre Bliman, Daiver Cardona-Salgado, Yves Dumont, Olga Vasilieva

Comments: 30 pages, 9 figures

Subjects: Optimization and Control (math.OC); Populations and Evolution (q-bio.PE)

[30] arXiv:1812.01426 [pdf, other]

Title: Combinatorial persistency criteria for multicut and max-cut

Jan-Hendrik Lange, Bjoern Andres, Paul Swoboda

Subjects: Optimization and Control (math.OC)

[31] arXiv:1812.01437 [pdf, other]

Title: Realization of tensor-product and of tensor-Factorization of rational functions

Daniel Alpay, Izchak Lewkowicz

Subjects: Optimization and Control (math.OC); Complex Variables (math.CV)

[32] arXiv:1812.01552 [pdf, other]

Title: Exploration versus exploitation in reinforcement learning: a stochastic control approach

Haoran Wang, Thaleia Zariphopoulou, Xunyu Zhou

Subjects: Optimization and Control (math.OC); Machine Learning (cs.LG)

[33] arXiv:1812.01574 [pdf, other]

Title: Optimal Sensor and Actuator Selection using Balanced Model Reduction

Krithika Manohar, J. Nathan Kutz, Steven L. Brunton

Comments: 8 pages, 6 figures

Subjects: Optimization and Control (math.OC); Systems and Control (eess.SY); Dynamical Systems (math.DS); Numerical Analysis (math.NA)

[34] arXiv:1812.01588 [pdf, other]

Title: Two-Step Many-Objective Optimal Power Flow Based on Knee Point-Driven Evolutionary Algorithm

Yahui Li, Yang Li

Comments: Accepted by Journal Processes

Journal-ref: Processes 6 (2018) 250

Subjects: Optimization and Control (math.OC)

[35] arXiv:1812.01634 [pdf, other]

Title: A Semismooth Predictor Corrector Method for Real-Time Constrained Parametric Optimization with Applications in Model Predictive Control

Dominic Liao-McPherson, Marco Nicotra, Ilya Kolmanovsky

Subjects: Optimization and Control (math.OC); Systems and Control (eess.SY)

[36] arXiv:1812.01648 [pdf, other]

Title: A Characterization of Controllability for Discrete-Time Linear Systems with Convex Constraints

Mustafa Devrim Kaba, M. Kanat Camlibel

Subjects: Optimization and Control (math.OC)

[37] arXiv:1812.01655 [pdf, other]

Title: A probabilistic incremental proximal gradient method

Ömer Deniz Akyildiz, Émilie Chouzenoux, Víctor Elvira, Joaquín Míguez

Comments: 5 pages, includes an extra numerical experiment

Subjects: Optimization and Control (math.OC); Computation (stat.CO); Machine Learning (stat.ML)

[38] arXiv:1812.01666 [pdf, other]

Title: A Closed Form Solution for the Normal Form and Zero Dynamics of a Class of Nonlinear Systems

Siamak Tafazoli

Comments: 13 pages

Subjects: Optimization and Control (math.OC); Dynamical Systems (math.DS)

[39] arXiv:1812.01745 [pdf, other]

Title: Resilience of Electricity Distribution Networks - Part II: Leveraging Microgrids

Devendra Shelar, Saurabh Amin, Ian Hiskens

Subjects: Optimization and Control (math.OC)

[40] arXiv:1812.01746 [pdf, other]

Title: Evaluating Resilience of Electricity Distribution Networks via A Modification of Generalized Benders Decomposition Method

Devendra Shelar, Saurabh Amin, Ian Hiskens

Subjects: Optimization and Control (math.OC)

[41] arXiv:1812.01935 [pdf, other]

Title: A new alternating direction trust region method based on conic model for solving unconstrained optimization

Honglan Zhu, Qin Ni, Chuangyin Dang

Comments: 18 pages,3 tables

Subjects: Optimization and Control (math.OC)

[42] arXiv:1812.02025 [pdf, other]

Title: Congestion management within a multi-service scheduling coordination scheme for large battery storage systems

Clémentine Straub, Jean Maeght, Camille Pache, Patrick Panciatici, Ram Rajagopal

Comments: 6 pages, 4 figures

Subjects: Optimization and Control (math.OC)

[43] arXiv:1812.02138 [pdf, other]

Title: On inexact relative-error hybrid proximal extragradient, forward-backward and Tseng's modified forward-backward methods with inertial effects

M. Marques Alves, Raul T. Marcavillaca

Subjects: Optimization and Control (math.OC)

[44] arXiv:1812.02301 [pdf, other]

Title: Peer-to-Peer Electricity Market Analysis: From Variational to Generalized Nash Equilibrium

Hélène Le Cadre, Paulin Jacquot (TROPICAL), Cheng Wan, Clémence Alasseur (FiME Lab)

Subjects: Optimization and Control (math.OC); Computer Science and Game Theory (cs.GT)

[45] arXiv:1812.02302 [pdf, other]

Title: On Min-Max affine approximants of convex or concave real valued functions from $\mathbb R^k$, Chebyshev equioscillation and graphics

Steven B. Damelin, David L. Ragozin, Michael Werman

Journal-ref: In: Hirn, M., Li, S., Okoudjou, K.A., Saliani, S. (eds.) Excursions in Harmonic Analysis. Applied and Numerical Harmonic Analysis, vol. 6. Springer, Cham (2021)

Subjects: Optimization and Control (math.OC); Computer Vision and Pattern Recognition (cs.CV); Classical Analysis and ODEs (math.CA)

[46] arXiv:1812.02397 [pdf, other]

Title: Convex searches for discrete-time Zames-Falb multipliers

Joaquin Carrasco, William P. Heath, Nur Syazreen Ahmad, Shuai Wang, Jingfan Zhang

Comments: 12 pages

Subjects: Optimization and Control (math.OC); Systems and Control (eess.SY)

[47] arXiv:1812.02419 [pdf, other]

Title: On the Properties of Convex Functions over Open Sets

Yoel Drori

Comments: Minor update to Theorem 3.2

Subjects: Optimization and Control (math.OC); Functional Analysis (math.FA); Metric Geometry (math.MG)

[48] arXiv:1812.02444 [pdf, other]

Title: Computation of sum of squares polynomials from data points

Bruno Després (LJLL (UMR\_7598)), Maxime Herda (RAPSODI, LPP)

Journal-ref: SIAM Journal on Numerical Analysis, Society for Industrial and Applied Mathematics

Subjects: Optimization and Control (math.OC); Numerical Analysis (math.NA)

[49] arXiv:1812.02846 [pdf, other]

Title: Active Fault Tolerant Control of Grid-Connected DER: Diagnosis and Reconfiguration

Behnam Khaki, Heybet Kiliç, Musa Yilmaz

Comments: Although the paper was accepted for presentation in IEEE International Conference on Communications, Control, and Computing Technologies for Smart Grids (IEEE SmartGridComm), it was withdrawn by the authors. Therefore, the paper has never been presented or published

Subjects: Optimization and Control (math.OC)

[50] arXiv:1812.02847 [pdf, other]

Title: Hierarchical Distributed EV Charging Scheduling in Distribution Grids

Behnam Khaki, Yu-Wei Chung, Chicheng Chu, Rajit Gadh

Comments: This paper has been accepted to IEEE PES General Meeting 2019

Subjects: Optimization and Control (math.OC)